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~isPartOf:"Journal of business & economic statistics : JBES ; a publication of the American Statistical Association"
~language:"eng"
~subject:"Share price"
~subject:"Statistical theory"
~subject:"Volatility"
~type_genre:"Article in journal"
~type_genre:"Commentary"
~type_genre:"Kongress"
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Share price
Statistical theory
Volatility
Theorie
836
Theory
836
Estimation theory
590
Schätztheorie
590
USA
392
United States
392
Time series analysis
390
Zeitreihenanalyse
390
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364
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174
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Corsi, Fulvio
4
Gregory, Allan W.
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Li, Wai Keung
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Tauchen, George Eugene
4
Timmermann, Allan
4
Chan, Joshua
3
Clark, Todd E.
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Lunde, Asger
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
Finance research letters
1,089
International review of financial analysis
867
Journal of banking & finance
851
Energy economics
716
International review of economics & finance : IREF
665
Applied economics
659
Journal of financial economics
594
The journal of finance : the journal of the American Finance Association
590
Pacific-Basin finance journal
567
Applied economics letters
566
Applied financial economics
528
Economics letters
517
The North American journal of economics and finance : a journal of financial economics studies
515
Economic modelling
505
The journal of futures markets
502
Journal of empirical finance
465
Research in international business and finance
462
Journal of international financial markets, institutions & money
439
Journal of econometrics
433
The review of financial studies
427
Journal of financial and quantitative analysis : JFQA
377
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
374
Review of quantitative finance and accounting
369
Journal of international money and finance
337
The European journal of finance
321
Journal of risk and financial management : JRFM
317
International journal of theoretical and applied finance
299
International journal of economics and finance
270
International journal of economics and financial issues : IJEFI
269
Journal of financial markets
263
Quantitative finance
248
Journal of economic dynamics & control
239
International journal of finance & economics : IJFE
238
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
236
The journal of corporate finance : contracting, governance and organization
233
Global finance journal
223
Management science : journal of the Institute for Operations Research and the Management Sciences
222
International Journal of Energy Economics and Policy : IJEEP
212
Cogent economics & finance
208
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ECONIS (ZBW)
264
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1
On bivariate time-varying price staleness
Zhu, Haibin
;
Liu, Zhi
- In:
Journal of business & economic statistics : JBES ; a …
42
(
2024
)
1
,
pp. 229-242
Persistent link: https://www.econbiz.de/10014449902
Saved in:
2
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:
3
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:
4
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:
5
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:
6
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:
7
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:
8
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:
9
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:
10
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
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