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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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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
Finance research letters
1,010
Journal of banking & finance
851
International review of financial analysis
818
Energy economics
701
Applied economics
650
International review of economics & finance : IREF
626
Journal of financial economics
591
The journal of finance : the journal of the American Finance Association
581
Applied economics letters
550
Pacific-Basin finance journal
544
Applied financial economics
525
The North American journal of economics and finance : a journal of financial economics studies
515
Economic modelling
496
The journal of futures markets
482
Research in international business and finance
462
Journal of empirical finance
456
Economics letters
438
Journal of international financial markets, institutions & money
435
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
368
Review of quantitative finance and accounting
363
Journal of econometrics
357
Journal of international money and finance
325
Journal of risk and financial management : JRFM
317
The European journal of finance
313
International journal of theoretical and applied finance
299
International journal of economics and finance
270
International journal of economics and financial issues : IJEFI
267
Journal of financial markets
254
Quantitative finance
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
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Journal of economic dynamics & control
227
International journal of finance & economics : IJFE
226
Global finance journal
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Management science : journal of the Institute for Operations Research and the Management Sciences
212
Cogent economics & finance
208
International Journal of Energy Economics and Policy : IJEEP
206
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ECONIS (ZBW)
188
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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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