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subject:"USA"
~isPartOf:"The journal of business : B"
~type_genre:"Aufsatz in Zeitschrift"
~type_genre:"Book section"
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USA
Estimation theory
12
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United States
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Capital income
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Theory
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Aufsatz in Zeitschrift
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Kim, Dongcheol
1
Kodres, Laura E.
1
Kon, Stanley Jay
1
LeBaron, Blake Dean
1
Longin, François M.
1
Nelson, Charles R.
1
Siegel, Andrew F.
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The journal of business : B
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
93
The review of economics and statistics
43
Journal of econometrics
33
Journal of applied econometrics
23
American journal of agricultural economics
19
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
18
Economics letters
18
Journal of financial and quantitative analysis : JFQA
16
The journal of futures markets
15
The journal of finance : the journal of the American Finance Association
14
The review of financial studies
14
Journal of macroeconomics
12
Applied economics
11
International journal of forecasting
10
Journal of money, credit and banking : JMCB
10
International economic review
9
Journal of forecasting
8
Journal of monetary economics
8
Oxford bulletin of economics and statistics
8
The review of economic studies
8
International economic journal
7
Journal of banking & finance
7
Journal of forensic economics
7
Journal of productivity analysis
7
The American economic review
7
The journal of agricultural economics research
7
Applied economics letters
6
Econometric reviews
6
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
6
Journal of economics & business
6
Journal of financial economics
6
Journal of urban economics
6
Review of futures markets
6
Applied financial economics
5
Econometric theory
5
Economic inquiry : journal of the Western Economic Association International
5
Journal of agricultural and resource economics : JARE ; the journal of the Western Agricultural Economics Association
5
Journal of empirical finance
5
Journal of foreign exchange and international finance : JFEIF
5
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ECONIS (ZBW)
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1
The asymptotic distribution of extreme stock market returns
Longin, François M.
- In:
The journal of business : B
69
(
1996
)
3
,
pp. 383-408
Persistent link: https://www.econbiz.de/10001203930
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2
Alternative models for the conditional heteroscedasticity of stock returns
Kim, Dongcheol
- In:
The journal of business : B
67
(
1994
)
4
,
pp. 563-598
Persistent link: https://www.econbiz.de/10001172769
Saved in:
3
Tests of unbiasedness in the foreign exchange futures markets : an examination of price limits and conditional heteroscedasticity
Kodres, Laura E.
- In:
The journal of business : B
66
(
1993
)
3
,
pp. 463-490
Persistent link: https://www.econbiz.de/10001147955
Saved in:
4
Some relations between volatility and serial correlations in stock market returns
LeBaron, Blake Dean
- In:
The journal of business : B
65
(
1992
)
2
,
pp. 199-219
Persistent link: https://www.econbiz.de/10001124154
Saved in:
5
Empirical tests of the bias and efficiency of the extreme-value variance estimator for common stocks
Wiggins, James B.
- In:
The journal of business : B
64
(
1991
)
3
,
pp. 417-432
Persistent link: https://www.econbiz.de/10001109688
Saved in:
6
Parsimonious modeling of yield curves
Nelson, Charles R.
- In:
The journal of business : B
60
(
1987
)
4
,
pp. 473-489
Persistent link: https://www.econbiz.de/10001037645
Saved in:
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