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~isPartOf:"Journal of financial econometrics : official journal of the Society for Financial Econometrics"
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Theorie
154
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154
Estimation theory
73
Schätztheorie
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Estimation
59
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Gallant, A. Ronald
10
Gouriéroux, Christian
7
Garcia, René
6
Monfort, Alain
6
Almeida, Caio
5
Ardison, Kym
5
Engle, Robert F.
5
Ghysels, Eric
5
Audrino, Francesco
4
Chen, Yi-ting
4
Härdle, Wolfgang
4
Jacod, Jean
4
Koopman, Siem Jan
4
Lunde, Asger
4
Vicente, Jose
4
Wu, Liuren
4
Francq, Christian
3
Gagliardini, Patrick
3
Geweke, John
3
Hautsch, Nikolaus
3
Linton, Oliver
3
Olmo, Jose
3
Paolella, Marc S.
3
Sentana, Enrique
3
Trojani, Fabio
3
Voev, Valeri
3
Wei, Wei
3
White, Halbert
3
Amengual, Dante
2
Calvet, Laurent E.
2
Carr, Peter
2
Christoffersen, Peter F.
2
Corsi, Fulvio
2
Czado, Claudia
2
Fengler, Matthias R.
2
Frederiksen, Per
2
Gonzalo, Jesús
2
Gospodinov, Nikolaj
2
Haas, Markus
2
Haug, Stephan
2
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
NBER working paper series
11,479
NBER Working Paper
10,027
Working paper / National Bureau of Economic Research, Inc.
9,793
Economics letters
7,460
European journal of operational research : EJOR
6,919
Discussion paper / Centre for Economic Policy Research
6,287
CESifo working papers
5,420
Discussion paper series / IZA
5,112
Working paper
4,410
Journal of economic theory
3,742
Policy Research Working Paper Series
3,724
SpringerLink / Bücher
3,583
Journal of economic behavior & organization : JEBO
3,578
Discussion paper / Tinbergen Institute
3,528
Journal of econometrics
3,136
Games and economic behavior
3,124
Journal of economic dynamics & control
3,097
IZA Discussion Paper
3,093
The American economic review
3,090
Discussion paper
2,869
International journal of production research
2,820
Computers & operations research : and their applications to problems of world concern ; an international journal
2,765
Applied economics
2,680
Management science : journal of the Institute for Operations Research and the Management Sciences
2,633
Journal of business research : JBR
2,622
Europäische Hochschulschriften / 5
2,606
European economic review : EER
2,496
Economic modelling
2,483
The economic journal : the journal of the Royal Economic Society
2,397
CESifo Working Paper Series
2,375
Journal of banking & finance
2,304
Economic theory : official journal of the Society for the Advancement of Economic Theory
2,263
Discussion paper / Center for Economic Research, Tilburg University
2,244
Discussion papers / CEPR
2,243
Journal of public economics
2,239
International journal of production economics
2,126
Public choice
1,988
Applied economics letters
1,944
Journal of mathematical economics
1,918
IMF working papers
1,835
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ECONIS (ZBW)
253
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21
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253
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21
Asymmetry and long memory in volatility modeling
Asai, Manabu
;
McAleer, Michael
;
Medeiros, Marcelo C.
- In:
Journal of financial econometrics : official journal of …
10
(
2012
)
3
,
pp. 495-512
Persistent link: https://www.econbiz.de/10009571512
Saved in:
22
Bayesian mixed frequency VARs
Eraker, Bjørn
;
Chiu, Ching Wai Jeremy
;
Foerster, Andrew
; …
- In:
Journal of financial econometrics : official journal of …
13
(
2015
)
3
,
pp. 698-721
Persistent link: https://www.econbiz.de/10011339252
Saved in:
23
Rounding errors and volatility estimation
Li, Yingying
;
Mykland, Per A.
- In:
Journal of financial econometrics : official journal of …
13
(
2015
)
2
,
pp. 478-504
Persistent link: https://www.econbiz.de/10011339292
Saved in:
24
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:
25
Predicting exchange rates out of sample : can economic fundamentals beat the random walk?
Li, Jiahan
;
Tsiakas, Ilias
;
Wang, Wei
- In:
Journal of financial econometrics : official journal of …
13
(
2015
)
2
,
pp. 293-341
Persistent link: https://www.econbiz.de/10011339312
Saved in:
26
Recovering statistical
theory
in the context of model calibrations
Madan, Dilip B.
- In:
Journal of financial econometrics : official journal of …
13
(
2015
)
2
,
pp. 260-292
Persistent link: https://www.econbiz.de/10011339334
Saved in:
27
Estimating shadow-rate term structure models with near-zero yields
Christensen, Jens H. E.
;
Rudebusch, Glenn D.
- In:
Journal of financial econometrics : official journal of …
13
(
2015
)
2
,
pp. 226-259
Persistent link: https://www.econbiz.de/10011339339
Saved in:
28
Nonparametric option pricing with no-arbitrage constraints
Birke, Melanie
;
Pilz, Kay Frederik
- In:
Journal of financial econometrics : official journal of …
7
(
2009
)
2
,
pp. 53-76
Persistent link: https://www.econbiz.de/10003826478
Saved in:
29
Bond returns and market expectations
Altavilla, Carlo
;
Giacomini, Raffaella
;
Costantini, Riccardo
- In:
Journal of financial econometrics : official journal of …
12
(
2014
)
4
,
pp. 708-729
Persistent link: https://www.econbiz.de/10010512285
Saved in:
30
Regime switching and bond pricing
Gouriéroux, Christian
;
Monfort, Alain
;
Pegoraro, Fulvio
; …
- In:
Journal of financial econometrics : official journal of …
12
(
2014
)
2
,
pp. 237-277
Persistent link: https://www.econbiz.de/10010351547
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