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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:"Bouri, Elie"
~person:"Härdle, Wolfgang"
~source:"econis"
~subject:"United Kingdom"
~type_genre:"Article in journal"
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Volatility
Yield curve
United Kingdom
Estimation
3
Schätzung
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Volatilität
2
Aktienmarkt
1
Anlageverhalten
1
Asset pricing
1
Attention analysis
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Bayes-Statistik
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Sector analysis
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Stochastic process
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Bianchi, Daniele
Bouri, Elie
Härdle, Wolfgang
Bollerslev, Tim
2
Chan, Joshua
2
Enders, Walter
2
Hautsch, Nikolaus
2
Li, Jia
2
Li, Wai Keung
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Mumtaz, Haroon
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Sentana, Enrique
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Ang, Andrew
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Bansal, Ravi
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Bekaert, Geert
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Beran, Jan
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Bibinger, Markus
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Bommes, Elisabeth
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Bormetti, Giacomo
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Buccheri, Giuseppe
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Dai, Wei
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Delle Monache, Davide
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
Energy economics
5
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
2
Journal of forecasting
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Journal of international financial markets, institutions & money
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Economic research
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Economics / Journal articles : the open-access, open-assessment journal
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Journal of behavioral and experimental finance
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Research in international business and finance
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Review of derivatives research
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Review of quantitative finance and accounting
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The European journal of finance
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The journal of behavioral finance : a publication of the Institute of Psychology and Markets and LEA
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ECONIS (ZBW)
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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
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2
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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