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Stochastic process
218
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Yu, Jun
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Asai, Manabu
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Aït-Sahalia, Yacine
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Bollerslev, Tim
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Chang, Chia-Lin
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3
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Carriero, Andrea
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Chan, Joshua
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Clark, Todd E.
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Francq, Christian
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Giesecke, Kay
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Hallin, Marc
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Horváth, Lajos
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Jin, Sainan
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Journal of econometrics
European journal of operational research : EJOR
745
International journal of theoretical and applied finance
338
Physica A: Statistical Mechanics and its Applications
328
Insurance / Mathematics & economics
292
The European Physical Journal B - Condensed Matter and Complex Systems
259
International journal of production research
221
Finance and stochastics
209
Operations research
195
Computers & operations research : and their applications to problems of world concern ; an international journal
191
Operations research letters
184
Mathematics of operations research
179
Quantitative finance
176
Journal of economic dynamics & control
145
International journal of production economics
140
Risks : open access journal
136
Discussion paper / Tinbergen Institute
133
Applied mathematical finance
124
Stochastic Processes and their Applications
124
Mathematical finance : an international journal of mathematics, statistics and financial theory
118
Computational economics
114
The journal of computational finance
107
Economics letters
103
Management science : journal of the Institute for Operations Research and the Management Sciences
97
Econometric reviews
91
MPRA Paper
91
Journal of mathematical finance
90
Energy economics
88
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
88
Economic modelling
86
INFORMS journal on computing : JOC
85
Transportation research / E : an international journal
85
Transportation science : a journal of the Institute for Operations Research and the Management Sciences
85
Omega : the international journal of management science
84
Mathematical methods of operations research
83
Finance research letters
82
International journal of financial engineering
82
Working paper
82
Annals of operations research
77
Computational Management Science : CMS
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ECONIS (ZBW)
243
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1
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243
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1
Spatial econometrics for misaligned data
Pouliot, Guillaume Allaire
- In:
Journal of econometrics
232
(
2023
)
1
,
pp. 168-190
Persistent link: https://www.econbiz.de/10013472883
Saved in:
2
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:
3
High-dimensional conditionally Gaussian state space models with missing data
Chan, Joshua
;
Poon, Aubrey
;
Zhu, Dan
- In:
Journal of econometrics
236
(
2023
)
1
,
pp. 1-21
Persistent link: https://www.econbiz.de/10014332310
Saved in:
4
Modeling and forecasting realized volatility with the fractional Ornstein-Uhlenbeck process
Wang, Xiaohu
;
Xiao, Weilin
;
Yu, Jun
- In:
Journal of econometrics
232
(
2023
)
2
,
pp. 389-415
Persistent link: https://www.econbiz.de/10014339985
Saved in:
5
Scalable inference for a full multivariate stochastic volatility model
Dellaportas, Petros
;
Titsias, Michalis K.
;
Petrova, Katerina
- In:
Journal of econometrics
232
(
2023
)
2
,
pp. 501-520
Persistent link: https://www.econbiz.de/10014340078
Saved in:
6
Comparing stochastic volatility specifications for large Bayesian VARs
Chan, Joshua
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 1419-1446
Persistent link: https://www.econbiz.de/10014471398
Saved in:
7
Stochastic properties of nonlinear locally-nonstationary filters
Blasques, Francisco
;
Nientker, Marc
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 2082-2095
Persistent link: https://www.econbiz.de/10014471445
Saved in:
8
A new generalized exponentially weighted moving average quantile model and its statistical inference
Zhu, Ke
- In:
Journal of econometrics
237
(
2023
)
1
,
pp. 1-25
Persistent link: https://www.econbiz.de/10014471471
Saved in:
9
Estimation and inference in a high-dimensional semiparametric Gaussian copula vector autoregressive model
Fan, Yanqin
;
Han, Fang
;
Park, Hyeonseok
- In:
Journal of econometrics
237
(
2023
)
1
,
pp. 1-28
Persistent link: https://www.econbiz.de/10014471479
Saved in:
10
A higher-order correct fast moving-average bootstrap for dependent data
La Vecchia, Davide
;
Moor, Alban
;
Scaillet, Olivier
- In:
Journal of econometrics
235
(
2023
)
1
,
pp. 65-81
Persistent link: https://www.econbiz.de/10014434380
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