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subject:"Großbritannien"
subject:"USA"
~isPartOf:"Journal of business & economic statistics : JBES ; a publication of the American Statistical Association"
~subject:"Share price"
~type_genre:"Aufsatz in Zeitschrift"
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Großbritannien
USA
Share price
Estimation
364
Schätzung
364
Theorie
161
Theory
161
Estimation theory
127
Schätztheorie
127
United States
99
Time series analysis
94
Zeitreihenanalyse
94
Nichtparametrisches Verfahren
62
Nonparametric statistics
62
Volatility
61
Volatilität
61
Forecasting model
50
Prognoseverfahren
50
Capital income
45
Kapitaleinkommen
45
Regression analysis
40
Regressionsanalyse
40
Börsenkurs
31
Bayes-Statistik
27
Bayesian inference
27
Panel
26
Panel study
26
Stochastic process
25
Stochastischer Prozess
25
Causality analysis
23
Factor analysis
23
Kausalanalyse
23
Faktorenanalyse
22
VAR model
22
VAR-Modell
22
Statistical distribution
20
Statistische Verteilung
20
Correlation
19
Korrelation
19
ARCH model
18
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18
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Aufsatz in Zeitschrift
Article in journal
133
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English
133
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Bollerslev, Tim
2
Enders, Walter
2
Franses, Philip Hans
2
Harvey, Andrew C.
2
Hautsch, Nikolaus
2
Jacobs, Kris
2
Koopman, Siem Jan
2
Leybourne, Stephen James
2
Lobato, Ignacio N.
2
Lucas, André
2
McCabe, Brendan Peter Martin
2
Stock, James H.
2
Watson, Mark W.
2
Anderson, Heather M.
1
Andrews, Donald W. K.
1
Ang, Andrew
1
Anily, Shoshana
1
Asano, Hirokatsu
1
Attanasio, Orazio P.
1
Audrino, Francesco
1
Bajari, Patrick L.
1
Bansal, Ravi
1
Barassi, Marco R.
1
Barone-Adesi, Giovanni
1
Bekaert, Geert
1
Bera, Anil K.
1
Berg, Gerard J. van den
1
Bianchi, Daniele
1
Bibinger, Markus
1
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1
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1
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1
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1
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1
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1
Carvalho, Vasco M.
1
Caudill, Steven B.
1
Chaves, Leonardo Salim Saker
1
Chen, Cathy Y.
1
Chen, Willa W.
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
Applied economics
439
Applied economics letters
251
Applied financial economics
193
The review of economics and statistics
176
Economic modelling
162
The American economic review
161
The journal of finance : the journal of the American Finance Association
159
Journal of banking & finance
148
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
147
Finance research letters
141
International review of economics & finance : IREF
139
International review of financial analysis
125
Economics letters
122
The North American journal of economics and finance : a journal of financial economics studies
120
Journal of applied econometrics
118
The journal of futures markets
118
Journal of international money and finance
115
Journal of econometrics
113
Journal of empirical finance
99
The review of financial studies
97
Journal of financial economics
96
Energy economics
95
Journal of international financial markets, institutions & money
95
Journal of money, credit and banking : JMCB
92
Review of quantitative finance and accounting
89
Journal of financial and quantitative analysis : JFQA
84
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
79
The European journal of finance
78
American economic journal : a journal of the American Economic Association
77
Journal of monetary economics
77
Journal of political economy
77
Research in international business and finance
76
International journal of finance & economics : IJFE
73
The economic journal : the journal of the Royal Economic Society
69
Southern economic journal
68
Journal of labor economics
65
Journal of risk and financial management : JRFM
64
Journal of economic dynamics & control
62
Journal of macroeconomics
62
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ECONIS (ZBW)
133
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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
Reconciled estimates of monthly GDP in the United States
Koop, Gary
;
McIntyre, Stuart
;
Mitchell, James
;
Poon, Aubrey
- In:
Journal of business & economic statistics : JBES ; a …
41
(
2023
)
2
,
pp. 563-577
Persistent link: https://www.econbiz.de/10014448358
Saved in:
6
Using survey information for improving the density nowcasting of U.S. GDP
Çakmaklı, Cem
;
Demircan, Hamza
- In:
Journal of business & economic statistics : JBES ; a …
41
(
2023
)
3
,
pp. 667-682
Persistent link: https://www.econbiz.de/10014448419
Saved in:
7
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:
8
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:
9
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:
10
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
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