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~language:"bul"
~language:"eng"
~language:"hrv"
~language:"nld"
~language:"pol"
~language:"ukr"
~person:"Jarrow, Robert A."
~person:"Phillips, Peter C. B."
~subject:"Lieferkette"
~subject:"Theorie"
~subject:"USA"
~subject:"Volatility"
~subject:"Volatilität"
~subject:"Welt"
~type_genre:"Article in journal"
~type_genre:"Collection of articles written by one author"
~type_genre:"Sammlung"
~type_genre:"Statistics"
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Lieferkette
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92
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92
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89
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89
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Jarrow, Robert A.
Phillips, Peter C. B.
Gupta, Rangan
340
Bahmani-Oskooee, Mohsen
223
Cheng, T. C. E.
206
Cebula, Richard J.
199
Beladi, Hamid
174
Nijkamp, Peter
164
McAleer, Michael
159
Gil-Alaña, Luis A.
158
Acemoglu, Daron
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Serletis, Apostolos
150
Creedy, John
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Lien, Da-hsiang Donald
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Viscusi, W. Kip
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Wohar, Mark E.
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Pestieau, Pierre
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Goel, Rajeev K.
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Eichengreen, Barry
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Güth, Werner
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Apergēs, Nikolaos
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Aizenman, Joshua
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Lai, Ching-chong
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Bouri, Elie
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Turnovsky, Stephen J.
136
Färe, Rolf
135
Laporte, Gilbert
135
Hammoudeh, Shawkat
132
Tiwari, Aviral Kumar
131
Heckman, James J.
130
Shogren, Jason F.
130
Audretsch, David B.
129
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129
Shleifer, Andrei
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Tsionas, Efthymios G.
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128
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126
Lee, Chien-chiang
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Hassan, M. Kabir
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Journal of econometrics
39
Econometric theory
30
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
26
Review of derivatives research
13
Mathematical finance : an international journal of mathematics, statistics and financial theory
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9
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Oxford bulletin of economics and statistics
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5
Finance and stochastics
4
International economic review
4
Journal of banking & finance
4
The journal of derivatives : the official publication of the International Association of Financial Engineers
4
International journal of theoretical and applied finance
3
Quantitative finance
3
The journal of fixed income
3
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
3
The review of economic studies
3
Advances in futures and options research : a research annual
2
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2
Economics letters
2
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
2
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ECONIS (ZBW)
276
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1
Bootstrap inference for quantile treatment effects in randomized experiments with matched pairs
Jiang, Liang
;
Liu, Xiaobin
;
Phillips, Peter C. B.
; …
- In:
The review of economics and statistics
106
(
2024
)
2
,
pp. 542-556
Persistent link: https://www.econbiz.de/10014537048
Saved in:
2
A study on asset price bubble dynamics : explosive trend or quadratic variation?
Jarrow, Robert A.
;
Kwok, Simon Sai Man
- In:
Quantitative finance
24
(
2024
)
5
,
pp. 613-626
Persistent link: https://www.econbiz.de/10014552111
Saved in:
3
A bottom-up, reduced form credit risk model approach for the determination of collateralised loan obligation capital
Jarrow, Robert A.
;
Deventer, Donald R. van
- In:
Journal of risk management in financial institutions
16
(
2022/2023
)
3
,
pp. 237-255
Persistent link: https://www.econbiz.de/10014320229
Saved in:
4
Common bubble detection in large dimensional financial systems
Chen, Ye
;
Phillips, Peter C. B.
;
Shi, Shuping
- In:
Journal of financial econometrics
21
(
2023
)
4
,
pp. 989-1063
Persistent link: https://www.econbiz.de/10014391455
Saved in:
5
Continuously updated indirect inference in heteroskedastic spatial models
Kyriacou, Maria
;
Phillips, Peter C. B.
;
Rossi, Francesca
- In:
Econometric theory
39
(
2023
)
1
,
pp. 107-145
Persistent link: https://www.econbiz.de/10014247296
Saved in:
6
An explosion time characterization of asset price bubbles
Jarrow, Robert A.
;
Kwok, Simon Sai Man
- In:
International review of finance : the official journal …
23
(
2023
)
2
,
pp. 469-479
Persistent link: https://www.econbiz.de/10014326312
Saved in:
7
Inflation-adjusted bonds, swaps, and derivatives
Jarrow, Robert A.
;
Yildirim, Yildiray
- In:
Annual review of financial economics
15
(
2023
),
pp. 449-471
Persistent link: https://www.econbiz.de/10014426345
Saved in:
8
Information loss in volatility measurement with flat price trading
Phillips, Peter C. B.
;
Yu, Jun
- In:
Empirical economics : a quarterly journal of the …
64
(
2023
)
6
,
pp. 2957-2999
Persistent link: https://www.econbiz.de/10014329021
Saved in:
9
Interest rate swaps : a comparison of compounded daily versus discrete reference rates
Jarrow, Robert A.
;
Li, Siguang
- In:
Review of derivatives research
26
(
2023
)
1
,
pp. 1-21
Persistent link: https://www.econbiz.de/10014266351
Saved in:
10
Media trading groups and short selling manipulation
Jarrow, Robert A.
;
Li, Siguang
- In:
Quantitative finance
23
(
2023
)
7/8
,
pp. 1035-1052
Persistent link: https://www.econbiz.de/10014321662
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