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subject:"USA"
~isPartOf:"Journal of business & economic statistics : JBES ; a publication of the American Statistical Association"
~subject:"Financial crisis"
~subject:"Kapitaleinkommen"
~type_genre:"Article in journal"
~type_genre:"Conference proceedings"
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USA
Financial crisis
Kapitaleinkommen
Estimation
364
Schätzung
364
Theorie
220
Theory
220
Estimation theory
164
Schätztheorie
164
Time series analysis
120
Zeitreihenanalyse
120
Statistical test
119
Statistischer Test
119
United States
112
Nichtparametrisches Verfahren
71
Nonparametric statistics
71
Forecasting model
69
Prognoseverfahren
69
Volatility
65
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65
Capital income
51
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51
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Börsenkurs
37
Share price
37
Stochastic process
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29
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26
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26
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23
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164
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164
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English
164
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Franses, Philip Hans
3
Lucas, André
3
Anatolyev, Stanislav
2
Bollerslev, Tim
2
Dijk, Dick van
2
Einmahl, John H. J.
2
Enders, Walter
2
Escanciano, Juan Carlos
2
Ghysels, Eric
2
Jacobs, Kris
2
Kiefer, Nicholas Maximilian
2
Lan, Wei
2
Leybourne, Stephen James
2
Li, Jia
2
Lobato, Ignacio N.
2
McCabe, Brendan Peter Martin
2
Mumtaz, Haroon
2
Schienle, Melanie
2
Sentana, Enrique
2
Stock, James H.
2
Tauchen, George Eugene
2
Theodoridis, Konstantinos
2
Todorov, Viktor
2
Urga, Giovanni
2
Watson, Mark W.
2
Abowd, John M.
1
Alessi, Lucia
1
Amado, Cristina
1
Amengual, Dante
1
Ameriks, John
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Andersen, Torben
1
Anderson, Heather M.
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1
Ang, Andrew
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Anily, Shoshana
1
Asano, Hirokatsu
1
Ashley, Richard A.
1
Attanasio, Orazio P.
1
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
Journal of banking & finance
690
Applied economics
569
Journal of international money and finance
498
Finance research letters
474
International review of financial analysis
432
Applied economics letters
409
Economic modelling
390
Journal of financial stability
372
Journal of financial economics
363
International review of economics & finance : IREF
361
Journal of international financial markets, institutions & money
336
The North American journal of economics and finance : a journal of financial economics studies
284
Applied financial economics
276
Research in international business and finance
270
Economics letters
267
The American economic review
263
The journal of finance : the journal of the American Finance Association
249
Journal of empirical finance
227
Pacific-Basin finance journal
222
The review of financial studies
214
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
210
The review of economics and statistics
201
Journal of money, credit and banking : JMCB
200
Journal of economic dynamics & control
198
Journal of monetary economics
197
The European journal of finance
173
International journal of finance & economics : IJFE
170
Journal of international economics
170
Review of quantitative finance and accounting
169
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
163
Journal of financial and quantitative analysis : JFQA
161
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
159
Journal of risk and financial management : JRFM
153
The journal of futures markets
148
International journal of economics and finance
146
Journal of macroeconomics
141
Wirtschaftsdienst : Zeitschrift für Wirtschaftspolitik
140
Intereconomics : review of European economic policy
133
International journal of economics and financial issues : IJEFI
132
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ECONIS (ZBW)
164
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1
Moment and memory properties of linear conditional heteroscedasticity models, and a new model
Davidson, James E. H.
- In:
Journal of business & economic statistics : JBES ; a …
22
(
2004
)
1
,
pp. 16-29
Persistent link: https://www.econbiz.de/10001891395
Saved in:
2
Two-sample testing for tail copulas with an application to equity indices
Can, Sami Umut
;
Einmahl, John H. J.
;
Laeven, Roger J. A.
- In:
Journal of business & economic statistics : JBES ; a …
42
(
2024
)
1
,
pp. 147-159
Persistent link: https://www.econbiz.de/10014449844
Saved in:
3
A factor-adjusted multiple testing procedure with application to mutual fund selection
Lan, Wei
;
Du, Lilun
- In:
Journal of business & economic statistics : JBES ; a …
37
(
2019
)
1
,
pp. 147-157
Persistent link: https://www.econbiz.de/10012176556
Saved in:
4
Rank tests at jump events
Li, Jia
;
Todorov, Viktor
;
Tauchen, George Eugene
;
Lin, Huidi
- In:
Journal of business & economic statistics : JBES ; a …
37
(
2019
)
2
,
pp. 312-321
Persistent link: https://www.econbiz.de/10012177350
Saved in:
5
Testing alphas in conditional time-varying factor models with high-dimensional assets
Ma, Shujie
;
Lan, Wei
;
Su, Liangjun
;
Tsai, Chih-Ling
- In:
Journal of business & economic statistics : JBES ; a …
38
(
2020
)
1
,
pp. 214-227
Persistent link: https://www.econbiz.de/10012179549
Saved in:
6
Multivariate tests of mean-variance efficiency and spanning with a large number of assets and time-varying covariances
Gungor, Sermin
;
Luger, Richard
- In:
Journal of business & economic statistics : JBES ; a …
34
(
2016
)
2
,
pp. 161-175
Persistent link: https://www.econbiz.de/10011691256
Saved in:
7
Cointegration and threshold adjustment
Enders, Walter
;
Siklos, Pierre L.
- In:
Journal of business & economic statistics : JBES ; a …
19
(
2001
)
2
,
pp. 166-176
Persistent link: https://www.econbiz.de/10001568815
Saved in:
8
Detecting structural differences in tail dependence of financial time series
Bormann, Carsten
;
Schienle, Melanie
- In:
Journal of business & economic statistics : JBES ; a …
38
(
2020
)
2
,
pp. 380-392
Persistent link: https://www.econbiz.de/10012262482
Saved in:
9
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:
10
Time-varying systemic risk : evidence from a dynamic copula model of CDS spreads
Oh, Dong Hwan
;
Patton, Andrew J.
- In:
Journal of business & economic statistics : JBES ; a …
36
(
2018
)
2
,
pp. 181-195
Persistent link: https://www.econbiz.de/10011894575
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