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subject:"Time series analysis"
subject:"United States"
~accessRights:"restricted"
~isPartOf:"Academy of Management journal : AMJ"
~isPartOf:"Journal of financial econometrics"
~subject:"CAPM"
~subject:"Stochastic process"
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Search: subject_exact:"Estimation"
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Time series analysis
United States
CAPM
Stochastic process
Estimation
90
Schätzung
90
USA
30
Volatility
29
Volatilität
29
Theorie
25
Theory
25
Capital income
22
Kapitaleinkommen
22
Zeitreihenanalyse
22
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16
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15
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Portfolio-Management
6
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Risk premium
6
Unternehmenserfolg
6
Welt
6
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6
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English
57
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Alavi, Sascha
1
Alexy, Oliver
1
Alitab, Dario
1
Andreou, Elena
1
Ashford, Susan J.
1
Baer, Michael
1
Barunik, Jozef
1
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1
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1
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1
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1
Bu, Ruijun
1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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Academy of Management journal : AMJ
Journal of financial econometrics
Working paper / National Bureau of Economic Research, Inc.
463
Discussion paper / Centre for Economic Policy Research
377
Economic modelling
119
Applied economics
118
Journal of econometrics
110
Finance research letters
95
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
93
Energy economics
84
The North American journal of economics and finance : a journal of financial economics studies
81
Economics letters
78
International review of economics & finance : IREF
76
Applied economics letters
70
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
64
Journal of empirical finance
59
Journal of financial economics
59
International journal of forecasting
56
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
55
Journal of banking & finance
55
American economic journal : a journal of the American Economic Association
54
International review of financial analysis
53
Discussion papers / CEPR
44
Journal of economic dynamics & control
42
Research in international business and finance
36
Econometric reviews
34
SpringerLink / Bücher
34
The review of financial studies
34
Journal of applied econometrics
33
Pacific-Basin finance journal
32
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
32
Journal of international money and finance
31
Journal of international financial markets, institutions & money
30
The American economic review
30
Empirical economics : a quarterly journal of the Institute for Advanced Studies
27
Management science : journal of the Institute for Operations Research and the Management Sciences
26
Journal of macroeconomics
25
NBER working paper series
24
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57
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1
Estimation and inference of quantile impulse response functions by local projections : with applications to VaR dynamics
Han, Heejoon
;
Jung, Whayoung
;
Lee, Ji Hyung
- In:
Journal of financial econometrics
22
(
2024
)
1
,
pp. 1-29
Persistent link: https://www.econbiz.de/10014526299
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2
Volatility of volatility estimation : central limit theorems for the fourier transform estimator and empirical study of the daily time series stylized facts
Toscano, Giacomo
;
Livieri, Giulia
;
Mancino, Maria Elvira
; …
- In:
Journal of financial econometrics
22
(
2024
)
1
,
pp. 252-296
Persistent link: https://www.econbiz.de/10014526318
Saved in:
3
Estimating risk in illiquid markets : a model of market friction with stochastic volatility
Buccheri, Giuseppe
;
Grassi, Stefano
;
Vocalelli, Giorgio
- In:
Journal of financial econometrics
22
(
2024
)
2
,
pp. 531-574
Persistent link: https://www.econbiz.de/10014526336
Saved in:
4
Dynamic covariance matrix estimation and portfolio analysis with high-frequency data
Jiang, Binyan
;
Liu, Cheng
;
Tang, Cheng Yong
- In:
Journal of financial econometrics
22
(
2024
)
2
,
pp. 461-491
Persistent link: https://www.econbiz.de/10014526333
Saved in:
5
News arrival, time-varying jump intensity, and realized volatility : conditional testing approach
Erdemlioglu, Deniz
;
Yang, Xiye
- In:
Journal of financial econometrics
21
(
2023
)
5
,
pp. 1519-1556
Persistent link: https://www.econbiz.de/10014444697
Saved in:
6
Time variation in cash flows and discount rates
Cenesizoglu, Tolga
;
Ibrushi, Denada
- In:
Journal of financial econometrics
21
(
2023
)
5
,
pp. 1557-1589
Persistent link: https://www.econbiz.de/10014444702
Saved in:
7
Quantile spectral beta : a tale of tail risks, investment horizons, and asset prices
Barunik, Jozef
;
Nevrla, Matĕj
- In:
Journal of financial econometrics
21
(
2023
)
5
,
pp. 1590-1646
Persistent link: https://www.econbiz.de/10014444704
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8
A joint model for the term structure of interest rates and realized volatility
Hansen, Anne Lundgaard
- In:
Journal of financial econometrics
21
(
2023
)
4
,
pp. 1196-1227
Persistent link: https://www.econbiz.de/10014391449
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9
Time-transformed test for bubbles under non-stationary volatility
Kurozumi, Eiji
;
Skrobotov, Anton
;
Tsarev, Alexey
- In:
Journal of financial econometrics
21
(
2023
)
4
,
pp. 1282-1307
Persistent link: https://www.econbiz.de/10014391459
Saved in:
10
The glass wall and the gendered evaluation of role expansion in freelancing careers
Lee, Yonghoon G.
;
Koval, Christy Zhou
;
Lee, S. Susie
- In:
Academy of Management journal : AMJ
66
(
2023
)
4
,
pp. 1042-1070
Persistent link: https://www.econbiz.de/10014342196
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