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~isPartOf:"Journal of business & economic statistics : JBES ; a publication of the American Statistical Association"
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
Physica A: Statistical Mechanics and its Applications
614
Energy economics
610
Finance research letters
557
NBER working paper series
485
Working paper / National Bureau of Economic Research, Inc.
467
International review of financial analysis
430
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375
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361
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342
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324
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266
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265
Applied economics letters
264
Research in international business and finance
256
Economics letters
248
International journal of theoretical and applied finance
248
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246
Discussion paper / Centre for Economic Policy Research
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237
Journal of international money and finance
230
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211
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199
Discussion paper / Tinbergen Institute
198
Quantitative finance
192
Journal of financial economics
184
Pacific-Basin finance journal
172
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
172
CESifo working papers
171
International Journal of Energy Economics and Policy : IJEEP
166
The European journal of finance
157
IMF working papers
148
Journal of economic dynamics & control
148
International journal of finance & economics : IJFE
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International journal of forecasting
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ECONIS (ZBW)
150
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1
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10
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150
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1
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
Saved in:
2
GMM estimation of a stochastic
volatility
model : a Monte Carlo study
Andersen, Torben
- In:
Journal of business & economic statistics : JBES ; a …
14
(
1996
)
3
,
pp. 328-352
Persistent link: https://www.econbiz.de/10001334392
Saved in:
3
High-frequency data and
volatility
in foreign-exchange rates
Zhou, Bin
- In:
Journal of business & economic statistics : JBES ; a …
14
(
1996
)
1
,
pp. 45-52
Persistent link: https://www.econbiz.de/10001203182
Saved in:
4
A continuous-time arbitrage-pricing model with stochastic
volatility
and jumps
Ho, Mun S.
- In:
Journal of business & economic statistics : JBES ; a …
14
(
1996
)
1
,
pp. 31-43
Persistent link: https://www.econbiz.de/10001203183
Saved in:
5
Estimation of an asymmetric stochastic
volatility
model for asset returns
Harvey, Andrew C.
- In:
Journal of business & economic statistics : JBES ; a …
14
(
1996
)
4
,
pp. 429-434
Persistent link: https://www.econbiz.de/10001209347
Saved in:
6
Markov switching in GARCH processes and mean-reverting stock-market
volatility
Dueker, Michael
- In:
Journal of business & economic statistics : JBES ; a …
15
(
1997
)
1
,
pp. 26-34
Persistent link: https://www.econbiz.de/10001214324
Saved in:
7
Impulse response function for conditional
volatility
in GARCH models
Lin, Wen-ling Tsai
- In:
Journal of business & economic statistics : JBES ; a …
15
(
1997
)
1
,
pp. 15-25
Persistent link: https://www.econbiz.de/10001214326
Saved in:
8
The time variation of expected returns and
volatility
in foreign-exchange markets
Bekaert, Geert
- In:
Journal of business & economic statistics : JBES ; a …
13
(
1995
)
4
,
pp. 397-408
Persistent link: https://www.econbiz.de/10001190299
Saved in:
9
Can speculative trading explain the volume-
volatility
relation?
Foster, F. Douglas
- In:
Journal of business & economic statistics : JBES ; a …
13
(
1995
)
4
,
pp. 379-396
Persistent link: https://www.econbiz.de/10001190310
Saved in:
10
Overnight and daytime stock-return dynamics on the London Stock Exchange : the impacts of "Big Bang" and the 1987 stock-market crash
Masulis, Ronald W.
- In:
Journal of business & economic statistics : JBES ; a …
13
(
1995
)
4
,
pp. 365-378
Persistent link: https://www.econbiz.de/10001190313
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