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~isPartOf:"Economic modelling"
~isPartOf:"Journal of econometrics"
~isPartOf:"The journal of finance : the journal of the American Finance Association"
~subject:"Bayes-Statistik"
~subject:"Börsenkurs"
~subject:"Dynamisches Gleichgewicht"
~subject:"Volatility"
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Bayes-Statistik
Börsenkurs
Dynamisches Gleichgewicht
Volatility
Theorie
4,148
Theory
4,148
Estimation
494
Schätzung
494
Time series analysis
481
Zeitreihenanalyse
481
Estimation theory
427
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427
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397
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397
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260
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254
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241
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233
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212
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190
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190
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174
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161
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146
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142
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135
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131
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131
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128
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126
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631
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624
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Bollerslev, Tim
9
Andersen, Torben
6
Aït-Sahalia, Yacine
6
Koop, Gary
6
O'Hara, Maureen
6
Schorfheide, Frank
6
Subrahmanyam, Avanidhar
6
Todorov, Viktor
6
Yu, Jun
6
Hong, Harrison G.
5
Li, Yong
5
Pisani, Massimiliano
5
Renault, Eric
5
Tauchen, George Eugene
5
Casarin, Roberto
4
Diebold, Francis X.
4
Easley, David
4
Engle, Robert F.
4
Gallant, A. Ronald
4
Hallin, Marc
4
Jensen, Mark J.
4
Kolasa, Marcin
4
McAleer, Michael
4
Titman, Sheridan
4
Viswanathan, S.
4
Yang, Chunpeng
4
Asai, Manabu
3
Bansal, Ravi
3
Barigozzi, Matteo
3
Billio, Monica
3
Cavaliere, Giuseppe
3
Chan, Joshua
3
Frühwirth-Schnatter, Sylvia
3
Ghysels, Eric
3
Gorton, Gary
3
Grammig, Joachim
3
Griffin, Jim E.
3
Hirshleifer, David
3
Hsieh, David A.
3
Jacquinot, Pascal
3
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American Finance Association
2
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Economic modelling
Journal of econometrics
The journal of finance : the journal of the American Finance Association
Working paper / National Bureau of Economic Research, Inc.
438
NBER working paper series
421
NBER Working Paper
359
Discussion paper / Centre for Economic Policy Research
252
Journal of economic dynamics & control
240
Economics letters
208
Journal of banking & finance
206
Finance research letters
190
Discussion paper / Tinbergen Institute
182
The review of financial studies
180
Journal of financial economics
172
Working paper
159
Journal of empirical finance
158
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
151
International journal of forecasting
146
CESifo working papers
141
International review of financial analysis
140
Applied economics
129
Journal of international money and finance
127
International review of economics & finance : IREF
123
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117
International journal of theoretical and applied finance
114
Journal of forecasting
114
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111
Computational economics
109
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108
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108
Applied economics letters
107
The European journal of finance
105
Working paper series / European Central Bank
105
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104
The North American journal of economics and finance : a journal of financial economics studies
103
Econometric reviews
99
Research paper series / Swiss Finance Institute
96
Mathematical finance : an international journal of mathematics, statistics and financial theory
95
Quantitative finance
92
The American economic review
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ECONIS (ZBW)
634
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1
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634
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1
Stock market
efficiency
and economic
efficiency
: is there a connection?
Dow, James
- In:
The journal of finance : the journal of the American …
52
(
1997
)
3
,
pp. 1087-1129
Persistent link: https://www.econbiz.de/10001225612
Saved in:
2
Accounting for technology heterogeneity in the measurement of persistent and transient inefficiency
Skevas, Ioannis
- In:
Economic modelling
137
(
2024
),
pp. 1-8
Persistent link: https://www.econbiz.de/10014549231
Saved in:
3
On loss functions and ranking forecasting performances of multivariate volatility models
Laurent, Sébastien
;
Rombouts, Jeroen V. K.
;
Violante, …
- In:
Journal of econometrics
173
(
2013
)
1
,
pp. 1-10
Persistent link: https://www.econbiz.de/10009719647
Saved in:
4
Modelling of scale change, periodicity and conditional heteroskedasticity in return volatility
Feng, Yuanhua
;
McNeil, Alexander J.
- In:
Economic modelling
25
(
2008
)
5
,
pp. 850-867
Persistent link: https://www.econbiz.de/10003800096
Saved in:
5
FX trading and exchange rate dynamics
Evans, Martin D. D.
- In:
The journal of finance : the journal of the American …
57
(
2002
)
6
,
pp. 2405-2447
Persistent link: https://www.econbiz.de/10001721527
Saved in:
6
The asymptotic null distribution of the Box-Pierce q-statistic for random variables with infinite variance : an application to German stock returns
Runde, Ralf
- In:
Journal of econometrics
78
(
1997
)
2
,
pp. 205-216
Persistent link: https://www.econbiz.de/10001219989
Saved in:
7
Is debt relief efficient?
Arslanalp, Serkan
;
Henry, Peter Blair
- In:
The journal of finance : the journal of the American …
60
(
2005
)
2
,
pp. 1017-1052
Persistent link: https://www.econbiz.de/10002730762
Saved in:
8
Value-enhancing capital budgeting and firm-specific stock return variation
Durnev, Art
;
Morck, Randall
;
Yeung, Bernard
- In:
The journal of finance : the journal of the American …
59
(
2004
)
1
,
pp. 65-105
Persistent link: https://www.econbiz.de/10001930401
Saved in:
9
Variation and
efficiency
of high-frequency betas
Zhang, Congshan
;
Li, Jia
;
Todorov, Viktor
;
Tauchen, …
- In:
Journal of econometrics
228
(
2022
)
1
,
pp. 156-175
Persistent link: https://www.econbiz.de/10013441735
Saved in:
10
A semiparametric GARCH model for foreign exchange volatility
Yang, Lijian
- In:
Journal of econometrics
130
(
2006
)
2
,
pp. 365-384
Persistent link: https://www.econbiz.de/10003277973
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