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~isPartOf:"Empirical economics : a quarterly journal of the Institute for Advanced Studies"
~isPartOf:"Journal of banking & finance"
~isPartOf:"Journal of financial econometrics : official journal of the Society for Financial Econometrics"
~subject:"Börsenkurs"
~subject:"Zustandsraummodell"
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González-Astudillo, Manuel
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Empirical economics : a quarterly journal of the Institute for Advanced Studies
Journal of banking & finance
Journal of financial econometrics : official journal of the Society for Financial Econometrics
Discussion paper / Tinbergen Institute
83
Journal of econometrics
69
Economic modelling
62
International journal of forecasting
56
Computational economics
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Economics letters
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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Finance research letters
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International review of economics & finance : IREF
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Journal of economic dynamics & control
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Econometrics : open access journal
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The North American journal of economics and finance : a journal of financial economics studies
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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The empirical economics letters : a monthly international journal of economics
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ECONIS (ZBW)
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1
Price bubbles of agricultural commodities : evidence from China's futures market
Chen, Zhuo
;
Yan, Bo
;
Kang, Hanwen
- In:
Empirical economics : a quarterly journal of the …
64
(
2023
)
1
,
pp. 195-222
Persistent link: https://www.econbiz.de/10014226282
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2
An econometric analysis of emission allowance prices
Paolella, Marc S.
;
Taschini, Luca
- In:
Journal of banking & finance
32
(
2008
)
10
,
pp. 2022-2032
Persistent link: https://www.econbiz.de/10003778574
Saved in:
3
Nonlinear mean reversion in stock prices
Bali, Turan G.
;
Demirtas, K. Ozgur
;
Levy, Haim
- In:
Journal of banking & finance
32
(
2008
)
5
,
pp. 767-782
Persistent link: https://www.econbiz.de/10003702750
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4
Recursive right-tailed unit root tests for an explosive asset price bubble
Harvey, David I.
;
Leybourne, Stephen James
;
Sollis, Robert
- In:
Journal of financial econometrics : official journal of …
13
(
2015
)
1
,
pp. 166-187
Persistent link: https://www.econbiz.de/10010519657
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5
Quarticity estimation on ohlc data
Balter, Janine
- In:
Journal of financial econometrics : official journal of …
13
(
2015
)
2
,
pp. 505-519
Persistent link: https://www.econbiz.de/10011339287
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6
Testing for predictability in conditionally heteroskedastic stock returns
Westerlund, Joakim
;
Narayan, Paresh Kumar
- In:
Journal of financial econometrics : official journal of …
13
(
2015
)
2
,
pp. 342-375
Persistent link: https://www.econbiz.de/10011339304
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7
Online spot volatility-estimation and decomposition with nonlinear market microstructure noise models
Dahlhaus, Rainer
;
Neddermeyer, Jan Christoph
- In:
Journal of financial econometrics : official journal of …
12
(
2014
)
1
,
pp. 174-212
Persistent link: https://www.econbiz.de/10010233600
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8
Testing for linear and nonlinear predictability of stock returns
Lanne, Markus
;
Meitz, Mika
;
Saikkonen, Pentti
- In:
Journal of financial econometrics : official journal of …
11
(
2013
)
4
,
pp. 682-705
Persistent link: https://www.econbiz.de/10010233866
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9
Predicting bear and bull stock markets with dynamic binary time series models
Nyberg, Henri
- In:
Journal of banking & finance
37
(
2013
)
9
,
pp. 3351-3363
Persistent link: https://www.econbiz.de/10010126425
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10
Semiparametric density forecasts of daily financial returns from intraday data
Hallam, Mark
;
Olmo, Jose
- In:
Journal of financial econometrics : official journal of …
12
(
2014
)
2
,
pp. 408-432
Persistent link: https://www.econbiz.de/10010351542
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