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Risk
Estimation theory
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Theorie
715
Theory
715
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285
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190
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190
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Linton, Oliver
8
Lee, Lung-fei
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Saikkonen, Pentti
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Phillips, Peter C. B.
6
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5
Jong, Robert M. de
5
White, Halbert
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5
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4
Chen, Xiaohong
4
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4
Fan, Yanqin
4
Knight, John L.
4
Newey, Whitney K.
4
Park, Joon Y.
4
Pötscher, Benedikt M.
4
Satchell, Stephen
4
Zinde-Walsh, Victoria
4
Chen, Songnian
3
Donald, Stephen G.
3
Kuan, Chung-ming
3
Li, Qi
3
Lieberman, Offer
3
Lütkepohl, Helmut
3
Nabeya, Seiji
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2
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2
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2
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2
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2
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2
Choi, In
2
Dastoor, Naorayex K.
2
Florens, Jean-Pierre
2
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2
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Econometric theory
Economics letters
621
Journal of econometrics
502
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413
NBER working paper series
367
NBER Working Paper
323
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
306
Insurance / Mathematics & economics
271
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
271
European journal of operational research : EJOR
258
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215
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Finance research letters
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Applied economics
148
Economic modelling
148
The review of economics and statistics
148
Journal of quantitative economics : official journal of the Indian Econometric Society
145
American journal of agricultural economics
133
Journal of empirical finance
129
Journal of risk and uncertainty : JRU
129
Management science : journal of the Institute for Operations Research and the Management Sciences
127
Journal of financial economics
125
Discussion paper / Center for Economic Research, Tilburg University
122
Journal of monetary economics
121
International economic review
119
Risks : open access journal
118
The review of financial studies
117
Mathematical finance : an international journal of mathematics, statistics and financial theory
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Discussion paper series / IZA
114
Oxford bulletin of economics and statistics
113
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ECONIS (ZBW)
298
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1
Sign-based unit root tests for explosive financial bubbles in the presence of deterministically time-varying volatility
Harvey, David I.
;
Leybourne, Stephen James
;
Zu, Yang
- In:
Econometric theory
36
(
2020
)
1
,
pp. 122-169
Persistent link: https://www.econbiz.de/10012156819
Saved in:
2
Bootstrapping pre-averaged realized volatility under market microstructure noise
Hounyo, Ulrich
;
Gonçalves, Sílvia
;
Meddahi, Nour
- In:
Econometric theory
33
(
2017
)
4
,
pp. 791-838
Persistent link: https://www.econbiz.de/10011810210
Saved in:
3
Differencies transformations and inference in predictive regression models
Camponovo, Lorenzo
- In:
Econometric theory
31
(
2015
)
6
,
pp. 1331-1358
Persistent link: https://www.econbiz.de/10011545547
Saved in:
4
Signal extraction in long memory stochastic volatility
Arteche, Josu
- In:
Econometric theory
31
(
2015
)
6
,
pp. 1382-1402
Persistent link: https://www.econbiz.de/10011545560
Saved in:
5
Realized volatility when sampling times are possibly endogenous
Li, Yingying
;
Mykland, Per A.
;
Renault, Eric
;
Zhang, Lan
; …
- In:
Econometric theory
30
(
2014
)
3
,
pp. 580-605
Persistent link: https://www.econbiz.de/10010500887
Saved in:
6
Bootstrap union tests for unit roots in the presence of nonstationary volatility
Smeekes, Stephan
;
Taylor, Robert
- In:
Econometric theory
28
(
2012
)
2
,
pp. 422-456
Persistent link: https://www.econbiz.de/10009520935
Saved in:
7
Nonparametric filtering of the realized spot volatility : a kernel-based approach
Kristensen, Dennis
- In:
Econometric theory
26
(
2010
)
1
,
pp. 60-93
Persistent link: https://www.econbiz.de/10003968526
Saved in:
8
Negative volatility spillovers in the unrestricted ECCC-GARCH model
Conrad, Christian
;
Karanasos, Menelaos
- In:
Econometric theory
26
(
2010
)
3
,
pp. 838-862
Persistent link: https://www.econbiz.de/10003992438
Saved in:
9
The limits of econometrics : nonparametric estimation in Hilbert spaces
Chichilnisky, Graciela
- In:
Econometric theory
25
(
2009
)
4
,
pp. 1070-1086
Persistent link: https://www.econbiz.de/10003875936
Saved in:
10
Bootstrap unit root tests for time series with nonstationary volatility
Cavaliere, Giuseppe
;
Taylor, Robert
- In:
Econometric theory
24
(
2008
)
1
,
pp. 43-71
Persistent link: https://www.econbiz.de/10003894110
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