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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:"The journal of futures markets"
~subject:"Kapitaleinkommen"
~subject:"Statistical distribution"
~type_genre:"Sammelwerk"
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United States
Kapitaleinkommen
Statistical distribution
Estimation
554
Schätzung
554
Theorie
200
Theory
200
USA
181
Estimation theory
130
Schätztheorie
130
Volatility
122
Volatilität
122
Time series analysis
100
Zeitreihenanalyse
100
Forecasting model
73
Prognoseverfahren
73
Börsenkurs
69
Share price
69
Nichtparametrisches Verfahren
64
Nonparametric statistics
64
Capital income
63
Option pricing theory
40
Optionspreistheorie
40
Regression analysis
40
Regressionsanalyse
40
ARCH model
39
ARCH-Modell
39
Stochastic process
37
Stochastischer Prozess
37
Index futures
36
Index-Futures
36
Commodity derivative
34
Rohstoffderivat
34
Statistische Verteilung
32
Großbritannien
31
United Kingdom
31
Bayes-Statistik
29
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29
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29
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29
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Article
253
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Article in journal
Sammelwerk
Aufsatz in Zeitschrift
253
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1
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English
253
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Wang, George H. K.
4
Sarno, Lucio
3
Bollerslev, Tim
2
Ederington, Louis H.
2
Enders, Walter
2
Escanciano, Juan Carlos
2
Franses, Philip Hans
2
Gospodinov, Nikolaj
2
Jacobs, Kris
2
Lai, Yu-Sheng
2
Lan, Wei
2
Leybourne, Stephen James
2
Li, Jia
2
Lim, Kian-Guan
2
Lobato, Ignacio N.
2
Lucas, André
2
McCabe, Brendan Peter Martin
2
Miffre, Joëlle
2
Ravazzolo, Francesco
2
Schienle, Melanie
2
Shrestha, Keshab
2
Stock, James H.
2
Su, Liangjun
2
Tauchen, George Eugene
2
Todorov, Viktor
2
Watson, Mark W.
2
Yau, Jot
2
Aastveit, Knut Are
1
Aboura, Sofiane
1
Adkins, Lee Chester
1
Agarwalla, Sobhesh Kumar
1
Alexiou, Lykourgos
1
Amado, Cristina
1
Ameriks, John
1
Anatolyev, Stanislav
1
Andersen, Torben
1
Anderson, Heather M.
1
Andrews, Donald W. K.
1
Ang, Andrew
1
Anily, Shoshana
1
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
The journal of futures markets
Applied economics
359
Applied economics letters
222
Journal of banking & finance
191
Finance research letters
172
The review of economics and statistics
171
Applied financial economics
167
International review of economics & finance : IREF
161
Journal of financial economics
160
International review of financial analysis
157
The journal of finance : the journal of the American Finance Association
156
The American economic review
152
Economic modelling
147
Journal of empirical finance
137
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
127
Journal of econometrics
125
The North American journal of economics and finance : a journal of financial economics studies
124
Economics letters
122
Journal of international money and finance
122
Journal of applied econometrics
108
Journal of financial and quantitative analysis : JFQA
96
Journal of international financial markets, institutions & money
95
The review of financial studies
94
Review of quantitative finance and accounting
93
Journal of money, credit and banking : JMCB
88
The European journal of finance
81
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
78
Journal of political economy
77
Energy economics
76
Research in international business and finance
76
American economic journal : a journal of the American Economic Association
75
Pacific-Basin finance journal
74
Journal of monetary economics
73
Management science : journal of the Institute for Operations Research and the Management Sciences
67
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
65
International journal of finance & economics : IJFE
64
Southern economic journal
64
Journal of economic dynamics & control
63
Journal of labor economics
62
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ECONIS (ZBW)
253
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1
Extreme value estimation for heterogeneous data
Einmahl, John H. J.
;
He, Yi
- In:
Journal of business & economic statistics : JBES ; a …
41
(
2023
)
1
,
pp. 255-269
Persistent link: https://www.econbiz.de/10013540838
Saved in:
2
Forecasting realized volatility : new evidence from time-varying jumps in VIX
Dutta, Anupam
;
Das, Debojyoti
- In:
The journal of futures markets
42
(
2022
)
12
,
pp. 2165-2189
Persistent link: https://www.econbiz.de/10013465875
Saved in:
3
Early exercise, implied volatility spread and future stock return : jumps bind them all
Garrett, Ian
;
Gazi, Adnan
- In:
The journal of futures markets
44
(
2024
)
5
,
pp. 720-743
Persistent link: https://www.econbiz.de/10014536677
Saved in:
4
The predictability of iron ore futures prices : a product-material lead-lag effect
He, Mengxi
;
Wang, Yudong
;
Zhang, Yaojie
- In:
The journal of futures markets
43
(
2023
)
9
,
pp. 1289-1304
Persistent link: https://www.econbiz.de/10014339412
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
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
Saved in:
9
Industry variance risk premium, cross-industry correlation, and expected returns
Zhu, Yabei
;
Luo, Xingguo
;
Xu, Qi
- In:
The journal of futures markets
43
(
2023
)
1
,
pp. 3-32
Persistent link: https://www.econbiz.de/10013465888
Saved in:
10
Commodity momentum decomposition
Iwanaga, Yasuhiro
;
Sakemoto, Ryuta
- In:
The journal of futures markets
43
(
2023
)
2
,
pp. 198-216
Persistent link: https://www.econbiz.de/10014292998
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