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~isPartOf:"Journal of business & economic statistics : JBES ; a publication of the American Statistical Association"
~language:"eng"
~subject:"Share price"
~subject:"Volatility"
~type_genre:"Article in journal"
~type_genre:"Commentary"
~type_genre:"Kongress"
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Share price
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Corsi, Fulvio
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
Finance research letters
1,087
International review of financial analysis
865
Journal of banking & finance
851
Energy economics
715
International review of economics & finance : IREF
665
Applied economics
656
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591
The journal of finance : the journal of the American Finance Association
583
Pacific-Basin finance journal
566
Applied economics letters
562
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525
The North American journal of economics and finance : a journal of financial economics studies
515
Economic modelling
502
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500
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462
Research in international business and finance
462
Economics letters
438
Journal of international financial markets, institutions & money
437
The review of financial studies
425
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
372
Journal of financial and quantitative analysis : JFQA
370
Review of quantitative finance and accounting
365
Journal of econometrics
357
Journal of international money and finance
336
The European journal of finance
320
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
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Journal of financial markets
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Quantitative finance
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International journal of finance & economics : IJFE
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Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
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The journal of corporate finance : contracting, governance and organization
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Global finance journal
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International Journal of Energy Economics and Policy : IJEEP
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81
Short-term GDP forecasting with a mixed-frequency dynamic factor model with stochastic volatility
Marcellino, Massimiliano
;
Porqueddu, Mario
;
Venditti, …
- In:
Journal of business & economic statistics : JBES ; a …
34
(
2016
)
1
,
pp. 118-127
Persistent link: https://www.econbiz.de/10011691233
Saved in:
82
What does the volatility risk premium say about liquidity provision and demand for hedging tail risk?
Fan, Jianqing
;
Imerman, Michael B.
;
Dai, Wei
- In:
Journal of business & economic statistics : JBES ; a …
34
(
2016
)
4
,
pp. 519-535
Persistent link: https://www.econbiz.de/10011692397
Saved in:
83
Ambiguity in the cross-section of expected returns : an empirical assessment
Thimme, Julian
;
Völkert, Clemens
- In:
Journal of business & economic statistics : JBES ; a …
33
(
2015
)
3
,
pp. 418-429
Persistent link: https://www.econbiz.de/10011390409
Saved in:
84
Empirical analysis of affine versus nonaffine variance specifications in jump-diffusion models for equity indices
Ignatieva, Ekaterina
;
Rodrigues, Paulo Jorge Maurício
; …
- In:
Journal of business & economic statistics : JBES ; a …
33
(
2015
)
1
,
pp. 68-75
Persistent link: https://www.econbiz.de/10011389699
Saved in:
85
Estimating the parameters of stochastic volatility models using option price data
Hurn, Stan
;
Lindsay, Kenneth A.
;
McClelland, Andrew
- In:
Journal of business & economic statistics : JBES ; a …
33
(
2015
)
4
,
pp. 579-594
Persistent link: https://www.econbiz.de/10011403243
Saved in:
86
Flexible modeling of dependence in volatility processes
Kalli, Maria
;
Griffin, Jim
- In:
Journal of business & economic statistics : JBES ; a …
33
(
2015
)
1
,
pp. 102-113
Persistent link: https://www.econbiz.de/10011389911
Saved in:
87
Implied volatility spreads and expected market returns
Atilgan, Yigit
;
Bali, Turan G.
;
Demirtas, K. Ozgur
- In:
Journal of business & economic statistics : JBES ; a …
33
(
2015
)
1
,
pp. 87-101
Persistent link: https://www.econbiz.de/10011389785
Saved in:
88
A new Pearson-type QMLE for conditionally heteroscedastic models
Zhu, Ke
;
Li, Wai Keung
- In:
Journal of business & economic statistics : JBES ; a …
33
(
2015
)
4
,
pp. 552-565
Persistent link: https://www.econbiz.de/10011403239
Saved in:
89
Numerically accelerated importance sampling for nonlinear non-Gaussian state-space models
Koopman, Siem Jan
;
Lucas, André
;
Scharth, Marcel
- In:
Journal of business & economic statistics : JBES ; a …
33
(
2015
)
1
,
pp. 114-127
Persistent link: https://www.econbiz.de/10011389921
Saved in:
90
Conditional correlation models of autoregressive conditional heteroscedasticity with nonstationary GARCH equations
Amado, Cristina
;
Teräsvirta, Timo
- In:
Journal of business & economic statistics : JBES ; a …
32
(
2014
)
1
,
pp. 69-87
Persistent link: https://www.econbiz.de/10010380478
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