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~isPartOf:"Journal of financial econometrics : official journal of the Society for Financial Econometrics"
~language:"eng"
~person:"Chan, Kam C."
~person:"Hong, Yongmiao"
~person:"Härdle, Wolfgang"
~person:"Moosa, Imad A."
~person:"Phillips, Peter C. B."
~person:"Saikkonen, Pentti"
~person:"Shogren, Jason F."
~type_genre:"Article in journal"
~type_genre:"Article"
~type_genre:"Bibliografie"
~type_genre:"Book section"
~type_genre:"Working Paper"
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Theorie
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Chan, Kam C.
Hong, Yongmiao
Härdle, Wolfgang
Moosa, Imad A.
Phillips, Peter C. B.
Saikkonen, Pentti
Shogren, Jason F.
Gallant, A. Ronald
11
Garcia, René
10
Ghysels, Eric
10
Gouriéroux, Christian
9
Almeida, Caio
7
Ardison, Kym
7
Engle, Robert F.
7
Monfort, Alain
7
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6
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5
Lunde, Asger
5
Olmo, Jose
5
White, Halbert
5
Audrino, Francesco
4
Barndorff-Nielsen, Ole E.
4
Chen, Yi-ting
4
Gagliardini, Patrick
4
Jacod, Jean
4
Koopman, Siem Jan
4
Linton, Oliver
4
Paolella, Marc S.
4
Ruiz, Esther
4
Shephard, Neil G.
4
Trojani, Fabio
4
Wu, Liuren
4
Brownlees, Christian
3
Caporin, Massimiliano
3
Corsi, Fulvio
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Francq, Christian
3
Gallo, Giampiero M.
3
Geweke, John
3
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3
Horváth, Lajos
3
Kokoszka, Piotr
3
Laurent, Sébastien
3
Maheu, John M.
3
Mittnik, Stefan
3
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
Cowles Foundation discussion paper
210
SFB 649 discussion paper
185
Econometric theory
101
Journal of econometrics
100
Discussion papers of interdisciplinary research project 373
77
SFB 373 Discussion Paper
72
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
53
Applied economics
39
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
35
CORE discussion paper : DP
30
Economics letters
29
International review of economics & finance : IREF
26
American journal of agricultural economics
23
Econometric reviews
21
Economia internazionale
19
The econometrics journal
19
Discussion paper / A
17
Ecological economics : the transdisciplinary journal of the International Society for Ecological Economics
17
Environmental & resource economics : the official journal of the European Association of Environmental and Resource Economists
15
IRTG 1792 discussion paper
15
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
15
Finance research letters
14
Applied economics letters
13
IRTG 1792 Discussion Paper
13
Pacific-Basin finance journal
13
The North American journal of economics and finance : a journal of financial economics studies
13
International review of financial analysis
12
Journal of environmental economics and management : JEEM ; the official journal of the Association of Environmental and Resource Economists
12
The journal of corporate finance : contracting, governance and organization
12
Working paper series / Department of Economics, Auckland Business School, The University of Auckland
12
Journal of applied econometrics
11
Journal of economic behavior & organization : JEBO
11
Applied financial economics
10
Discussion papers / Helsinki Center of Economic Research : discussion paper
10
International economic review
10
Journal of banking regulation
10
Journal of empirical finance
10
Resource and energy economics
10
The Chinese economy
10
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ECONIS (ZBW)
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1
Halbert White jr. Memorial JFEC Lecture : pitfalls and possibilities in predictive regression
Phillips, Peter C. B.
- In:
Journal of financial econometrics : official journal of …
13
(
2015
)
3
,
pp. 521-555
Persistent link: https://www.econbiz.de/10011339279
Saved in:
2
Uniform confidence bands for pricing kernels
Härdle, Wolfgang
;
Okhrin, Yarema
;
Wang, Weining
- In:
Journal of financial econometrics : official journal of …
13
(
2015
)
2
,
pp. 376-413
Persistent link: https://www.econbiz.de/10011339301
Saved in:
3
Homage to Halbert White
Phillips, Peter C. B.
- In:
Journal of financial econometrics : official journal of …
12
(
2014
)
4
,
pp. 618-619
Persistent link: https://www.econbiz.de/10010512289
Saved in:
4
Shape invariant modeling of pricing kernels and risk aversion
Grith, Maria
;
Härdle, Wolfgang
;
Park, Juhyun
- In:
Journal of financial econometrics : official journal of …
11
(
2013
)
2
,
pp. 370-399
Persistent link: https://www.econbiz.de/10009745814
Saved in:
5
Testing for linear and nonlinear predictability of stock returns
Lanne, Markus
;
Meitz, Mika
;
Saikkonen, Pentti
- In:
Journal of financial econometrics : official journal of …
11
(
2013
)
4
,
pp. 682-705
Persistent link: https://www.econbiz.de/10010233866
Saved in:
6
VAR modeling for dynamic loadings driving volatility strings
Brüggemann, Ralf
;
Härdle, Wolfgang
;
Mungo, Julius
; …
- In:
Journal of financial econometrics : official journal of …
6
(
2008
)
3
,
pp. 361-381
Persistent link: https://www.econbiz.de/10003748062
Saved in:
7
A semiparametric factor model for implied volatility surface dynamics
Fengler, Matthias R.
;
Härdle, Wolfgang
;
Mammen, Enno
- In:
Journal of financial econometrics : official journal of …
5
(
2007
)
2
,
pp. 189-218
Persistent link: https://www.econbiz.de/10003518308
Saved in:
8
Nonparametric estimation of a multifactor Heath-Jarrow-Morton model: an integrated approach
Jeffrey, Andrew
;
Kristensen, Dennis
;
Linton, Oliver
; …
- In:
Journal of financial econometrics : official journal of …
2
(
2004
)
2
,
pp. 251-289
Persistent link: https://www.econbiz.de/10002214284
Saved in:
9
Modeling the US short-term interest rate by mixture autoregressive processes
Lanne, Markku
;
Saikkonen, Pentti
- In:
Journal of financial econometrics : official journal of …
1
(
2003
)
1
,
pp. 96-125
Persistent link: https://www.econbiz.de/10002220969
Saved in:
10
Time inhomogenous multiple volatility modeling
Härdle, Wolfgang
;
Herwartz, Helmut
;
Spokojnyj, Vladimir G.
- In:
Journal of financial econometrics : official journal of …
1
(
2003
)
1
,
pp. 55-95
Persistent link: https://www.econbiz.de/10002220931
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