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~language:"eng"
~person:"Fabozzi, Frank J."
~person:"Phillips, Peter C. B."
~type:"article"
~type_genre:"Article in journal"
~type_genre:"Bibliografie"
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Fabozzi, Frank J.
Phillips, Peter C. B.
Gupta, Rangan
580
Bahmani-Oskooee, Mohsen
454
Nijkamp, Peter
412
Gil-Alaña, Luis A.
361
Cheng, T. C. E.
351
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340
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338
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235
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235
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231
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230
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227
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225
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Journal of econometrics
64
Econometric theory
63
The journal of portfolio management : JPM
31
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
28
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27
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21
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Oxford bulletin of economics and statistics
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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The journal of asset management : a major new, international quarterly journal for the financial community
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The journal of derivatives : JOD
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The journal of derivatives : the official publication of the International Association of Financial Engineers
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European financial management : the journal of the European Financial Management Association
4
Journal of economic dynamics & control
4
Journal of empirical finance
4
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4
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4
The review of economic studies
4
Advances in futures and options research : a research annual
3
Annals of operations research
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Applied economics letters
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ECONIS (ZBW)
540
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21
Fully modified least squares cointegrating parameter estimation in multicointegrated systems
Kheifets, Igor L.
;
Phillips, Peter C. B.
- In:
Journal of econometrics
232
(
2023
)
2
,
pp. 300-319
Persistent link: https://www.econbiz.de/10014339925
Saved in:
22
High-dimensional VARs with common factors
Miao, Ke
;
Phillips, Peter C. B.
;
Su, Liangjun
- In:
Journal of econometrics
233
(
2023
)
1
,
pp. 155-183
Persistent link: https://www.econbiz.de/10014340976
Saved in:
23
Housing fever in Australia 2020-23 : insights from an econometric thermometer
Shi, Shuping
;
Phillips, Peter C. B.
- In:
The Australian economic review
56
(
2023
)
3
,
pp. 357-362
Persistent link: https://www.econbiz.de/10014368543
Saved in:
24
How much do investors rely on credit ratings : empirical evidence from the U.S. and E.U. CLO primary market
Fabozzi, Frank J.
;
Breemen, Vivian van
;
Vink, Dennis
; …
- In:
Journal of financial services research
63
(
2023
)
2
,
pp. 221-247
Persistent link: https://www.econbiz.de/10014258846
Saved in:
25
The impact of upzoning on housing construction in Auckland
Greenaway-McGrevy, Ryan
;
Phillips, Peter C. B.
- In:
Journal of urban economics
136
(
2023
),
pp. 1-27
Persistent link: https://www.econbiz.de/10014326778
Saved in:
26
Incorporating financial news for forecasting Bitcoin prices based on long short-term memory networks
Jakubik, Johannes
;
Nazemi, Abdolreza
;
Geyer-Schulz, Andreas
- In:
Quantitative finance
23
(
2023
)
2
,
pp. 335-349
Persistent link: https://www.econbiz.de/10014232648
Saved in:
27
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:
28
Intensified competition and the impact on credit ratings in the RMBS market
Breemen, Vivian van
;
Fabozzi, Frank J.
;
Vink, Dennis
- In:
Financial markets, institutions & instruments
32
(
2023
)
2
,
pp. 51-86
Persistent link: https://www.econbiz.de/10014252236
Saved in:
29
Limit theory for locally flat functional coefficient regression
Phillips, Peter C. B.
;
Wang, Ying
- In:
Econometric theory
39
(
2023
)
5
,
pp. 900-949
Persistent link: https://www.econbiz.de/10014436589
Saved in:
30
A machine learning approach for comparing the largest firm effect
Kim, Jang Ho
;
Han, Jiwoon
;
Kang, Taehyeon
;
Fabozzi, Frank J.
- In:
Emerging markets review
54
(
2023
),
pp. 1-7
Persistent link: https://www.econbiz.de/10014336723
Saved in:
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