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~isPartOf:"Journal of business & economic statistics : JBES ; a publication of the American Statistical Association"
~language:"eng"
~subject:"Developing countries"
~subject:"Volatility"
~type_genre:"Article in journal"
~type_genre:"Government document"
~type_genre:"Statistik"
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Developing countries
Volatility
Theorie
836
Theory
836
Estimation theory
590
Schätztheorie
590
USA
392
United States
392
Time series analysis
390
Zeitreihenanalyse
390
Estimation
364
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364
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221
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221
Nichtparametrisches Verfahren
174
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174
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150
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135
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135
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121
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66
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66
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63
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152
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Li, Wai Keung
4
Chan, Joshua
3
Corsi, Fulvio
3
Koopman, Siem Jan
3
Lucas, André
3
Moffitt, Robert A.
3
Tauchen, George Eugene
3
Todorov, Viktor
3
Abowd, John M.
2
Bauwens, Luc
2
Bollerslev, Tim
2
Bormetti, Giacomo
2
Carr, Michael D.
2
Casarin, Roberto
2
Catania, Leopoldo
2
Clark, Todd E.
2
Creal, Drew
2
Fan, Jianqing
2
Ghysels, Eric
2
Glickman, Mark E.
2
Hansen, Peter Reinhard
2
Hautsch, Nikolaus
2
Jing, Bingyi
2
Li, Jia
2
Maheu, John M.
2
Marcellino, Massimiliano
2
McKinney, Kevin L.
2
Mumtaz, Haroon
2
Philipov, Alexander
2
Potiron, Yoann
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Scharth, Marcel
2
Shephard, Neil G.
2
So, Mike Ka-pui
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Sørensen, Bent E.
2
Tsay, Ruey S.
2
Venditti, Fabrizio
2
West, Mike
2
Wiemers, Emily E.
2
Yang, Xiye
2
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2
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
World development : the multi-disciplinary international journal devoted to the study and promotion of world development
863
Energy economics
667
Finance research letters
538
Applied economics
534
Intereconomics : review of European economic policy
502
Economic modelling
450
International review of financial analysis
412
Journal of banking & finance
405
International review of economics & finance : IREF
403
Journal of development economics
365
Applied economics letters
348
The journal of futures markets
345
The North American journal of economics and finance : a journal of financial economics studies
338
Economics letters
325
Journal of econometrics
323
Journal of international development : the journal of the Development Studies Association
312
Journal of international money and finance
295
Research in international business and finance
286
Applied financial economics
278
Journal of international financial markets, institutions & money
263
Journal of empirical finance
260
International journal of theoretical and applied finance
245
Journal of risk and financial management : JRFM
222
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
219
International Journal of Energy Economics and Policy : IJEEP
216
The journal of development studies : JDS
211
Journal of financial economics
188
Quantitative finance
185
International journal of finance & economics : IJFE
181
Development policy review
178
The world economy : the leading journal on international economic relations
178
Pacific-Basin finance journal
169
Cogent economics & finance
163
International journal of economics and financial issues : IJEFI
158
Journal of economic dynamics & control
156
The European journal of finance
155
International journal of economics and finance
151
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
148
International journal of forecasting
145
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ECONIS (ZBW)
152
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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
Quantifying time-varying forecast uncertainty and risk for the real price of oil
Aastveit, Knut Are
;
Cross, Jamie
;
Dijk, Herman K. van
- In:
Journal of business & economic statistics : JBES ; a …
41
(
2023
)
2
,
pp. 523-537
Persistent link: https://www.econbiz.de/10014448307
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