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~language:"eng"
~person:"Frey, Bruno S."
~person:"Lien, Da-hsiang Donald"
~person:"Phillips, Peter C. B."
~subject:"Stochastischer Prozess"
~subject:"USA"
~type_genre:"Article in journal"
~type_genre:"Article"
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Stochastischer Prozess
USA
Theorie
327
Theory
327
Estimation theory
100
Schätztheorie
100
Time series analysis
90
Zeitreihenanalyse
90
Hedging
82
Estimation
51
Schätzung
51
Derivat
48
Derivative
48
United States
46
Regression analysis
45
Regressionsanalyse
45
China
40
Welt
39
World
39
Cointegration
37
Kointegration
36
Einheitswurzeltest
34
Unit root test
34
Börsenkurs
31
Democracy
31
Share price
31
Demokratie
30
Volatility
30
Volatilität
30
Nichtparametrisches Verfahren
28
Nonparametric statistics
28
Capital income
25
Kapitaleinkommen
25
Schweiz
25
Stochastic process
25
Switzerland
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23
Panel study
23
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23
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23
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70
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65
Graue Literatur
64
Non-commercial literature
64
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7
Book section
7
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Frey, Bruno S.
Lien, Da-hsiang Donald
Phillips, Peter C. B.
Cebula, Richard J.
174
Gupta, Rangan
129
Bahmani-Oskooee, Mohsen
126
Neumark, David
106
Viscusi, W. Kip
99
Uri, Noel Dean
97
Poterba, James M.
94
Gruber, Jonathan
87
Gil-Alaña, Luis A.
83
Burkhauser, Richard V.
79
Madura, Jeff
79
Partridge, Mark D.
79
Glaeser, Edward L.
77
Krueger, Alan B.
77
Auerbach, Alan J.
73
Heckman, James J.
73
Cutler, David M.
70
Feldstein, Martin S.
70
Wohar, Mark E.
70
Jorgenson, Dale Weldeau
69
Sirmans, Clemon F.
69
Card, David E.
68
Mishra, Ashok K.
67
Mixon, Franklin G.
67
Payne, James E.
66
Audretsch, David B.
65
Slemrod, Joel
65
Wolff, Edward N.
63
Berger, Allen N.
62
Fabozzi, Frank J.
62
Goodwin, Barry K.
62
Haltiwanger, John C.
60
List, John A.
59
Borjas, George J.
58
Currie, Janet M.
58
Katz, Lawrence F.
58
Siegfried, John J.
58
Goel, Rajeev K.
57
Apergēs, Nikolaos
56
Jang, Soocheong
55
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Journal of econometrics
9
The journal of futures markets
8
Econometric theory
6
International review of economics & finance : IREF
5
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
4
Journal of applied econometrics
3
Journal of economics and finance
3
The North American journal of economics and finance : a journal of financial economics studies
3
Advances in quantitative analysis of finance and accounting : a research annual
2
Applied economics
2
International economic review
2
International review of financial analysis
2
Journal of regulatory economics
2
The econometrics journal
2
Advances in futures and options research : a research annual
1
Contemporary economic policy : a journal of Western Economic Association International
1
Econometric reviews
1
Economics letters
1
Empirical economics : a quarterly journal of the Institute for Advanced Studies
1
Homo oeconomicus : HOE ; journal of behavioral and institutional economics
1
Journal of economic literature
1
Journal of forecasting
1
Journal of international money and finance
1
Journal of psychology and financial markets : a publication of the Institute of Psychology and Markets and LEA
1
Journal of quantitative economics
1
Oxford bulletin of economics and statistics
1
Papers in honor of Patrick C. McMahon
1
Quarterly journal of business and economics : QJBE
1
Scientometrics : an international journal for all quantitative aspects of the science of science, communication in science and science policy
1
The American economic review
1
The American journal of economics and sociology
1
World economics : a journal of current economic analysis and policy
1
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ECONIS (ZBW)
70
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70
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1
Information loss in volatility measurement with flat price trading
Phillips, Peter C. B.
;
Yu, Jun
- In:
Empirical economics : a quarterly journal of the …
64
(
2023
)
6
,
pp. 2957-2999
Persistent link: https://www.econbiz.de/10014329021
Saved in:
2
A panel clustering approach to analyzing bubble behavior
Liu, Yanbo
;
Phillips, Peter C. B.
;
Yu, Jun
- In:
International economic review
64
(
2023
)
4
,
pp. 1347-1395
Persistent link: https://www.econbiz.de/10014436838
Saved in:
3
Understanding temporal aggregation effects on kurtosis in financial indices
Lieberman, Offer
;
Phillips, Peter C. B.
- In:
Journal of econometrics
227
(
2022
)
1
,
pp. 25-46
Persistent link: https://www.econbiz.de/10013441621
Saved in:
4
Pitfalls in bootstrapping spurious regression
Phillips, Peter C. B.
- In:
Journal of quantitative economics
19
(
2021
),
pp. 163-217
Persistent link: https://www.econbiz.de/10013441715
Saved in:
5
Hybrid stochastic local unit roots
Lieberman, Offer
;
Phillips, Peter C. B.
- In:
Journal of econometrics
215
(
2020
)
1
,
pp. 257-285
Persistent link: https://www.econbiz.de/10012439454
Saved in:
6
Who affects who? : oil price against the stock return of oil-related companies : evidence from the U.S. and China
Lv, Xin
;
Lien, Da-hsiang Donald
;
Yu, Chang
- In:
International review of economics & finance : IREF
67
(
2020
),
pp. 85-100
Persistent link: https://www.econbiz.de/10012485709
Saved in:
7
Random coefficient continuous systems : testing for extreme sample path behavior
Tao, Yubo
;
Phillips, Peter C. B.
;
Yu, Jun
- In:
Journal of econometrics
209
(
2019
)
2
,
pp. 208-237
Persistent link: https://www.econbiz.de/10012302568
Saved in:
8
IV and GMM inference in endogenous stochastic unit root models
Lieberman, Offer
;
Phillips, Peter C. B.
- In:
Econometric theory
34
(
2018
)
5
,
pp. 1065-1100
Persistent link: https://www.econbiz.de/10011951461
Saved in:
9
Some thoughts on Frey's "proposals for a democracy of the future"
Köppl-Turyna, Monika
- In:
Homo oeconomicus : HOE ; journal of behavioral and …
35
(
2018
)
1/2
,
pp. 127-131
Persistent link: https://www.econbiz.de/10012225668
Saved in:
10
Threshold regression asymptotics : from the compound Poisson process to two-sided Brownian motion
Yu, Ping
;
Phillips, Peter C. B.
- In:
Economics letters
172
(
2018
),
pp. 123-126
Persistent link: https://www.econbiz.de/10012022094
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