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~isPartOf:"Journal of financial econometrics : official journal of the Society for Financial Econometrics"
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Theorie
154
Theory
154
Estimation theory
73
Schätztheorie
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59
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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.
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
11,432
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
5,383
Discussion paper series / IZA
5,081
Working paper
4,162
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
Europäische Hochschulschriften / 5
2,606
Management science : journal of the Institute for Operations Research and the Management Sciences
2,606
Journal of business research : JBR
2,605
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
1,975
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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253
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1
Forecasting bond yields with segmented term structure models
Almeida, Caio
;
Ardison, Kym
;
Kubudi, Daniela
;
Simonsen, Axel
- In:
Journal of financial econometrics : official journal of …
16
(
2018
)
1
,
pp. 1-33
Persistent link: https://www.econbiz.de/10011987669
Saved in:
2
Reflections on the probability space induced by moment conditions with implications for Bayesian inference
Gallant, A. Ronald
- In:
Journal of financial econometrics : official journal of …
14
(
2016
)
2
,
pp. 229-247
Persistent link: https://www.econbiz.de/10011588992
Saved in:
3
Modeling systemic risk : time-varying tail dependence when forecasting marginal expected shortfall
Eckernkemper, Tobias
- In:
Journal of financial econometrics : official journal of …
16
(
2018
)
1
,
pp. 63-117
Persistent link: https://www.econbiz.de/10011987686
Saved in:
4
Testing for co-jumps in financial markets
Novotný, Jan
;
Urga, Giovanni
- In:
Journal of financial econometrics : official journal of …
16
(
2018
)
1
,
pp. 118-128
Persistent link: https://www.econbiz.de/10011987688
Saved in:
5
Identification-robust inference on risk premia of mimicking portfolios of non-traded factors
Kleibergen, Frank
;
Zhang, Zhaoguo
- In:
Journal of financial econometrics : official journal of …
16
(
2018
)
2
,
pp. 155-190
Persistent link: https://www.econbiz.de/10011987757
Saved in:
6
Forecasting value-at-risk under temporal and portfolio aggregation
Kole, Erik
;
Markwat, Thijs
;
Opschoor, Anne
;
Dijk, Dick van
- In:
Journal of financial econometrics : official journal of …
15
(
2017
)
4
,
pp. 649-677
Persistent link: https://www.econbiz.de/10011987663
Saved in:
7
Efficient portfolio selection in a large market
Chen, Jiaqin
;
Yuan, Ming
- In:
Journal of financial econometrics : official journal of …
14
(
2016
)
3
,
pp. 496-524
Persistent link: https://www.econbiz.de/10011623668
Saved in:
8
Beyond dimension two : a test for higher-order tail risk
Bormann, Carsten
;
Schaumburg, Julia
;
Schienle, Melanie
- In:
Journal of financial econometrics : official journal of …
14
(
2016
)
3
,
pp. 552-580
Persistent link: https://www.econbiz.de/10011623690
Saved in:
9
The geometric-VaR backtesting method
Pelletier, Denis
;
Wei, Wei
- In:
Journal of financial econometrics : official journal of …
14
(
2016
)
4
,
pp. 725-745
Persistent link: https://www.econbiz.de/10011623861
Saved in:
10
Portfolio choice in markets with contagion
Aït-Sahalia, Yacine
;
Hurd, T. R.
- In:
Journal of financial econometrics : official journal of …
14
(
2016
)
1
,
pp. 1-28
Persistent link: https://www.econbiz.de/10011588523
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