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~isPartOf:"Econometric reviews"
~isPartOf:"Journal of econometrics"
~isPartOf:"Journal of empirical finance"
~isPartOf:"The econometrics journal"
~isPartOf:"The journal of fixed income"
~language:"eng"
~language:"est"
~language:"spa"
~person:"Bollerslev, Tim"
~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
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Theorie
60
Time series analysis
41
Zeitreihenanalyse
41
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38
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34
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Bollerslev, Tim
Gouriéroux, Christian
Jarrow, Robert A.
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
Magnus, Jan R.
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
Geweke, John
12
Hendry, David F.
12
Hsiao, Cheng
12
Kapetanios, George
12
Ng, Serena
12
Saikkonen, Pentti
12
Teräsvirta, Timo
12
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Econometric reviews
Journal of econometrics
Journal of empirical finance
The econometrics journal
The journal of fixed income
Econometric theory
16
Mathematical finance : an international journal of mathematics, statistics and financial theory
14
Review of derivatives research
11
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
9
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
9
Journal of banking & finance
8
The journal of finance : the journal of the American Finance Association
8
Journal of financial and quantitative analysis : JFQA
7
Annales d'économie et de statistique
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
The review of financial studies
6
Annual review of financial economics
5
International journal of theoretical and applied finance
5
Journal of applied econometrics
4
Journal of financial econometrics
4
Journal of financial economics
4
Journal of international money and finance
4
Annals of economics and statistics
3
Economics letters
3
Finance and stochastics
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
The review of economics and statistics
3
Annals of finance
2
International economic review
2
Journal of economic dynamics & control
2
Journal of financial markets
2
Journal of international economics
2
Journal of risk
2
Journal of time series econometrics
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ECONIS (ZBW)
66
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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
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:
3
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:
4
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:
5
Occupation density estimation for noisy high-frequency data
Zhang, Congshan
;
Li, Jia
;
Bollerslev, Tim
- In:
Journal of econometrics
227
(
2022
)
1
,
pp. 189-211
Persistent link: https://www.econbiz.de/10013441646
Saved in:
6
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:
7
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:
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
Wild bootstrap seasonal unit root tests for time series with periodic nonstationary volatility
Cavaliere, Giuseppe
;
Skrobotov, Anton
;
Taylor, Robert
- In:
Econometric reviews
38
(
2019
)
5
,
pp. 509-532
Persistent link: https://www.econbiz.de/10012181330
Saved in:
10
Modeling and forecasting (un)reliable realized covariances for more reliable financial decisions
Bollerslev, Tim
;
Patton, Andrew J.
;
Quaedvlieg, Rogier
- In:
Journal of econometrics
207
(
2018
)
1
,
pp. 71-91
Persistent link: https://www.econbiz.de/10012116125
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