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Estimation
499
Schätzung
495
Estimation theory
347
Schätztheorie
347
Volatility
333
Volatilität
333
Theorie
311
Theory
311
Time series analysis
200
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200
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151
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151
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Bollerslev, Tim
21
Todorov, Viktor
19
Tauchen, George Eugene
17
Andersen, Torben
13
Aït-Sahalia, Yacine
13
Francq, Christian
13
Linton, Oliver
12
Ghysels, Eric
10
McAleer, Michael
10
Gouriéroux, Christian
9
Meddahi, Nour
9
Phillips, Peter C. B.
9
Shephard, Neil G.
9
Xiu, Dacheng
9
Zakoïan, Jean-Michel
9
Gallant, A. Ronald
8
Li, Jia
8
Mykland, Per A.
8
Park, Joon Y.
8
Patton, Andrew J.
8
Su, Liangjun
8
Cavaliere, Giuseppe
7
Corradi, Valentina
7
Gao, Jiti
7
Koop, Gary
7
Li, Yingying
7
Rahbek, Anders
7
Taylor, Robert
7
Kim, Donggyu
6
Sasaki, Yuya
6
Andreou, Elena
5
Asai, Manabu
5
Bai, Jushan
5
Barigozzi, Matteo
5
Diebold, Francis X.
5
Hallin, Marc
5
Heckman, James J.
5
Hong, Yongmiao
5
Jasiak, Joann
5
Koopman, Siem Jan
5
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Conference on Realized Volatility <2006, Montréal>
1
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Journal of econometrics
Working paper / National Bureau of Economic Research, Inc.
4,147
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4,034
NBER Working Paper
3,508
Discussion paper series / IZA
3,104
Applied economics
2,570
Discussion paper / Centre for Economic Policy Research
2,128
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1,766
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1,766
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1,698
IZA Discussion Papers
1,619
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1,426
Economic modelling
1,390
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1,377
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1,348
Economics letters
1,313
International review of financial analysis
1,257
Journal of international money and finance
1,248
Energy economics
1,239
IMF working papers
1,230
International review of economics & finance : IREF
1,206
Applied financial economics
1,063
Discussion paper
965
IMF Working Papers
961
The journal of finance : the journal of the American Finance Association
930
Journal of financial economics
923
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
882
CESifo Working Paper
881
Research in international business and finance
864
Pacific-Basin finance journal
824
Journal of international financial markets, institutions & money
812
The North American journal of economics and finance : a journal of financial economics studies
788
Discussion papers / CEPR
709
IMF working paper
698
Discussion paper / Tinbergen Institute
693
Journal of empirical finance
693
CESifo Working Paper Series
664
The journal of futures markets
653
Working Paper
630
Journal of financial and quantitative analysis : JFQA
625
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ECONIS (ZBW)
837
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1
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
Saved in:
2
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:
3
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:
4
Risk-parameter
estimation
in
volatility
models
Francq, Christian
;
Zakoïan, Jean-Michel
- In:
Journal of econometrics
184
(
2015
)
1
,
pp. 158-173
Persistent link: https://www.econbiz.de/10011326796
Saved in:
5
Volatility
activity : specification and
estimation
Todorov, Viktor
;
Tauchen, George Eugene
;
Grynkiv, Iaryna
- In:
Journal of econometrics
178
(
2014
)
1
,
pp. 180-193
Persistent link: https://www.econbiz.de/10010255447
Saved in:
6
Intraday Value-at-Risk : an asymmetric autoregressive conditional duration approach
Liu, Shouwei
;
Tse, Yiu Kuen
- In:
Journal of econometrics
189
(
2015
)
2
,
pp. 437-446
Persistent link: https://www.econbiz.de/10011504612
Saved in:
7
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:
8
Stock return and cash flow predictability : the role of
volatility
risk
Bollerslev, Tim
;
Xu, Lai
;
Zhou, Hao
- In:
Journal of econometrics
187
(
2015
)
2
,
pp. 458-471
Persistent link: https://www.econbiz.de/10011499728
Saved in:
9
Option pricing with non-Gaussian scaling and infinite-state switching
volatility
Baldovin, Fulvio
;
Caporin, Massimiliano
;
Caraglio, Michele
- In:
Journal of econometrics
187
(
2015
)
2
,
pp. 486-497
Persistent link: https://www.econbiz.de/10011499748
Saved in:
10
COMFORT: a common market factor non-Gaussian returns model
Paolella, Marc S.
;
Polak, Pawel
- In:
Journal of econometrics
187
(
2015
)
2
,
pp. 593-605
Persistent link: https://www.econbiz.de/10011499783
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