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subject:"United States"
type_genre:"Article in journal"
~isPartOf:"Journal of banking & finance"
~isPartOf:"Journal of econometrics"
~subject:"Behavioural finance"
~subject:"Theorie"
~subject:"Volatilität"
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Search: subject_exact:"Estimation"
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United States
Behavioural finance
Theorie
Volatilität
Estimation
898
Schätzung
892
Theory
284
Estimation theory
244
Schätztheorie
244
Capital income
192
Kapitaleinkommen
192
Volatility
185
Börsenkurs
148
Share price
148
Forecasting model
140
Prognoseverfahren
140
Time series analysis
140
Zeitreihenanalyse
140
Nichtparametrisches Verfahren
111
Nonparametric statistics
111
USA
106
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105
Panel study
105
Regression analysis
89
Regressionsanalyse
89
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76
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76
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71
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71
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63
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63
Stochastischer Prozess
63
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54
ARCH-Modell
54
Welt
54
World
54
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50
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50
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48
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48
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Article
482
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1
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Article in journal
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483
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3
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3
Collection of articles of several authors
1
Sammelwerk
1
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English
483
Author
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Todorov, Viktor
13
Bollerslev, Tim
8
Tauchen, George Eugene
8
Prokopczuk, Marcel
6
Aït-Sahalia, Yacine
5
Kim, Donggyu
5
Koop, Gary
5
Li, Jia
5
Wese Simen, Chardin
5
Andersen, Torben
4
Ghysels, Eric
4
Zakoïan, Jean-Michel
4
Fan, Jianqing
3
Francq, Christian
3
Frühwirth-Schnatter, Sylvia
3
Heckman, James J.
3
Li, Junye
3
McAleer, Michael
3
Neely, Christopher J.
3
Paolella, Marc S.
3
Park, Joon Y.
3
Patton, Andrew J.
3
Pesaran, M. Hashem
3
Phillips, Peter C. B.
3
Sickles, Robin C.
3
Steel, Mark F. J.
3
Wang, Yazhen
3
Xiu, Dacheng
3
Zhou, Hao
3
Andreou, Elena
2
Aruoba, S. Borağan
2
Asai, Manabu
2
Bandi, Federico M.
2
Barigozzi, Matteo
2
Bianchi, Robert
2
Bibinger, Markus
2
Botosaru, Irene
2
Caporin, Massimiliano
2
Chiang, Raymond
2
Chou, Pin-huang
2
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Journal of banking & finance
Journal of econometrics
Applied economics
630
Applied economics letters
361
Economic modelling
329
Economics letters
294
International review of economics & finance : IREF
259
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
258
Journal of international money and finance
244
Energy economics
243
Finance research letters
234
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
232
Applied financial economics
219
Journal of applied econometrics
212
The review of economics and statistics
206
The American economic review
189
International review of financial analysis
185
The North American journal of economics and finance : a journal of financial economics studies
177
The journal of finance : the journal of the American Finance Association
169
Journal of empirical finance
166
Journal of economic dynamics & control
163
Journal of macroeconomics
152
Journal of financial economics
144
The journal of futures markets
144
Journal of monetary economics
134
International journal of finance & economics : IJFE
126
Journal of money, credit and banking : JMCB
126
The European journal of finance
124
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
123
Journal of international financial markets, institutions & money
120
Macroeconomic dynamics
118
International journal of forecasting
116
Journal of international economics
116
European economic review : EER
112
Journal of urban economics
106
Journal of forecasting
99
Research in international business and finance
98
The review of financial studies
98
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
97
American journal of agricultural economics
96
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ECONIS (ZBW)
483
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1
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10
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483
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1
Testing and support recovery of correlation structures for matrix-valued observations with an application to stock market data
Chen, Xin
;
Yang, Dan
;
Yan, Xu
;
Xia, Yin
;
Wang, Dong
; …
- In:
Journal of econometrics
232
(
2023
)
2
,
pp. 544-564
Persistent link: https://www.econbiz.de/10014340639
Saved in:
2
Identifying latent factors based on high-frequency data
Sun, Yucheng
;
Xu, Wen
;
Zhang, Chuanhai
- In:
Journal of econometrics
233
(
2023
)
1
,
pp. 251-270
Persistent link: https://www.econbiz.de/10014341048
Saved in:
3
The sum of all fears : forecasting international returns using option-implied risk measures
Gagnon, Marie-Hélène
;
Power, Gabriel J.
;
Toupin, Dominique
- In:
Journal of banking & finance
146
(
2023
),
pp. 1-22
Persistent link: https://www.econbiz.de/10014248207
Saved in:
4
High-dimensional conditionally Gaussian state space models with missing data
Chan, Joshua
;
Poon, Aubrey
;
Zhu, Dan
- In:
Journal of econometrics
236
(
2023
)
1
,
pp. 1-21
Persistent link: https://www.econbiz.de/10014332310
Saved in:
5
Moments, shocks and spillovers in Markov-switching VAR models
Kole, Erik
;
Dijk, Dick van
- In:
Journal of econometrics
236
(
2023
)
2
,
pp. 1-26
Persistent link: https://www.econbiz.de/10014365495
Saved in:
6
Scalable inference for a full multivariate stochastic volatility model
Dellaportas, Petros
;
Titsias, Michalis K.
;
Petrova, Katerina
- In:
Journal of econometrics
232
(
2023
)
2
,
pp. 501-520
Persistent link: https://www.econbiz.de/10014340078
Saved in:
7
Does public corruption affect analyst forecast quality?
El Ghoul, Sadok
;
Guedhami, Omrane
;
Wei, Zuobao
;
Zhu, Yicheng
- In:
Journal of banking & finance
154
(
2023
),
pp. 1-18
Persistent link: https://www.econbiz.de/10014486661
Saved in:
8
Why does option-implied volatility forecast realized volatility? : evidence from news events
Chen, Sipeng
;
Li, Gang
- In:
Journal of banking & finance
156
(
2023
),
pp. 1-14
Persistent link: https://www.econbiz.de/10014487208
Saved in:
9
Rational disposition effects : theory and evidence
Dorn, Daniel
;
Strobl, Günter
- In:
Journal of banking & finance
153
(
2023
),
pp. 1-19
Persistent link: https://www.econbiz.de/10014490096
Saved in:
10
The incremental information in the yield curve about future interest rate risk
Christensen, Bent Jesper
;
Kjær, Mads Markvart
; …
- In:
Journal of banking & finance
155
(
2023
),
pp. 1-22
Persistent link: https://www.econbiz.de/10014490508
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