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~isPartOf:"Journal of business & economic statistics : JBES ; a publication of the American Statistical Association"
~language:"eng"
~subject:"United States"
~subject:"Volatilität"
~type:"article"
~type_genre:"Article in journal"
~type_genre:"Commentary"
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United States
Volatilität
Theorie
835
Theory
835
Estimation theory
590
Schätztheorie
590
USA
391
Time series analysis
390
Zeitreihenanalyse
390
Estimation
364
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364
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221
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221
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174
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174
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150
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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
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Tsay, Ruey S.
3
Zivot, Eric
3
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2
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2
Angrist, Joshua D.
2
Bajari, Patrick L.
2
Bauwens, Luc
2
Bekaert, Geert
2
Bera, Anil K.
2
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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
1,427
The review of financial studies
1,379
The journal of finance : the journal of the American Finance Association
1,361
American journal of agricultural economics
1,297
Journal of banking & finance
1,185
Economics letters
1,064
Energy economics
995
The journal of futures markets
988
Journal of financial economics
986
Economic review
921
Journal of financial and quantitative analysis : JFQA
863
Economic inquiry : journal of the Western Economic Association International
852
Monthly labor review : MLR
839
National tax journal
826
Southern economic journal
801
Journal of human resources : JHR
762
Journal of money, credit and banking : JMCB
739
Applied economics letters
703
The journal of economic perspectives : EP ; a journal of the American Economic Association
703
Journal of political economy
675
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
636
The journal of law & economics
634
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
International review of financial analysis
589
ILR review : the journal of work and policy
588
Economic modelling
587
Health affairs : at the intersection of health, health care, and policy
586
European journal of operational research : EJOR
582
Journal of monetary economics
574
International review of economics & finance : IREF
549
Journal of labor economics
540
Journal of international money and finance
519
Journal of econometrics
510
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ECONIS (ZBW)
512
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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
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