//--> //--> //--> //-->
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
Time-varying impacts of macroe...
Similar by subject
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Zeitreihenanalyse
675
Time series analysis
672
Theorie
558
Theory
558
Estimation theory
545
Schätztheorie
545
Estimation
465
Schätzung
461
Volatility
321
Volatilität
321
Nichtparametrisches Verfahren
183
Nonparametric statistics
183
Forecasting model
164
Prognoseverfahren
164
Stochastic process
154
Stochastischer Prozess
154
ARCH model
147
ARCH-Modell
147
Regression analysis
138
Regressionsanalyse
138
Capital income
137
Kapitaleinkommen
137
Panel
124
Panel study
124
Börsenkurs
105
Share price
104
Statistical test
101
Statistischer Test
101
USA
92
United States
92
Bayes-Statistik
77
Bayesian inference
77
Statistical distribution
77
Statistische Verteilung
77
Factor analysis
75
Faktorenanalyse
75
Cointegration
70
Kointegration
69
VAR model
66
VAR-Modell
66
more ...
less ...
Online availability
All
Undetermined
590
Type of publication
All
Article
1,300
Book / Working Paper
16
Type of publication (narrower categories)
All
Article in journal
1,302
Aufsatz in Zeitschrift
1,302
Collection of articles of several authors
21
Sammelwerk
21
Conference paper
12
Konferenzbeitrag
12
Konferenzschrift
8
Conference proceedings
6
Festschrift
6
Aufsatzsammlung
2
Systematic review
1
Übersichtsarbeit
1
more ...
less ...
Language
All
English
1,313
Undetermined
3
Author
All
Phillips, Peter C. B.
32
Linton, Oliver
24
Taylor, Robert
23
Bollerslev, Tim
21
Tauchen, George Eugene
19
Todorov, Viktor
19
Andersen, Torben
15
Aït-Sahalia, Yacine
15
Park, Joon Y.
15
Ghysels, Eric
14
Xiao, Zhijie
14
Francq, Christian
13
Koop, Gary
13
Gao, Jiti
12
Robinson, Peter M.
12
Zakoïan, Jean-Michel
12
Chen, Xiaohong
11
Gouriéroux, Christian
11
Leybourne, Stephen James
11
McAleer, Michael
11
Xiu, Dacheng
11
Corradi, Valentina
10
Hallin, Marc
10
Shephard, Neil G.
10
Su, Liangjun
10
Swanson, Norman R.
10
Timmermann, Allan
10
Yu, Jun
10
Cavaliere, Giuseppe
9
Gallant, A. Ronald
9
Hong, Yongmiao
9
Koopman, Siem Jan
9
Marcellino, Massimiliano
9
Meddahi, Nour
9
Mykland, Per A.
9
Patton, Andrew J.
9
Harvey, David I.
8
Kapetanios, George
8
Li, Jia
8
Pesaran, M. Hashem
8
more ...
less ...
Institution
All
Association of Asia-Pacific Business School's Academic Conference <2018, Hongkong>
1
Conference on Realized Volatility <2006, Montréal>
1
Sir Clive Granger Memorial Conference <2010, Nottingham>
1
Published in...
All
Journal of econometrics
Working paper / National Bureau of Economic Research, Inc.
4,545
NBER working paper series
4,443
NBER Working Paper
3,885
Discussion paper series / IZA
3,090
Applied economics
2,854
Discussion paper / Centre for Economic Policy Research
2,337
Applied economics letters
1,916
CESifo working papers
1,809
The Pakistan development review : PDR
1,789
Economics letters
1,706
Journal of banking & finance
1,662
IZA Discussion Papers
1,616
Finance research letters
1,560
Economic modelling
1,552
Working paper
1,494
IZA Discussion Paper
1,361
International review of financial analysis
1,310
Energy economics
1,251
Applied financial economics
1,230
International review of economics & finance : IREF
1,190
The journal of finance : the journal of the American Finance Association
1,179
Journal of international money and finance
1,156
Journal of financial economics
1,086
Discussion paper
1,060
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
1,032
IMF working papers
945
Discussion paper / Tinbergen Institute
910
CESifo Working Paper
889
IMF Working Papers
867
Pacific-Basin finance journal
852
The North American journal of economics and finance : a journal of financial economics studies
847
Journal of international financial markets, institutions & money
832
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
819
International journal of forecasting
813
Journal of empirical finance
813
The review of financial studies
807
MPRA Paper
798
Journal of financial and quantitative analysis : JFQA
772
Research in international business and finance
765
more ...
less ...
Source
All
ECONIS (ZBW)
1,315
USB Cologne (EcoSocSci)
1
Showing
1
-
10
of
1,316
Sort
Relevance
Date (newest first)
Date (oldest first)
1
Incorporating overnight and intraday returns into multivariate GARCH
volatility
models
Dhaene, Geert
;
Wu, Jianbin
- In:
Journal of econometrics
217
(
2020
)
2
,
pp. 471-495
Persistent link: https://www.econbiz.de/10012482817
Saved in:
2
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:
3
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:
4
Inference on the tail process with application to financial time series modeling
Davis, Richard A.
;
Drees, Holger
;
Segers, Johan
; …
- In:
Journal of econometrics
205
(
2018
)
2
,
pp. 508-525
Persistent link: https://www.econbiz.de/10012110330
Saved in:
5
Multivariate rotated ARCH models
Noureldin, Diaa
;
Shephard, Neil G.
;
Sheppard, Kevin
- In:
Journal of econometrics
179
(
2014
)
1
,
pp. 16-30
Persistent link: https://www.econbiz.de/10010258286
Saved in:
6
Empirical evidence on the importance of aggregation, asymmetry, and jumps for
volatility
prediction
Duong, Diep
;
Swanson, Norman R.
- In:
Journal of econometrics
187
(
2015
)
2
,
pp. 606-621
Persistent link: https://www.econbiz.de/10011499786
Saved in:
7
Parametric
estimation
of long memory in factor models
Ergemen, Yunus Emre
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 1483-1499
Persistent link: https://www.econbiz.de/10014471404
Saved in:
8
Multivariate leverage effects and realized semicovariance GARCH models
Bollerslev, Tim
;
Patton, Andrew J.
;
Quaedvlieg, Rogier
- In:
Journal of econometrics
217
(
2020
)
2
,
pp. 411-430
Persistent link: https://www.econbiz.de/10012482780
Saved in:
9
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:
10
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:
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...
//-->