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~isPartOf:"Journal of business & economic statistics : JBES ; a publication of the American Statistical Association"
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Diebold, Francis X.
7
Timmermann, Allan
7
Engle, Robert F.
5
Ghysels, Eric
5
Lucas, André
5
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5
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4
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3
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3
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3
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3
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
NBER working paper series
1,762
Working paper / National Bureau of Economic Research, Inc.
1,643
International journal of forecasting
1,633
Finance research letters
1,445
NBER Working Paper
1,399
Journal of banking & finance
1,317
International review of financial analysis
1,274
Applied economics
1,113
The journal of finance : the journal of the American Finance Association
993
Journal of financial economics
960
Energy economics
945
Journal of forecasting
935
Applied financial economics
924
Applied economics letters
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International review of economics & finance : IREF
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Pacific-Basin finance journal
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Discussion paper / Centre for Economic Policy Research
811
Economic modelling
787
Economics letters
734
Journal of empirical finance
727
The review of financial studies
713
Journal of financial and quantitative analysis : JFQA
689
The North American journal of economics and finance : a journal of financial economics studies
687
Journal of international financial markets, institutions & money
655
Journal of econometrics
653
Working paper
651
Research in international business and finance
647
The journal of futures markets
590
Review of quantitative finance and accounting
562
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
549
The European journal of finance
546
Journal of international money and finance
541
Journal of risk and financial management : JRFM
485
CESifo working papers
482
International journal of economics and finance
469
Discussion paper / Tinbergen Institute
438
IMF working papers
438
Management science : journal of the Institute for Operations Research and the Management Sciences
418
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ECONIS (ZBW)
433
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1
Modeling the dependence of conditional correlations on market
volatility
Bauwens, Luc
;
Otranto, Edoardo
- In:
Journal of business & economic statistics : JBES ; a …
34
(
2016
)
2
,
pp. 254-268
Persistent link: https://www.econbiz.de/10011691329
Saved in:
2
Conditional correlation models of autoregressive conditional heteroscedasticity with nonstationary GARCH equations
Amado, Cristina
;
Teräsvirta, Timo
- In:
Journal of business & economic statistics : JBES ; a …
32
(
2014
)
1
,
pp. 69-87
Persistent link: https://www.econbiz.de/10010380478
Saved in:
3
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:
4
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:
5
Predicting early data revisions to U.S. GDP and the effects of releases on equity markets
Clements, Michael P.
;
Galvão, Ana Beatriz C.
- In:
Journal of business & economic statistics : JBES ; a …
35
(
2017
)
3
,
pp. 389-406
Persistent link: https://www.econbiz.de/10011705949
Saved in:
6
Dynamic factors and the source of momentum profits
Yao, Tong
- In:
Journal of business & economic statistics : JBES ; a …
26
(
2008
)
2
,
pp. 211-226
Persistent link: https://www.econbiz.de/10003675698
Saved in:
7
Distillation of news flow into analysis of stock reactions
Zhang, Junni L.
;
Härdle, Wolfgang
;
Chen, Cathy Y.
; …
- In:
Journal of business & economic statistics : JBES ; a …
34
(
2016
)
4
,
pp. 547-563
Persistent link: https://www.econbiz.de/10011692403
Saved in:
8
Long-memory and level shifts in the
volatility
of stock market return indices
Perron, Pierre
;
Qu, Zhongjun
- In:
Journal of business & economic statistics : JBES ; a …
28
(
2010
)
2
,
pp. 275-290
Persistent link: https://www.econbiz.de/10008736221
Saved in:
9
A score-driven conditional correlation model for noisy and asynchronous data : an application to high-frequency covariance dynamics
Buccheri, Giuseppe
;
Bormetti, Giacomo
;
Corsi, Fulvio
; …
- In:
Journal of business & economic statistics : JBES ; a …
39
(
2021
)
4
,
pp. 920-936
Persistent link: https://www.econbiz.de/10012653203
Saved in:
10
The Markov-switching multifractal model of asset returns : GMM estimation and linear forecasting of
volatility
Lux, Thomas
- In:
Journal of business & economic statistics : JBES ; a …
26
(
2008
)
2
,
pp. 194-210
Persistent link: https://www.econbiz.de/10003675695
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