//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~isPartOf:"Journal of econometrics"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Restrictive policy to curb cap...
Similar by subject
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Theorie
1,607
Theory
1,607
Estimation theory
490
Schätztheorie
490
Time series analysis
400
Zeitreihenanalyse
400
Volatility
321
Volatilität
321
Estimation
244
Schätzung
244
Stochastic process
173
Stochastischer Prozess
173
Nichtparametrisches Verfahren
168
Nonparametric statistics
168
Forecasting model
165
Prognoseverfahren
165
Statistical test
141
Statistischer Test
141
Regression analysis
128
Regressionsanalyse
128
USA
110
United States
110
Statistical distribution
105
Statistische Verteilung
105
Bayes-Statistik
101
Bayesian inference
101
Capital income
101
Kapitaleinkommen
101
Panel
100
Panel study
100
ARCH model
99
ARCH-Modell
99
Method of moments
91
Momentenmethode
90
Börsenkurs
88
Share price
88
Ökonometrie
87
Monte Carlo simulation
86
Monte-Carlo-Simulation
86
Econometrics
85
more ...
less ...
Online availability
All
Undetermined
488
Type of publication
All
Article
1,824
Book / Working Paper
36
Type of publication (narrower categories)
All
Article in journal
1,837
Aufsatz in Zeitschrift
1,837
Collection of articles of several authors
51
Sammelwerk
51
Konferenzschrift
17
Conference proceedings
14
Festschrift
9
Conference paper
5
Konferenzbeitrag
5
Aufsatzsammlung
4
Systematic review
3
Übersichtsarbeit
3
Bibliografie enthalten
1
Bibliography included
1
more ...
less ...
Language
All
English
1,856
Undetermined
4
Author
All
Phillips, Peter C. B.
38
Bollerslev, Tim
21
Gouriéroux, Christian
20
Linton, Oliver
19
Ghysels, Eric
18
Swanson, Norman R.
18
Tauchen, George Eugene
18
Todorov, Viktor
18
Aït-Sahalia, Yacine
17
McAleer, Michael
17
Yu, Jun
17
Koop, Gary
16
Lee, Lung-fei
16
Pesaran, M. Hashem
15
Corradi, Valentina
14
Andersen, Torben
13
Diebold, Francis X.
13
Chib, Siddhartha
12
Dufour, Jean-Marie
12
Granger, C. W. J.
12
Patton, Andrew J.
12
Renault, Eric
12
Schmidt, Peter
12
Taylor, Robert
12
Mykland, Per A.
11
Park, Joon Y.
11
Steel, Mark F. J.
11
Xiao, Zhijie
11
Gallant, A. Ronald
10
Hsiao, Cheng
10
Li, Qi
10
Maasoumi, Esfandiar
10
Monfort, Alain
10
Timmermann, Allan
10
Whang, Yoon-jae
10
Barnett, William A.
9
Hong, Yongmiao
9
Kohn, Robert
9
Lütkepohl, Helmut
9
Ng, Serena
9
more ...
less ...
Institution
All
(EC)2 Conference <1, 1990; 2, 1991>
1
Association of Asia-Pacific Business School's Academic Conference <2018, Hongkong>
1
Conference on Realized Volatility <2006, Montréal>
1
National Bureau of Economic Research
1
National Science Foundation
1
Sir Clive Granger Memorial Conference <2010, Nottingham>
1
Symposium on Forecasting and Empirical Methods in Macroeconomics and Finance <1999, Cambridge, Mass.>
1
more ...
less ...
Published in...
All
Journal of econometrics
NBER working paper series
10,918
Working paper / National Bureau of Economic Research, Inc.
