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isPartOf:"Journal of financial econometrics : official journal of the Society for Financial Econometrics"
subject:"Volatility"
~accessRights:"restricted"
~isPartOf:"Cambridge working papers in economics"
~isPartOf:"Journal of the American Statistical Association : JASA"
~subject:"Forecasting model"
~subject:"Share price"
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
Cambridge working papers in economics
Journal of the American Statistical Association : JASA
Journal of econometrics
121
International journal of forecasting
82
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
38
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
25
Journal of forecasting
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Finance research letters
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Economics letters
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Quantitative finance
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Econometric reviews
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Journal of empirical finance
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Journal of financial econometrics
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The North American journal of economics and finance : a journal of financial economics studies
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The econometrics journal
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European journal of operational research : EJOR
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Journal of quantitative economics
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Journal of mathematical finance
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Journal of risk
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Journal of time series econometrics
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Discussion paper / Centre for Economic Policy Research
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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Journal of banking & finance
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Astin bulletin : the journal of the International Actuarial Association
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Empirical economics : a quarterly journal of the Institute for Advanced Studies
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International journal of production economics
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Decisions in economics and finance : DEF ; a journal of applied mathematics
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Energy economics
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International journal of financial engineering
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International review of economics & finance : IREF
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Journal of international financial markets, institutions & money
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Robustness in econometrics
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Scandinavian actuarial journal
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Combining multivariate volatility forecasts: an economic-based approach
Caldeira, João F.
;
Moura, Guilherme Valle
;
Nogales, …
- In:
Journal of financial econometrics : official journal of …
15
(
2017
)
2
,
pp. 247-285
Persistent link: https://www.econbiz.de/10011987429
Saved in:
2
Tests for abnormal returns in the presence of event-induced cross-sectional correlation
Ahlgren, Niklas
;
Antell, Jan
- In:
Journal of financial econometrics : official journal of …
15
(
2017
)
2
,
pp. 286-301
Persistent link: https://www.econbiz.de/10011987446
Saved in:
3
Dynamic conditional beta
Engle, Robert F.
- In:
Journal of financial econometrics : official journal of …
14
(
2016
)
4
,
pp. 643-667
Persistent link: https://www.econbiz.de/10011623818
Saved in:
4
Quantile regression for long memory testing : a case of realized volatility
Hassler, Uwe
;
Rodrigues, Paulo M. M.
;
Rubia, Antonio
- In:
Journal of financial econometrics : official journal of …
14
(
2016
)
4
,
pp. 693-724
Persistent link: https://www.econbiz.de/10011623824
Saved in:
5
Variance targeting estimation of multivariate GARCH models
Francq, Christian
;
Horváth, Lajos
;
Zakoïan, Jean-Michel
- In:
Journal of financial econometrics : official journal of …
14
(
2016
)
2
,
pp. 353-382
Persistent link: https://www.econbiz.de/10011589013
Saved in:
6
Adaptive Realized Kernels
Carrasco, Marine
;
Kotchoni, Rachidi
- In:
Journal of financial econometrics : official journal of …
13
(
2015
)
4
,
pp. 757-797
Persistent link: https://www.econbiz.de/10011417704
Saved in:
7
Accurate methods for approximate Bayesian Computation Filtering
Calvet, Laurent E.
;
Czellar, Veronika
- In:
Journal of financial econometrics : official journal of …
13
(
2015
)
4
,
pp. 798-838
Persistent link: https://www.econbiz.de/10011417791
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