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isPartOf:"Journal of business & economic statistics : JBES ; a publication of the American Statistical Association"
subject:"Börsenkurs"
~subject:"ARCH-Modell"
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Börsenkurs
ARCH-Modell
Estimation
371
Schätzung
371
Theorie
164
Theory
164
Estimation theory
129
Schätztheorie
129
USA
100
United States
99
Time series analysis
95
Zeitreihenanalyse
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65
Nonparametric statistics
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Volatility
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Volatilität
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Prognoseverfahren
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Gerlach, Richard H.
2
Hautsch, Nikolaus
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Tsay, Ruey S.
2
Tse, Yiu Kuen
2
Westerlund, Joakim
2
Amado, Cristina
1
Anderson, Heather M.
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Bibinger, Markus
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D'Amico, Stefania
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Delle Monache, Davide
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Demetrescu, Matei
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
Finance research letters
160
Applied economics
135
Applied economics letters
130
International review of economics & finance : IREF
128
International review of financial analysis
128
Economic modelling
124
The North American journal of economics and finance : a journal of financial economics studies
112
Journal of banking & finance
111
NBER working paper series
111
Energy economics
108
Working paper / National Bureau of Economic Research, Inc.
108
Journal of empirical finance
106
Applied financial economics
104
Journal of international financial markets, institutions & money
92
NBER Working Paper
89
Research in international business and finance
85
Journal of econometrics
73
Journal of risk and financial management : JRFM
70
Pacific-Basin finance journal
63
The European journal of finance
60
Review of quantitative finance and accounting
59
International journal of economics and finance
58
Journal of financial economics
58
The journal of futures markets
55
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
54
Discussion paper / Centre for Economic Policy Research
53
International journal of economics and financial issues : IJEFI
53
International journal of finance & economics : IJFE
53
CESifo working papers
51
Working paper
49
Cogent economics & finance
48
Discussion paper / Tinbergen Institute
48
Economics letters
47
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
45
Journal of financial econometrics : official journal of the Society for Financial Econometrics
45
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
44
Journal of international money and finance
43
Quantitative finance
39
The empirical economics letters : a monthly international journal of economics
39
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ECONIS (ZBW)
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1
Structural breaks in interactive effects panels and the stock market reaction to COVID-19
Karavias, Yiannis
;
Narayan, Paresh Kumar
;
Westerlund, Joakim
- In:
Journal of business & economic statistics : JBES ; a …
41
(
2023
)
3
,
pp. 653-666
Persistent link: https://www.econbiz.de/10014448426
Saved in:
2
Realized quantiles
Dimitriadis, Timo
;
Halbleib, Roxana
- In:
Journal of business & economic statistics : JBES ; a …
40
(
2022
)
3
,
pp. 1346-1361
Persistent link: https://www.econbiz.de/10013539526
Saved in:
3
On bivariate time-varying price staleness
Zhu, Haibin
;
Liu, Zhi
- In:
Journal of business & economic statistics : JBES ; a …
42
(
2024
)
1
,
pp. 229-242
Persistent link: https://www.econbiz.de/10014449902
Saved in:
4
Inference for nonparametric high-frequency estimators with an application to time variation in betas
Kalnina, Ilze
- In:
Journal of business & economic statistics : JBES ; a …
41
(
2023
)
2
,
pp. 538-549
Persistent link: https://www.econbiz.de/10014448338
Saved in:
5
Overnight GARCH-Itô volatility models
Kim, Donggyu
;
Shin, Minseok
;
Wang, Yazhen
- In:
Journal of business & economic statistics : JBES ; a …
41
(
2023
)
4
,
pp. 1215-1227
Persistent link: https://www.econbiz.de/10014448607
Saved in:
6
Volatility estimation when the zero-process is nonstationary
Francq, Christian
;
Sucarrat, Genaro
- In:
Journal of business & economic statistics : JBES ; a …
41
(
2023
)
1
,
pp. 53-66
Persistent link: https://www.econbiz.de/10013540630
Saved in:
7
Nonlinear predictability of stock returns? : parametric versus nonparametric inference in predictive regressions
Demetrescu, Matei
;
Hillmann, Benjamin
- In:
Journal of business & economic statistics : JBES ; a …
40
(
2022
)
1
,
pp. 382-397
Persistent link: https://www.econbiz.de/10012804123
Saved in:
8
Testing serial correlation and ARCH effect of high-dimensional time-series data
Ling, Shiqing
;
Tsay, Ruey S.
;
Yang, Yaxing
- In:
Journal of business & economic statistics : JBES ; a …
39
(
2021
)
1
,
pp. 136-147
Persistent link: https://www.econbiz.de/10012424504
Saved in:
9
A score-driven conditional correlation model for noisy and asynchronous data : an application to high-frequency covariance dynamics
Buccheri, Giuseppe
;
Bormetti, Giacomo
;
Corsi, Fulvio
; …
- In:
Journal of business & economic statistics : JBES ; a …
39
(
2021
)
4
,
pp. 920-936
Persistent link: https://www.econbiz.de/10012653203
Saved in:
10
Generalized jump regressions for local moments
Bollerslev, Tim
;
Li, Jia
;
Chaves, Leonardo Salim Saker
- In:
Journal of business & economic statistics : JBES ; a …
39
(
2021
)
4
,
pp. 1015-1025
Persistent link: https://www.econbiz.de/10012653221
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