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~isPartOf:"Journal of business & economic statistics : JBES ; a publication of the American Statistical Association"
~subject:"Deutsche Mark"
~subject:"Kapitaleinkommen"
~subject:"Theory"
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Deutsche Mark
Kapitaleinkommen
Theory
Volatility
155
Volatilität
155
Theorie
75
Estimation
62
Schätzung
62
Stochastic process
57
Stochastischer Prozess
57
Time series analysis
56
Zeitreihenanalyse
56
Capital income
45
Estimation theory
43
Schätztheorie
43
Börsenkurs
35
Share price
35
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33
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33
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29
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29
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23
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Stochastic volatility
17
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Market microstructure
12
Marktmikrostruktur
12
Option pricing theory
12
Optionspreistheorie
12
Statistical distribution
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12
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96
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Li, Wai Keung
4
Chan, Joshua
3
Bauwens, Luc
2
Catania, Leopoldo
2
Clark, Todd E.
2
Corsi, Fulvio
2
Creal, Drew
2
Li, Jia
2
Lucas, André
2
Maheu, John M.
2
Marcellino, Massimiliano
2
So, Mike Ka-pui
2
Sørensen, Bent E.
2
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2
Todorov, Viktor
2
Venditti, Fabrizio
2
West, Mike
2
Aastveit, Knut Are
1
Aguilar, Omar
1
Alfelt, Gustav
1
Amado, Cristina
1
Andersen, Torben
1
Anderson, Heather M.
1
Andersson, Jonas
1
Andreou, Elena
1
Atilgan, Yigit
1
Augustyniak, Maciej
1
Bakshi, Gurdip S.
1
Bali, Turan G.
1
Bandi, Federico M.
1
Barassi, Marco R.
1
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1
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1
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1
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1
Bianchi, Daniele
1
Bodnar, Taras
1
Bollerslev, Tim
1
Bommes, Elisabeth
1
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
Finance research letters
218
NBER working paper series
211
Working paper / National Bureau of Economic Research, Inc.
197
Journal of banking & finance
184
NBER Working Paper
180
Journal of econometrics
171
International review of financial analysis
169
Journal of empirical finance
154
Energy economics
149
International review of economics & finance : IREF
147
Economic modelling
128
Journal of financial economics
128
The North American journal of economics and finance : a journal of financial economics studies
125
Applied economics
120
Economics letters
114
Applied financial economics
105
International journal of forecasting
100
Discussion paper / Tinbergen Institute
98
Applied economics letters
97
Journal of international money and finance
97
Research in international business and finance
97
Working paper
96
Discussion paper / Centre for Economic Policy Research
94
Journal of international financial markets, institutions & money
93
The European journal of finance
90
International journal of theoretical and applied finance
81
Journal of risk and financial management : JRFM
81
Journal of economic dynamics & control
77
Journal of forecasting
77
The review of financial studies
74
Mathematical finance : an international journal of mathematics, statistics and financial theory
72
Pacific-Basin finance journal
72
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
70
The journal of futures markets
69
The journal of finance : the journal of the American Finance Association
68
Research paper series / Swiss Finance Institute
65
Quantitative finance
62
Econometric reviews
61
International journal of finance & economics : IJFE
61
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ECONIS (ZBW)
96
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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
Singular conditional autoregressive Wishart model for realized covariance matrices
Alfelt, Gustav
;
Bodnar, Taras
;
Javed, Farrukh
;
Tyrcha, …
- In:
Journal of business & economic statistics : JBES ; a …
41
(
2023
)
3
,
pp. 833-845
Persistent link: https://www.econbiz.de/10014448443
Saved in:
3
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
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4
The leverage effect puzzle under semi-nonparametric stochastic volatility models
Chen, Dachuan
;
Li, Chenxu
;
Tang, Cheng Yong
;
Yan, Jun
- In:
Journal of business & economic statistics : JBES ; a …
42
(
2024
)
2
,
pp. 548-562
Persistent link: https://www.econbiz.de/10015053427
Saved in:
5
Large order-invariant Bayesian VARs with stochastic volatility
Chan, Joshua
;
Koop, Gary
;
Yu, Xuewen
- In:
Journal of business & economic statistics : JBES ; a …
42
(
2024
)
2
,
pp. 825-837
Persistent link: https://www.econbiz.de/10015053470
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6
Tests for jumps in yield spreads
Winkelmann, Lars
;
Yao, Wenying
- In:
Journal of business & economic statistics : JBES ; a …
42
(
2024
)
3
,
pp. 946-957
Persistent link: https://www.econbiz.de/10015053510
Saved in:
7
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:
8
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:
9
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:
10
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
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