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~isPartOf:"Journal of business & economic statistics : JBES ; a publication of the American Statistical Association"
~language:"eng"
~subject:"VAR-Modell"
~subject:"Volatilität"
~type_genre:"Article in journal"
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VAR-Modell
Volatilität
Theorie
836
Theory
836
Estimation theory
590
Schätztheorie
590
USA
392
United States
392
Time series analysis
390
Zeitreihenanalyse
390
Estimation
364
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364
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221
Prognoseverfahren
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174
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Panel study
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71
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66
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66
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63
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Li, Wai Keung
4
Bai, Jushan
3
Chan, Joshua
3
Corsi, Fulvio
3
Gao, Jiti
3
Koop, Gary
3
Koopman, Siem Jan
3
Lanne, Markku
3
Lucas, André
3
Lütkepohl, Helmut
3
Moffitt, Robert A.
3
Mumtaz, Haroon
3
Ni, Shawn X.
3
Sun, Dongchu
3
Tauchen, George Eugene
3
Todorov, Viktor
3
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2
Bauwens, Luc
2
Bollerslev, Tim
2
Bormetti, Giacomo
2
Braun, Robin
2
Carr, Michael D.
2
Casarin, Roberto
2
Catania, Leopoldo
2
Clark, Todd E.
2
Creal, Drew
2
Dueker, Michael
2
Escanciano, Juan Carlos
2
Fan, Jianqing
2
Ghysels, Eric
2
Glickman, Mark E.
2
Gospodinov, Nikolaj
2
Hafner, Christian M.
2
Hansen, Peter Reinhard
2
Hautsch, Nikolaus
2
Huber, Florian
2
Jacobs, Kris
2
Jing, Bingyi
2
Kilian, Lutz
2
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
Energy economics
712
Finance research letters
553
Applied economics
546
Economic modelling
506
Journal of econometrics
430
International review of financial analysis
420
Journal of banking & finance
411
International review of economics & finance : IREF
394
Economics letters
393
The North American journal of economics and finance : a journal of financial economics studies
369
The journal of futures markets
354
Journal of international money and finance
338
Applied economics letters
324
Applied financial economics
284
Research in international business and finance
278
Journal of empirical finance
274
Journal of international financial markets, institutions & money
267
International journal of theoretical and applied finance
250
Journal of economic dynamics & control
237
International journal of forecasting
222
Journal of risk and financial management : JRFM
218
International Journal of Energy Economics and Policy : IJEEP
214
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
209
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
204
Journal of financial economics
188
Quantitative finance
187
Journal of forecasting
174
Pacific-Basin finance journal
170
The European journal of finance
163
International journal of finance & economics : IJFE
161
Journal of applied econometrics
145
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
143
Macroeconomic dynamics
142
Journal of macroeconomics
140
Journal of monetary economics
136
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
133
The review of financial studies
129
International journal of economics and finance
127
International journal of economics and financial issues : IJEFI
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ECONIS (ZBW)
206
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1
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:
2
Graphical assistant grouped network autoregression model : a Bayesian nonparametric recourse
Ren, Yimeng
;
Zhu, Xuening
;
Lu, Xiaoling
;
Hu, Guanyu
- In:
Journal of business & economic statistics : JBES ; a …
42
(
2024
)
1
,
pp. 49-63
Persistent link: https://www.econbiz.de/10014448672
Saved in:
3
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:
4
Dynamic score-driven independent component analysis
Hafner, Christian M.
;
Herwartz, Helmut
- In:
Journal of business & economic statistics : JBES ; a …
41
(
2023
)
2
,
pp. 298-308
Persistent link: https://www.econbiz.de/10014448140
Saved in:
5
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:
6
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:
7
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:
8
Identification and estimation of structural VARMA models using higher order dynamics
Velasco, Carlos
- In:
Journal of business & economic statistics : JBES ; a …
41
(
2023
)
3
,
pp. 819-832
Persistent link: https://www.econbiz.de/10014448441
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9
Identification of SVAR models by combining sign restrictions with external instruments
Braun, Robin
;
Brüggemann, Ralf
- In:
Journal of business & economic statistics : JBES ; a …
41
(
2023
)
4
,
pp. 1077-1089
Persistent link: https://www.econbiz.de/10014448551
Saved in:
10
Identifying structural vector autoregression via leptokurtic economic shocks
Lanne, Markku
;
Liu, Keyan
;
Luoto, Jani
- In:
Journal of business & economic statistics : JBES ; a …
41
(
2023
)
4
,
pp. 1341-1351
Persistent link: https://www.econbiz.de/10014448648
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