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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:"Gouriéroux, Christian"
~person:"Jarrow, Robert A."
~person:"Koop, Gary"
~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
49
Zeitreihenanalyse
49
Estimation theory
33
Schätztheorie
33
Einheitswurzeltest
27
Unit root test
27
Volatility
19
Volatilität
19
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18
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Credit risk
8
Kointegration
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Kreditrisiko
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USA
8
United States
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Gouriéroux, Christian
Jarrow, Robert A.
Koop, Gary
Taylor, Robert
Phillips, Peter C. B.
53
McAleer, Michael
27
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
Bollerslev, Tim
12
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
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
13
Review of derivatives research
11
Journal of banking & finance
8
Journal of applied econometrics
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
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 financial and quantitative analysis : JFQA
5
The review of financial studies
5
International journal of forecasting
4
The journal of finance : the journal of the American Finance Association
4
Annals of economics and statistics
3
Economics letters
3
Finance and stochastics
3
Journal of financial econometrics
3
Quantitative finance
3
The economic journal : the journal of the Royal Economic Society
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
European economic review : EER
2
International economic review
2
Journal of economic dynamics & control
2
Journal of economic surveys
2
Journal of financial markets
2
Journal of forecasting
2
Journal of risk
2
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ECONIS (ZBW)
78
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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
Large stochastic volatility in mean VARs
Cross, Jamie
;
Hou, Chenghan
;
Koop, Gary
;
Poon, Aubrey
- In:
Journal of econometrics
236
(
2023
)
1
,
pp. 1-24
Persistent link: https://www.econbiz.de/10014332245
Saved in:
5
Nowcasting in a pandemic using non-parametric mixed frequency VARs
Huber, Florian
;
Koop, Gary
;
Onorante, Luca
;
Pfarrhofer, …
- In:
Journal of econometrics
232
(
2023
)
1
,
pp. 52-69
Persistent link: https://www.econbiz.de/10013472832
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
Bayesian compressed vector autoregressions
Koop, Gary
;
Korobilis, Dimitris
;
Pettenuzzo, Davide
- In:
Journal of econometrics
210
(
2019
)
1
,
pp. 135-154
Persistent link: https://www.econbiz.de/10012303386
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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