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~isPartOf:"Applied financial economics"
~isPartOf:"Computational economics"
~isPartOf:"Econometric reviews"
~isPartOf:"Journal of economic dynamics & control"
~isPartOf:"The journal of portfolio management : a publication of Institutional Investor"
~language:"bos"
~language:"eng"
~subject:"Asset-Backed Securities"
~subject:"Finanzmarkt"
~subject:"Kapitaleinkommen"
~subject:"Schätztheorie"
~subject:"Stochastic process"
~subject:"Volatilität"
~type_genre:"Article in journal"
~type_genre:"Aufsatz im Buch"
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Asset-Backed Securities
Finanzmarkt
Kapitaleinkommen
Schätztheorie
Stochastic process
Volatilität
Theorie
4,002
Theory
4,002
Estimation
927
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921
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850
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850
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741
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741
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673
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Fabozzi, Frank J.
18
McAleer, Michael
17
Maasoumi, Esfandiar
11
McMillan, David G.
11
Asai, Manabu
10
Baltagi, Badi H.
10
Jawadi, Fredj
9
Lux, Thomas
9
Li, Kai
8
Faff, Robert W.
7
Lütkepohl, Helmut
7
Račev, Svetlozar T.
7
Taylor, Robert
7
Hsiao, Cheng
6
Li, Qi
6
Li, Yong
6
Satchell, Stephen
6
Speight, Alan E. H.
6
Sun, Yiguo
6
Teräsvirta, Timo
6
Tsionas, Efthymios G.
6
Ullah, Aman
6
Westerhoff, Frank H.
6
Yu, Jun
6
Boubaker, Heni
5
Brooks, Robert
5
Caporale, Guglielmo Maria
5
Cavaliere, Giuseppe
5
Chelley-Steeley, Patricia L.
5
Gao, Jiti
5
Gupta, Rangan
5
Hamori, Shigeyuki
5
He, Xue-zhong
5
Kirchler, Michael
5
Kollmann, Robert
5
Linton, Oliver
5
McDonald, James B.
5
Phillips, Peter C. B.
5
Poshakwale, Sunil S.
5
Racine, Jeffrey
5
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Conference Quantifying and Understanding Dysfunctions of Financial Markets <2010, Löwen>
1
Risk Management Conference <2008, Singapur>
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Applied financial economics
Computational economics
Econometric reviews
Journal of economic dynamics & control
The journal of portfolio management : a publication of Institutional Investor
Journal of econometrics
1,957
Economics letters
1,476
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1,248
Journal of banking & finance
1,107
International review of financial analysis
935
Applied economics
903
European journal of operational research : EJOR
875
Energy economics
799
Econometric theory
787
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
777
Applied economics letters
759
Economic modelling
742
International review of economics & finance : IREF
731
Journal of financial economics
683
Journal of empirical finance
615
The North American journal of economics and finance : a journal of financial economics studies
568
The journal of finance : the journal of the American Finance Association
566
Pacific-Basin finance journal
542
International journal of theoretical and applied finance
534
Journal of international financial markets, institutions & money
516
Research in international business and finance
511
Journal of international money and finance
480
The journal of futures markets
477
The review of financial studies
465
The European journal of finance
458
Insurance / Mathematics & economics
442
Journal of risk and financial management : JRFM
425
Management science : journal of the Institute for Operations Research and the Management Sciences
396
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
394
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
394
Journal of financial and quantitative analysis : JFQA
382
International journal of forecasting
367
Review of quantitative finance and accounting
359
International journal of economics and finance
358
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
356
Journal of the American Statistical Association : JASA
353
Quantitative finance
345
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ECONIS (ZBW)
2,150
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1
An approximated exponentially tilted empirical likelihood estimator of moment condition models
Jin, Fei
;
Wang, Yuqin
- In:
Econometric reviews
43
(
2024
)
6
,
pp. 405-433
Persistent link: https://www.econbiz.de/10014551538
Saved in:
2
Asymmetric information in frictional markets for liquidity : collateralized credit vs asset sale
Madison, Florian
- In:
Journal of economic dynamics & control
159
(
2024
),
pp. 1-22
Persistent link: https://www.econbiz.de/10014532427
Saved in:
3
Bayesian inference for mixed Gaussian GARCH-type model by Hamiltonian Monte Carlo algorithm
Liang, Rubing
;
Qin, Binbin
;
Xia, Qiang
- In:
Computational economics
63
(
2024
)
1
,
pp. 193-220
Persistent link: https://www.econbiz.de/10014472071
Saved in:
4
A bilinear pseudo-spectral method for solving two-asset European and American pricing options
Khasi, M.
;
Rashidinia, J.
- In:
Computational economics
63
(
2024
)
2
,
pp. 893-918
Persistent link: https://www.econbiz.de/10014475075
Saved in:
5
Comparison of Value at Risk (VaR) multivariate forecast models
Müller, Fernanda Maria
;
Righi, Marcelo Brutti
- In:
Computational economics
63
(
2024
)
1
,
pp. 75-110
Persistent link: https://www.econbiz.de/10014471980
Saved in:
6
Convertible bond arbitrage smart beta
Zeitsch, Peter J.
- In:
Computational economics
63
(
2024
)
1
,
pp. 159-192
Persistent link: https://www.econbiz.de/10014472067
Saved in:
7
COVID‑19 and REITs crash : predictability and market conditions
Ahn, Kwangwon
;
Jang, Hanwool
;
Kim, Jinu
;
Ryu, Inug
- In:
Computational economics
63
(
2024
)
3
,
pp. 1159-1172
Persistent link: https://www.econbiz.de/10014546355
Saved in:
8
Dynamic industry uncertainty networks and the business cycle
Baruník, Jozef
;
Bevilacqua, Mattia
;
Faff, Robert W.
- In:
Journal of economic dynamics & control
159
(
2024
),
pp. 1-22
Persistent link: https://www.econbiz.de/10014532383
Saved in:
9
Estimating the effects of demographics on interest rates : a robust Bayesian perspective
Ho, Paul
- In:
Journal of economic dynamics & control
158
(
2024
),
pp. 1-28
Persistent link: https://www.econbiz.de/10014532129
Saved in:
10
Estimation of DSGE models with the effective lower bound
Böhl, Gregor
;
Strobel, Felix
- In:
Journal of economic dynamics & control
158
(
2024
),
pp. 1-19
Persistent link: https://www.econbiz.de/10014532192
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