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~subject:"Time series analysis"
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Time series analysis
Theorie
73
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58
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49
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49
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38
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38
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high-frequency data
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Tauchen, George Eugene
30
Todorov, Viktor
18
Bollerslev, Tim
8
Li, Jia
7
Sizova, Natalia
7
Gallant, A. Ronald
6
Tauchen, George
6
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3
Rossi, Peter E.
3
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2
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2
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1
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1
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Economic Research Initiatives at Duke (ERID) Working Paper
7
Journal of econometrics
7
ERID working paper
6
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
4
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
2
Working paper series economics and econometrics
2
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Computation and estimation in finance and economics
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Econometrics : open access journal
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Journal of financial economics
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Macroeconomic dynamics
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Quantitative economics : QE ; journal of the Econometric Society
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Review of finance : journal of the European Finance Association
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1
Nonlinear dynamic structures
Gallant, A. Ronald
;
Rossi, Peter E.
;
Tauchen, George Eugene
-
1990
-
Rev
Persistent link: https://www.econbiz.de/10000809496
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2
On fitting a recalcitrant series : the pound dollar exchange rate, 1974 - 83
Gallant, A. Ronald
;
Hsieh, David A.
;
Tauchen, George Eugene
-
1988
Persistent link: https://www.econbiz.de/10000766237
Saved in:
3
Stock prices and volume
Gallant, A. Ronald
- In:
The review of financial studies
5
(
1992
)
2
,
pp. 199-242
Persistent link: https://www.econbiz.de/10001123796
Saved in:
4
Nonlinear dynamic structures
Gallant, A. Ronald
- In:
Econometrica : journal of the Econometric Society, an …
61
(
1993
)
4
,
pp. 871-907
Persistent link: https://www.econbiz.de/10001147138
Saved in:
5
Estimation of continuous-time models for stock returns and interest rates
Gallant, A. Ronald
- In:
Macroeconomic dynamics
1
(
1997
)
1
,
pp. 135-168
Persistent link: https://www.econbiz.de/10001337436
Saved in:
6
Bayesian estimation of state space models using moment conditions
Gallant, A. Ronald
;
Giacomini, Raffaella
;
Ragusa, Giuseppe
- In:
Journal of econometrics
201
(
2017
)
2
,
pp. 198-211
Persistent link: https://www.econbiz.de/10011918691
Saved in:
7
Leverage and volatility feedback effects in high-frequency data
Bollerslev, Tim
;
Litvinova, Julia
;
Tauchen, George Eugene
- In:
Journal of financial econometrics : official journal of …
4
(
2006
)
3
,
pp. 353-384
Persistent link: https://www.econbiz.de/10003354051
Saved in:
8
Volatility in equilibrium : asymmetries and dynamic dependencies
Bollerslev, Tim
;
Sizova, Natalia
;
Tauchen, George Eugene
-
2009
Persistent link: https://www.econbiz.de/10003849492
Saved in:
9
Activity signature functions for high-frequency data analysis
Todorov, Viktor
;
Tauchen, George Eugene
- In:
Journal of econometrics
154
(
2010
)
2
,
pp. 125-138
Persistent link: https://www.econbiz.de/10003940085
Saved in:
10
Volatility in equilibrium : asymmetries and dynamic dependencies
Bollerslev, Tim
;
Sizova, Natalia
;
Tauchen, George Eugene
-
2009
Persistent link: https://www.econbiz.de/10009559443
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