//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~isPartOf:"Journal of business & economic statistics : JBES ; a publication of the American Statistical Association"
~language:"eng"
~language:"hrv"
~subject:"USA"
~subject:"Volatility"
~type_genre:"Article in journal"
~type_genre:"Collection of articles written by one author"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search:
Narrow search
Delete all filters
| 7 applied filters
Year of publication
From:
To:
Subject
All
USA
Volatility
Theorie
836
Theory
836
Estimation theory
590
Schätztheorie
590
United States
392
Time series analysis
390
Zeitreihenanalyse
390
Estimation
364
Schätzung
364
Forecasting model
221
Prognoseverfahren
221
Nichtparametrisches Verfahren
174
Nonparametric statistics
174
Volatilität
150
Regression analysis
135
Regressionsanalyse
135
Bayesian inference
121
Bayes-Statistik
120
Statistical test
119
Statistischer Test
119
Capital income
104
Kapitaleinkommen
104
Stochastic process
83
Stochastischer Prozess
83
Statistical distribution
80
Statistical theory
80
Statistische Methodenlehre
80
Statistische Verteilung
80
Panel
77
Panel study
77
Börsenkurs
71
Share price
71
Correlation
66
Korrelation
66
VAR model
66
VAR-Modell
66
ARCH model
63
ARCH-Modell
63
more ...
less ...
Online availability
All
Undetermined
81
Free
4
Type of publication
All
Article
512
Book / Working Paper
1
Type of publication (narrower categories)
All
Article in journal
Collection of articles written by one author
Aufsatz in Zeitschrift
513
Collection of articles of several authors
2
Reprint
2
Sammelwerk
2
Conference proceedings
1
Konferenzschrift
1
more ...
less ...
Language
All
English
Croatian
Author
All
Lucas, André
8
Koopman, Siem Jan
6
Franses, Philip Hans
5
Ghysels, Eric
5
Bollerslev, Tim
4
Kim, Chang-jin
4
Li, Wai Keung
4
Slesnick, Daniel T.
4
Tauchen, George Eugene
4
Abowd, John M.
3
Chan, Joshua
3
Clements, Michael P.
3
Corsi, Fulvio
3
Diebold, Francis X.
3
Dijk, Dick van
3
Dueker, Michael
3
Duncan, Greg J.
3
Engle, Robert F.
3
Hansen, Peter Reinhard
3
Jacobs, Kris
3
Jorgenson, Dale Weldeau
3
Lesage, James P.
3
Maheu, John M.
3
McKinney, Kevin L.
3
Moffitt, Robert A.
3
Nelson, Charles R.
3
Sentana, Enrique
3
Slottje, Daniel Jonathan
3
Sørensen, Bent E.
3
Timmermann, Allan
3
Todorov, Viktor
3
Tsay, Ruey S.
3
Zivot, Eric
3
Aastveit, Knut Are
2
Andrews, Donald W. K.
2
Angrist, Joshua D.
2
Bajari, Patrick L.
2
Bauwens, Luc
2
Bekaert, Geert
2
Bera, Anil K.
2
more ...
less ...
Published in...
All
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
The American economic review
2,039
Applied economics
1,512
The review of economics and statistics
1,428
The review of financial studies
1,381
The journal of finance : the journal of the American Finance Association
1,363
American journal of agricultural economics
1,298
Journal of banking & finance
1,188
Economics letters
1,064
Energy economics
998
The journal of futures markets
990
Journal of financial economics
986
Economic review
929
Journal of financial and quantitative analysis : JFQA
864
Economic inquiry : journal of the Western Economic Association International
852
Monthly labor review : MLR
845
National tax journal
843
Southern economic journal
801
Journal of human resources : JHR
765
Journal of money, credit and banking : JMCB
742
The journal of economic perspectives : EP ; a journal of the American Economic Association
704
Applied economics letters
702
Journal of political economy
676
The journal of law & economics
641
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
639
The quarterly journal of economics
631
Finance research letters
630
American economic journal : a journal of the American Economic Association
615
Challenge
601
Applied financial economics
600
ILR review : the journal of work and policy
592
International review of financial analysis
590
Economic modelling
588
Health affairs : at the intersection of health, health care, and policy
588
European journal of operational research : EJOR
583
Journal of monetary economics
579
International review of economics & finance : IREF
552
Journal of labor economics
544
Journal of international money and finance
519
Journal of econometrics
514
more ...
less ...
Source
All
ECONIS (ZBW)
513
Showing
1
-
10
of
513
Sort
Relevance
Date (newest first)
Date (oldest first)
1
Can a machine correct option pricing models?
Almeida, Caio
;
Fan, Jianqing
;
Freire, Gustavo
;
Tang, …
- In:
Journal of business & economic statistics : JBES ; a …
41
(
2023
)
3
,
pp. 995-1009
Persistent link: https://www.econbiz.de/10014448492
Saved in:
2
Estimating trends in male earnings volatility with the panel study of income dynamics
Moffitt, Robert A.
;
Zhang, Sisi
- In:
Journal of business & economic statistics : JBES ; a …
41
(
2023
)
1
,
pp. 20-25
Persistent link: https://www.econbiz.de/10013540609
Saved in:
3
Estimation of leverage effect : kernel function and efficiency
Yang, Xiye
- In:
Journal of business & economic statistics : JBES ; a …
41
(
2023
)
3
,
pp. 939-956
Persistent link: https://www.econbiz.de/10014448463
Saved in:
4
Forecasting conditional covariance matrices in high-dimensional time series : a general dynamic factor approach
Trucíos, Carlos
;
Mazzeu, João H. G.
;
Hallin, Marc
; …
- In:
Journal of business & economic statistics : JBES ; a …
41
(
2023
)
1
,
pp. 40-52
Persistent link: https://www.econbiz.de/10013540629
Saved in:
5
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:
6
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:
7
Locally stationary multiplicative volatility modeling
Walsh, Christopher
;
Vogt, Michael
- In:
Journal of business & economic statistics : JBES ; a …
41
(
2023
)
2
,
pp. 497-508
Persistent link: https://www.econbiz.de/10014448258
Saved in:
8
Male earnings volatility in LEHD before, during, and after the Great Recession
McKinney, Kevin L.
;
Abowd, John M.
- In:
Journal of business & economic statistics : JBES ; a …
41
(
2023
)
1
,
pp. 33-39
Persistent link: https://www.econbiz.de/10013540627
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
Quantifying time-varying forecast uncertainty and risk for the real price of oil
Aastveit, Knut Are
;
Cross, Jamie
;
Dijk, Herman K. van
- In:
Journal of business & economic statistics : JBES ; a …
41
(
2023
)
2
,
pp. 523-537
Persistent link: https://www.econbiz.de/10014448307
Saved in:
1
2
3
4
5
6
7
8
9
10
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->