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Estimation
465
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461
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328
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328
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324
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324
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321
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321
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Bollerslev, Tim
19
Todorov, Viktor
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Tauchen, George Eugene
17
Andersen, Torben
13
Koop, Gary
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Aït-Sahalia, Yacine
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10
Phillips, Peter C. B.
10
Ghysels, Eric
9
Gouriéroux, Christian
9
McAleer, Michael
9
Meddahi, Nour
9
Xiu, Dacheng
9
Shephard, Neil G.
8
Su, Liangjun
8
Yu, Jun
8
Zhang, Xinyu
8
Gao, Jiti
7
Li, Jia
7
Mykland, Per A.
7
Patton, Andrew J.
7
Schorfheide, Frank
7
Cavaliere, Giuseppe
6
Dijk, Herman K. van
6
Kim, Donggyu
6
Maheu, John M.
6
Marcellino, Massimiliano
6
Park, Joon Y.
6
Taylor, Robert
6
Zakoïan, Jean-Michel
6
Asai, Manabu
5
Baltagi, Badi H.
5
Barigozzi, Matteo
5
Casarin, Roberto
5
Diebold, Francis X.
5
Fan, Jianqing
5
Francq, Christian
5
Hallin, Marc
5
Jasiak, Joann
5
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Conference on Realized Volatility <2006, Montréal>
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3,689
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575
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
571
The North American journal of economics and finance : a journal of financial economics studies
565
Journal of economic dynamics & control
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ECONIS (ZBW)
825
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1
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825
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1
Estimating dynamic equilibrium models with stochastic
volatility
Fernández-Villaverde, Jesús
;
Guerrón-Quintana, Pablo A.
- In:
Journal of econometrics
185
(
2015
)
1
,
pp. 216-229
Persistent link: https://www.econbiz.de/10011339869
Saved in:
2
A MIDAS approach to modeling first and second moment dynamics
Pettenuzzo, Davide
;
Timmermann, Allan
;
Valkanov, Rossen I.
- In:
Journal of econometrics
193
(
2016
)
2
,
pp. 315-334
Persistent link: https://www.econbiz.de/10011704952
Saved in:
3
High dimensional dynamic stochastic copula models
Creal, Drew
;
Tsay, Ruey S.
- In:
Journal of econometrics
189
(
2015
)
2
,
pp. 335-345
Persistent link: https://www.econbiz.de/10011504544
Saved in:
4
Bayesian
estimation
of an extended local scale stochastic
volatility
model
Deschamps, Jean-Philippe
- In:
Journal of econometrics
162
(
2011
)
2
,
pp. 369-382
Persistent link: https://www.econbiz.de/10009270622
Saved in:
5
Option market trading activity and the
estimation
of the pricing kernel : a Bayesian approach
Barone-Adesi, Giovanni
;
Fusari, Nicola
;
Mira, Antonietta
; …
- In:
Journal of econometrics
216
(
2020
)
2
,
pp. 430-449
Persistent link: https://www.econbiz.de/10012439749
Saved in:
6
Stochastic tail index model for high frequency financial data with Bayesian analysis
Mao, Guangyu
;
Zhang, Zhengjun
- In:
Journal of econometrics
205
(
2018
)
2
,
pp. 470-487
Persistent link: https://www.econbiz.de/10012110325
Saved in:
7
Scalable inference for a full multivariate stochastic
volatility
model
Dellaportas, Petros
;
Titsias, Michalis K.
;
Petrova, Katerina
- In:
Journal of econometrics
232
(
2023
)
2
,
pp. 501-520
Persistent link: https://www.econbiz.de/10014340078
Saved in:
8
Threshold models in time series analysis : some reflections
Tong, Howell
- In:
Journal of econometrics
189
(
2015
)
2
,
pp. 485-491
Persistent link: https://www.econbiz.de/10011504634
Saved in:
9
Bayesian semiparametric stochastic
volatility
modeling
Jensen, Mark J.
;
Maheu, John M.
- In:
Journal of econometrics
157
(
2010
)
2
,
pp. 306-316
Persistent link: https://www.econbiz.de/10008663011
Saved in:
10
Stochastic
volatility
with leverage : fast and efficient likelihood inference
Omori, Yasuhiro
;
Chib, Siddhartha
;
Shephard, Neil G.
; …
- In:
Journal of econometrics
140
(
2007
)
2
,
pp. 425-449
Persistent link: https://www.econbiz.de/10003569881
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