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~isPartOf:"Econometric reviews"
~isPartOf:"International journal of theoretical and applied finance"
~subject:"Share price"
~subject:"Theorie"
~subject:"USA"
~type_genre:"Aufsatz in Zeitschrift"
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Share price
Theorie
USA
Statistical distribution
121
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38
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3
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1
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Econometric reviews
International journal of theoretical and applied finance
Insurance / Mathematics & economics
219
Journal of econometrics
163
Economics letters
121
International journal of forecasting
121
European journal of operational research : EJOR
108
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
108
Risks : open access journal
90
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
67
Scandinavian actuarial journal
60
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48
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Applied economics letters
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Theory and decision : an international journal for multidisciplinary advances in decision science
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International journal of production research
38
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Finance research letters
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36
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35
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Journal of empirical finance
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Quantitative finance
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Journal of economic dynamics & control
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Mathematics of operations research
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Decision analysis : a journal of the Institute for Operations Research and the Management Sciences, INFORMS
31
International review of financial analysis
30
Mathematical finance : an international journal of mathematics, statistics and financial theory
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Astin bulletin : the journal of the International Actuarial Association
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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The journal of futures markets
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Economic theory : official journal of the Society for the Advancement of Economic Theory
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
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ECONIS (ZBW)
101
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1
Estimation of counterfactual distributions with a continuous endogenous treatment
Pereda-Fernández, Santiago
- In:
Econometric reviews
43
(
2024
)
8
,
pp. 595-637
Persistent link: https://www.econbiz.de/10015050633
Saved in:
2
Reconciling negative return skewness with positive time-varying risk premia
Kyriakopoulou, Dimitra
;
Hafner, Christian M.
- In:
Econometric reviews
41
(
2022
)
8
,
pp. 877-894
Persistent link: https://www.econbiz.de/10013364913
Saved in:
3
Factor copula model for portfolio credit risk
Kim, Sung Ik
;
Kim, Young Shin
- In:
International journal of theoretical and applied finance
24
(
2021
)
4
,
pp. 1-25
Persistent link: https://www.econbiz.de/10012652691
Saved in:
4
Coherent risk measures and normal mixture distributions with applications in portfolio optimization
Shi, Xiang
;
Kim, Young Shin
- In:
International journal of theoretical and applied finance
24
(
2021
)
4
,
pp. 1-18
Persistent link: https://www.econbiz.de/10012652709
Saved in:
5
Right tail information and asset pricing
Hua, Qiuling
;
Xiao, Zhijie
;
Zhou, Hongtao
- In:
Econometric reviews
40
(
2021
)
8
,
pp. 728-749
Persistent link: https://www.econbiz.de/10012624536
Saved in:
6
A bootstrap approach for Generalized Autocontour testing Implications for VIX forecast densities
Mazzeu, João Henrique Gonçalves
;
González-Rivera, Gloria
- In:
Econometric reviews
39
(
2020
)
10
,
pp. 971-990
Persistent link: https://www.econbiz.de/10012406197
Saved in:
7
Multivariate distributions for financial returns
Madan, Dilip B.
- In:
International journal of theoretical and applied finance
23
(
2020
)
6
,
pp. 1-32
Persistent link: https://www.econbiz.de/10012496775
Saved in:
8
Decomposing joint distributions via reweighting functions : an application to intergenerational economic mobility
Richey, Jeremiah
;
Rosburg, Alicia
- In:
Econometric reviews
39
(
2020
)
6
,
pp. 541-558
Persistent link: https://www.econbiz.de/10012195419
Saved in:
9
Large dimensional portfolio allocation based on a mixed frequency dynamic factor model
Peng, Siyang
;
Shaojun, Guo
;
Long, Yonghong
- In:
Econometric reviews
41
(
2022
)
5
,
pp. 539-563
Persistent link: https://www.econbiz.de/10013364893
Saved in:
10
Testing for time-varying factor loadings in high-dimensional factor models
Xu, Wen
- In:
Econometric reviews
41
(
2022
)
8
,
pp. 918-965
Persistent link: https://www.econbiz.de/10013364920
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