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~isPartOf:"Journal of applied econometrics"
~subject:"Share price"
~subject:"USA"
~type_genre:"Aufsatz in Zeitschrift"
~type_genre:"Conference paper"
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Share price
USA
Statistical distribution
33
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33
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22
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Aastveit, Knut Are
1
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Journal of applied econometrics
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
27
Journal of econometrics
22
The journal of futures markets
16
The review of financial studies
16
The North American journal of economics and finance : a journal of financial economics studies
14
The review of economics and statistics
14
Applied economics
12
Applied financial economics
12
Economics letters
12
International journal of forecasting
11
The journal of derivatives : the official publication of the International Association of Financial Engineers
11
Economic modelling
10
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
9
Finance research letters
9
Journal of empirical finance
9
Journal of financial and quantitative analysis : JFQA
8
Journal of forecasting
8
Journal of political economy
8
The European journal of finance
8
Applied economics letters
7
Journal of banking & finance
7
The journal of finance : the journal of the American Finance Association
7
American journal of agricultural economics
6
International review of economics & finance : IREF
6
Journal of financial econometrics : official journal of the Society for Financial Econometrics
6
Journal of risk and financial management : JRFM
6
International journal of theoretical and applied finance
5
Journal of financial economics
5
Journal of international financial markets, institutions & money
5
Pacific-Basin finance journal
5
The journal of real estate finance and economics
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Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
4
Energy economics
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International Journal of Financial Studies : open access journal
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International journal of hospitality management
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International review of financial analysis
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Journal of business research : JBR
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ECONIS (ZBW)
10
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1
Heavy tailed but not Zipf : firm and establishment size in the United States
Kondo, Illenin O.
;
Lewis, Logan T.
;
Stella, Andrea
- In:
Journal of applied econometrics
38
(
2023
)
5
,
pp. 767-785
Persistent link: https://www.econbiz.de/10014338144
Saved in:
2
US weekly economic index : replication and extension
Wegmüller, Philipp
;
Glocker, Christian
- In:
Journal of applied econometrics
38
(
2023
)
6
,
pp. 977-985
Persistent link: https://www.econbiz.de/10014432206
Saved in:
3
Density forecasts with MIDAS models
Aastveit, Knut Are
;
Foroni, Claudia
;
Ravazzolo, Francesco
- In:
Journal of applied econometrics
32
(
2017
)
4
,
pp. 783-801
Persistent link: https://www.econbiz.de/10011862204
Saved in:
4
Structural FECM : cointegration in large‐scale structural FAVAR models
Banerjee, Anindya
;
Marcellino, Massimiliano
;
Masten, Igor
- In:
Journal of applied econometrics
32
(
2017
)
6
,
pp. 1069-1086
Persistent link: https://www.econbiz.de/10011862314
Saved in:
5
Identifying relevant and irrelevant variables in sparse factor models
Kaufmann, Sylvia
;
Schumacher, Christian
- In:
Journal of applied econometrics
32
(
2017
)
6
,
pp. 1123-1144
Persistent link: https://www.econbiz.de/10011862569
Saved in:
6
Identifying causal mechanisms (primarily) based on inverse probability weighting
Huber, Martin
- In:
Journal of applied econometrics
29
(
2014
)
6
,
pp. 920-943
Persistent link: https://www.econbiz.de/10010492759
Saved in:
7
An econometric model of nonlinear dynamics in the joint distribution of stock and bond returns
Guidolin, Massimo
;
Timmermann, Allan
- In:
Journal of applied econometrics
21
(
2006
)
1
,
pp. 1-22
Persistent link: https://www.econbiz.de/10003309995
Saved in:
8
Value-at-risk for long and short trading positions
Giot, Pierre
;
Laurent, Sébastien
- In:
Journal of applied econometrics
18
(
2003
)
6
,
pp. 641-664
Persistent link: https://www.econbiz.de/10001843499
Saved in:
9
Testing the signifance of income distribution changes over the 1980s business cycle : a cross-national comparison
Burkhauser, Richard V.
(
contributor
)
- In:
Journal of applied econometrics
14
(
1999
)
3
,
pp. 253-272
Persistent link: https://www.econbiz.de/10001405535
Saved in:
10
Stochastic trends, deterministic trends, and business cycle turning points
Gordon, Stephen F.
- In:
Journal of applied econometrics
12
(
1997
)
4
,
pp. 411-434
Persistent link: https://www.econbiz.de/10001223745
Saved in:
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