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subject:"Unemployment"
subject:"United Kingdom"
~accessRights:"restricted"
~isPartOf:"Journal of business & economic statistics : JBES ; a publication of the American Statistical Association"
~subject:"Share price"
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Unemployment
United Kingdom
Share price
Estimation
153
Schätzung
153
Estimation theory
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Schätztheorie
68
Theorie
64
Theory
64
Time series analysis
50
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Ahn, Hie Joo
1
Barassi, Marco R.
1
Bia, Michela
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Bibinger, Markus
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1
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
Discussion paper / Centre for Economic Policy Research
177
Finance research letters
123
Applied economics
93
Economic modelling
92
International review of economics & finance : IREF
83
The North American journal of economics and finance : a journal of financial economics studies
80
Working paper / National Bureau of Economic Research, Inc.
80
International review of financial analysis
75
Applied economics letters
62
Research in international business and finance
61
Journal of banking & finance
58
Energy economics
57
Journal of empirical finance
55
Discussion papers / CEPR
50
Journal of international financial markets, institutions & money
48
Pacific-Basin finance journal
48
Journal of econometrics
45
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
41
Economics letters
39
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34
The European journal of finance
34
International journal of economics and finance
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Management science : journal of the Institute for Operations Research and the Management Sciences
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Review of quantitative finance and accounting
33
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
33
SpringerLink / Bücher
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International journal of finance & economics : IJFE
30
Labour economics : official journal of the European Association of Labour Economists
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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Emerging markets, finance and trade : EMFT
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Quantitative finance
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Journal of financial markets
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Empirical economics : a quarterly journal of the Institute for Advanced Studies
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Journal of economic dynamics & control
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Journal of international money and finance
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European economic review : EER
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Economic research
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Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
18
Global finance journal
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1
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:
2
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:
3
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:
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
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:
6
Assessing causal effects in a longitudinal observational study with "truncated" outcomes due to unemployment and nonignorable missing data
Bia, Michela
;
Mattei, Alessandra
;
Mercatanti, Andrea
- In:
Journal of business & economic statistics : JBES ; a …
40
(
2022
)
2
,
pp. 718-729
Persistent link: https://www.econbiz.de/10013534220
Saved in:
7
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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8
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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9
Price dividend ratio and long-run stock returns : a score-driven state space model
Delle Monache, Davide
;
Petrella, Ivan
;
Venditti, Fabrizio
- In:
Journal of business & economic statistics : JBES ; a …
39
(
2021
)
4
,
pp. 1054-1065
Persistent link: https://www.econbiz.de/10012653225
Saved in:
10
Change‐point detection in the conditional correlation structure of multivariate volatility models
Barassi, Marco R.
;
Horváth, Lajos
;
Zhao, Yuqian
- In:
Journal of business & economic statistics : JBES ; a …
38
(
2020
)
2
,
pp. 340-349
Persistent link: https://www.econbiz.de/10012262479
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