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~accessRights:"restricted"
~isPartOf:"Journal of financial econometrics"
~isPartOf:"Journal of quantitative economics"
~language:"eng"
~language:"est"
~person:"Andersen, Torben"
~person:"Buccheri, Giuseppe"
~person:"Caporale, Guglielmo Maria"
~person:"Färe, Rolf"
~person:"Mukherjee, Arijit"
~person:"Phillips, Peter C. B."
~person:"Shahbaz, Muhammad"
~person:"Tsionas, Efthymios G."
~subject:"Börsenkurs"
~subject:"Market entry"
~subject:"Schätzung"
~subject:"Theory"
~subject:"United States"
~type_genre:"Article in journal"
~type_genre:"Aufsatz in Zeitschrift"
~type_genre:"Collection of articles written by one author"
~type_genre:"Handbuch"
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Börsenkurs
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Andersen, Torben
Buccheri, Giuseppe
Caporale, Guglielmo Maria
Färe, Rolf
Mukherjee, Arijit
Phillips, Peter C. B.
Shahbaz, Muhammad
Tsionas, Efthymios G.
Antoine, Bertille
6
Proulx, Kevin
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3
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2
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2
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2
Deb, Kaveri
2
Deisting, Florent
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Dua, Pami
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2
Robotti, Cesare
2
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2
Rubin, Mirco
2
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2
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Journal of financial econometrics
Journal of quantitative economics
European journal of operational research : EJOR
27
Journal of econometrics
19
Economics letters
15
Energy economics
15
Global business review
9
International review of economics & finance : IREF
8
Econometric theory
6
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
6
Finance research letters
6
International journal of production economics
6
International economics : a journal published by CEPII (Center for research and expertise on the world economy)
5
Journal of international financial markets, institutions & money
5
Omega : the international journal of management science
5
Computational economics
4
International journal of finance & economics : IJFE
4
International review of financial analysis
4
Journal of international money and finance
4
Journal of productivity analysis : an official journal of the International Society for Efficiency and Productivity Analysis
4
Research in international business and finance
4
Tourism management : research, policies, practice
4
Applied economics
3
Asian economic papers
3
Econometric reviews
3
International journal of hospitality management
3
Journal of banking & finance
3
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
3
Journal of economics and finance
3
China economic review : an international journal
2
Economic modelling
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Empirica : journal of european economics
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Environmental economics and policy studies : the official journal of the Society for Environmental Economics and Policy Studies ; the official journal of the East Asian Association of Environmental and Resource Economics
2
European economic review : EER
2
Financial markets and portfolio management
2
Journal of applied econometrics
2
Journal of economic behavior & organization : JEBO
2
Journal of economic dynamics & control
2
Journal of empirical finance
2
Journal of financial stability
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ECONIS (ZBW)
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1
Estimating risk in illiquid markets : a model of market friction with stochastic volatility
Buccheri, Giuseppe
;
Grassi, Stefano
;
Vocalelli, Giorgio
- In:
Journal of financial econometrics
22
(
2024
)
2
,
pp. 531-574
Persistent link: https://www.econbiz.de/10014526336
Saved in:
2
Common bubble detection in large dimensional financial systems
Chen, Ye
;
Phillips, Peter C. B.
;
Shi, Shuping
- In:
Journal of financial econometrics
21
(
2023
)
4
,
pp. 989-1063
Persistent link: https://www.econbiz.de/10014391455
Saved in:
3
Comment on: price discovery in high resolution
Buccheri, Giuseppe
;
Bormetti, Giacomo
;
Corsi, Fulvio
; …
- In:
Journal of financial econometrics
19
(
2021
)
3
,
pp. 439-451
Persistent link: https://www.econbiz.de/10012654941
Saved in:
4
A descriptive study of high-frequency trade and quote option data
Andersen, Torben
;
Archakov, Ilya
;
Grund, Leon
;
Hautsch, …
- In:
Journal of financial econometrics
19
(
2021
)
1
,
pp. 128-177
Persistent link: https://www.econbiz.de/10012504324
Saved in:
5
HARK the SHARK : realized volatility modeling with measurement errors and nonlinear dependencies
Buccheri, Giuseppe
;
Corsi, Fulvio
- In:
Journal of financial econometrics
19
(
2021
)
4
,
pp. 614-649
Persistent link: https://www.econbiz.de/10012654982
Saved in:
6
Pitfalls in bootstrapping spurious regression
Phillips, Peter C. B.
- In:
Journal of quantitative economics
19
(
2021
),
pp. 163-217
Persistent link: https://www.econbiz.de/10013441715
Saved in:
7
Causal change detection in possibly integrated systems : revisiting the money-income relationship
Shi, Shuping
;
Hurn, Stan
;
Phillips, Peter C. B.
- In:
Journal of financial econometrics
18
(
2020
)
1
,
pp. 158-180
Persistent link: https://www.econbiz.de/10012180414
Saved in:
8
Analysing the spillover of inflation in selected Euro-area countries
Tiwari, Aviral Kumar
;
Shahbaz, Muhammad
;
Hasim, …
- In:
Journal of quantitative economics
17
(
2019
)
3
,
pp. 551-577
Persistent link: https://www.econbiz.de/10012418724
Saved in:
9
New evidence on the relationship between crude oil consumption and economic growth in the US : a quantile causality and cointegration approach
Lahiani, Amine
;
Benkraiem, Ramzi
;
Miloudi, Anthony
; …
- In:
Journal of quantitative economics
17
(
2019
)
2
,
pp. 397-420
Persistent link: https://www.econbiz.de/10012418680
Saved in:
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