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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:"Taylor, Robert"
~person:"Timmermann, Allan"
~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
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United Kingdom
Theorie
45
Time series analysis
29
Zeitreihenanalyse
29
Estimation theory
26
Schätztheorie
26
Forecasting model
22
Prognoseverfahren
22
Einheitswurzeltest
18
Unit root test
18
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14
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Derivat
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Markov chain
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Option pricing theory
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5
USA
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Gouriéroux, Christian
Jarrow, Robert A.
Taylor, Robert
Timmermann, Allan
Phillips, Peter C. B.
38
Koop, Gary
19
Swanson, Norman R.
17
Lee, Lung-fei
16
Linton, Oliver
16
Yu, Jun
16
Ghysels, Eric
15
Pesaran, M. Hashem
15
Tauchen, George Eugene
14
Aït-Sahalia, Yacine
13
Diebold, Francis X.
13
Granger, C. W. J.
13
Chib, Siddhartha
12
Dufour, Jean-Marie
12
McAleer, Michael
12
Renault, Eric
12
Xiao, Zhijie
12
Bollerslev, Tim
11
Fabozzi, Frank J.
11
Schmidt, Peter
11
Steel, Mark F. J.
11
Todorov, Viktor
11
Corradi, Valentina
10
Hsiao, Cheng
10
Park, Joon Y.
10
Scaillet, Olivier
10
Tsionas, Efthymios G.
10
Whang, Yoon-jae
10
Chen, Ren-Raw
9
Hong, Yongmiao
9
Li, Qi
9
Magnus, Jan R.
9
Robinson, Peter M.
9
Teräsvirta, Timo
9
Baillie, Richard
8
Baltagi, Badi H.
8
Barnett, William A.
8
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Journal of econometrics
Journal of empirical finance
The journal of fixed income
Econometric theory
17
Econometric reviews
14
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
International journal of forecasting
8
Journal of banking & finance
8
The review of financial studies
8
Journal of financial econometrics : official journal of the Society for Financial Econometrics
7
The journal of finance : the journal of the American Finance Association
7
Annales d'économie et de statistique
6
Annual review of financial economics
6
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
6
Economics letters
6
Finance research letters
6
Mathematics and financial economics
6
The economic journal : the journal of the Royal Economic Society
6
The quarterly journal of finance
6
International journal of theoretical and applied finance
5
Journal of economic dynamics & control
5
Journal of financial and quantitative analysis : JFQA
5
Oxford bulletin of economics and statistics
5
The econometrics journal
4
Annals of economics and statistics
3
Annals of finance
3
Finance and stochastics
3
Journal of financial econometrics
3
Journal of financial economics
3
Journal of forecasting
3
The journal of business : B
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 economic studies
3
European finance review : the official journal of the European Finance Association
2
Handbooks in economics
2
Journal of financial markets
2
Journal of risk
2
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Source
All
ECONIS (ZBW)
49
Showing
1
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10
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49
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date (oldest first)
1
Dividend suspensions and cash flows during the Covid-19 pandemic : a dynamic econometric model
Pettenuzzo, Davide
;
Sabbatucci, Riccardo
;
Timmermann, Allan
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 1522-1541
Persistent link: https://www.econbiz.de/10014471409
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
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:
5
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:
6
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:
7
Variable selection in panel models with breaks
Smith, Simon C.
;
Timmermann, Allan
;
Zhu, Yinchu
- In:
Journal of econometrics
212
(
2019
)
1
,
pp. 323-344
Persistent link: https://www.econbiz.de/10012303949
Saved in:
8
Double instrumental variable estimation of interaction models with big data
Gagliardini, Patrick
;
Gouriéroux, Christian
- In:
Journal of econometrics
201
(
2017
)
2
,
pp. 176-197
Persistent link: https://www.econbiz.de/10011918688
Saved in:
9
Theoretical and financial econometrics : essays in honor of C. Gourieroux
Darolles, Serge
(
ed.
);
Renault, Eric
(
ed.
); …
-
2017
Persistent link: https://www.econbiz.de/10011918068
Saved in:
10
A MIDAS approach to modeling first and second moment dynamics
Pettenuzzo, Davide
;
Timmermann, Allan
;
Valkanov, Rossen I.
- In:
Journal of econometrics
193
(
2016
)
2
,
pp. 315-334
Persistent link: https://www.econbiz.de/10011704952
Saved in:
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