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1,645
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1,645
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481
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402
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402
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333
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Phillips, Peter C. B.
38
Bollerslev, Tim
22
Todorov, Viktor
19
Aït-Sahalia, Yacine
18
Ghysels, Eric
18
Gouriéroux, Christian
18
Linton, Oliver
18
Swanson, Norman R.
18
Tauchen, George Eugene
18
Yu, Jun
18
McAleer, Michael
17
Koop, Gary
16
Lee, Lung-fei
16
Corradi, Valentina
14
Pesaran, M. Hashem
14
Andersen, Torben
13
Patton, Andrew J.
13
Chib, Siddhartha
12
Diebold, Francis X.
12
Granger, C. W. J.
12
Mykland, Per A.
12
Schmidt, Peter
12
Taylor, Robert
12
Dufour, Jean-Marie
11
Park, Joon Y.
11
Renault, Eric
11
Steel, Mark F. J.
11
Xiao, Zhijie
11
Gallant, A. Ronald
10
Hsiao, Cheng
10
Timmermann, Allan
10
Whang, Yoon-jae
10
Hong, Yongmiao
9
Kohn, Robert
9
Li, Qi
9
Lütkepohl, Helmut
9
Robinson, Peter M.
9
Tsionas, Efthymios G.
9
Xiu, Dacheng
9
Baltagi, Badi H.
8
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(EC)2 Conference <1, 1990; 2, 1991>
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Association of Asia-Pacific Business School's Academic Conference <2018, Hongkong>
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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.>
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Journal of econometrics
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7,601
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5,051
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2,911
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2,535
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2,534
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2,440
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2,338
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2,313
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2,279
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2,253
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2,200
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2,038
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2,017
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2,010
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1,971
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1,954
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1,952
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1,863
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1,832
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1,817
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1,804
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1,802
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1,782
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1,710
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1,681
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1,625
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1,536
Management science : journal of the Institute for Operations Research and the Management Sciences
1,535
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1,527
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1,506
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ECONIS (ZBW)
1,857
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1
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1
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:
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
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:
4
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:
5
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:
6
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:
7
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:
8
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:
9
A semiparametric GARCH model for foreign exchange
volatility
Yang, Lijian
- In:
Journal of econometrics
130
(
2006
)
2
,
pp. 365-384
Persistent link: https://www.econbiz.de/10003277973
Saved in:
10
Nonparametric estimation and inference for conditional density based Granger causality measures
Taamouti, Abderrahim
;
Bouezmarni, Taoufik
;
El Ghouch, Anouar
- In:
Journal of econometrics
180
(
2014
)
2
,
pp. 251-264
Persistent link: https://www.econbiz.de/10010433362
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