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~isPartOf:"Foreign exchange markets"
~isPartOf:"Journal of financial econometrics"
~isPartOf:"Journal of labor economics"
~isPartOf:"Knowledge, information, and expectations in modern macroeconomics : in honor of Edmund S. Phelps"
~language:"eng"
~language:"ita"
~language:"nor"
~language:"und"
~subject:"ARCH-Modell"
~subject:"Arbeitslosigkeit"
~subject:"Arbeitsmarktpolitik"
~subject:"Börsenkurs"
~subject:"Kapitaleinkommen"
~type_genre:"Article in journal"
~type_genre:"Aufsatz im Buch"
~type_genre:"Collection of articles of several authors"
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ARCH-Modell
Arbeitslosigkeit
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550
United States
550
Theorie
369
Theory
369
Estimation
150
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150
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123
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Mas, Alexandre
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Conference on Labor Markets in the Aftermath of the Great Recession <2013>
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Foreign exchange markets
Journal of financial econometrics
Journal of labor economics
Knowledge, information, and expectations in modern macroeconomics : in honor of Edmund S. Phelps
Finance research letters
1,065
Journal of banking & finance
1,007
International review of financial analysis
881
Applied economics
862
The journal of finance : the journal of the American Finance Association
799
Journal of financial economics
780
Applied economics letters
695
Applied financial economics
682
Pacific-Basin finance journal
648
International review of economics & finance : IREF
629
Economics letters
604
Journal of empirical finance
573
The review of financial studies
569
Economic modelling
568
Journal of financial and quantitative analysis : JFQA
501
Journal of international financial markets, institutions & money
495
Energy economics
493
The North American journal of economics and finance : a journal of financial economics studies
492
Research in international business and finance
479
Review of quantitative finance and accounting
451
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
426
The European journal of finance
407
International journal of economics and finance
355
Journal of econometrics
329
The journal of futures markets
328
Journal of risk and financial management : JRFM
325
International journal of economics and financial issues : IJEFI
315
Journal of international money and finance
282
Journal of financial markets
279
Management science : journal of the Institute for Operations Research and the Management Sciences
275
The journal of corporate finance : contracting, governance and organization
273
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
265
Labour economics : official journal of the European Association of Labour Economists
253
Journal of economic dynamics & control
246
Investment management and financial innovations
234
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
233
The financial review : the official publication of the Eastern Finance Association
233
The journal of real estate finance and economics
229
Global finance journal
228
Journal of economics and finance
227
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ECONIS (ZBW)
155
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1
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10
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155
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1
A consistent and robust test for autocorrelated jump occurrences
Kwok, Simon Sai Man
- In:
Journal of financial econometrics
22
(
2024
)
1
,
pp. 157-186
Persistent link: https://www.econbiz.de/10014526309
Saved in:
2
Dynamic covariance matrix estimation and portfolio analysis with high-frequency data
Liu, Cheng
;
Tang, Cheng Yong
- In:
Journal of financial econometrics
22
(
2024
)
2
,
pp. 461-491
Persistent link: https://www.econbiz.de/10014526333
Saved in:
3
An enhanced factor model for portfolio selection in high dimensions
Shi, Fangquan
;
Shu, Lianjie
;
Gu, Xinhua
- In:
Journal of financial econometrics
22
(
2024
)
1
,
pp. 94-118
Persistent link: https://www.econbiz.de/10014526307
Saved in:
4
Geographic dependence and diversification in house price returns : the role of leverage
Heinen, Andréas
;
Kim, Mi Lim
;
Hamadi, Malika
- In:
Journal of financial econometrics
22
(
2024
)
1
,
pp. 297-334
Persistent link: https://www.econbiz.de/10014526319
Saved in:
5
A new test for multiple predictive regression
Xu, Ke-Li
;
Guo, Junjie
- In:
Journal of financial econometrics
22
(
2024
)
1
,
pp. 119-156
Persistent link: https://www.econbiz.de/10014526308
Saved in:
6
Periodicity in cryptocurrency volatility and liquidity
Hansen, Peter Reinhard
;
Kimbrough, Wade
- In:
Journal of financial econometrics
22
(
2024
)
1
,
pp. 224-251
Persistent link: https://www.econbiz.de/10014526315
Saved in:
7
Realized GARCH, CBOE VIX, and the volatility risk premium
Hansen, Peter Reinhard
;
Huang, Zhuo
;
Tong, Chen
;
Wang, …
- In:
Journal of financial econometrics
22
(
2024
)
1
,
pp. 187-223
Persistent link: https://www.econbiz.de/10014526311
Saved in:
8
Score-driven modeling with jumps : an application to S&P500 returns and options
Ballestra, Luca Vincenzo
;
D'Innocenzo, Enzo
;
Guizzardi, …
- In:
Journal of financial econometrics
22
(
2024
)
2
,
pp. 375-406
Persistent link: https://www.econbiz.de/10014526331
Saved in:
9
Semi-strong factors in asset returns
Connor, Gregory
;
Korajczyk, Robert A.
- In:
Journal of financial econometrics
22
(
2024
)
1
,
pp. 70-93
Persistent link: https://www.econbiz.de/10014526305
Saved in:
10
Testing for alpha in linear factor pricing models with a large number of securities
Pesaran, M. Hashem
;
Yamagata, Takashi
- In:
Journal of financial econometrics
22
(
2024
)
2
,
pp. 407-460
Persistent link: https://www.econbiz.de/10014526327
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