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subject:"Share price"
type_genre:"Article in journal"
~isPartOf:"Journal of business & economic statistics : JBES ; a publication of the American Statistical Association"
~subject:"ARCH model"
~subject:"Volatilität"
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Search: subject_exact:"Estimation theory"
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Share price
ARCH model
Volatilität
Estimation theory
610
Schätztheorie
610
Theorie
195
Theory
195
Time series analysis
144
Zeitreihenanalyse
144
Estimation
134
Schätzung
134
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65
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Bauwens, Luc
2
Bollerslev, Tim
2
Ghysels, Eric
2
Hautsch, Nikolaus
2
Jing, Bingyi
2
Ling, Shiqing
2
Shephard, Neil G.
2
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2
Tsay, Ruey S.
2
Yang, Xiye
2
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1
Alfelt, Gustav
1
Amado, Cristina
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1
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Audrino, Francesco
1
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1
Bandi, Federico M.
1
Bibinger, Markus
1
Bodnar, Taras
1
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1
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1
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1
Chan, Joshua
1
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1
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1
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Dias, Gustavo Fruet
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1
Galeano, Pedro
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Gao, Jiti
1
Gerlach, Richard H.
1
Gonçalves, Sílvia
1
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
Journal of econometrics
154
Econometric theory
50
Economics letters
42
Journal of empirical finance
35
Econometric reviews
32
Journal of financial econometrics : official journal of the Society for Financial Econometrics
26
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
26
Journal of banking & finance
24
Finance research letters
23
Economic modelling
22
The econometrics journal
21
Quantitative finance
20
Journal of financial econometrics
19
Journal of forecasting
19
International journal of forecasting
18
International journal of economics and financial issues : IJEFI
16
Journal of risk and financial management : JRFM
15
The North American journal of economics and finance : a journal of financial economics studies
15
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
14
International journal of theoretical and applied finance
14
Applied economics
13
Computational economics
13
Econometrics : open access journal
13
Journal of mathematical finance
13
Journal of risk
13
Applied economics letters
11
Journal of time series econometrics
11
The European journal of finance
11
International review of financial analysis
10
Applied financial economics
9
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
9
International Journal of Energy Economics and Policy : IJEEP
9
Journal of economic dynamics & control
9
Journal of financial economics
9
The journal of finance : the journal of the American Finance Association
9
Finance and stochastics
8
Journal of applied econometrics
8
Journal of financial and quantitative analysis : JFQA
8
Research in international business and finance
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1
An econometric analysis of volatility discovery
Dias, Gustavo Fruet
;
Papailias, Fotis
;
Scherrer, Cristina
- In:
Journal of business & economic statistics : JBES ; a …
42
(
2024
)
3
,
pp. 1095-1106
Persistent link: https://www.econbiz.de/10015053535
Saved in:
2
Singular conditional autoregressive Wishart model for realized covariance matrices
Alfelt, Gustav
;
Bodnar, Taras
;
Javed, Farrukh
;
Tyrcha, …
- In:
Journal of business & economic statistics : JBES ; a …
41
(
2023
)
3
,
pp. 833-845
Persistent link: https://www.econbiz.de/10014448443
Saved in:
3
Adaptive testing for cointegration with nonstationary volatility
Boswijk, Herman Peter
;
Zu, Yang
- In:
Journal of business & economic statistics : JBES ; a …
40
(
2022
)
2
,
pp. 744-755
Persistent link: https://www.econbiz.de/10013534484
Saved in:
4
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:
5
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:
6
Bootstrapping two-stage quasi-maximum likelihood estimators of time series models
Gonçalves, Sílvia
;
Hounyo, Ulrich
;
Patton, Andrew J.
; …
- In:
Journal of business & economic statistics : JBES ; a …
41
(
2023
)
3
,
pp. 683-694
Persistent link: https://www.econbiz.de/10014448421
Saved in:
7
Estimation of leverage effect : kernel function and efficiency
Yang, Xiye
- In:
Journal of business & economic statistics : JBES ; a …
41
(
2023
)
3
,
pp. 939-956
Persistent link: https://www.econbiz.de/10014448463
Saved in:
8
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:
9
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:
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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