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~isPartOf:"Econometric reviews"
~isPartOf:"Journal of econometrics"
~isPartOf:"Journal of empirical finance"
~isPartOf:"Review of derivatives research"
~isPartOf:"The econometrics journal"
~isPartOf:"The journal of fixed income"
~language:"eng"
~language:"est"
~language:"spa"
~person:"Gouriéroux, Christian"
~person:"Jarrow, Robert A."
~person:"Magnus, Jan R."
~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
Supply chain
Theory
United Kingdom
Theorie
74
Time series analysis
37
Zeitreihenanalyse
37
Estimation theory
34
Schätztheorie
34
Einheitswurzeltest
26
Unit root test
26
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Capital income
7
Derivat
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Derivative
7
Econometrics
7
Kapitaleinkommen
7
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7
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6
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Collection of articles of several authors
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Gouriéroux, Christian
Jarrow, Robert A.
Magnus, Jan R.
Taylor, Robert
Phillips, Peter C. B.
53
McAleer, Michael
27
Koop, Gary
24
Lee, Lung-fei
22
Maasoumi, Esfandiar
22
Pesaran, M. Hashem
22
Yu, Jun
21
Linton, Oliver
19
Swanson, Norman R.
18
Baltagi, Badi H.
17
Ghysels, Eric
17
Leybourne, Stephen James
17
Li, Qi
17
Schmidt, Peter
17
Xiao, Zhijie
16
Diebold, Francis X.
15
Granger, C. W. J.
15
Kumbhakar, Subal
14
Lütkepohl, Helmut
14
Park, Joon Y.
14
Renault, Eric
14
Steel, Mark F. J.
14
Tauchen, George Eugene
14
Aït-Sahalia, Yacine
13
Chib, Siddhartha
13
Dufour, Jean-Marie
13
Franses, Philip Hans
13
Timmermann, Allan
13
Whang, Yoon-jae
13
Bollerslev, Tim
12
Geweke, John
12
Hendry, David F.
12
Hsiao, Cheng
12
Kapetanios, George
12
Ng, Serena
12
Saikkonen, Pentti
12
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Econometric reviews
Journal of econometrics
Journal of empirical finance
Review of derivatives research
The econometrics journal
The journal of fixed income
Econometric theory
17
Mathematical finance : an international journal of mathematics, statistics and financial theory
14
Journal of banking & finance
8
Annales d'économie et de statistique
7
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
6
Finance research letters
6
Journal of financial econometrics : official journal of the Society for Financial Econometrics
6
Mathematics and financial economics
6
Oxford bulletin of economics and statistics
6
The quarterly journal of finance
6
Annual review of financial economics
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
The review of financial studies
5
The journal of finance : the journal of the American Finance Association
4
Annals of economics and statistics
3
Finance and stochastics
3
International journal of forecasting
3
Journal of financial econometrics
3
Quantitative finance
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
Insurance / Mathematics & economics
2
Journal of financial markets
2
Journal of risk
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
De economist : Netherlands economic review ; quarterly review of the Royal Netherlands Economic Association
1
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ECONIS (ZBW)
80
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1
Revealing priors from posteriors with an application to inflation forecasting in the UK
Ikefuji, Masako
;
Magnus, Jan R.
;
Yamagata, Takashi
- In:
The econometrics journal
27
(
2024
)
1
,
pp. 151-170
Persistent link: https://www.econbiz.de/10014528096
Saved in:
2
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:
3
Improved tests for stock return predictability
Harvey, David I.
;
Leybourne, Stephen James
;
Taylor, Robert
- In:
Econometric reviews
42
(
2023
)
9/10
,
pp. 834-861
Persistent link: https://www.econbiz.de/10014420348
Saved in:
4
In memory of Michael McAleer : special issue of Econometric Reviews
Maasoumi, Esfandiar
;
Taylor, Robert
- In:
Econometric reviews
42
(
2023
)
9/10
,
pp. 700-702
Persistent link: https://www.econbiz.de/10014420353
Saved in:
5
Interest rate swaps : a comparison of compounded daily versus discrete reference rates
Jarrow, Robert A.
;
Li, Siguang
- In:
Review of derivatives research
26
(
2023
)
1
,
pp. 1-21
Persistent link: https://www.econbiz.de/10014266351
Saved in:
6
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:
7
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:
8
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:
9
Expected utility and catastrophic risk in a stochastic economy-climate model
Ikefuji, Masako
;
Laeven, Roger J. A.
;
Magnus, Jan R.
; …
- In:
Journal of econometrics
214
(
2020
)
1
,
pp. 110-129
Persistent link: https://www.econbiz.de/10012438313
Saved in:
10
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
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