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~isPartOf:"Journal of business & economic statistics : JBES ; a publication of the American Statistical Association"
~isPartOf:"The American economic review"
~language:"eng"
~subject:"Asymmetrische Information"
~subject:"Volatility"
~type_genre:"Article in journal"
~type_genre:"Conference paper"
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Asymmetrische Information
Volatility
Theorie
3,083
Theory
3,083
USA
2,403
United States
2,403
Estimation
662
Schätzung
662
Estimation theory
616
Schätztheorie
616
Time series analysis
407
Zeitreihenanalyse
407
Welt
273
World
273
Forecasting model
247
Prognoseverfahren
247
Experiment
229
Impact assessment
215
Wirkungsanalyse
215
Business cycle
205
Konjunktur
204
Volatilität
202
Game theory
192
Spieltheorie
192
Nichtparametrisches Verfahren
177
Nonparametric statistics
177
Geldpolitik
175
Monetary policy
175
Economic growth
172
Wirtschaftswachstum
172
Börsenkurs
156
Share price
156
Capital income
151
Kapitaleinkommen
151
Productivity
151
Produktivität
150
Regression analysis
149
Regressionsanalyse
149
Einkommensverteilung
133
Income distribution
133
Bayesian inference
129
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Undetermined
101
Free
4
Type of publication
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Article
292
Type of publication (narrower categories)
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Article in journal
Conference paper
Aufsatz in Zeitschrift
292
Konferenzbeitrag
3
Reprint
1
Language
All
English
Author
All
Jaimovich, Nir
4
Li, Wai Keung
4
Bollerslev, Tim
3
Chan, Joshua
3
Corsi, Fulvio
3
Fernández-Villaverde, Jesús
3
Fuchs, William
3
Guerrón-Quintana, Pablo A.
3
Koopman, Siem Jan
3
Kremer, Ilan
3
Lucas, André
3
Moffitt, Robert A.
3
Rubio-Ramírez, Juan Francisco
3
Skrzypacz, Andrzej
3
Tauchen, George Eugene
3
Todorov, Viktor
3
Uribe, Martín
3
Abowd, John M.
2
Andersen, Torben
2
Angeletos, Marios
2
Bakshi, Gurdip S.
2
Bauwens, Luc
2
Bormetti, Giacomo
2
Carr, Michael D.
2
Carvalho, Vasco M.
2
Casarin, Roberto
2
Catania, Leopoldo
2
Chakraborty, Archishman
2
Clark, Todd E.
2
Creal, Drew
2
Fan, Jianqing
2
Finkelstein, Amy
2
Gabaix, Xavier
2
Ghysels, Eric
2
Glickman, Mark E.
2
Gorbachev, Olga
2
Gorodnichenko, Yuriy
2
Hansen, Peter Reinhard
2
Hautsch, Nikolaus
2
Jing, Bingyi
2
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
The American economic review
Finance research letters
658
Energy economics
620
Journal of banking & finance
513
International review of financial analysis
483
International review of economics & finance : IREF
433
Economics letters
432
Applied economics
430
Economic modelling
395
The journal of futures markets
379
The North American journal of economics and finance : a journal of financial economics studies
360
Journal of economic theory
348
Journal of econometrics
327
Journal of empirical finance
306
Journal of financial economics
299
Applied economics letters
293
Research in international business and finance
289
Applied financial economics
286
Journal of international financial markets, institutions & money
281
International journal of theoretical and applied finance
256
Journal of international money and finance
249
Pacific-Basin finance journal
240
The review of financial studies
230
Games and economic behavior
226
Management science : journal of the Institute for Operations Research and the Management Sciences
222
Economic theory : official journal of the Society for the Advancement of Economic Theory
207
Journal of risk and financial management : JRFM
206
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
197
Quantitative finance
195
Journal of economic dynamics & control
194
The journal of finance : the journal of the American Finance Association
193
Journal of economic behavior & organization : JEBO
192
The European journal of finance
183
Review of quantitative finance and accounting
180
International Journal of Energy Economics and Policy : IJEEP
166
European journal of operational research : EJOR
160
International journal of finance & economics : IJFE
157
Journal of financial and quantitative analysis : JFQA
152
International journal of forecasting
148
Journal of financial markets
144
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ECONIS (ZBW)
292
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1
Can a machine correct option pricing models?
Almeida, Caio
;
Fan, Jianqing
;
Freire, Gustavo
;
Tang, …
- In:
Journal of business & economic statistics : JBES ; a …
41
(
2023
)
3
,
pp. 995-1009
Persistent link: https://www.econbiz.de/10014448492
Saved in:
2
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
Saved in:
3
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:
4
Forecasting conditional covariance matrices in high-dimensional time series : a general dynamic factor approach
Trucíos, Carlos
;
Mazzeu, João H. G.
;
Hallin, Marc
; …
- In:
Journal of business & economic statistics : JBES ; a …
41
(
2023
)
1
,
pp. 40-52
Persistent link: https://www.econbiz.de/10013540629
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
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:
7
Locally stationary multiplicative volatility modeling
Walsh, Christopher
;
Vogt, Michael
- In:
Journal of business & economic statistics : JBES ; a …
41
(
2023
)
2
,
pp. 497-508
Persistent link: https://www.econbiz.de/10014448258
Saved in:
8
Male earnings volatility in LEHD before, during, and after the Great Recession
McKinney, Kevin L.
;
Abowd, John M.
- In:
Journal of business & economic statistics : JBES ; a …
41
(
2023
)
1
,
pp. 33-39
Persistent link: https://www.econbiz.de/10013540627
Saved in:
9
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:
10
Procurements with bidder asymmetry in cost and risk-aversion
Aryal, Gaurab
;
Charankevich, Hanna
;
Jeong, Seungwon
; …
- In:
Journal of business & economic statistics : JBES ; a …
41
(
2023
)
4
,
pp. 1143-1156
Persistent link: https://www.econbiz.de/10014448585
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