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~isPartOf:"Journal of business & economic statistics : JBES ; a publication of the American Statistical Association"
~subject:"Börsenkurs"
~subject:"Stock market"
~subject:"USA"
~subject:"Ölpreis"
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Börsenkurs
Stock market
USA
Ölpreis
Volatility
150
Volatilität
150
Theorie
72
Theory
72
Estimation
61
Schätzung
61
Time series analysis
55
Zeitreihenanalyse
55
Stochastic process
54
Stochastischer Prozess
54
Capital income
43
Kapitaleinkommen
43
Estimation theory
42
Schätztheorie
42
Share price
33
Forecasting model
32
Prognoseverfahren
32
ARCH model
29
ARCH-Modell
29
United States
29
Bayesian inference
23
Bayes-Statistik
22
Correlation
17
Korrelation
17
Markov chain
17
Markov-Kette
17
Stochastic volatility
15
Nichtparametrisches Verfahren
14
Nonparametric statistics
14
Option pricing theory
12
Optionspreistheorie
12
Statistical distribution
12
Statistische Verteilung
12
Market microstructure
11
Marktmikrostruktur
11
Aktienmarkt
10
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10
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61
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Bollerslev, Tim
2
Hautsch, Nikolaus
2
Li, Wai Keung
2
Maheu, John M.
2
Potiron, Yoann
2
So, Mike Ka-pui
2
Aastveit, Knut Are
1
Abowd, John M.
1
Anderson, Heather M.
1
Andreou, Elena
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Awartani, Basel
1
Bakshi, Gurdip S.
1
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1
Bauwens, Luc
1
Bekaert, Geert
1
Bhattacharya, Utpal
1
Bianchi, Daniele
1
Bibinger, Markus
1
Bollinger, Christopher R.
1
Bommes, Elisabeth
1
Bormetti, Giacomo
1
Brandt, Michael W.
1
Buccheri, Giuseppe
1
Campbell, Sean D.
1
Carr, Michael D.
1
Catania, Leopoldo
1
Chan, Wing Hong
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Chaves, Leonardo Salim Saker
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Chen, Cathy Y.
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Chernov, Mikhail
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Clinet, Simon
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Corradi, Valentina
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Cross, Jamie
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Delle Monache, Davide
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1
Dijk, Herman K. van
1
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1
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1
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
Energy economics
436
Finance research letters
304
Working paper / National Bureau of Economic Research, Inc.
252
International review of financial analysis
239
International review of economics & finance : IREF
202
The journal of futures markets
192
The North American journal of economics and finance : a journal of financial economics studies
179
Applied economics
172
Journal of banking & finance
171
Economic modelling
169
NBER working paper series
164
Research in international business and finance
153
International Journal of Energy Economics and Policy : IJEEP
143
Applied financial economics
138
Journal of international financial markets, institutions & money
138
Applied economics letters
133
Journal of empirical finance
129
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
120
NBER Working Paper
118
Pacific-Basin finance journal
109
Journal of financial economics
106
Discussion paper / Centre for Economic Policy Research
103
Journal of risk and financial management : JRFM
103
Working paper
100
Journal of econometrics
95
The review of financial studies
94
The journal of finance : the journal of the American Finance Association
86
Economics letters
82
Journal of international money and finance
79
CESifo working papers
75
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
70
International journal of finance & economics : IJFE
68
Global finance journal
67
Journal of financial and quantitative analysis : JFQA
67
The European journal of finance
65
Finance India : the quarterly journal of Indian Institute of Finance
64
Emerging markets, finance and trade : EMFT
58
Review of quantitative finance and accounting
57
Cogent economics & finance
56
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ECONIS (ZBW)
61
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1
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
Saved in:
2
Realized quantiles
Dimitriadis, Timo
;
Halbleib, Roxana
- In:
Journal of business & economic statistics : JBES ; a …
40
(
2022
)
3
,
pp. 1346-1361
Persistent link: https://www.econbiz.de/10013539526
Saved in:
3
A statistical recurrent stochastic volatility model for stock markets
Trong-Nghia Nguyen
;
Minh-Ngoc Tran
;
Gunawan, David
; …
- In:
Journal of business & economic statistics : JBES ; a …
41
(
2023
)
2
,
pp. 414-428
Persistent link: https://www.econbiz.de/10014448201
Saved in:
4
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:
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
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6
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:
7
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:
8
Reconciling trends in U.S. male earnings volatility : results from survey and administrative data
Moffitt, Robert A.
;
Abowd, John M.
;
Bollinger, …
- In:
Journal of business & economic statistics : JBES ; a …
41
(
2023
)
1
,
pp. 1-11
Persistent link: https://www.econbiz.de/10013540594
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9
Volatility estimation when the zero-process is nonstationary
Francq, Christian
;
Sucarrat, Genaro
- In:
Journal of business & economic statistics : JBES ; a …
41
(
2023
)
1
,
pp. 53-66
Persistent link: https://www.econbiz.de/10013540630
Saved in:
10
Dynamic discrete mixtures for high-frequency prices
Catania, Leopoldo
;
Di Mari, Roberto
;
Santucci de …
- In:
Journal of business & economic statistics : JBES ; a …
40
(
2022
)
2
,
pp. 559-577
Persistent link: https://www.econbiz.de/10013533453
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