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type_genre:"Arbeitspapier"
type_genre:"Sammelwerk"
~isPartOf:"Journal of econometrics"
~person:"Dufour, Jean-Marie"
~person:"Eichenbaum, Martin S."
~person:"Giles, David E. A."
~person:"King, Maxwell L."
~person:"Lütkepohl, Helmut"
~person:"McAleer, Michael"
~person:"Teräsvirta, Timo"
~person:"Weber, Jürgen"
~person:"Zakoïan, Jean-Michel"
~person:"Zimmermann, Klaus F."
~type_genre:"Article in journal"
~type_genre:"Aufsatz in Zeitschrift"
~type_genre:"Case study"
~type_genre:"Working Paper"
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Theorie
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Dufour, Jean-Marie
Eichenbaum, Martin S.
Giles, David E. A.
King, Maxwell L.
Lütkepohl, Helmut
McAleer, Michael
Teräsvirta, Timo
Weber, Jürgen
Zakoïan, Jean-Michel
Zimmermann, Klaus F.
Phillips, Peter C. B.
36
Koop, Gary
16
Lee, Lung-fei
16
Yu, Jun
16
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15
Swanson, Norman R.
15
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14
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14
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13
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12
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11
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11
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11
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11
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11
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10
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10
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10
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9
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9
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9
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9
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9
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9
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8
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8
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8
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8
Kumbhakar, Subal
8
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8
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8
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8
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8
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Journal of econometrics
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Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
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Journal of quantitative economics : official journal of the Indian Econometric Society
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Oxford bulletin of economics and statistics
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Working papers in quantitative economics and econometrics
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Münchener Wirtschaftswissenschaftliche Beiträge : discussion papers
9
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9
Série des documents de travail du CREST / Institut National de la Statistique et des Etudes Economiques
8
The review of economics and statistics
8
Working papers in economics and econometrics
8
Journal of applied econometrics
7
Journal of economic dynamics & control
7
Cahier / Départment de Sciences Économiques, Université de Montréal
6
International journal of forecasting
6
Journal of political economy
6
Rochester Center for Economic Research working paper
6
The econometrics journal
6
Working paper series in economics and finance
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ECONIS (ZBW)
47
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1
Identification-robust beta pricing, spanning, mimicking portfolios, and the benchmark neutrality of catastrophe bonds
Beaulieu, Marie-Claude
;
Dufour, Jean-Marie
;
Khalaf, Lynda
; …
- In:
Journal of econometrics
236
(
2023
)
1
,
pp. 1-19
Persistent link: https://www.econbiz.de/10014332237
Saved in:
2
Realized matrix-exponential stochastic volatility with asymmetry, long memory and higher-moment spillovers
Asai, Manabu
;
Chang, Chia-Lin
;
McAleer, Michael
- In:
Journal of econometrics
227
(
2022
)
1
,
pp. 285-304
Persistent link: https://www.econbiz.de/10013441658
Saved in:
3
Nonlinear financial econometrics JoE special issue introduction
Rombouts, Jeroen V. K.
;
Scaillet, Olivier
;
Veredas, David
; …
- In:
Journal of econometrics
217
(
2020
)
2
,
pp. 203-206
Persistent link: https://www.econbiz.de/10012482746
Saved in:
4
Nonlinear Financial Econometrics
Rombouts, Jeroen V. K.
(
ed.
);
Scaillet, Olivier
(
ed.
); …
-
2020
Persistent link: https://www.econbiz.de/10012482822
Saved in:
5
Hypothesis testing based on a vector of statistics
King, Maxwell L.
;
Zhang, Xibin
;
Akram, Muhammad
- In:
Journal of econometrics
219
(
2020
)
2
,
pp. 425-455
Persistent link: https://www.econbiz.de/10012483400
Saved in:
6
Forecasting co-volatilities via factor models with asymmetry and long memory in realized covariance
Asai, Manabu
;
McAleer, Michael
- In:
Journal of econometrics
189
(
2015
)
2
,
pp. 251-262
Persistent link: https://www.econbiz.de/10011504522
Saved in:
7
Econometric analysis of financial derivatives
Chang, Chia-Lin
(
ed.
);
McAleer, Michael
(
ed.
)
-
2015
Persistent link: https://www.econbiz.de/10011499675
Saved in:
8
Leverage and feedback effects on multifactor Wishart stochastic volatility for option pricing
Asai, Manabu
;
McAleer, Michael
- In:
Journal of econometrics
187
(
2015
)
2
,
pp. 436-446
Persistent link: https://www.econbiz.de/10011499703
Saved in:
9
Exact confidence sets and goodness-of-fit methods for stable distributions
Beaulieu, Marie-Claude
;
Dufour, Jean-Marie
;
Khalaf, Lynda
- In:
Journal of econometrics
181
(
2014
)
1
,
pp. 3-14
Persistent link: https://www.econbiz.de/10010473451
Saved in:
10
Editors' introduction: Heavy tails and stable Paretian distributions in econometrics
Dufour, Jean-Marie
;
Kurz-Kim, Jeong-Ryeol
- In:
Journal of econometrics
181
(
2014
)
1
,
pp. 1-2
Persistent link: https://www.econbiz.de/10010473459
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