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subject:"Volatility"
~isPartOf:"Journal of business & economic statistics : JBES ; a publication of the American Statistical Association"
~subject:"Wirkungsanalyse"
~subject:"Wirtschaftswachstum"
~type_genre:"Aufsatz in Zeitschrift"
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Volatility
Wirkungsanalyse
Wirtschaftswachstum
Estimation
364
Schätzung
364
Theorie
161
Theory
161
Estimation theory
127
Schätztheorie
127
USA
99
United States
99
Time series analysis
94
Zeitreihenanalyse
94
Nichtparametrisches Verfahren
62
Nonparametric statistics
62
Volatilität
61
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50
Prognoseverfahren
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Capital income
45
Kapitaleinkommen
45
Regression analysis
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Regressionsanalyse
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Bayes-Statistik
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Bayesian inference
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VAR-Modell
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Statistical distribution
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Aufsatz in Zeitschrift
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71
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71
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Chan, Joshua
2
Hautsch, Nikolaus
2
Li, Jia
2
Li, Wai Keung
2
Moffitt, Robert A.
2
Mumtaz, Haroon
2
Venditti, Fabrizio
2
Amado, Cristina
1
Anderson, Heather M.
1
Angrist, Joshua D.
1
Audrino, Francesco
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Barassi, Marco R.
1
Beran, Jan
1
Bianchi, Daniele
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Bibinger, Markus
1
Boivin, Jean
1
Bollerslev, Tim
1
Bommes, Elisabeth
1
Bormetti, Giacomo
1
Buccheri, Giuseppe
1
Carr, Michael D.
1
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1
Chaves, Leonardo Salim Saker
1
Chen, Cathy Y.
1
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1
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1
Conrad, Christian
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Delle Monache, Davide
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Fan, Jianqing
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Feldkircher, Martin
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1
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1
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
Applied economics
289
Economic modelling
234
Energy economics
207
Applied economics letters
195
International review of economics & finance : IREF
154
Finance research letters
148
Economics letters
136
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
119
Journal of econometrics
116
International Journal of Energy Economics and Policy : IJEEP
113
International review of financial analysis
110
The North American journal of economics and finance : a journal of financial economics studies
109
Journal of banking & finance
103
International journal of economics and financial issues : IJEFI
99
Journal of international money and finance
96
Applied financial economics
86
International journal of economics and finance
84
Journal of empirical finance
84
Research in international business and finance
84
The empirical economics letters : a monthly international journal of economics
84
Journal of risk and financial management : JRFM
79
Cogent economics & finance
78
Journal of international financial markets, institutions & money
77
International journal of finance & economics : IJFE
66
Economies : open access journal
65
The journal of futures markets
61
Theoretical and applied economics : GAER review
60
International journal of forecasting
57
Journal of macroeconomics
54
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
54
Journal of applied econometrics
53
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
53
The American economic review
53
The European journal of finance
52
Macroeconomic dynamics
51
Defence and peace economics
48
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
48
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45
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ECONIS (ZBW)
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1
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:
2
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:
3
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:
4
Large hybrid time-varying parameter VARs
Chan, Joshua
- In:
Journal of business & economic statistics : JBES ; a …
41
(
2023
)
3
,
pp. 890-905
Persistent link: https://www.econbiz.de/10014448455
Saved in:
5
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:
6
Overnight GARCH-Itô volatility models
Kim, Donggyu
;
Shin, Minseok
;
Wang, Yazhen
- In:
Journal of business & economic statistics : JBES ; a …
41
(
2023
)
4
,
pp. 1215-1227
Persistent link: https://www.econbiz.de/10014448607
Saved in:
7
Estimating trends in male earnings volatility with the panel study of income dynamics
Moffitt, Robert A.
;
Zhang, Sisi
- In:
Journal of business & economic statistics : JBES ; a …
41
(
2023
)
1
,
pp. 20-25
Persistent link: https://www.econbiz.de/10013540609
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8
Reconciling trends in male earnings volatility : evidence from the SIPP survey and administrative data
Carr, Michael D.
;
Moffitt, Robert A.
;
Wiemers, Emily E.
- In:
Journal of business & economic statistics : JBES ; a …
41
(
2023
)
1
,
pp. 26-32
Persistent link: https://www.econbiz.de/10013540611
Saved in:
9
Volatility estimation when the zero-process is nonstationary
Francq, Christian
;
Sucarrat, Genaro
- In:
Journal of business & economic statistics : JBES ; a …
41
(
2023
)
1
,
pp. 53-66
Persistent link: https://www.econbiz.de/10013540630
Saved in:
10
Reliable real-time output gap estimates based on a modified Hamilton filter
Quast, Josefine
;
Wolters, Maik H.
- In:
Journal of business & economic statistics : JBES ; a …
40
(
2022
)
1
,
pp. 152-168
Persistent link: https://www.econbiz.de/10012804095
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