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~isPartOf:"Journal of econometrics"
~isPartOf:"Journal of empirical finance"
~isPartOf:"The journal of fixed income"
~language:"eng"
~language:"est"
~language:"spa"
~person:"Gouriéroux, Christian"
~person:"Jarrow, Robert A."
~person:"McAleer, Michael"
~person:"Swanson, Norman R."
~person:"Taylor, Robert"
~subject:"Bootstrap approach"
~subject:"Börsenkurs"
~subject:"Collateral"
~subject:"EU countries"
~subject:"Economic growth"
~subject:"Entwicklungsländer"
~subject:"Structural break"
~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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Bootstrap approach
Börsenkurs
Collateral
EU countries
Economic growth
Entwicklungsländer
Structural break
Supply chain
Theory
United Kingdom
Theorie
62
Time series analysis
39
Zeitreihenanalyse
39
Estimation theory
34
Schätztheorie
34
Volatility
24
Volatilität
24
Einheitswurzeltest
19
Unit root test
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Prognoseverfahren
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Stochastic process
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Estimation
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7
Ökonometrie
7
Cointegration
6
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6
Kointegration
6
Korrelation
6
Nichtparametrisches Verfahren
6
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6
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75
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Collection of articles of several authors
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Statistik
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Gouriéroux, Christian
Jarrow, Robert A.
McAleer, Michael
Swanson, Norman R.
Taylor, Robert
Phillips, Peter C. B.
38
Koop, Gary
19
Pesaran, M. Hashem
17
Yu, Jun
17
Ghysels, Eric
16
Lee, Lung-fei
16
Linton, Oliver
16
Timmermann, Allan
16
Hidalgo, Javier
14
Leybourne, Stephen James
14
Tauchen, George Eugene
14
Aït-Sahalia, Yacine
13
Diebold, Francis X.
13
Dufour, Jean-Marie
13
Granger, C. W. J.
13
Xiao, Zhijie
13
Chib, Siddhartha
12
Corradi, Valentina
12
Park, Joon Y.
12
Perron, Pierre
12
Renault, Eric
12
Bollerslev, Tim
11
Fabozzi, Frank J.
11
Inoue, Atsushi
11
Scaillet, Olivier
11
Schmidt, Peter
11
Steel, Mark F. J.
11
Todorov, Viktor
11
Baltagi, Badi H.
10
Hong, Yongmiao
10
Hsiao, Cheng
10
Li, Qi
10
Tsionas, Efthymios G.
10
Whang, Yoon-jae
10
Chen, Ren-Raw
9
Chen, Xiaohong
9
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Journal of econometrics
Journal of empirical finance
The journal of fixed income
Econometric reviews
29
Econometric theory
25
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
Journal of economic surveys
11
Review of derivatives research
11
Journal of banking & finance
8
Economics letters
7
Finance research letters
7
International journal of forecasting
7
Journal of financial econometrics : official journal of the Society for Financial Econometrics
7
Oxford bulletin of economics and statistics
7
Annales d'économie et de statistique
6
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
6
Journal of risk and financial management : JRFM
6
Mathematics and financial economics
6
The econometrics journal
6
The quarterly journal of finance
6
Annual review of financial economics
5
Applied economics
5
Econometrics : open access journal
5
International journal of theoretical and applied finance
5
Journal of applied econometrics
5
Journal of financial and quantitative analysis : JFQA
5
The review of financial studies
5
Applied financial economics
4
Risks : open access journal
4
The Japanese economic review : the journal of the Japanese Economic Association
4
The economic journal : the journal of the Royal Economic Society
4
The journal of finance : the journal of the American Finance Association
4
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
4
Annals of economics and statistics
3
Finance and stochastics
3
International review of economics & finance : IREF
3
Journal of financial econometrics
3
Journal of forecasting
3
Quantitative finance
3
The journal of derivatives : the official publication of the International Association of Financial Engineers
3
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ECONIS (ZBW)
78
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1
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78
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1
Extensions to IVX methods of inference for return predictability
Demetrescu, Matei
;
Georgiev, Iliyan
;
Rodrigues, Paulo M. M.
- In:
Journal of econometrics
237
(
2023
)
2,3
,
pp. 1-30
Persistent link: https://www.econbiz.de/10014471800
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
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:
4
Realized matrix-exponential stochastic volatility with asymmetry, long memory and higher-moment spillovers
Asai, Manabu
;
Chang, Chia-Lin
;
McAleer, Michael
- In:
Journal of econometrics
227
(
2022
)
1
,
pp. 285-304
Persistent link: https://www.econbiz.de/10013441658
Saved in:
5
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:
6
Forecasting volatility using double shrinkage methods
Cheng, Mingmian
;
Swanson, Norman R.
;
Yang, Xiye
- In:
Journal of empirical finance
62
(
2021
),
pp. 46-61
Persistent link: https://www.econbiz.de/10012693319
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
Level shift estimation in the presence of non-stationary volatility with an application to the unit root testing problem
Harris, David
;
Kew, Hsein
;
Taylor, Robert
- In:
Journal of econometrics
219
(
2020
)
2
,
pp. 354-388
Persistent link: https://www.econbiz.de/10012483394
Saved in:
9
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:
10
Testing for parameter instability in predictive regression models
Georgiev, Iliyan
;
Harvey, David I.
;
Leybourne, Stephen James
- In:
Journal of econometrics
204
(
2018
)
1
,
pp. 101-118
Persistent link: https://www.econbiz.de/10011974719
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