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subject:"Japan"
subject:"Share price"
~isPartOf:"Journal of business & economic statistics : JBES ; a publication of the American Statistical Association"
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Japan
Share price
Estimation theory
602
Schätztheorie
602
Theorie
198
Theory
198
Time series analysis
140
Zeitreihenanalyse
140
Estimation
129
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Hautsch, Nikolaus
2
Bauwens, Luc
1
Bibinger, Markus
1
Bollerslev, Tim
1
Bormetti, Giacomo
1
Buccheri, Giuseppe
1
Chaves, Leonardo Salim Saker
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Corsi, Fulvio
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Escanciano, Juan Carlos
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Foster, F. Douglas
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1
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1
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1
Kalnina, Ilze
1
Karolyi, G. Andrew
1
Kim, Donggyu
1
Li, Dong
1
Li, Jia
1
Liesenfeld, Roman
1
Lillo, Fabrizio
1
Ling, Shiqing
1
Malec, Peter
1
Mayfield, E. Scott
1
Milunovich, George
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Mitrodima, Gelly
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Mizrach, Bruce Marshall
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Podolskij, Mark
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Reiß, Markus
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Russell, Jeffrey R.
1
Shephard, Neil G.
1
Shin, Minseok
1
Sucarrat, Genaro
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
Journal of econometrics
46
Economics letters
12
Journal of empirical finance
12
Economic modelling
11
Cambridge working papers in economics
9
Discussion paper / Tinbergen Institute
9
Journal of banking & finance
9
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
8
International journal of economics and financial issues : IJEFI
8
Monetary and economic studies
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NBER Working Paper
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NBER working paper series
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The journal of finance : the journal of the American Finance Association
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Journal of financial and quantitative analysis : JFQA
7
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Journal of risk and financial management : JRFM
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The review of financial studies
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Applied financial economics
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Asia Pacific journal of management : APJM ; a publication of the Faculty of Business Administration, National University of Singapore
6
Asian economies
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Discussion papers / Institute of Social and Economic Research
6
Econometrics : open access journal
6
Finance India : the quarterly journal of Indian Institute of Finance
6
Journal of applied econometrics
6
Journal of financial econometrics : official journal of the Society for Financial Econometrics
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
6
The North American journal of economics and finance : a journal of financial economics studies
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Working paper / Department of Econometrics and Business Statistics, Monash University
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CESifo working papers
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Discussion paper / Centre for Economic Forecasting
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Econometric reviews
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Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
5
Finance research letters
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IMES discussion paper series / Englische Ausgabe
5
International review of financial analysis
5
Journal of financial economics
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Journal of international financial markets, institutions & money
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1
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:
2
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:
3
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:
4
A Bayesian quantile time series model for asset returns
Griffin, Jim E.
;
Mitrodima, Gelly
- In:
Journal of business & economic statistics : JBES ; a …
40
(
2022
)
1
,
pp. 16-27
Persistent link: https://www.econbiz.de/10012804077
Saved in:
5
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:
6
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
Saved in:
7
Local parametric estimation in high frequency data
Potiron, Yoann
;
Mykland, Per A.
- In:
Journal of business & economic statistics : JBES ; a …
38
(
2020
)
3
,
pp. 679-692
Persistent link: https://www.econbiz.de/10012262505
Saved in:
8
Estimating the spot covariation of asset prices : statistical theory and empirical evidence
Bibinger, Markus
;
Hautsch, Nikolaus
;
Malec, Peter
; …
- In:
Journal of business & economic statistics : JBES ; a …
37
(
2019
)
3
,
pp. 419-435
Persistent link: https://www.econbiz.de/10012178185
Saved in:
9
Simultaneous equation systems with heteroscedasticity : identification, estimation, and stock price elasticities
Milunovich, George
;
Yang, Minxian
- In:
Journal of business & economic statistics : JBES ; a …
36
(
2018
)
2
,
pp. 288-308
Persistent link: https://www.econbiz.de/10011894993
Saved in:
10
Semiparametric estimation of risk-return relationships
Escanciano, Juan Carlos
;
Pardo-Fernández, Juan Carlos
; …
- In:
Journal of business & economic statistics : JBES ; a …
35
(
2017
)
1
,
pp. 40-52
Persistent link: https://www.econbiz.de/10011704099
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