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~isPartOf:"Journal of business & economic statistics : JBES ; a publication of the American Statistical Association"
~language:"eng"
~language:"tur"
~language:"ukr"
~person:"Jacobs, Kris"
~person:"Ravazzolo, Francesco"
~subject:"Estimation"
~subject:"Hungary"
~subject:"Monetary policy"
~subject:"Volatilität"
~type_genre:"Article in journal"
~type_genre:"Fallstudie"
~type_genre:"Thesis"
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Estimation
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5
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Jacobs, Kris
Ravazzolo, Francesco
Koopman, Siem Jan
5
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5
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5
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5
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4
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
Journal of financial economics
5
Journal of econometrics
2
Journal of empirical finance
2
Journal of financial and quantitative analysis : JFQA
2
Review of asset pricing studies
2
The journal of finance : the journal of the American Finance Association
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The review of financial studies
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Journal of international money and finance
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Management science : journal of the Institute for Operations Research and the Management Sciences
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Oxford bulletin of economics and statistics
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Research series / Universiteit van Amsterdam
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Review of asset pricing studies : RAPS
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Review of economic dynamics
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Review of finance : journal of the European Finance Association
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The North American journal of economics and finance : a journal of financial economics studies
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The journal of real estate finance and economics
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The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
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Tinbergen Institute research series
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ECONIS (ZBW)
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1
Combined density nowcasting in an uncertain economic environment
Aastveit, Knut Are
;
Ravazzolo, Francesco
;
Dijk, Herman …
- In:
Journal of business & economic statistics : JBES ; a …
36
(
2018
)
1
,
pp. 131-145
Persistent link: https://www.econbiz.de/10011894481
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
Real-time inflation forecasting in a changing world
Groen, Jan J. J.
;
Paap, Richard
;
Ravazzolo, Francesco
- In:
Journal of business & economic statistics : JBES ; a …
31
(
2013
)
1
,
pp. 29-44
Persistent link: https://www.econbiz.de/10009715102
Saved in:
4
Volatility components, affine restrictions, and nonnormal innovations
Christoffersen, Peter F.
;
Dorion, Christian
;
Jacobs, Kris
; …
- In:
Journal of business & economic statistics : JBES ; a …
28
(
2010
)
4
,
pp. 483-502
Persistent link: https://www.econbiz.de/10008736151
Saved in:
5
Aggregate consumption and the predictability of asset returns
Jacobs, Kris
- In:
Journal of business & economic statistics : JBES ; a …
18
(
2000
)
1
,
pp. 58-76
Persistent link: https://www.econbiz.de/10001441607
Saved in:
6
Testing for full insurance using exogenous information
Ham, John C.
;
Jacobs, Kris
- In:
Journal of business & economic statistics : JBES ; a …
18
(
2000
)
4
,
pp. 387-397
Persistent link: https://www.econbiz.de/10001521450
Saved in:
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