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subject:"Arbeitslosigkeit"
~isPartOf:"Journal of econometrics"
~subject:"Geldpolitik"
~subject:"Share price"
~type:"article"
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Arbeitslosigkeit
Geldpolitik
Share price
Estimation
463
Schätzung
458
Estimation theory
215
Schätztheorie
215
Theorie
165
Theory
165
Time series analysis
115
Zeitreihenanalyse
115
Nichtparametrisches Verfahren
106
Nonparametric statistics
106
Volatility
102
Volatilität
102
Panel
93
Panel study
93
Regression analysis
81
Regressionsanalyse
81
Forecasting model
63
Prognoseverfahren
63
Börsenkurs
54
USA
54
United States
54
Capital income
53
Kapitaleinkommen
53
Stochastic process
46
Stochastischer Prozess
46
Factor analysis
38
Faktorenanalyse
38
Panel data
38
Bayes-Statistik
34
Bayesian inference
34
ARCH model
32
ARCH-Modell
32
Statistical test
32
Statistischer Test
32
Statistical distribution
29
Statistische Verteilung
29
Markov chain
27
Markov-Kette
27
Causality analysis
26
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66
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66
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English
66
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Todorov, Viktor
7
Li, Jia
5
Tauchen, George Eugene
5
Kim, Donggyu
4
Wang, Yazhen
3
Andersen, Torben
2
Andreou, Elena
2
Bollerslev, Tim
2
Xiu, Dacheng
2
Zhang, Congshan
2
Baldovin, Fulvio
1
Barnett, William A.
1
Bekaert, Geert
1
Berg, Gerard J. van den
1
Bhargava, Alok
1
Bianchi, Francesco
1
Bibinger, Markus
1
Bouezmarni, Taoufik
1
Caporin, Massimiliano
1
Caraglio, Michele
1
Cederburg, Scott
1
Chaker, Selma
1
Chauvet, Marcelle
1
Chen, Rui
1
Chen, Xin
1
Cheung, Yin-Wong
1
Chiang, Harold D.
1
Choi, Yongok
1
Christensen, Kim
1
Clinet, Simon
1
Cui, Xiangyu
1
Darolles, Serge
1
Demetrescu, Matei
1
Dhaene, Geert
1
Dijk, Dick van
1
El Ghouch, Anouar
1
Fan, Jianqing
1
Fernandes, Marcelo
1
Forbes, Catherine Scipione
1
Francq, Christian
1
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Journal of econometrics
Applied economics
224
Economic modelling
204
Applied economics letters
188
Finance research letters
140
International review of economics & finance : IREF
129
The North American journal of economics and finance : a journal of financial economics studies
112
Journal of banking & finance
111
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
108
International review of financial analysis
107
Economics letters
94
Journal of international money and finance
92
Applied financial economics
91
Journal of empirical finance
86
Journal of international financial markets, institutions & money
86
Journal of macroeconomics
75
Research in international business and finance
75
Journal of economic dynamics & control
71
Energy economics
68
International journal of economics and finance
67
Journal of monetary economics
66
Journal of financial economics
65
Journal of risk and financial management : JRFM
62
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
60
Cogent economics & finance
59
International journal of economics and financial issues : IJEFI
58
International journal of finance & economics : IJFE
57
Pacific-Basin finance journal
57
Review of quantitative finance and accounting
54
The empirical economics letters : a monthly international journal of economics
53
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
52
The European journal of finance
52
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
50
Journal of money, credit and banking : JMCB
48
European economic review : EER
47
Macroeconomic dynamics
46
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
42
Economic research
41
Management science : journal of the Institute for Operations Research and the Management Sciences
41
The journal of finance : the journal of the American Finance Association
38
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ECONIS (ZBW)
66
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1
Intraday cross-sectional distributions of systematic risk
Andersen, Torben
;
Riva, Raul
;
Thyrsgaard, Martin
; …
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 1394-1418
Persistent link: https://www.econbiz.de/10014471397
Saved in:
2
Volatility measurement with pockets of extreme return persistence
Andersen, Torben
;
Li, Yingying
;
Todorov, Viktor
;
Zhou, Bo
- In:
Journal of econometrics
237
(
2023
)
2,3
,
pp. 1-27
Persistent link: https://www.econbiz.de/10014471793
Saved in:
3
Moments, shocks and spillovers in Markov-switching VAR models
Kole, Erik
;
Dijk, Dick van
- In:
Journal of econometrics
236
(
2023
)
2
,
pp. 1-26
Persistent link: https://www.econbiz.de/10014365495
Saved in:
4
Testing and support recovery of correlation structures for matrix-valued observations with an application to stock market data
Chen, Xin
;
Yang, Dan
;
Yan, Xu
;
Xia, Yin
;
Wang, Dong
; …
- In:
Journal of econometrics
232
(
2023
)
2
,
pp. 544-564
Persistent link: https://www.econbiz.de/10014340639
Saved in:
5
Identifying latent factors based on high-frequency data
Sun, Yucheng
;
Xu, Wen
;
Zhang, Chuanhai
- In:
Journal of econometrics
233
(
2023
)
1
,
pp. 251-270
Persistent link: https://www.econbiz.de/10014341048
Saved in:
6
The determinants of displaced workers' wages : sorting, matching, selection, and the Hartz reforms
Woodcock, Simon D.
- In:
Journal of econometrics
233
(
2023
)
2
,
pp. 568-595
Persistent link: https://www.econbiz.de/10014362663
Saved in:
7
Testing for episodic predictability in stock returns
Demetrescu, Matei
;
Georgiev, Iliyan
;
Rodrigues, Paulo M. M.
- In:
Journal of econometrics
227
(
2022
)
1
,
pp. 85-113
Persistent link: https://www.econbiz.de/10013441625
Saved in:
8
Occupation density estimation for noisy high-frequency data
Zhang, Congshan
;
Li, Jia
;
Bollerslev, Tim
- In:
Journal of econometrics
227
(
2022
)
1
,
pp. 189-211
Persistent link: https://www.econbiz.de/10013441646
Saved in:
9
Variation and efficiency of high-frequency betas
Zhang, Congshan
;
Li, Jia
;
Todorov, Viktor
;
Tauchen, …
- In:
Journal of econometrics
228
(
2022
)
1
,
pp. 156-175
Persistent link: https://www.econbiz.de/10013441735
Saved in:
10
Dynamics and heterogeneity of subjective stock market expectations
Heiss, Florian
;
Hurd, Michael D.
;
Rooij, Maarten van
; …
- In:
Journal of econometrics
231
(
2022
)
1
,
pp. 213-231
Persistent link: https://www.econbiz.de/10013441982
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