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~isPartOf:"Journal of financial econometrics"
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Journal of financial econometrics
The economist
81,930
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ECONIS (ZBW)
193
OLC EcoSci
4
Showing
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21
Asset pricing with endogenous beliefs-dependent risk aversion
Ouysse, Rachida
- In:
Journal of financial econometrics
21
(
2023
)
2
,
pp. 368-411
Persistent link: https://www.econbiz.de/10014314752
Saved in:
22
Backtesting value-at-risk and expected shortfall in the presence of estimation error
Barendse, Sander
;
Kole, Erik
;
Dijk, Dick van
- In:
Journal of financial econometrics
21
(
2023
)
2
,
pp. 528-568
Persistent link: https://www.econbiz.de/10014314760
Saved in:
23
Comment on: identification robust testing of risk premia in finite samples
Khalaf, Lynda
- In:
Journal of financial econometrics
21
(
2023
)
2
,
pp. 298-302
Persistent link: https://www.econbiz.de/10014314743
Saved in:
24
Comment on: identification robust testing of risk premia in finite samples
Zaffaroni, Paolo
- In:
Journal of financial econometrics
21
(
2023
)
2
,
pp. 303-305
Persistent link: https://www.econbiz.de/10014314744
Saved in:
25
Comment on: price discovery in high resolution and the analysis of mixed frequency data
Ghysels, Eric
- In:
Journal of financial econometrics
21
(
2023
)
1
,
pp. 260
Persistent link: https://www.econbiz.de/10013542868
Saved in:
26
Comment on: price discovery in high resolution, comment on: pseudo-true SDFs in conditional asset pricing models, and comment on: pseudo-true sdfs in conditional asset pricing mode...
Hasbrouck, Joel
(
contributor
); …
- In:
Journal of financial econometrics
21
(
2023
)
1
,
pp. 261
Persistent link: https://www.econbiz.de/10013542870
Saved in:
27
Common bubble detection in large dimensional financial systems
Chen, Ye
;
Phillips, Peter C. B.
;
Shi, Shuping
- In:
Journal of financial econometrics
21
(
2023
)
4
,
pp. 989-1063
Persistent link: https://www.econbiz.de/10014391455
Saved in:
28
A comparative study of likelihood approximations for univariate diffusions
Hurn, Stan
;
Lindsay, Kenneth A.
;
Xu, Lina
- In:
Journal of financial econometrics
21
(
2023
)
3
,
pp. 852-879
Persistent link: https://www.econbiz.de/10014314834
Saved in:
29
Conditional inferences based on vine copulas with applications to credit spread data of corporate bonds
Pan, Shenyi
;
Joe, Harry
;
Li, Guofu
- In:
Journal of financial econometrics
21
(
2023
)
3
,
pp. 714-741
Persistent link: https://www.econbiz.de/10014314788
Saved in:
30
Co-skewness across return horizons
Jin, Chenglu
;
Conlon, Thomas
;
Cotter, John
- In:
Journal of financial econometrics
21
(
2023
)
5
,
pp. 1483-1518
Persistent link: https://www.econbiz.de/10014444689
Saved in:
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