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subject:"United States"
type_genre:"Article in journal"
~isPartOf:"Journal of econometrics"
~subject:"Stock market"
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Search: subject_exact:"Estimation"
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United States
Stock market
Estimation
464
Schätzung
459
Estimation theory
216
Schätztheorie
216
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
Share price
54
Capital income
53
Kapitaleinkommen
53
USA
53
Stochastic process
46
Stochastischer Prozess
46
Factor analysis
38
Faktorenanalyse
38
Panel data
38
Bayes-Statistik
34
Bayesian inference
34
Statistical test
32
Statistischer Test
32
ARCH model
31
ARCH-Modell
31
Statistical distribution
29
Statistische Verteilung
29
Markov chain
27
Markov-Kette
27
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26
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Article
60
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Article in journal
Aufsatz in Zeitschrift
60
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English
60
Author
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Koop, Gary
3
Andersen, Torben
2
Mroz, Thomas A.
2
Ryu, Hang-keun
2
Slottje, Daniel Jonathan
2
Steel, Mark F. J.
2
Aruoba, S. Borağan
1
Ashenfelter, Orley
1
Ashmore, David
1
Atkinson, Scott Estes
1
Aït-Sahalia, Yacine
1
Baltagi, Badi H.
1
Bates, David S.
1
Belzil, Christian
1
Blasques, F.
1
Blundell, Richard W.
1
Bollerslev, Tim
1
Breidt, F. Jay
1
Caginalp, Gunduz
1
Chan, Felix
1
Chen, Xin
1
Chernozhukov, Victor
1
Cheung, Yin-Wong
1
Chirinko, Robert S.
1
Crato, Nuno
1
Cushing, Brian J.
1
Das, Sanjiv R.
1
DeLima, Pedro J. F.
1
DeSantis, Mark
1
Deschênes, Olivier
1
Diebold, Francis X.
1
Dijk, Dick van
1
Dominitz, Jeff
1
Donald, Stephen G.
1
Dorsey, Robert Earl
1
Duan, Jin-Chuan
1
Dufour, Jean-Marie
1
Engle, Robert F.
1
Fernandes, Marcelo
1
Fernández, Carmen
1
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Journal of econometrics
Applied economics
316
Applied economics letters
205
The review of economics and statistics
169
The American economic review
153
The journal of finance : the journal of the American Finance Association
148
Applied financial economics
145
Economic modelling
142
Finance research letters
117
International review of economics & finance : IREF
117
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
116
International review of financial analysis
106
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
106
Journal of international money and finance
101
Journal of applied econometrics
99
The North American journal of economics and finance : a journal of financial economics studies
95
The review of financial studies
93
Journal of banking & finance
92
The journal of futures markets
89
Economics letters
88
Journal of money, credit and banking : JMCB
81
Research in international business and finance
79
Journal of financial and quantitative analysis : JFQA
78
Journal of international financial markets, institutions & money
78
Journal of political economy
76
American economic journal : a journal of the American Economic Association
75
Journal of monetary economics
70
Journal of financial economics
69
Energy economics
68
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
67
Review of quantitative finance and accounting
64
Southern economic journal
64
Journal of labor economics
61
International journal of finance & economics : IJFE
57
Journal of empirical finance
57
The quarterly journal of economics
56
Journal of macroeconomics
55
Economic inquiry : journal of the Western Economic Association International
54
Journal of economic dynamics & control
52
The European journal of finance
50
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ECONIS (ZBW)
60
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60
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1
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:
2
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:
3
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
Saved in:
4
Heterogeneity in households' stock market beliefs : levels, dynamics, and epistemic uncertainty
Gaudecker, Hans-Martin von
;
Wogrolly, Axel
- In:
Journal of econometrics
231
(
2022
)
1
,
pp. 232-247
Persistent link: https://www.econbiz.de/10013441983
Saved in:
5
Tail risk and return predictability for the Japanese equity market
Andersen, Torben
;
Todorov, Viktor
;
Ubukata, Masato
- In:
Journal of econometrics
222
(
2021
)
1,2
,
pp. 344-363
Persistent link: https://www.econbiz.de/10012619430
Saved in:
6
Climate risks and market efficiency
Hong, Harrison G.
;
Li, Frank Weikai
;
Xu, Jiangmin
- In:
Journal of econometrics
208
(
2019
)
1
,
pp. 265-281
Persistent link: https://www.econbiz.de/10012144990
Saved in:
7
Accelerating score-driven time series models
Blasques, F.
;
Gorgi, P.
;
Koopman, Siem Jan
- In:
Journal of econometrics
212
(
2019
)
2
,
pp. 359-376
Persistent link: https://www.econbiz.de/10012304023
Saved in:
8
The nonlinear price dynamics of US equity ETFs
Caginalp, Gunduz
;
DeSantis, Mark
;
Sayrak, Akin
- In:
Journal of econometrics
183
(
2014
)
2
,
pp. 193-201
Persistent link: https://www.econbiz.de/10010506060
Saved in:
9
Estimating turning points using large data sets
Stock, James H.
;
Watson, Mark W.
- In:
Journal of econometrics
178
(
2014
)
1
,
pp. 368-381
Persistent link: https://www.econbiz.de/10010256839
Saved in:
10
The conditional autoregressive Wishart model for multivariate stock market volatility
Golosnoy, Vasyl
;
Gribisch, Bastian
;
Liesenfeld, Roman
- In:
Journal of econometrics
167
(
2012
)
1
,
pp. 211-223
Persistent link: https://www.econbiz.de/10009551424
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