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~isPartOf:"Annales d'économie et de statistique"
~isPartOf:"Journal of econometrics"
~isPartOf:"Journal of empirical finance"
~isPartOf:"The journal of fixed income"
~isPartOf:"The quarterly journal of finance"
~language:"eng"
~language:"est"
~language:"spa"
~person:"Gouriéroux, Christian"
~person:"Jarrow, Robert A."
~person:"Taylor, Robert"
~subject:"Börsenkurs"
~subject:"Collateral"
~subject:"EU countries"
~subject:"Economic growth"
~subject:"Entwicklungsländer"
~subject:"Supply chain"
~subject:"Theory"
~subject:"United Kingdom"
~type_genre:"Article in journal"
~type_genre:"Aufsatz in Zeitschrift"
~type_genre:"Collection of articles of several authors"
~type_genre:"Collection of articles written by one author"
~type_genre:"Sammelwerk"
~type_genre:"Statistik"
~type_genre:"Systematic review"
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Börsenkurs
Collateral
EU countries
Economic growth
Entwicklungsländer
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Theory
United Kingdom
Theorie
46
Time series analysis
28
Zeitreihenanalyse
28
Estimation theory
25
Schätztheorie
25
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18
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18
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Gouriéroux, Christian
Jarrow, Robert A.
Taylor, Robert
Phillips, Peter C. B.
38
Koop, Gary
19
Ghysels, Eric
17
Swanson, Norman R.
17
Lee, Lung-fei
16
Linton, Oliver
16
Yu, Jun
16
Granger, C. W. J.
15
Pesaran, M. Hashem
15
Tauchen, George Eugene
15
Aït-Sahalia, Yacine
14
Baltagi, Badi H.
13
Diebold, Francis X.
13
Dufour, Jean-Marie
13
Steel, Mark F. J.
13
Chib, Siddhartha
12
McAleer, Michael
12
Renault, Eric
12
Timmermann, Allan
12
Xiao, Zhijie
12
Bollerslev, Tim
11
Fabozzi, Frank J.
11
Schmidt, Peter
11
Todorov, Viktor
11
Corradi, Valentina
10
Hsiao, Cheng
10
Li, Qi
10
Magnus, Jan R.
10
Monfort, Alain
10
Park, Joon Y.
10
Scaillet, Olivier
10
Tsionas, Efthymios G.
10
Whang, Yoon-jae
10
Chen, Ren-Raw
9
Hong, Yongmiao
9
Jong, Robert M. de
9
Khalaf, Lynda
9
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Annales d'économie et de statistique
Journal of econometrics
Journal of empirical finance
The journal of fixed income
The quarterly journal of finance
Econometric theory
16
Mathematical finance : an international journal of mathematics, statistics and financial theory
14
Econometric reviews
13
Review of derivatives research
11
Journal of banking & finance
8
Finance research letters
6
Journal of financial econometrics : official journal of the Society for Financial Econometrics
6
Mathematics and financial economics
6
Annual review of financial economics
5
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
5
International journal of theoretical and applied finance
5
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
5
Journal of financial and quantitative analysis : JFQA
5
Oxford bulletin of economics and statistics
5
The review of financial studies
5
The econometrics journal
4
The journal of finance : the journal of the American Finance Association
4
Annals of economics and statistics
3
Finance and stochastics
3
Journal of financial econometrics
3
The journal of derivatives : the official publication of the International Association of Financial Engineers
3
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
3
Annals of finance
2
Economics letters
2
Journal of financial markets
2
Journal of risk
2
Quantitative finance
2
The economic journal : the journal of the Royal Economic Society
2
The journal of credit risk : published quarterly by Incisive Media
2
The journal of portfolio management : a publication of Institutional Investor
2
Advances in futures and options research : a research annual
1
Agricultural finance review
1
Duration transition and count data models
1
Dynamique des marchés financiers et prévisions
1
Estudios de economía aplicada : revista promovida por Asepelt, Asociación de Economía Aplicada
1
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ECONIS (ZBW)
49
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1
Futures contract collateralization and its implications
Jarrow, Robert A.
;
Kwok, Simon Sai Man
- In:
Journal of empirical finance
74
(
2023
),
pp. 1-25
Persistent link: https://www.econbiz.de/10014477096
Saved in:
2
Using covariates to improve the efficacy of univariate bubble detection methods
Astill, Sam
;
Taylor, Robert
;
Kellard, Neil
;
Korkos, Ioannis
- In:
Journal of empirical finance
70
(
2023
),
pp. 342-366
Persistent link: https://www.econbiz.de/10014423733
Saved in:
3
Testing for episodic predictability in stock returns
Demetrescu, Matei
;
Georgiev, Iliyan
;
Rodrigues, Paulo M. M.
- In:
Journal of econometrics
227
(
2022
)
1
,
pp. 85-113
Persistent link: https://www.econbiz.de/10013441625
Saved in:
4
Simple tests for stock return predictability with good size and power properties
Harvey, David I.
;
Leybourne, Stephen James
;
Taylor, Robert
- In:
Journal of econometrics
224
(
2021
)
1
,
pp. 198-214
Persistent link: https://www.econbiz.de/10013275372
Saved in:
5
Time-invariance coefficients tests with the adaptive multi-factor model
Zhu, Liao
;
Jarrow, Robert A.
;
Wells, Martin T.
- In:
The quarterly journal of finance
11
(
2021
)
4
,
pp. 1-30
Persistent link: https://www.econbiz.de/10013170764
Saved in:
6
The effects of yield control monetary policy : a helicopter money drop to financial institutions
Jarrow, Robert A.
;
Lamichhane, Sujan
- In:
The quarterly journal of finance
10
(
2020
)
1
,
pp. 1-38
Persistent link: https://www.econbiz.de/10012423551
Saved in:
7
High-dimensional estimation, basis assets, and the adaptive multi-factor model
Zhu, Liao
;
Basu, Sumanta
;
Jarrow, Robert A.
;
Wells, …
- In:
The quarterly journal of finance
10
(
2020
)
4
,
pp. 1-52
Persistent link: https://www.econbiz.de/10012627440
Saved in:
8
Identification by Laplace transforms in nonlinear time series and panel models with unobserved stochastic dynamic effects
Gagliardini, Patrick
;
Gouriéroux, Christian
- In:
Journal of econometrics
208
(
2019
)
2
,
pp. 613-637
Persistent link: https://www.econbiz.de/10012149372
Saved in:
9
An equilibrium capital asset pricing model in markets with price jumps and price bubbles
Jarrow, Robert A.
- In:
The quarterly journal of finance
8
(
2018
)
2
,
pp. 1-33
Persistent link: https://www.econbiz.de/10011921983
Saved in:
10
Double instrumental variable estimation of interaction models with big data
Gagliardini, Patrick
;
Gouriéroux, Christian
- In:
Journal of econometrics
201
(
2017
)
2
,
pp. 176-197
Persistent link: https://www.econbiz.de/10011918688
Saved in:
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