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subject:"Share price"
subject:"Stock index"
~isPartOf:"International journal of economics and finance"
~isPartOf:"Journal of business & economic statistics : JBES ; a publication of the American Statistical Association"
~language:"eng"
~subject:"Zeitreihenanalyse"
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Share price
Stock index
Zeitreihenanalyse
Estimation
626
Schätzung
626
Theorie
203
Theory
203
Estimation theory
139
Schätztheorie
139
Time series analysis
113
USA
110
United States
109
Volatility
93
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93
Capital income
85
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85
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42
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Westerlund, Joakim
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Yin, Lianqian
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2
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2
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1
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International journal of economics and finance
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
Applied economics
192
Applied economics letters
186
Economic modelling
176
Finance research letters
150
Journal of econometrics
146
International review of economics & finance : IREF
136
Applied financial economics
124
NBER working paper series
121
International review of financial analysis
119
Journal of banking & finance
115
Working paper / National Bureau of Economic Research, Inc.
115
The North American journal of economics and finance : a journal of financial economics studies
114
CESifo working papers
108
Energy economics
108
Journal of empirical finance
106
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
104
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104
Economics letters
96
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90
Journal of international financial markets, institutions & money
85
International journal of forecasting
84
Research in international business and finance
83
Working paper
83
Journal of risk and financial management : JRFM
70
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
70
Discussion paper / Centre for Economic Policy Research
69
Journal of forecasting
69
Journal of financial economics
67
International journal of finance & economics : IJFE
65
Pacific-Basin finance journal
61
The European journal of finance
60
International journal of economics and financial issues : IJEFI
57
Review of quantitative finance and accounting
56
The empirical economics letters : a monthly international journal of economics
55
Journal of international money and finance
54
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
54
Cogent economics & finance
53
Econometric reviews
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ECONIS (ZBW)
178
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1
Structural breaks in interactive effects panels and the stock market reaction to COVID-19
Karavias, Yiannis
;
Narayan, Paresh Kumar
;
Westerlund, Joakim
- In:
Journal of business & economic statistics : JBES ; a …
41
(
2023
)
3
,
pp. 653-666
Persistent link: https://www.econbiz.de/10014448426
Saved in:
2
Realized quantiles
Dimitriadis, Timo
;
Halbleib, Roxana
- In:
Journal of business & economic statistics : JBES ; a …
40
(
2022
)
3
,
pp. 1346-1361
Persistent link: https://www.econbiz.de/10013539526
Saved in:
3
Identification of time-varying factor models
Cheung, Ying Lun
- In:
Journal of business & economic statistics : JBES ; a …
42
(
2024
)
1
,
pp. 76-94
Persistent link: https://www.econbiz.de/10014449828
Saved in:
4
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:
5
Estimation, inference, and empirical analysis for time-varying var models
Gao, Jiti
;
Peng, Bin
;
Yan, Yayi
- In:
Journal of business & economic statistics : JBES ; a …
42
(
2024
)
1
,
pp. 310-321
Persistent link: https://www.econbiz.de/10014449933
Saved in:
6
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:
7
Reconciled estimates of monthly GDP in the United States
Koop, Gary
;
McIntyre, Stuart
;
Mitchell, James
;
Poon, Aubrey
- In:
Journal of business & economic statistics : JBES ; a …
41
(
2023
)
2
,
pp. 563-577
Persistent link: https://www.econbiz.de/10014448358
Saved in:
8
Large hybrid time-varying parameter VARs
Chan, Joshua
- In:
Journal of business & economic statistics : JBES ; a …
41
(
2023
)
3
,
pp. 890-905
Persistent link: https://www.econbiz.de/10014448455
Saved in:
9
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:
10
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
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