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~isPartOf:"Journal of business & economic statistics : JBES ; a publication of the American Statistical Association"
~language:"eng"
~subject:"Volatility"
~subject:"Zeitreihenanalyse"
~type_genre:"Article in journal"
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Volatility
Zeitreihenanalyse
Theorie
836
Theory
836
Estimation theory
590
Schätztheorie
590
USA
392
United States
392
Time series analysis
390
Estimation
364
Schätzung
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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66
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485
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Ghysels, Eric
9
Taylor, Robert
7
Engle, Robert F.
6
Harvey, Andrew C.
6
Koop, Gary
6
Koopman, Siem Jan
6
Li, Wai Keung
6
Lucas, André
6
Tsay, Ruey S.
6
Leybourne, Stephen James
5
Zhu, Ke
5
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4
Gao, Jiti
4
Kim, Chang-jin
4
Marcellino, Massimiliano
4
Perron, Pierre
4
Stock, James H.
4
Su, Liangjun
4
Tauchen, George Eugene
4
Westerlund, Joakim
4
Aastveit, Knut Are
3
Andrews, Donald W. K.
3
Bauwens, Luc
3
Bollerslev, Tim
3
Casarin, Roberto
3
Chan, Joshua
3
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Dijk, Dick van
3
Dijk, Herman K. van
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Gregory, Allan W.
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3
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3
Moffitt, Robert A.
3
Nijman, Theodore E.
3
Palm, Franz C.
3
Pantula, Sastry G.
3
Patton, Andrew J.
3
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
Journal of econometrics
885
Energy economics
728
Applied economics
662
Economics letters
650
International journal of forecasting
634
Finance research letters
557
Economic modelling
547
Applied economics letters
458
International review of financial analysis
437
Journal of forecasting
428
Journal of banking & finance
420
International review of economics & finance : IREF
399
The journal of futures markets
377
The North American journal of economics and finance : a journal of financial economics studies
369
Econometric theory
334
Applied financial economics
331
Journal of empirical finance
317
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
310
Journal of international money and finance
282
Research in international business and finance
282
International journal of theoretical and applied finance
273
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
272
Journal of international financial markets, institutions & money
268
Econometric reviews
267
Journal of risk and financial management : JRFM
247
Journal of economic dynamics & control
238
International Journal of Energy Economics and Policy : IJEEP
231
Computational economics
212
Journal of applied econometrics
212
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
209
Journal of financial economics
205
Quantitative finance
205
Pacific-Basin finance journal
182
International journal of finance & economics : IJFE
176
The European journal of finance
175
Journal of macroeconomics
155
The journal of finance : the journal of the American Finance Association
151
International journal of economics and financial issues : IJEFI
147
The review of financial studies
147
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ECONIS (ZBW)
485
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485
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1
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:
2
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:
3
Forecasting a nonstationary time series using a mixture of stationary and nonstationary factors as predictors
Hannadige, Sium Bodha
;
Gao, Jiti
;
Silvapulle, Mervyn J.
; …
- In:
Journal of business & economic statistics : JBES ; a …
42
(
2024
)
1
,
pp. 122-134
Persistent link: https://www.econbiz.de/10014449839
Saved in:
4
Identification of time-varying factor models
Cheung, Ying Lun
- In:
Journal of business & economic statistics : JBES ; a …
42
(
2024
)
1
,
pp. 76-94
Persistent link: https://www.econbiz.de/10014449828
Saved in:
5
Low frequency cointegrating regression with local to unity regressors and unknown form of serial dependence
Hwang, Jungbin
;
Valdés, Gonzalo
- In:
Journal of business & economic statistics : JBES ; a …
42
(
2024
)
1
,
pp. 160-173
Persistent link: https://www.econbiz.de/10014449847
Saved in:
6
Probabilistic forecast reconciliation under the Gaussian framework
Wickramasuriya, Shanika L.
- In:
Journal of business & economic statistics : JBES ; a …
42
(
2024
)
1
,
pp. 272-285
Persistent link: https://www.econbiz.de/10014449925
Saved in:
7
Bootstrap tests for high-dimensional white-noise
Wang, Lengyang
;
Kong, Efang
;
Xia, Yingcun
- In:
Journal of business & economic statistics : JBES ; a …
41
(
2023
)
1
,
pp. 241-254
Persistent link: https://www.econbiz.de/10013540816
Saved in:
8
Bootstrapping two-stage quasi-maximum likelihood estimators of time series models
Gonçalves, Sílvia
;
Hounyo, Ulrich
;
Patton, Andrew J.
; …
- In:
Journal of business & economic statistics : JBES ; a …
41
(
2023
)
3
,
pp. 683-694
Persistent link: https://www.econbiz.de/10014448421
Saved in:
9
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:
10
Detection of multiple structural breaks in large covariance matrices
Li, Yu-Ning
;
Li, Degui
;
Fryzlewicz, Piotr
- In:
Journal of business & economic statistics : JBES ; a …
41
(
2023
)
3
,
pp. 846-861
Persistent link: https://www.econbiz.de/10014448448
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