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subject:"Forecasting model"
subject:"Stock market"
~isPartOf:"Journal of business & economic statistics : JBES ; a publication of the American Statistical Association"
~subject:"Börsenkurs"
~subject:"Volatility"
~type_genre:"Aufsatz in Zeitschrift"
~type_genre:"Graue Literatur"
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Forecasting model
Stock market
Börsenkurs
Volatility
Estimation
364
Schätzung
364
Theorie
161
Theory
161
Estimation theory
127
Schätztheorie
127
USA
99
United States
99
Time series analysis
94
Zeitreihenanalyse
94
Nichtparametrisches Verfahren
62
Nonparametric statistics
62
Volatilität
61
Prognoseverfahren
50
Capital income
45
Kapitaleinkommen
45
Regression analysis
40
Regressionsanalyse
40
Share price
31
Bayes-Statistik
27
Bayesian inference
27
Panel
26
Panel study
26
Stochastic process
25
Stochastischer Prozess
25
Causality analysis
23
Factor analysis
23
Kausalanalyse
23
Faktorenanalyse
22
VAR model
22
VAR-Modell
22
Statistical distribution
20
Statistische Verteilung
20
Correlation
19
Korrelation
19
ARCH model
18
ARCH-Modell
18
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Article
111
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Aufsatz in Zeitschrift
Graue Literatur
Article in journal
111
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English
111
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Ravazzolo, Francesco
3
Carrasco, Marine
2
Chan, Joshua
2
Gerlach, Richard H.
2
Hautsch, Nikolaus
2
Huber, Florian
2
Koop, Gary
2
Li, Jia
2
Li, Wai Keung
2
Lobato, Ignacio N.
2
Marcellino, Massimiliano
2
Moffitt, Robert A.
2
Mumtaz, Haroon
2
Rossi, Barbara
2
Stock, James H.
2
Urga, Giovanni
2
Venditti, Fabrizio
2
Watson, Mark W.
2
Aastveit, Knut Are
1
Amado, Cristina
1
Anderson, Heather M.
1
Andrews, Rick L.
1
Barassi, Marco R.
1
Barone-Adesi, Giovanni
1
Beran, Jan
1
Bianchi, Daniele
1
Bibinger, Markus
1
Bollerslev, Tim
1
Bommes, Elisabeth
1
Bormetti, Giacomo
1
Boswijk, Herman Peter
1
Buccheri, Giuseppe
1
Bäurle, Gregor
1
Carr, Michael D.
1
Casarin, Roberto
1
Chan, Nancy Y. C.
1
Chaves, Leonardo Salim Saker
1
Chen, Cathy W. S.
1
Chen, Cathy Y.
1
Chen, Willa W.
1
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
Applied economics
254
Finance research letters
251
Economic modelling
220
International review of economics & finance : IREF
218
International review of financial analysis
216
Applied economics letters
211
Journal of banking & finance
190
Working paper / National Bureau of Economic Research, Inc.
190
Energy economics
185
Applied financial economics
180
The North American journal of economics and finance : a journal of financial economics studies
173
Journal of empirical finance
172
International journal of forecasting
164
Journal of econometrics
153
Discussion paper / Centre for Economic Policy Research
139
Journal of international financial markets, institutions & money
139
Research in international business and finance
133
Journal of international money and finance
131
CESifo working papers
120
Journal of financial economics
120
Journal of forecasting
116
Working paper
116
Economics letters
110
The European journal of finance
104
Pacific-Basin finance journal
100
Journal of risk and financial management : JRFM
96
The journal of futures markets
96
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
88
Discussion paper / Tinbergen Institute
87
International journal of finance & economics : IJFE
86
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
85
International journal of economics and finance
80
Review of quantitative finance and accounting
72
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
66
Cogent economics & finance
64
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
63
Management science : journal of the Institute for Operations Research and the Management Sciences
62
International journal of economics and financial issues : IJEFI
60
Journal of financial markets
59
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ECONIS (ZBW)
111
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1
Structural breaks in interactive effects panels and the stock market reaction to COVID-19
Karavias, Yiannis
;
Narayan, Paresh Kumar
;
Westerlund, Joakim
- In:
Journal of business & economic statistics : JBES ; a …
41
(
2023
)
3
,
pp. 653-666
Persistent link: https://www.econbiz.de/10014448426
Saved in:
2
SVARs identification through bounds on the forecast error variance
Volpicella, Alessio
- In:
Journal of business & economic statistics : JBES ; a …
40
(
2022
)
3
,
pp. 1291-1301
Persistent link: https://www.econbiz.de/10013539513
Saved in:
3
Realized quantiles
Dimitriadis, Timo
;
Halbleib, Roxana
- In:
Journal of business & economic statistics : JBES ; a …
40
(
2022
)
3
,
pp. 1346-1361
Persistent link: https://www.econbiz.de/10013539526
Saved in:
4
On bivariate time-varying price staleness
Zhu, Haibin
;
Liu, Zhi
- In:
Journal of business & economic statistics : JBES ; a …
42
(
2024
)
1
,
pp. 229-242
Persistent link: https://www.econbiz.de/10014449902
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
Reconciled estimates of monthly GDP in the United States
Koop, Gary
;
McIntyre, Stuart
;
Mitchell, James
;
Poon, Aubrey
- In:
Journal of business & economic statistics : JBES ; a …
41
(
2023
)
2
,
pp. 563-577
Persistent link: https://www.econbiz.de/10014448358
Saved in:
7
Using survey information for improving the density nowcasting of U.S. GDP
Çakmaklı, Cem
;
Demircan, Hamza
- In:
Journal of business & economic statistics : JBES ; a …
41
(
2023
)
3
,
pp. 667-682
Persistent link: https://www.econbiz.de/10014448419
Saved in:
8
Structural breaks in grouped heterogeneity
Smith, Simon C.
- In:
Journal of business & economic statistics : JBES ; a …
41
(
2023
)
3
,
pp. 752-764
Persistent link: https://www.econbiz.de/10014448432
Saved in:
9
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:
10
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
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