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~isPartOf:"Journal of financial econometrics : official journal of the Society for Financial Econometrics"
~person:"Gersbach, Hans"
~person:"Härdle, Wolfgang"
~person:"Olmo, Jose"
~person:"White, Halbert"
~subject:"Auslandsinvestition"
~subject:"Supply chain"
~subject:"Theory"
~subject:"Wirkungsanalyse"
~type_genre:"Arbeitspapier"
~type_genre:"Article in journal"
~type_genre:"Government document"
~type_genre:"Statistik"
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Gersbach, Hans
Härdle, Wolfgang
Olmo, Jose
White, Halbert
Gallant, A. Ronald
8
Garcia, René
6
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6
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
SFB 649 discussion paper
105
Discussion paper / Centre for Economic Policy Research
48
Working papers of the Center of Economic Research at ETH Zurich
33
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
32
Discussion paper series / Department of Economics
28
CESifo working papers
22
CORE discussion paper : DP
20
Discussion papers of interdisciplinary research project 373
18
Discussion papers / CEPR
14
Journal of econometrics
14
CESifo working papers : the international platform of Ludwig-Maximilians University's Center for Economic Studies and the Ifo Institute
13
Econometric theory
13
Discussion paper / Department of Economics, University of California San Diego
12
Discussion paper series / IZA
11
Social choice and welfare
10
Diskussionsschriften / Universität Heidelberg, Wirtschaftswissenschaftliche Fakultät
9
Discussion paper / A
8
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
8
Discussion paper / Center for Economic Research, Tilburg University
6
Discussion paper series / Forschungsinstitut zur Zukunft der Arbeit
6
Economic theory : official journal of the Society for the Advancement of Economic Theory
6
Macroeconomic dynamics
6
Working paper
6
CFS working paper series
5
International journal of forecasting
5
Journal of money, credit and banking : JMCB
5
WWZ discussion papers
5
Boston College working papers in economics
4
European economic review : EER
4
Journal of economic dynamics & control
4
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4
Research notes in economics & statistics
4
Digital finance : smart data analytics, investment innovation, and financial technology
3
Discussion paper / Deutsche Bundesbank
3
Discussion papers in economics and econometrics
3
Diskussionsarbeit
3
Econometric reviews
3
IRTG 1792 discussion paper
3
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ECONIS (ZBW)
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1
Testing slope homogeneity in quantile regression panel data with an application to the cross-section of stock returns
Galvão Júnior, Antônio Fialho
;
Juhl, Ted
; …
- In:
Journal of financial econometrics : official journal of …
16
(
2018
)
2
,
pp. 211-243
Persistent link: https://www.econbiz.de/10011987759
Saved in:
2
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:
3
Robust backtesting tests for value-at-risk models
Escanciano, J. Carlos
;
Olmo, Jose
- In:
Journal of financial econometrics : official journal of …
9
(
2011
)
1
,
pp. 132-161
Persistent link: https://www.econbiz.de/10009125151
Saved in:
4
Inference on risk-neutral measures for incomplete markets
Kaido, Hiroaki
;
White, Halbert
- In:
Journal of financial econometrics : official journal of …
7
(
2009
)
3
,
pp. 199-246
Persistent link: https://www.econbiz.de/10003884182
Saved in:
5
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:
6
Asymptotic and Bayesian confidence intervals for sharpe-style weights
Kim, Tae-hwan
;
White, Halbert
;
Stone, Douglas
- In:
Journal of financial econometrics : official journal of …
3
(
2005
)
3
,
pp. 315-343
Persistent link: https://www.econbiz.de/10002989025
Saved in:
7
Which extreme values are really extreme?
Gonzalo, Jesús
;
Olmo, Jose
- In:
Journal of financial econometrics : official journal of …
2
(
2004
)
3
,
pp. 349-369
Persistent link: https://www.econbiz.de/10002214341
Saved in:
8
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
Saved in:
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