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isPartOf:"Applied financial economics"
subject:"Theorie"
~isPartOf:"Journal of econometrics"
~isPartOf:"Journal of monetary economics"
~subject:"Share price"
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Theorie
Share price
Estimation
1,117
Schätzung
1,111
Theory
356
Estimation theory
233
Schätztheorie
233
USA
220
United States
220
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188
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188
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147
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Todorov, Viktor
9
Tauchen, George Eugene
6
Koop, Gary
5
Li, Jia
5
Aït-Sahalia, Yacine
4
Kim, Donggyu
4
Xiu, Dacheng
4
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3
Bollerslev, Tim
3
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3
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3
Ghysels, Eric
3
McAleer, Michael
3
Pesaran, M. Hashem
3
Phillips, Peter C. B.
3
Schaller, Huntley
3
Steel, Mark F. J.
3
Wang, Yazhen
3
Adrangi, Bahram
2
Alessandria, George
2
Alles, Lakshman
2
Andreou, Elena
2
Asai, Manabu
2
Atkeson, Andrew
2
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2
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2
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2
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2
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2
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2
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2
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2
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2
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2
Fan, Jianqing
2
Fernández, Carmen
2
Fulop, Andras
2
Gallant, A. Ronald
2
Galvão Júnior, Antônio Fialho
2
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2
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Applied financial economics
Journal of econometrics
Journal of monetary economics
Working paper / National Bureau of Economic Research, Inc.
633
NBER working paper series
537
NBER Working Paper
494
Applied economics
402
Discussion paper / Centre for Economic Policy Research
393
Discussion paper series / IZA
286
CESifo working papers
268
Applied economics letters
261
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258
Economics letters
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205
International review of economics & finance : IREF
198
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190
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185
Journal of international money and finance
180
Finance research letters
173
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
166
Journal of empirical finance
156
Discussion paper
154
IZA Discussion Paper
152
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147
International review of financial analysis
146
Journal of applied econometrics
145
Europäische Hochschulschriften / 5
144
Discussion papers / CEPR
134
The North American journal of economics and finance : a journal of financial economics studies
131
Energy economics
130
Journal of economic dynamics & control
129
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128
Journal of macroeconomics
122
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111
SpringerLink / Bücher
110
The journal of finance : the journal of the American Finance Association
104
The European journal of finance
102
Journal of international financial markets, institutions & money
98
Gabler Edition Wissenschaft
96
International journal of forecasting
95
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ECONIS (ZBW)
463
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1
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
Saved in:
2
Identifying latent group structures in spatial dynamic panels
Su, Liangjun
;
Wang, Wuyi
;
Xu, Xingbai
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 1955-1980
Persistent link: https://www.econbiz.de/10014471439
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
Volatility measurement with pockets of extreme return persistence
Andersen, Torben
;
Li, Yingying
;
Todorov, Viktor
;
Zhou, Bo
- In:
Journal of econometrics
237
(
2023
)
2,3
,
pp. 1-27
Persistent link: https://www.econbiz.de/10014471793
Saved in:
5
Machine learning panel data regressions with heavy-tailed dependent data : theory and application
Babii, Andrii
;
Ball, Ryan T.
;
Ghysels, Eric
;
Striaukas, …
- In:
Journal of econometrics
237
(
2023
)
2,3
,
pp. 1-25
Persistent link: https://www.econbiz.de/10014471811
Saved in:
6
Business-cycle consumption risk and asset prices
Bandi, Federico M.
;
Tamoni, Andrea
- In:
Journal of econometrics
237
(
2023
)
2,3
,
pp. 1-23
Persistent link: https://www.econbiz.de/10014471828
Saved in:
7
High-dimensional conditionally Gaussian state space models with missing data
Chan, Joshua
;
Poon, Aubrey
;
Zhu, Dan
- In:
Journal of econometrics
236
(
2023
)
1
,
pp. 1-21
Persistent link: https://www.econbiz.de/10014332310
Saved in:
8
Business cycle asymmetry and input-output structure : the role of firm-to-firm networks
Miranda-Pinto, Jorge
;
Silva, Álvaro
;
Young, Eric R.
- In:
Journal of monetary economics
137
(
2023
),
pp. 1-20
Persistent link: https://www.econbiz.de/10014428393
Saved in:
9
Comment on: "Trade and diffusion of embodied technology : an empirical analysis" by ayerst, ibrahim, mackenzie, and rachapalli
Lenzu, Simone
- In:
Journal of monetary economics
137
(
2023
),
pp. 146-149
Persistent link: https://www.econbiz.de/10014428412
Saved in:
10
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
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