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~subject:"Share price"
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Share price
Theorie
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Tauchen, George Eugene
10
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8
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6
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Journal of econometrics
Finance research letters
505
NBER working paper series
384
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351
International review of financial analysis
325
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307
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268
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263
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259
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241
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228
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224
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222
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203
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198
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166
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158
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157
Economics letters
156
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149
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132
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130
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128
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118
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111
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
109
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108
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107
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107
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106
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ECONIS (ZBW)
184
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1
The conditional autoregressive Wishart model for multivariate stock market
volatility
Golosnoy, Vasyl
;
Gribisch, Bastian
;
Liesenfeld, Roman
- In:
Journal of econometrics
167
(
2012
)
1
,
pp. 211-223
Persistent link: https://www.econbiz.de/10009551424
Saved in:
2
Forecasting multivariate realized stock market
volatility
Bauer, Gregory H.
;
Vorkink, Keith
- In:
Journal of econometrics
160
(
2011
)
1
,
pp. 93-101
Persistent link: https://www.econbiz.de/10009242535
Saved in:
3
A Markov-switching multifractal inter-trade duration model, with application to US equities
Chen, Fei
;
Diebold, Francis X.
;
Schorfheide, Frank
- In:
Journal of econometrics
177
(
2013
)
2
,
pp. 320-342
Persistent link: https://www.econbiz.de/10010255140
Saved in:
4
Modelling structural breaks, long memory and stock market
volatility
: an overview
Banerjee, Anindya
(
contributor
);
Urga, Giovanni
(
contributor
)
-
2005
Persistent link: https://www.econbiz.de/10003172637
Saved in:
5
Modelling structural breaks, long memory and stock market
volatility
: an overview
Banerjee, Anindya
;
Urga, Giovanni
- In:
Journal of econometrics
129
(
2005
)
1/2
,
pp. 1-34
Persistent link: https://www.econbiz.de/10003172659
Saved in:
6
Modeling long memory in stock market
volatility
Liu, Ming
- In:
Journal of econometrics
99
(
2000
)
1
,
pp. 139-171
Persistent link: https://www.econbiz.de/10001504433
Saved in:
7
Moments, shocks and spillovers in Markov-switching VAR models
Kole, Erik
;
Dijk, Dick van
- In:
Journal of econometrics
236
(
2023
)
2
,
pp. 1-26
Persistent link: https://www.econbiz.de/10014365495
Saved in:
8
Stock co-jump networks
Ding, Yi
;
Li, Yingying
;
Liu, Guoli
;
Zheng, Xinghua
- In:
Journal of econometrics
239
(
2024
)
2
,
pp. 1-12
Persistent link: https://www.econbiz.de/10015074466
Saved in:
9
Fiscal policy and asset markets : a semiparametric analysis
Jansen, Dennis W.
;
Li, Qi
;
Wang, Zijun
;
Yang, Jian
- In:
Journal of econometrics
147
(
2008
)
1
,
pp. 141-150
Persistent link: https://www.econbiz.de/10003783794
Saved in:
10
The precision of subjective data and the explanatory power of economic models
Drerup, Tilman H.
;
Enke, Benjamin
;
Gaudecker, …
- In:
Journal of econometrics
200
(
2017
)
2
,
pp. 378-389
Persistent link: https://www.econbiz.de/10011917272
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