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subject:"Börsenkurs"
subject:"Financial analysis"
~isPartOf:"Bundesbank Series 1 Discussion Paper"
~isPartOf:"CESifo Working Paper Series"
~isPartOf:"CESifo working papers : the international platform of Ludwig-Maximilians University's Center for Economic Studies and the Ifo Institute"
~isPartOf:"Cambridge-INET working papers"
~isPartOf:"Journal of business & economic statistics : JBES ; a publication of the American Statistical Association"
~person:"Bai, Jushan"
~person:"Dees, Stephane"
~person:"Hong, Harrison G."
~person:"Kim, Jeong-Ryeol"
~person:"Pettenuzzo, Davide"
~person:"Venditti, Fabrizio"
~person:"Weber, Enzo"
~subject:"Aktienmarkt"
~subject:"Econometrics"
~subject:"Managervergütung"
~subject:"Shock"
~subject:"Theory"
~subject:"VAR model"
~type:"article"
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Börsenkurs
Financial analysis
Aktienmarkt
Econometrics
Managervergütung
Shock
Theory
VAR model
Estimation
5
Schätzung
5
Time series analysis
4
Zeitreihenanalyse
4
Forecasting model
3
Prognoseverfahren
3
Theorie
3
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3
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Fractional cointegration
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Bai, Jushan
Dees, Stephane
Hong, Harrison G.
Kim, Jeong-Ryeol
Pettenuzzo, Davide
Venditti, Fabrizio
Weber, Enzo
Westerlund, Joakim
3
Bollerslev, Tim
2
Carrasco, Marine
2
Chan, Joshua
2
Diebold, Francis X.
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2
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2
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2
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2
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2
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2
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2
Leybourne, Stephen James
2
Li, Jia
2
Li, Kunpeng
2
Lian, Heng
2
Lobato, Ignacio N.
2
Marcellino, Massimiliano
2
Mariano, Roberto S.
2
McCabe, Brendan Peter Martin
2
Mumtaz, Haroon
2
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2
Ravazzolo, Francesco
2
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2
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Sentana, Enrique
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2
Aastveit, Knut Are
1
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1
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1
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Bundesbank Series 1 Discussion Paper
CESifo Working Paper Series
CESifo working papers : the international platform of Ludwig-Maximilians University's Center for Economic Studies and the Ifo Institute
Cambridge-INET working papers
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
Journal of financial economics
4
Economics letters
3
Journal of econometrics
3
Journal of banking & finance
2
Applied economics
1
Econometric reviews
1
Econometric theory
1
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1
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
1
Frontiers of economics in China : selected publications from Chinese universities
1
Journal of financial econometrics : official journal of the Society for Financial Econometrics
1
Management science : journal of the Institute for Operations Research and the Management Sciences
1
Oxford bulletin of economics and statistics
1
Scottish journal of political economy : the journal of the Scottish Economic Society
1
The North American journal of economics and finance : a journal of financial economics studies
1
The journal of finance : the journal of the American Finance Association
1
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
1
The review of economic studies
1
The review of economics and statistics
1
The review of financial studies
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ECONIS (ZBW)
5
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1
Price dividend ratio and long-run stock returns : a score-driven state space model
Delle Monache, Davide
;
Petrella, Ivan
;
Venditti, Fabrizio
- In:
Journal of business & economic statistics : JBES ; a …
39
(
2021
)
4
,
pp. 1054-1065
Persistent link: https://www.econbiz.de/10012653225
Saved in:
2
Forecasting macroeconomic variables under model instability
Pettenuzzo, Davide
;
Timmermann, Allan
- In:
Journal of business & economic statistics : JBES ; a …
35
(
2017
)
2
,
pp. 183-201
Persistent link: https://www.econbiz.de/10011704162
Saved in:
3
Short-term GDP forecasting with a mixed-frequency dynamic factor model with stochastic volatility
Marcellino, Massimiliano
;
Porqueddu, Mario
;
Venditti, …
- In:
Journal of business & economic statistics : JBES ; a …
34
(
2016
)
1
,
pp. 118-127
Persistent link: https://www.econbiz.de/10011691233
Saved in:
4
Estimation and inference of FAVAR models
Bai, Jushan
;
Li, Kunpeng
;
Lu, Lina
- In:
Journal of business & economic statistics : JBES ; a …
34
(
2016
)
4
,
pp. 620-641
Persistent link: https://www.econbiz.de/10011692442
Saved in:
5
Long-run identification in a fractionally integrated system
Tschernig, Rolf
;
Weber, Enzo
;
Weigand, Roland
- In:
Journal of business & economic statistics : JBES ; a …
31
(
2013
)
4
,
pp. 438-450
Persistent link: https://www.econbiz.de/10010337858
Saved in:
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