10,073
NBER Working Paper
9,671
Discussion paper / Centre for Economic Policy Research
6,488
Economics letters
6,154
CESifo working papers
5,089
European journal of operational research : EJOR
5,044
Working paper
4,384
IMF working papers
3,562
Discussion paper series / IZA
3,056
The American economic review
2,968
Applied economics
2,951
Journal of economic theory
2,949
Economic modelling
2,812
SpringerLink / Bücher
2,809
Journal of economic dynamics & control
2,784
Discussion paper / Tinbergen Institute
2,764
CESifo Working Paper
2,748
Journal of banking & finance
2,555
Discussion paper
2,484
IMF working paper
2,464
Journal of economic behavior & organization : JEBO
2,434
Europäische Hochschulschriften / 5
2,373
European economic review : EER
2,370
Energy economics
2,361
CESifo Working Paper Series
2,347
Computers & operations research : and their applications to problems of world concern ; an international journal
2,345
Discussion papers / CEPR
2,314
Journal of international money and finance
2,295
The economic journal : the journal of the Royal Economic Society
2,204
IZA Discussion Paper
2,080
Applied economics letters
2,073
Working paper series / European Central Bank
2,057
Journal of monetary economics
1,986
Policy research working paper : WPS
1,979
International journal of production research
1,947
Games and economic behavior
1,873
ECB Working Paper
1,861
Economic theory : official journal of the Society for the Advancement of Economic Theory
1,837
more ...
less ...
Source
All
ECONIS (ZBW)
1,860
Showing
1
-
10
of
1,860
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
A test for
volatility
spillover with application to exchange rates
Hong, Yongmiao
- In:
Journal of econometrics
103
(
2001
)
1/2
,
pp. 183-224
Persistent link: https://www.econbiz.de/10001585360
Saved in:
2
Semiparametric estimation of long-memory
volatility
dependencies : the role of high-frequency data
Bollerslev, Tim
;
Wright, Jonathan H.
- In:
Journal of econometrics
98
(
2000
)
1
,
pp. 81-106
Persistent link: https://www.econbiz.de/10001497682
Saved in:
3
A Gaussian approximation scheme for computation of option prices in stochastic
volatility
models
Cheng, Ai-ru Meg
;
Gallant, A. Ronald
;
Ji, Chuanshu
; …
- In:
Journal of econometrics
146
(
2008
)
1
,
pp. 44-58
Persistent link: https://www.econbiz.de/10003778206
Saved in:
4
Testing for factor loading structural change under common breaks
Yamamoto, Yohei
;
Tanaka, Shinya
- In:
Journal of econometrics
189
(
2015
)
1
,
pp. 187-206
Persistent link: https://www.econbiz.de/10011502515
Saved in:
5
Local polynomial estimators of the
volatility
function in nonparametric autoregression
Härdle, Wolfgang
- In:
Journal of econometrics
81
(
1997
)
1
,
pp. 223-242
Persistent link: https://www.econbiz.de/10001336796
Saved in:
6
Testing for a slowly changing level with special reference to stochastic
volatility
Harvey, Andrew C.
- In:
Journal of econometrics
87
(
1998
)
1
,
pp. 167-189
Persistent link: https://www.econbiz.de/10001248302
Saved in:
7
The role of implied
volatility
in forecasting future realized
volatility
and jumps in foreign exchange, stock, and bond markets
Busch, Thomas
;
Christensen, Bent Jesper
;
Nielsen, …
- In:
Journal of econometrics
160
(
2011
)
1
,
pp. 48-57
Persistent link: https://www.econbiz.de/10009242554
Saved in:
8
Score-driven models for realized
volatility
Harvey, Andrew C.
;
Palumbo, Dario
- In:
Journal of econometrics
237
(
2023
)
2,2
,
pp. 1-14
Persistent link: https://www.econbiz.de/10014471522
Saved in:
9
Modeling and forecasting realized
volatility
with the fractional Ornstein-Uhlenbeck process
Wang, Xiaohu
;
Xiao, Weilin
;
Yu, Jun
- In:
Journal of econometrics
232
(
2023
)
2
,
pp. 389-415
Persistent link: https://www.econbiz.de/10014339985
Saved in:
10
The predictive ability of several models of exchange rate
volatility
West, Kenneth D.
- In:
Journal of econometrics
69
(
1995
)
2
,
pp. 367-391
Persistent link: https://www.econbiz.de/10001188565
Saved in:
1
2
3
4
5
6
7
8
9
10
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->