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~isPartOf:"Journal of financial econometrics : official journal of the Society for Financial Econometrics"
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
Journal of econometrics
124
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1
Testing for parameter instability across different modeling frameworks
Calvori, Francesco
;
Creal, Drew
;
Koopman, Siem Jan
; …
- In:
Journal of financial econometrics : official journal of …
15
(
2017
)
2
,
pp. 223-246
Persistent link: https://www.econbiz.de/10011987424
Saved in:
2
Combining multivariate volatility forecasts: an economic-based approach
Caldeira, João F.
;
Moura, Guilherme Valle
;
Nogales, …
- In:
Journal of financial econometrics : official journal of …
15
(
2017
)
2
,
pp. 247-285
Persistent link: https://www.econbiz.de/10011987429
Saved in:
3
Specification testing in Hawkes models
Gresnigt, Francine
;
Kole, Erik
;
Franses, Philip Hans
- In:
Journal of financial econometrics : official journal of …
15
(
2017
)
1
,
pp. 139-171
Persistent link: https://www.econbiz.de/10011658747
Saved in:
4
Component-wise representations of long-memory models and volatility prediction
Proietti, Tommaso
- In:
Journal of financial econometrics : official journal of …
14
(
2016
)
4
,
pp. 668-692
Persistent link: https://www.econbiz.de/10011623820
Saved in:
5
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:
6
Measuring comovements by regression quantiles
Cappiello, Lorenzo
;
Gérard, Bruno
;
Kadareja, Arjan
; …
- In:
Journal of financial econometrics : official journal of …
12
(
2014
)
4
,
pp. 645-678
Persistent link: https://www.econbiz.de/10010512287
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7
An ACD-ECOGARCH (1,1) model
Czado, Claudia
;
Haug, Stephan
- In:
Journal of financial econometrics : official journal of …
8
(
2010
)
3
,
pp. 335-344
Persistent link: https://www.econbiz.de/10003997404
Saved in:
8
Switiching VARMA term structure models
Monfort, Alain
;
Pegoraro, Fulvio
- In:
Journal of financial econometrics : official journal of …
5
(
2007
)
1
,
pp. 105-153
Persistent link: https://www.econbiz.de/10003518289
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