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~isPartOf:"Environmental modeling & assessment"
~isPartOf:"Journal of econometrics"
~isPartOf:"Journal of financial economics"
~isPartOf:"The journal of corporate finance : contracting, governance and organization"
~isPartOf:"The review of financial studies"
~person:"Agudze, Komla M."
~person:"Andersen, Torben"
~person:"Bandi, Federico M."
~person:"Blasques, Francisco"
~person:"Edenhofer, Ottmar"
~person:"Giglio, Stefano"
~person:"Heckman, James J."
~person:"Li, Yong"
~person:"Pelger, Markus"
~subject:"ARCH-Modell"
~subject:"Autokorrelation"
~subject:"CCAPM"
~subject:"EU-Staaten"
~subject:"Estimation"
~subject:"High-dimensional data"
~subject:"Innovation"
~subject:"Schätzung"
~subject:"Structural innovations"
~subject:"Theorie"
~subject:"Welt"
~subject:"Ökonometrisches Modell"
~type_genre:"Article in journal"
~type_genre:"Aufsatz in Zeitschrift"
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Agudze, Komla M.
Andersen, Torben
Bandi, Federico M.
Blasques, Francisco
Edenhofer, Ottmar
Giglio, Stefano
Heckman, James J.
Li, Yong
Pelger, Markus
Phillips, Peter C. B.
39
Acharya, Viral V.
18
Aït-Sahalia, Yacine
18
Yu, Jun
18
Bekaert, Geert
16
Gouriéroux, Christian
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Koop, Gary
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Lee, Lung-fei
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Noe, Thomas H.
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Pesaran, M. Hashem
16
Ghysels, Eric
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Linton, Oliver
15
Morellec, Erwan
15
Swanson, Norman R.
15
Harvey, Campbell R.
14
Longstaff, Francis A.
14
Shleifer, Andrei
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Stulz, René M.
14
Timmermann, Allan
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Diebold, Francis X.
13
Subrahmanyam, Avanidhar
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Thakor, Anjan V.
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11
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Granger, C. W. J.
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Hong, Yongmiao
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11
Parlour, Christine A.
11
Steel, Mark F. J.
11
Xiao, Zhijie
11
Bakshi, Gurdip S.
10
Corradi, Valentina
10
Gallant, A. Ronald
10
Hsiao, Cheng
10
Maasoumi, Esfandiar
10
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Environmental modeling & assessment
Journal of econometrics
Journal of financial economics
The journal of corporate finance : contracting, governance and organization
The review of financial studies
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
9
Journal of environmental economics and management : JEEM ; the official journal of the Association of Environmental and Resource Economists
7
Journal of political economy
7
The American economic review
7
The review of economics and statistics
7
Economic modelling
6
The energy journal
6
Environmental & resource economics : the official journal of the European Association of Environmental and Resource Economists
5
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4
International economic review
4
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4
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4
The economic journal : the journal of the Royal Economic Society
4
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3
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3
FinanzArchiv : public finance analysis
3
Ifo-Schnelldienst
3
International journal of forecasting
3
International tax and public finance
3
Journal of economic literature
3
Journal of the European Economic Association
3
Resource and energy economics
3
The journal of economic perspectives : EP ; a journal of the American Economic Association
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The quarterly journal of economics
3
The review of economic studies
3
Applied economics letters
2
CESifo forum : a bi-monthly journal on European economic issues
2
Climate policy
2
Ecological economics : the transdisciplinary journal of the International Society for Ecological Economics
2
Econometric theory
2
Energy economics
2
Energy policy
2
Evaluation of training and other social programmes
2
Jahrbücher für Nationalökonomie und Statistik
2
Journal of business venturing
2
Journal of empirical finance
2
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ECONIS (ZBW)
31
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1
Asset pricing in the frequency domain :
theory
and empirics
Dew-Becker, Ian
;
Giglio, Stefano
- In:
The review of financial studies
29
(
2016
)
8
,
pp. 2029-2068
Persistent link: https://www.econbiz.de/10011578958
Saved in:
2
No news is news : do markets underreact to nothing?
Giglio, Stefano
;
Shue, Kelly
- In:
The review of financial studies
27
(
2014
)
12
,
pp. 3390-3440
Persistent link: https://www.econbiz.de/10010530811
Saved in:
3
Foreign institutional ownership and liquidity commonality around the
world
Deng, Baijun
;
Li, Zhongfei
;
Li, Yong
- In:
The journal of corporate finance : contracting, …
51
(
2018
),
pp. 20-49
Persistent link: https://www.econbiz.de/10011902750
Saved in:
4
Mitigation costs in a globalized
world
: climate policy analysis with REMIND-R
Leimbach, Marian
;
Bauer, Nico
;
Baumstark, Lavinia
; …
- In:
Environmental modeling & assessment
15
(
2010
)
1
,
pp. 155-173
Persistent link: https://www.econbiz.de/10008653775
Saved in:
5
Mitigation costs in a globalized
world
: climate policy analysis with REMIND-R
Leimbach, Marian
;
Bauer, Nico
;
Baumstark, Lavinia
; …
- In:
Environmental modeling & assessment
15
(
2010
)
3
,
pp. 155-173
Persistent link: https://www.econbiz.de/10008901650
Saved in:
6
Thousands of alpha tests
Giglio, Stefano
;
Liao, Yuan
;
Xiu, Dacheng
- In:
The review of financial studies
34
(
2021
)
7
,
pp. 3456-3496
Persistent link: https://www.econbiz.de/10012546389
Saved in:
7
Estimating continuous-time stochastic volatility models of the short-term interest rate
Andersen, Torben
- In:
Journal of econometrics
77
(
1997
)
2
,
pp. 343-377
Persistent link: https://www.econbiz.de/10001212838
Saved in:
8
A Bayesian chi-squared test for hypothesis testing
Li, Yong
;
Liu, Xiao-Bin
;
Yu, Jun
- In:
Journal of econometrics
189
(
2015
)
1
,
pp. 54-69
Persistent link: https://www.econbiz.de/10011502408
Saved in:
9
Large-dimensional factor modeling based on high-frequency observations
Pelger, Markus
- In:
Journal of econometrics
208
(
2019
)
1
,
pp. 23-42
Persistent link: https://www.econbiz.de/10012139775
Saved in:
10
Systemic risk and the macroeconomy : an empirical evaluation
Giglio, Stefano
;
Kelly, Bryan T.
;
Pruitt, Seth
- In:
Journal of financial economics
119
(
2016
)
3
,
pp. 457-471
Persistent link: https://www.econbiz.de/10011589904
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