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~isPartOf:"Journal of business & economic statistics : JBES ; a publication of the American Statistical Association"
~language:"eng"
~language:"mul"
~language:"spa"
~subject:"Estimation"
~subject:"Nonparametric statistics"
~subject:"Volatilität"
~type_genre:"Article in journal"
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Estimation
Nonparametric statistics
Volatilität
Theorie
857
Theory
857
Estimation theory
610
Schätztheorie
610
Time series analysis
398
Zeitreihenanalyse
398
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393
United States
393
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377
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229
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229
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184
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155
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71
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67
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67
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67
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583
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583
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Li, Qi
9
Su, Liangjun
8
Gao, Jiti
6
Lucas, André
6
Racine, Jeffrey
6
Van Keilegom, Ingrid
6
Koopman, Siem Jan
5
Tauchen, George Eugene
5
Chan, Joshua
4
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4
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4
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4
Sentana, Enrique
4
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4
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3
Bauwens, Luc
3
Beyhum, Jad
3
Bollerslev, Tim
3
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3
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3
Casarin, Roberto
3
Corsi, Fulvio
3
Fan, Jianqing
3
Florens, Jean-Pierre
3
Flores, Carlos
3
Ghysels, Eric
3
Gospodinov, Nikolaj
3
Harvey, Andrew C.
3
Hsu, Yu-Chin
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Härdle, Wolfgang
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3
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Li, Degui
3
Li, Jia
3
Lian, Heng
3
Lieli, Robert P.
3
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3
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
Applied economics
2,038
Applied economics letters
1,382
Journal of econometrics
1,097
Economic modelling
1,079
Energy economics
1,027
Economics letters
978
Finance research letters
935
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
825
International review of economics & finance : IREF
753
Journal of banking & finance
740
International review of financial analysis
657
Applied financial economics
639
Journal of international money and finance
621
The North American journal of economics and finance : a journal of financial economics studies
539
The journal of futures markets
495
Journal of applied econometrics
453
Research in international business and finance
452
Journal of empirical finance
449
Journal of international financial markets, institutions & money
423
Journal of financial economics
400
Journal of economic dynamics & control
380
International journal of finance & economics : IJFE
363
The empirical economics letters : a monthly international journal of economics
356
The review of economics and statistics
352
The American economic review
348
Journal of risk and financial management : JRFM
341
International journal of economics and financial issues : IJEFI
334
International Journal of Energy Economics and Policy : IJEEP
324
Journal of macroeconomics
324
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
324
International journal of economics and finance
322
Labour economics : official journal of the European Association of Labour Economists
315
Econometric reviews
313
The European journal of finance
312
European economic review : EER
309
International journal of forecasting
307
The journal of finance : the journal of the American Finance Association
301
Pacific-Basin finance journal
285
International journal of theoretical and applied finance
284
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ECONIS (ZBW)
583
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1
Assessing sensitivity to unconfoundedness : estimation and inference
Masten, Matthew A.
;
Poirier, Alexandre
;
Zhang, Linqi
- In:
Journal of business & economic statistics : JBES ; a …
42
(
2024
)
1
,
pp. 1-13
Persistent link: https://www.econbiz.de/10014448667
Saved in:
2
Bayesian nonparametric panel Markov-switching GARCH models
Casarin, Roberto
;
Costantini, Mauro
;
Osuntuyi, Anthony
- In:
Journal of business & economic statistics : JBES ; a …
42
(
2024
)
1
,
pp. 135-146
Persistent link: https://www.econbiz.de/10014449842
Saved in:
3
Bonferroni type tests for return predictability and the initial condition
Astill, Sam
;
Harvey, David I.
;
Leybourne, Stephen James
; …
- In:
Journal of business & economic statistics : JBES ; a …
42
(
2024
)
2
,
pp. 499-515
Persistent link: https://www.econbiz.de/10015053422
Saved in:
4
Bootstrap inference for panel data quantile regression
Galvão Júnior, Antônio Fialho
;
Parker, Thomas
;
Xiao, …
- In:
Journal of business & economic statistics : JBES ; a …
42
(
2024
)
2
,
pp. 628-639
Persistent link: https://www.econbiz.de/10015053434
Saved in:
5
Dynamic autoregressive liquidity (DArLiQ)
Hafner, Christian M.
;
Linton, Oliver
;
Wang, Linqi
- In:
Journal of business & economic statistics : JBES ; a …
42
(
2024
)
2
,
pp. 774-785
Persistent link: https://www.econbiz.de/10015053465
Saved in:
6
Dynamic network quantile regression model
Xu, Xiu
;
Wang, Weining
;
Shin, Yongcheol
;
Zheng, Chaowen
- In:
Journal of business & economic statistics : JBES ; a …
42
(
2024
)
2
,
pp. 407-421
Persistent link: https://www.econbiz.de/10015053411
Saved in:
7
An econometric analysis of volatility discovery
Dias, Gustavo Fruet
;
Papailias, Fotis
;
Scherrer, Cristina
- In:
Journal of business & economic statistics : JBES ; a …
42
(
2024
)
3
,
pp. 1095-1106
Persistent link: https://www.econbiz.de/10015053535
Saved in:
8
Estimating a continuous treatment model with spillovers : a control function approach
Hoshino, Tadao
- In:
Journal of business & economic statistics : JBES ; a …
42
(
2024
)
2
,
pp. 591-602
Persistent link: https://www.econbiz.de/10015053430
Saved in:
9
Estimation and inference on time-varying favar models
Fu, Zhonghao
;
Su, Liangjun
;
Wang, Xia
- In:
Journal of business & economic statistics : JBES ; a …
42
(
2024
)
2
,
pp. 533-547
Persistent link: https://www.econbiz.de/10015053425
Saved in:
10
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
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