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~isPartOf:"Journal of economic dynamics & control"
~subject:"Share price"
~subject:"Theorie"
~subject:"USA"
~type_genre:"Aufsatz in Zeitschrift"
~type_genre:"Conference paper"
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Journal of economic dynamics & control
Insurance / Mathematics & economics
219
Journal of econometrics
163
Economics letters
121
International journal of forecasting
116
European journal of operational research : EJOR
107
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
106
Risks : open access journal
88
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
67
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Decision analysis : a journal of the Institute for Operations Research and the Management Sciences, INFORMS
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Finance research letters
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International review of financial analysis
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Mathematical finance : an international journal of mathematics, statistics and financial theory
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Astin bulletin : the journal of the International Actuarial Association
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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The journal of futures markets
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Economic theory : official journal of the Society for the Advancement of Economic Theory
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
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ECONIS (ZBW)
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1
Vector autoregression models with skewness and heavy tails
Karlsson, Sune
;
Mazur, Stepan
;
Nguyen, Hoang
- In:
Journal of economic dynamics & control
146
(
2023
),
pp. 1-20
Persistent link: https://www.econbiz.de/10014478164
Saved in:
2
The contribution of intraday jumps to forecasting the density of returns
Chorro, Christophe
;
Ielpo, Florian
;
Sévi, Benoît
- In:
Journal of economic dynamics & control
113
(
2020
),
pp. 1-24
Persistent link: https://www.econbiz.de/10012502523
Saved in:
3
Understanding probabilistic expectations : a behavioral approach
Xiao, Wei
- In:
Journal of economic dynamics & control
139
(
2022
),
pp. 1-22
Persistent link: https://www.econbiz.de/10013464834
Saved in:
4
Firm growth and Laplace distribution : the importance of large jumps
Arata, Yoshiyuki
- In:
Journal of economic dynamics & control
103
(
2019
),
pp. 63-82
Persistent link: https://www.econbiz.de/10012131076
Saved in:
5
Capturing deep tail risk via sequential learning of quantile dynamics
Wu, Qi
;
Yan, Xing
- In:
Journal of economic dynamics & control
109
(
2019
),
pp. 1-17
Persistent link: https://www.econbiz.de/10012314027
Saved in:
6
Testing for international business cycles : A multilevel factor model with stochastic factor selection
Berger, Tino
;
Everaert, Gerdie
;
Pozzi, Lorenzo
- In:
Journal of economic dynamics & control
128
(
2021
),
pp. 1-16
Persistent link: https://www.econbiz.de/10012628242
Saved in:
7
Stochastic dominance tests
Topaloglou, Nikolas
;
Tsionas, Efthymios G.
- In:
Journal of economic dynamics & control
112
(
2020
),
pp. 1-22
Persistent link: https://www.econbiz.de/10012502317
Saved in:
8
Validating an agent-based model of the Zipf's Law : a discrete Markov-chain approach
Gaujal, Bruno
;
Gulyás, László
;
Mansury, Yuri
; …
- In:
Journal of economic dynamics & control
41
(
2014
),
pp. 38-49
Persistent link: https://www.econbiz.de/10010424323
Saved in:
9
Comparing the accuracy of multivariate density forecasts in selected regions of the copula support
Diks, Cees G. H.
;
Panchenko, Valentyn
;
Sokolinskiy, Oleg
; …
- In:
Journal of economic dynamics & control
48
(
2014
),
pp. 79-94
Persistent link: https://www.econbiz.de/10010485831
Saved in:
10
Location-scale portfolio selection with factor-recentered skew normal asset returns
Quan Gan
- In:
Journal of economic dynamics & control
48
(
2014
),
pp. 176-187
Persistent link: https://www.econbiz.de/10010486681
Saved in:
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