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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
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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.
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Ghysels, Eric
5
Audrino, Francesco
4
Chen, Yi-ting
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Härdle, Wolfgang
4
Jacod, Jean
4
Koopman, Siem Jan
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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
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
NBER working paper series
11,436
NBER Working Paper
10,027
Working paper / National Bureau of Economic Research, Inc.
9,790
Economics letters
7,454
European journal of operational research : EJOR
6,804
Discussion paper / Centre for Economic Policy Research
6,286
CESifo working papers
5,390
Discussion paper series / IZA
5,083
Working paper
4,164
Journal of economic theory
3,741
Policy Research Working Paper Series
3,724
Journal of economic behavior & organization : JEBO
3,578
SpringerLink / Bücher
3,573
Discussion paper / Tinbergen Institute
3,525
Journal of econometrics
3,134
Games and economic behavior
3,124
Journal of economic dynamics & control
3,097
IZA Discussion Paper
3,094
The American economic review
3,090
Discussion paper
2,845
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
2,670
Management science : journal of the Institute for Operations Research and the Management Sciences
2,617
Journal of business research : JBR
2,613
Europäische Hochschulschriften / 5
2,606
European economic review : EER
2,492
Economic modelling
2,483
The economic journal : the journal of the Royal Economic Society
2,394
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
2,242
Journal of public economics
2,237
Discussion papers / CEPR
2,176
International journal of production economics
2,126
Public choice
1,988
Applied economics letters
1,927
Journal of mathematical economics
1,916
IMF working papers
1,835
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ECONIS (ZBW)
253
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31
An exponential Chi-squared QMLE for log-GARCH models via the ARMA representation
Francq, Christian
;
Sucarrat, Genaro
- In:
Journal of financial econometrics : official journal of …
16
(
2018
)
1
,
pp. 129-154
Persistent link: https://www.econbiz.de/10011987691
Saved in:
32
Testing high-dimensional linear asset pricing models
Lan, Wei
;
Feng, Long
;
Luo, Ronghua
- In:
Journal of financial econometrics : official journal of …
16
(
2018
)
2
,
pp. 191-210
Persistent link: https://www.econbiz.de/10011987758
Saved in:
33
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:
34
Can volatility models explain extreme events?
Trapin, Luca
- In:
Journal of financial econometrics : official journal of …
16
(
2018
)
2
,
pp. 297-315
Persistent link: https://www.econbiz.de/10011987768
Saved in:
35
Structural volatility impulse response function and asymptotic inference
Liu, Xiaochun
- In:
Journal of financial econometrics : official journal of …
16
(
2018
)
2
,
pp. 316-339
Persistent link: https://www.econbiz.de/10011987769
Saved in:
36
Bayesian dynamic modeling of high-frequency integer price changes
Barra, István
;
Borowska, Agnieszka
;
Koopman, Siem Jan
- In:
Journal of financial econometrics : official journal of …
16
(
2018
)
3
,
pp. 384-424
Persistent link: https://www.econbiz.de/10011987788
Saved in:
37
A flexible generalized hyperbolic option pricing model and its special cases
Yeap, Claudia
;
Kwok, Simon Sai Man
;
Choy, S. T. Boris
- In:
Journal of financial econometrics : official journal of …
16
(
2018
)
3
,
pp. 425-460
Persistent link: https://www.econbiz.de/10011987791
Saved in:
38
Dynamic functional regression with application to the cross-section of returns
Kokoszka, Piotr
;
Miao, Hong
;
Reimherr, Matthew
; …
- In:
Journal of financial econometrics : official journal of …
16
(
2018
)
3
,
pp. 461-485
Persistent link: https://www.econbiz.de/10011987795
Saved in:
39
The risk and return conundrum explained : international evidence
Savva, Christos S.
;
Theodossiou, Panayiotis
- In:
Journal of financial econometrics : official journal of …
16
(
2018
)
3
,
pp. 486-521
Persistent link: https://www.econbiz.de/10011987799
Saved in:
40
Limit of random measures associated with the increments of a brownian semimartingale
Jacod, Jean
- In:
Journal of financial econometrics : official journal of …
16
(
2018
)
4
,
pp. 526-569
Persistent link: https://www.econbiz.de/10011987890
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