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subject:"Volatility"
subject:"Yield curve"
~isPartOf:"Journal of business & economic statistics : JBES ; a publication of the American Statistical Association"
~person:"Bianchi, Daniele"
~person:"Bormetti, Giacomo"
~person:"Bouri, Elie"
~person:"Härdle, Wolfgang"
~source:"econis"
~subject:"United Kingdom"
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Volatility
Yield curve
United Kingdom
Estimation
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Aktienmarkt
2
Börsenkurs
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Capital income
2
Estimation theory
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Bianchi, Daniele
Bormetti, Giacomo
Bouri, Elie
Härdle, Wolfgang
Bollerslev, Tim
2
Chan, Joshua
2
Enders, Walter
2
Hautsch, Nikolaus
2
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
SFB 649 discussion paper
14
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
6
Energy economics
5
Discussion papers of interdisciplinary research project 373
4
Applied quantitative finance
3
Department of Economics working paper series
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The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
3
International review of financial analysis
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2
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Research paper / Quantitative Finance Research Group, University of Technology Sydney
1
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The European journal of finance
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ECONIS (ZBW)
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A score-driven conditional correlation model for noisy and asynchronous data : an application to high-frequency covariance dynamics
Buccheri, Giuseppe
;
Bormetti, Giacomo
;
Corsi, Fulvio
; …
- In:
Journal of business & economic statistics : JBES ; a …
39
(
2021
)
4
,
pp. 920-936
Persistent link: https://www.econbiz.de/10012653203
Saved in:
2
Macroeconomic factors strike back : a Bayesian change-point model of time-varying risk exposures and premia in the U.S. cross-section
Bianchi, Daniele
;
Guidolin, Massimo
;
Ravazzolo, Francesco
- In:
Journal of business & economic statistics : JBES ; a …
35
(
2017
)
1
,
pp. 110-129
Persistent link: https://www.econbiz.de/10011704120
Saved in:
3
Distillation of news flow into analysis of stock reactions
Zhang, Junni L.
;
Härdle, Wolfgang
;
Chen, Cathy Y.
; …
- In:
Journal of business & economic statistics : JBES ; a …
34
(
2016
)
4
,
pp. 547-563
Persistent link: https://www.econbiz.de/10011692403
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