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~isPartOf:"Journal of empirical finance"
~isPartOf:"The review of economics and statistics"
~language:"eng"
~subject:"Börsenkurs"
~subject:"Estimation theory"
~subject:"Volatility"
~type_genre:"Article in journal"
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Börsenkurs
Estimation theory
Volatility
USA
1,593
United States
1,593
Theorie
1,030
Theory
1,030
Estimation
543
Schätzung
543
Capital income
402
Kapitaleinkommen
402
Share price
327
Volatilität
310
Welt
271
World
271
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231
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96
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95
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729
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5
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5
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Baillie, Richard
5
Frijns, Bart
5
Wang, Yudong
5
Bollerslev, Tim
4
Christiansen, Charlotte
4
Engle, Robert F.
4
Gospodinov, Nikolaj
4
Nielsen, Morten Ørregaard
4
Schotman, Peter C.
4
Wu, Chongfeng
4
Dijk, Dick van
3
Dufour, Jean-Marie
3
Ghysels, Eric
3
Godfrey, L. G.
3
Harvey, David I.
3
Heckman, James J.
3
Karanasos, Menelaos
3
Kim, Chang-jin
3
Kolari, James W.
3
Koop, Gary
3
Leybourne, Stephen James
3
Liao, Yin
3
Maio, Paulo
3
Nelson, Charles R.
3
Pan, Zhiyuan
3
Satchell, Stephen
3
Startz, Richard
3
Wei, K. C. John
3
Yang, J. Jimmy
3
Yu, Deshui
3
Abadie, Alberto
2
Aldrich, Eric M.
2
Andersen, Torben
2
Angrist, Joshua D.
2
Bai, Jushan
2
Bali, Turan G.
2
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2
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2
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2
Cai, Jun
2
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HFDF <1, 1995, Zürich>
1
HFDF <2, 1998, Zürich>
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Journal of empirical finance
The review of economics and statistics
Journal of econometrics
1,828
Economics letters
1,370
Finance research letters
1,136
Journal of banking & finance
905
International review of financial analysis
874
Applied economics
817
Applied economics letters
755
Energy economics
754
Econometric theory
742
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
729
International review of economics & finance : IREF
677
Economic modelling
621
Journal of financial economics
611
The journal of finance : the journal of the American Finance Association
604
Pacific-Basin finance journal
570
Applied financial economics
545
The journal of futures markets
533
Econometric reviews
527
The North American journal of economics and finance : a journal of financial economics studies
527
Research in international business and finance
469
Journal of international financial markets, institutions & money
447
The review of financial studies
441
Journal of financial and quantitative analysis : JFQA
394
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
385
Review of quantitative finance and accounting
382
Journal of international money and finance
365
Journal of risk and financial management : JRFM
364
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
350
The European journal of finance
339
Journal of the American Statistical Association : JASA
327
International journal of theoretical and applied finance
324
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
320
Journal of applied econometrics
313
Journal of economic dynamics & control
311
International journal of forecasting
308
International journal of economics and financial issues : IJEFI
293
Journal of forecasting
289
The econometrics journal
288
International journal of economics and finance
286
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ECONIS (ZBW)
732
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732
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1
An adaptive long memory conditional correlation model
Dark, Jonathan
- In:
Journal of empirical finance
75
(
2024
),
pp. 1-16
Persistent link: https://www.econbiz.de/10014491877
Saved in:
2
Carbon dioxide and asset pricing : evidence from international stock markets
Chen, Zhuo
;
Liu, Jinyu
;
Lu, Andrea
;
Tao, Libin
- In:
Journal of empirical finance
75
(
2024
),
pp. 1-18
Persistent link: https://www.econbiz.de/10014491880
Saved in:
3
Credible school value-added with undersubscribed school lotteries
Angrist, Joshua D.
;
Hull, Peter
;
Pathak, Parag A.
; …
- In:
The review of economics and statistics
106
(
2024
)
1
,
pp. 1-19
Persistent link: https://www.econbiz.de/10014517349
Saved in:
4
The effect of investor attention on stock price crash risk
Chen, Ting-Hsuan
;
Chen, Kai-sheng
- In:
Journal of empirical finance
75
(
2024
),
pp. 1-12
Persistent link: https://www.econbiz.de/10014491859
Saved in:
5
Equity markets volatility clustering : a multiscale analysis of intraday and overnight returns
Zhao, Xiaojun
;
Zhang, Na
;
Zhang, Yali
;
Xu, Chao
;
Shang, …
- In:
Journal of empirical finance
77
(
2024
),
pp. 1-
Persistent link: https://www.econbiz.de/10014578531
Saved in:
6
Expensive anomalies
Anginer, Deniz
;
Ray, Sugata
;
Seyhun, H. Nejat
;
Xu, Luqi
- In:
Journal of empirical finance
75
(
2024
),
pp. 1-25
Persistent link: https://www.econbiz.de/10014474374
Saved in:
7
Inference on conditional quantile processes in partially linear models with applications to the impact of unemployment benefits
Qu, Zhongjun
;
Yoon, Jungmo
;
Perron, Pierre
- In:
The review of economics and statistics
106
(
2024
)
2
,
pp. 521-541
Persistent link: https://www.econbiz.de/10014536847
Saved in:
8
Information acquisition and processing skills of institutions and retail investors around information shocks
Fung, Scott
;
Obaid, Khaled
;
Tsai, Shih-Chuan
- In:
Journal of empirical finance
77
(
2024
),
pp. 1-35
Persistent link: https://www.econbiz.de/10014578540
Saved in:
9
Instantaneous volatility of the yield curve, variance risk premium and bond return predictability
Yang, Ge
- In:
Journal of empirical finance
77
(
2024
),
pp. 1- 18
Persistent link: https://www.econbiz.de/10014578543
Saved in:
10
International asset pricing with heterogeneous agents : estimation and inference
Tédongap, Roméo
;
Tinang, Jules
- In:
Journal of empirical finance
75
(
2024
),
pp. 1-26
Persistent link: https://www.econbiz.de/10014491863
Saved in:
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