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Theorie
1,645
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1,645
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512
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512
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411
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411
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333
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333
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Phillips, Peter C. B.
38
Bollerslev, Tim
22
Todorov, Viktor
20
Linton, Oliver
19
Aït-Sahalia, Yacine
18
Ghysels, Eric
18
Gouriéroux, Christian
18
Swanson, Norman R.
18
Tauchen, George Eugene
18
Yu, Jun
18
McAleer, Michael
17
Koop, Gary
16
Lee, Lung-fei
16
Taylor, Robert
15
Andersen, Torben
14
Corradi, Valentina
14
Pesaran, M. Hashem
14
Diebold, Francis X.
13
Patton, Andrew J.
13
Chib, Siddhartha
12
Granger, C. W. J.
12
Mykland, Per A.
12
Schmidt, Peter
12
Timmermann, Allan
12
Xiao, Zhijie
12
Dufour, Jean-Marie
11
Park, Joon Y.
11
Renault, Eric
11
Steel, Mark F. J.
11
Xiu, Dacheng
11
Gallant, A. Ronald
10
Hsiao, Cheng
10
Whang, Yoon-jae
10
Hong, Yongmiao
9
Kohn, Robert
9
Li, Qi
9
Lütkepohl, Helmut
9
Meddahi, Nour
9
Robinson, Peter M.
9
Tsionas, Efthymios G.
9
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(EC)2 Conference <1, 1990; 2, 1991>
1
Association of Asia-Pacific Business School's Academic Conference <2018, Hongkong>
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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.>
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Journal of econometrics
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2,913
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2,322
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2,174
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2,144
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2,032
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2,020
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1,961
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1,950
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1,867
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1,864
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1,834
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1,824
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1,794
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1,772
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1,742
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1,685
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ECONIS (ZBW)
1,905
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1
Increased correlation among asset classes : Are
volatility
or jumps to blame, or both?
Aït-Sahalia, Yacine
;
Xiu, Dacheng
- In:
Journal of econometrics
194
(
2016
)
2
,
pp. 205-219
Persistent link: https://www.econbiz.de/10011705106
Saved in:
2
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:
3
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:
4
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:
5
Stock co-jump networks
Ding, Yi
;
Li, Yingying
;
Liu, Guoli
;
Zheng, Xinghua
- In:
Journal of econometrics
239
(
2024
)
2
,
pp. 1-12
Persistent link: https://www.econbiz.de/10015074466
Saved in:
6
Jump tails, extreme dependencies, and the distribution of stock returns
Bollerslev, Tim
;
Todorov, Viktor
;
Li, Sophia Zhengzi
- In:
Journal of econometrics
172
(
2013
)
2
,
pp. 307-324
Persistent link: https://www.econbiz.de/10009706199
Saved in:
7
Testing for non-correlation between price and
volatility
jumps
Jacod, Jean
;
Klüppelberg, Claudia
;
Müller, Gernot
- In:
Journal of econometrics
197
(
2017
)
2
,
pp. 284-297
Persistent link: https://www.econbiz.de/10011818360
Saved in:
8
Identifying latent factors based on high-frequency data
Sun, Yucheng
;
Xu, Wen
;
Zhang, Chuanhai
- In:
Journal of econometrics
233
(
2023
)
1
,
pp. 251-270
Persistent link: https://www.econbiz.de/10014341048
Saved in:
9
A simple joint model for returns,
volatility
and
volatility
of
volatility
Ding, Yashuang
- In:
Journal of econometrics
232
(
2023
)
2
,
pp. 521-543
Persistent link: https://www.econbiz.de/10014340096
Saved in:
10
Intraday cross-sectional distributions of systematic risk
Andersen, Torben
;
Riva, Raul
;
Thyrsgaard, Martin
; …
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 1394-1418
Persistent link: https://www.econbiz.de/10014471397
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