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~language:"eng"
~person:"Hong, Yongmiao"
~person:"Härdle, Wolfgang"
~person:"McAleer, Michael"
~person:"Moosa, Imad A."
~person:"Phillips, Peter C. B."
~person:"Shogren, Jason F."
~subject:"Börsenkurs"
~subject:"Regression analysis"
~subject:"Theory"
~subject:"Time series analysis"
~subject:"Volatility"
~type_genre:"Article in journal"
~type_genre:"Article"
~type_genre:"Bibliografie"
~type_genre:"Biografie"
~type_genre:"Book section"
~type_genre:"Thesis"
~type_genre:"Working Paper"
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Börsenkurs
Regression analysis
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944
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438
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Hong, Yongmiao
Härdle, Wolfgang
McAleer, Michael
Moosa, Imad A.
Phillips, Peter C. B.
Shogren, Jason F.
Caporale, Guglielmo Maria
474
Gupta, Rangan
456
Gil-Alaña, Luis A.
430
Güth, Werner
406
Nijkamp, Peter
371
Pestieau, Pierre
356
Pesaran, M. Hashem
350
Gersbach, Hans
325
Franses, Philip Hans
324
Acemoglu, Daron
308
Creedy, John
280
Stark, Oded
275
Snower, Dennis J.
272
Cremer, Helmuth
266
Thisse, Jacques-François
261
Ploeg, Frederick van der
258
Zenou, Yves
254
Stiglitz, Joseph E.
246
Koopman, Siem Jan
236
Aizenman, Joshua
231
Koskela, Erkki
231
Razin, Asaf
228
Broll, Udo
226
Heckman, James J.
220
Linton, Oliver
220
Konrad, Kai A.
217
Helpman, Elhanan
213
Marjit, Sugata
213
Tirole, Jean
213
Lambertini, Luca
210
Aronsson, Thomas
207
Svensson, Lars E. O.
207
Frey, Bruno S.
204
Long, Ngo Van
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40
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13
Shakai-Keizai-Kenkyūsho <Osaka>
10
University of Western Australia / Department of Economics
5
Sonderforschungsbereich 303 Information und die Koordination Wirtschaftlicher Aktivitäten, Rheinische Friedrich-Wilhelms-Universität Bonn
4
Centre for Microdata Methods and Practice <London>
1
Deutsches Institut für Wirtschaftsforschung
1
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1
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Cowles Foundation discussion paper
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SFB 649 discussion paper
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Econometric Institute research papers
110
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89
Discussion paper / Tinbergen Institute
76
Working paper
71
Econometric theory
64
Discussion papers of interdisciplinary research project 373
40
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
33
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
32
Econometric reviews
30
Applied economics
28
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22
Economics letters
13
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The econometrics journal
13
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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Tinbergen Institute Discussion Paper
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Working paper series / Department of Economics, Auckland Business School, The University of Auckland
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Ecological economics : the transdisciplinary journal of the International Society for Ecological Economics
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Economia internazionale
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Journal of environmental economics and management : JEEM ; the official journal of the Association of Environmental and Resource Economists
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Discussion paper / A
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IRTG 1792 discussion paper
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School of Accounting, Finance and Economics & FEMARC working paper series
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Econometrics : open access journal
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Environmental & resource economics : the official journal of the European Association of Environmental and Resource Economists
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International economic review
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
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American journal of agricultural economics
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Applied quantitative finance
6
Energy economics
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International review of economics & finance : IREF
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Journal of economic behavior & organization : JEBO
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ECONIS (ZBW)
1,466
EconStor
12
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1
Assessing network risk with FRM : links with pricing kernel volatility and application to cryptocurrencies
Wang, Ruting
;
Potì, Valerio
;
Härdle, Wolfgang
- In:
Quantitative finance
24
(
2024
)
7
,
pp. 975-992
Persistent link: https://www.econbiz.de/10015050808
Saved in:
2
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:
3
Climate change and crude oil prices : an interval forecast model with interval-valued textual data
Cheng, Zishu
;
Li, Mingchen
;
Sun, Yuying
;
Hong, Yongmiao
; …
- In:
Energy economics
134
(
2024
),
pp. 1-11
Persistent link: https://www.econbiz.de/10015047159
Saved in:
4
Cross-exchange crypto risk : a high-frequency dynamic network perspective
Wang, Yifu
;
Lu, Wanbo
;
Lin, Min-Bin
;
Ren, Rui
;
Härdle, …
- In:
International review of financial analysis
94
(
2024
),
pp. 1-16
Persistent link: https://www.econbiz.de/10014543953
Saved in:
5
Regularized gmm for time-varying models with applications to asset pricing
Cui, Liyuan
;
Feng, Guanhao
;
Hong, Yongmiao
- In:
International economic review
65
(
2024
)
2
,
pp. 851-883
Persistent link: https://www.econbiz.de/10014538940
Saved in:
6
An AI approach to measuring financial risk
Yu, Lining
;
Härdle, Wolfgang
;
Borke, Lukas
;
Benschop, Thijs
- In:
The Singapore economic review
68
(
2023
)
5
,
pp. 1529-1549
Persistent link: https://www.econbiz.de/10014436192
Saved in:
7
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:
8
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:
9
Discrete fourier transforms of fractional processes with econometric applications
Phillips, Peter C. B.
- In:
Essays in honor of Joon Y. Park : econometric theory
,
(pp. 3-71)
.
2023
Persistent link: https://www.econbiz.de/10014313196
Saved in:
10
The effectiveness of Covid-19 vaccination : time series evidence from the UK
Moosa, Imad A.
;
Merza, Ebrahim
;
Alsabah, Duaij
- In:
Applied economics letters
30
(
2023
)
13
,
pp. 1728-1733
Persistent link: https://www.econbiz.de/10014304997
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