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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:"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
51
Time series analysis
35
Zeitreihenanalyse
35
Estimation theory
32
Schätztheorie
32
Einheitswurzeltest
19
Unit root test
19
Forecasting model
17
Prognoseverfahren
17
Volatility
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Volatilität
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Bootstrap-Verfahren
11
Estimation
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Option pricing theory
6
Optionspreistheorie
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Derivat
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Derivative
5
Financial market
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Finanzmarkt
5
Heteroscedasticity
5
Heteroskedastizität
5
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5
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65
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Aufsatz in Zeitschrift
Collection of articles of several authors
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Gouriéroux, Christian
Jarrow, Robert A.
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
McAleer, Michael
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 theory
21
Econometric reviews
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
12
Review of derivatives research
11
Journal of banking & finance
8
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
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
Economics letters
5
International journal of forecasting
5
International journal of theoretical and applied finance
5
Journal of financial and quantitative analysis : JFQA
5
The review of financial studies
5
The econometrics journal
4
The journal of finance : the journal of the American Finance Association
4
Annals of economics and statistics
3
Finance and stochastics
3
Journal of financial econometrics
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
Econometrics : open access journal
2
Journal of applied econometrics
2
Journal of financial markets
2
Journal of risk
2
Macroeconomic dynamics
2
Quantitative finance
2
Quantitative finance and economics
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
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ECONIS (ZBW)
66
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51
On regression-based tests for seasonal unit roots in the presence of periodic heteroscedasticity
Burridge, Peter
;
Taylor, Robert
- In:
Journal of econometrics
104
(
2001
)
1
,
pp. 91-117
Persistent link: https://www.econbiz.de/10001589527
Saved in:
52
Predictive ability with cointegrated variables
Corradi, Valentina
;
Swanson, Norman R.
;
Olivetti, Claudia
- In:
Journal of econometrics
104
(
2001
)
2
,
pp. 315-358
Persistent link: https://www.econbiz.de/10001606596
Saved in:
53
Recursive and rolling regression-based tests of the seasonal unit root hypothesis
Smith, Richard J.
;
Taylor, Robert
- In:
Journal of econometrics
105
(
2001
)
2
,
pp. 309-336
Persistent link: https://www.econbiz.de/10001633661
Saved in:
54
Truncated dynamics and estimation of diffusion equations
Darolles, Serge
;
Gouriéroux, Christian
- In:
Journal of econometrics
102
(
2001
)
1
,
pp. 1-22
Persistent link: https://www.econbiz.de/10001575282
Saved in:
55
Bayesian analysis of contingent claim model error
Jacquier, Eric
;
Jarrow, Robert A.
- In:
Journal of econometrics
94
(
2000
)
1/2
,
pp. 145-180
Persistent link: https://www.econbiz.de/10001437752
Saved in:
56
The econometric consequences of the ceteris paribus condition in economic theory
Bierens, Herman J.
;
Swanson, Norman R.
- In:
Journal of econometrics
95
(
2000
)
2
,
pp. 223-253
Persistent link: https://www.econbiz.de/10001435988
Saved in:
57
Econometric specification of the risk neutral valuation model
Clément, Emmanuelle
;
Gouriéroux, Christian
;
Monfort, Alain
- In:
Journal of econometrics
94
(
2000
)
1/2
,
pp. 117-143
Persistent link: https://www.econbiz.de/10001437749
Saved in:
58
Sensitivity analysis of values at risk
Gouriéroux, Christian
;
Laurent, Jean-Paul
;
Scaillet, …
- In:
Journal of empirical finance
7
(
2000
)
3/4
,
pp. 225-245
Persistent link: https://www.econbiz.de/10001557715
Saved in:
59
Testing for stationarity-ergodicity and for comovements between nonlinear discrete time Markov processes
Corradi, Valentina
;
Swanson, Norman R.
;
White, Halbert
- In:
Journal of econometrics
96
(
2000
)
1
,
pp. 39-73
Persistent link: https://www.econbiz.de/10001466743
Saved in:
60
Econometrics of efficient fitted portfolios
Gouriéroux, Christian
;
Jouneau, Frédéric
- In:
Journal of empirical finance
6
(
1999
)
1
,
pp. 87-118
Persistent link: https://www.econbiz.de/10001426354
Saved in:
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