//--> //--> //--> //-->
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
The Impact of Stock Market Str...
Similar by subject
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Estimation
466
Schätzung
462
Volatility
321
Volatilität
321
Estimation theory
306
Schätztheorie
306
Theorie
276
Theory
276
Time series analysis
169
Zeitreihenanalyse
169
Nichtparametrisches Verfahren
145
Nonparametric statistics
145
Stochastic process
112
Stochastischer Prozess
112
Börsenkurs
105
Share price
104
Capital income
99
Kapitaleinkommen
99
Panel
95
Panel study
95
Forecasting model
93
Prognoseverfahren
93
Regression analysis
91
Regressionsanalyse
91
ARCH model
76
ARCH-Modell
76
USA
72
United States
72
Bayes-Statistik
53
Bayesian inference
53
Statistical distribution
53
Statistische Verteilung
53
Statistical test
48
Statistischer Test
48
Factor analysis
47
Faktorenanalyse
47
Market microstructure
45
Marktmikrostruktur
45
Auction theory
41
Auktionstheorie
41
more ...
less ...
Online availability
All
Undetermined
399
Type of publication
All
Article
744
Book / Working Paper
5
Type of publication (narrower categories)
All
Article in journal
745
Aufsatz in Zeitschrift
745
Conference paper
10
Konferenzbeitrag
10
Collection of articles of several authors
6
Sammelwerk
6
Conference proceedings
1
Konferenzschrift
1
more ...
less ...
Language
All
English
747
Undetermined
2
Author
All
Bollerslev, Tim
19
Todorov, Viktor
18
Tauchen, George Eugene
17
Andersen, Torben
13
Aït-Sahalia, Yacine
12
Linton, Oliver
12
Ghysels, Eric
9
Gouriéroux, Christian
9
McAleer, Michael
9
Meddahi, Nour
9
Phillips, Peter C. B.
9
Xiu, Dacheng
9
Gallant, A. Ronald
8
Shephard, Neil G.
8
Su, Liangjun
8
Koop, Gary
7
Li, Jia
7
Mykland, Per A.
7
Patton, Andrew J.
7
Taylor, Robert
7
Cavaliere, Giuseppe
6
Francq, Christian
6
Gao, Jiti
6
Kim, Donggyu
6
Park, Joon Y.
6
Zakoïan, Jean-Michel
6
Asai, Manabu
5
Barigozzi, Matteo
5
Hallin, Marc
5
Hu, Yingyao
5
Jasiak, Joann
5
Koopman, Siem Jan
5
Li, Tong
5
Li, Yingying
5
Lu, Xun
5
Marcellino, Massimiliano
5
Paarsch, Harry J.
5
Rahbek, Anders
5
Shum, Matthew
5
Zhou, Hao
5
more ...
less ...
Institution
All
Conference on Realized Volatility <2006, Montréal>
1
Published in...
All
Journal of econometrics
Working paper / National Bureau of Economic Research, Inc.
3,620
NBER working paper series
3,543
Discussion paper series / IZA
3,104
NBER Working Paper
3,006
Applied economics
2,354
Discussion paper / Centre for Economic Policy Research
1,967
CESifo working papers
1,820
Applied economics letters
1,665
IZA Discussion Papers
1,631
Finance research letters
1,568
Economics letters
1,415
IZA Discussion Paper
1,344
Working paper
1,342
Journal of banking & finance
1,262
Economic modelling
1,233
Energy economics
1,196
International review of financial analysis
1,181
International review of economics & finance : IREF
1,062
CESifo Working Paper
1,045
MPRA Paper
1,001
Applied financial economics
989
Discussion paper
976
Working Paper
927
The journal of finance : the journal of the American Finance Association
915
Journal of financial economics
891
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
828
NBER Working Papers
820
Journal of international money and finance
769
Discussion paper / Tinbergen Institute
767
Pacific-Basin finance journal
762
The North American journal of economics and finance : a journal of financial economics studies
727
CESifo Working Paper Series
723
Research in international business and finance
722
Journal of international financial markets, institutions & money
674
ECB Working Paper
663
Journal of empirical finance
648
Discussion papers / CEPR
634
The journal of futures markets
623
ZEW discussion papers
616
more ...
less ...
Source
All
ECONIS (ZBW)
749
Showing
1
-
10
of
749
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
The conditional autoregressive Wishart model for multivariate stock market
volatility
Golosnoy, Vasyl
;
Gribisch, Bastian
;
Liesenfeld, Roman
- In:
Journal of econometrics
167
(
2012
)
1
,
pp. 211-223
Persistent link: https://www.econbiz.de/10009551424
Saved in:
2
Moments, shocks and spillovers in Markov-switching VAR models
Kole, Erik
;
Dijk, Dick van
- In:
Journal of econometrics
236
(
2023
)
2
,
pp. 1-26
Persistent link: https://www.econbiz.de/10014365495
Saved in:
3
A simple test for moment inequality models with an application to English auctions
Aradillas-López, Andrés
;
Gandhi, Amit
;
Quint, Daniel
- In:
Journal of econometrics
194
(
2016
)
1
,
pp. 96-115
Persistent link: https://www.econbiz.de/10011705047
Saved in:
4
Forecasting multivariate realized stock market
volatility
Bauer, Gregory H.
;
Vorkink, Keith
- In:
Journal of econometrics
160
(
2011
)
1
,
pp. 93-101
Persistent link: https://www.econbiz.de/10009242535
Saved in:
5
Predicting
volatility
: getting the most out of return data sampled at different frequencies
Ghysels, Eric
;
Santa-Clara, Pedro
;
Valkanov, Rossen I.
- In:
Journal of econometrics
131
(
2006
)
1/2
,
pp. 59-95
Persistent link: https://www.econbiz.de/10003298564
Saved in:
6
Climate risks and market efficiency
Hong, Harrison G.
;
Li, Frank Weikai
;
Xu, Jiangmin
- In:
Journal of econometrics
208
(
2019
)
1
,
pp. 265-281
Persistent link: https://www.econbiz.de/10012144990
Saved in:
7
Testing and support recovery of correlation structures for matrix-valued observations with an application to stock market data
Chen, Xin
;
Yang, Dan
;
Yan, Xu
;
Xia, Yin
;
Wang, Dong
; …
- In:
Journal of econometrics
232
(
2023
)
2
,
pp. 544-564
Persistent link: https://www.econbiz.de/10014340639
Saved in:
8
Dynamics and heterogeneity of subjective stock market expectations
Heiss, Florian
;
Hurd, Michael D.
;
Rooij, Maarten van
; …
- In:
Journal of econometrics
231
(
2022
)
1
,
pp. 213-231
Persistent link: https://www.econbiz.de/10013441982
Saved in:
9
Heterogeneity in households' stock market beliefs : levels, dynamics, and epistemic uncertainty
Gaudecker, Hans-Martin von
;
Wogrolly, Axel
- In:
Journal of econometrics
231
(
2022
)
1
,
pp. 232-247
Persistent link: https://www.econbiz.de/10013441983
Saved in:
10
Quasi-maximum likelihood
estimation
of
volatility
with high frequency data
Xiu, Dacheng
- In:
Journal of econometrics
159
(
2010
)
1
,
pp. 235-250
Persistent link: https://www.econbiz.de/10008839925
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...
//-->