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~isPartOf:"Journal of business & economic statistics : JBES ; a publication of the American Statistical Association"
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Zeitreihenanalyse
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395
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386
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371
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241
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
Working paper / National Bureau of Economic Research, Inc.
4,036
NBER working paper series
3,878
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3,403
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3,092
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2,148
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1,749
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1,595
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1,570
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1,524
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1,457
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1,443
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1,404
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1,340
Journal of econometrics
1,234
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1,228
International review of financial analysis
1,197
International review of economics & finance : IREF
1,117
The journal of finance : the journal of the American Finance Association
990
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989
Journal of financial economics
977
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
969
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930
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871
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860
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824
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799
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776
The North American journal of economics and finance : a journal of financial economics studies
763
Pacific-Basin finance journal
737
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690
Research in international business and finance
682
The review of financial studies
680
The journal of futures markets
679
Journal of empirical finance
674
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668
Journal of economic dynamics & control
619
Journal of financial and quantitative analysis : JFQA
618
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ECONIS (ZBW)
758
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1
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758
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1
Overnight GARCH-Itô
volatility
models
Kim, Donggyu
;
Shin, Minseok
;
Wang, Yazhen
- In:
Journal of business & economic statistics : JBES ; a …
41
(
2023
)
4
,
pp. 1215-1227
Persistent link: https://www.econbiz.de/10014448607
Saved in:
2
Preaveraging-based
estimation
of quadratic variation in the presence of noise and jumps : theory, implementation, and empirical evidence
Hautsch, Nikolaus
;
Podolskij, Mark
- In:
Journal of business & economic statistics : JBES ; a …
31
(
2013
)
2
,
pp. 165-183
Persistent link: https://www.econbiz.de/10009754008
Saved in:
3
Estimation
of high-frequency
volatility
: an autoregressive conditional duration approach
Tse, Yiu Kuen
;
Yang, Thomas Tao
- In:
Journal of business & economic statistics : JBES ; a …
30
(
2012
)
4
,
pp. 533-545
Persistent link: https://www.econbiz.de/10009667044
Saved in:
4
Generalized jump regressions for local moments
Bollerslev, Tim
;
Li, Jia
;
Chaves, Leonardo Salim Saker
- In:
Journal of business & economic statistics : JBES ; a …
39
(
2021
)
4
,
pp. 1015-1025
Persistent link: https://www.econbiz.de/10012653221
Saved in:
5
Price dividend ratio and long-run stock returns : a score-driven state space model
Delle Monache, Davide
;
Petrella, Ivan
;
Venditti, Fabrizio
- In:
Journal of business & economic statistics : JBES ; a …
39
(
2021
)
4
,
pp. 1054-1065
Persistent link: https://www.econbiz.de/10012653225
Saved in:
6
Change‐point detection in the conditional correlation structure of multivariate
volatility
models
Barassi, Marco R.
;
Horváth, Lajos
;
Zhao, Yuqian
- In:
Journal of business & economic statistics : JBES ; a …
38
(
2020
)
2
,
pp. 340-349
Persistent link: https://www.econbiz.de/10012262479
Saved in:
7
Semiparametric
estimation
of risk-return relationships
Escanciano, Juan Carlos
;
Pardo-Fernández, Juan Carlos
; …
- In:
Journal of business & economic statistics : JBES ; a …
35
(
2017
)
1
,
pp. 40-52
Persistent link: https://www.econbiz.de/10011704099
Saved in:
8
Realized quantiles
Dimitriadis, Timo
;
Halbleib, Roxana
- In:
Journal of business & economic statistics : JBES ; a …
40
(
2022
)
3
,
pp. 1346-1361
Persistent link: https://www.econbiz.de/10013539526
Saved in:
9
Volatility
estimation
when the zero-process is nonstationary
Francq, Christian
;
Sucarrat, Genaro
- In:
Journal of business & economic statistics : JBES ; a …
41
(
2023
)
1
,
pp. 53-66
Persistent link: https://www.econbiz.de/10013540630
Saved in:
10
Inference for nonparametric high-frequency estimators with an application to time variation in betas
Kalnina, Ilze
- In:
Journal of business & economic statistics : JBES ; a …
41
(
2023
)
2
,
pp. 538-549
Persistent link: https://www.econbiz.de/10014448338
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