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~isPartOf:"Journal of business & economic statistics : JBES ; a publication of the American Statistical Association"
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Share price
Estimation theory
590
Schätztheorie
590
Theorie
195
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195
Time series analysis
138
Zeitreihenanalyse
138
Estimation
127
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127
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Hautsch, Nikolaus
2
Bauwens, Luc
1
Bibinger, Markus
1
Bollerslev, Tim
1
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1
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Lillo, Fabrizio
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Malec, Peter
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Mayfield, E. Scott
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Sucarrat, Genaro
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
Journal of econometrics
46
Economic modelling
10
Economics letters
10
Journal of empirical finance
10
Journal of banking & finance
9
International journal of economics and financial issues : IJEFI
8
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
7
Journal of financial and quantitative analysis : JFQA
7
Journal of forecasting
7
Journal of risk and financial management : JRFM
7
Quantitative finance
7
The journal of finance : the journal of the American Finance Association
7
The review of financial studies
7
Econometrics : open access journal
6
Journal of financial econometrics : official journal of the Society for Financial Econometrics
6
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
6
Asia Pacific journal of management : APJM ; a publication of the Faculty of Business Administration, National University of Singapore
5
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
5
Finance India : the quarterly journal of Indian Institute of Finance
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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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Pacific-Basin finance journal
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Review of quantitative finance and accounting
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Applied economics
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Finance research letters
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International journal of financial research
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International review of economics & finance : IREF
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The journal of business : B
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Advances in quantitative analysis of finance and accounting : a research annual
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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
Saved in:
11
On a threshold double autoregressive model
Li, Dong
;
Ling, Shiqing
;
Zhang, Rongmao
- In:
Journal of business & economic statistics : JBES ; a …
34
(
2016
)
1
,
pp. 68-80
Persistent link: https://www.econbiz.de/10011691211
Saved in:
12
Modeling the dependence of conditional correlations on market volatility
Bauwens, Luc
;
Otranto, Edoardo
- In:
Journal of business & economic statistics : JBES ; a …
34
(
2016
)
2
,
pp. 254-268
Persistent link: https://www.econbiz.de/10011691329
Saved in:
13
Preaveraging-based estimation of quadratic variation in the presence of noise and jumps : theory, implementation, and empirical evidence
Hautsch, Nikolaus
;
Podolskij, Mark
- In:
Journal of business & economic statistics : JBES ; a …
31
(
2013
)
2
,
pp. 165-183
Persistent link: https://www.econbiz.de/10009754008
Saved in:
14
Dynamic bivariate mixture models : modeling the behavior of prices and trading volume
Liesenfeld, Roman
- In:
Journal of business & economic statistics : JBES ; a …
16
(
1998
)
1
,
pp. 101-109
Persistent link: https://www.econbiz.de/10001231021
Saved in:
15
Semiparametric (distribution-free) testing of the expectations hypothesis in a parimutuel gambling market
Goodwin, Barry K.
- In:
Journal of business & economic statistics : JBES ; a …
14
(
1996
)
4
,
pp. 487-500
Persistent link: https://www.econbiz.de/10001209335
Saved in:
16
Estimation of an asymmetric stochastic volatility model for asset returns
Harvey, Andrew C.
- In:
Journal of business & economic statistics : JBES ; a …
14
(
1996
)
4
,
pp. 429-434
Persistent link: https://www.econbiz.de/10001209347
Saved in:
17
Can speculative trading explain the volume-volatility relation?
Foster, F. Douglas
- In:
Journal of business & economic statistics : JBES ; a …
13
(
1995
)
4
,
pp. 379-396
Persistent link: https://www.econbiz.de/10001190310
Saved in:
18
A multivariate GARCH model of international transmissions of stock returns and volatility : the case of the United States and Canada
Karolyi, G. Andrew
- In:
Journal of business & economic statistics : JBES ; a …
13
(
1995
)
1
,
pp. 11-25
Persistent link: https://www.econbiz.de/10001177129
Saved in:
19
On determining the dimension of real-time stock-price data
Mayfield, E. Scott
- In:
Journal of business & economic statistics : JBES ; a …
10
(
1992
)
3
,
pp. 367-374
Persistent link: https://www.econbiz.de/10001126530
Saved in:
20
Tests for parameter instability in regressions with I(1) processes
Hansen, Bruce E.
- In:
Journal of business & economic statistics : JBES ; a …
10
(
1992
)
3
,
pp. 321-335
Persistent link: https://www.econbiz.de/10001126533
Saved in:
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