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subject:"United States"
type_genre:"Article in journal"
~isPartOf:"Journal of business & economic statistics : JBES ; a publication of the American Statistical Association"
~isPartOf:"Journal of economic dynamics & control"
~subject:"Börsenkurs"
~subject:"Time series analysis"
~type_genre:"Bibliography included"
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United States
Börsenkurs
Time series analysis
Estimation
604
Schätzung
600
Theorie
283
Theory
283
Estimation theory
142
Schätztheorie
142
USA
142
Zeitreihenanalyse
124
Volatility
91
Volatilität
91
Forecasting model
69
Prognoseverfahren
69
Capital income
66
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64
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Markov-Kette
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266
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Article in journal
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Aufsatz in Zeitschrift
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English
266
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Bollerslev, Tim
3
Chan, Joshua
3
Hautsch, Nikolaus
3
Hommes, Cars H.
3
Westerlund, Joakim
3
Aguiar-Conraria, Luís
2
Ahn, Hie Joo
2
Amir Ahmadi, Pooyan
2
Berger, Tino
2
Boswijk, Herman Peter
2
Cavaliere, Giuseppe
2
Cheung, Ying Lun
2
Enders, Walter
2
Everaert, Gerdie
2
Franses, Philip Hans
2
Gao, Jiti
2
Guidolin, Massimo
2
Haldrup, Niels
2
Harvey, Andrew C.
2
Hong, Yongmiao
2
Härdle, Wolfgang
2
Ireland, Peter N.
2
Jacobs, Kris
2
Koop, Gary
2
Koopman, Siem Jan
2
Leybourne, Stephen James
2
Li, Jia
2
Li, Junye
2
Li, Wai Keung
2
Liao, Yin
2
Liesenfeld, Roman
2
Lillo, Fabrizio
2
Lobato, Ignacio N.
2
Lucas, André
2
Lütkepohl, Helmut
2
Marcellino, Massimiliano
2
Martins, Manuel Mota Freitas
2
Matthes, Christian
2
McCabe, Brendan Peter Martin
2
Morley, James C.
2
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
Journal of economic dynamics & control
Applied economics
419
Applied economics letters
296
Economic modelling
226
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
187
Journal of econometrics
187
Applied financial economics
178
Finance research letters
172
The review of economics and statistics
172
International review of economics & finance : IREF
167
Journal of banking & finance
160
The journal of finance : the journal of the American Finance Association
157
Economics letters
155
The American economic review
152
The North American journal of economics and finance : a journal of financial economics studies
139
Energy economics
136
International review of financial analysis
134
Journal of applied econometrics
123
Journal of international money and finance
117
Journal of empirical finance
116
The journal of futures markets
110
Journal of international financial markets, institutions & money
100
Journal of financial economics
99
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
96
The review of financial studies
96
International journal of forecasting
95
Journal of money, credit and banking : JMCB
93
Review of quantitative finance and accounting
88
Research in international business and finance
84
Journal of financial and quantitative analysis : JFQA
82
International journal of finance & economics : IJFE
81
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
79
Journal of monetary economics
76
Journal of political economy
76
Journal of risk and financial management : JRFM
76
American economic journal : a journal of the American Economic Association
75
Journal of forecasting
75
Journal of macroeconomics
75
The empirical economics letters : a monthly international journal of economics
69
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ECONIS (ZBW)
266
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266
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1
Risks and risk premia in the US Treasury market
Li, Junye
;
Sarno, Lucio
;
Zinna, Gabriele
- In:
Journal of economic dynamics & control
158
(
2024
),
pp. 1-24
Persistent link: https://www.econbiz.de/10014532189
Saved in:
2
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:
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
Identification of time-varying factor models
Cheung, Ying Lun
- In:
Journal of business & economic statistics : JBES ; a …
42
(
2024
)
1
,
pp. 76-94
Persistent link: https://www.econbiz.de/10014449828
Saved in:
5
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:
6
Estimation, inference, and empirical analysis for time-varying var models
Gao, Jiti
;
Peng, Bin
;
Yan, Yayi
- In:
Journal of business & economic statistics : JBES ; a …
42
(
2024
)
1
,
pp. 310-321
Persistent link: https://www.econbiz.de/10014449933
Saved in:
7
Non-linear dimension reduction in factor-augmented vector autoregressions
Klieber, Karin
- In:
Journal of economic dynamics & control
159
(
2024
),
pp. 1-29
Persistent link: https://www.econbiz.de/10014532393
Saved in:
8
Rational bubbles : too many to be true?
Caravello, Tomas E.
;
Psaradakis, Zacharias G.
;
Sola, Martin
- In:
Journal of economic dynamics & control
151
(
2023
),
pp. 1-27
Persistent link: https://www.econbiz.de/10014478681
Saved in:
9
Duration structure of unemployment hazards and the trend unemployment rate
Ahn, Hie Joo
- In:
Journal of economic dynamics & control
151
(
2023
),
pp. 1-22
Persistent link: https://www.econbiz.de/10014478697
Saved in:
10
The Phillips curve at 65 : time for time and frequency
Aguiar-Conraria, Luís
;
Martins, Manuel Mota Freitas
; …
- In:
Journal of economic dynamics & control
151
(
2023
),
pp. 1-18
Persistent link: https://www.econbiz.de/10014478731
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