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~isPartOf:"Essays in nonlinear time series econometrics"
~subject:"Capital income"
~subject:"France"
~subject:"Portfolio selection"
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Essays in nonlinear time series econometrics
Working paper / National Bureau of Economic Research, Inc.
447
The journal of finance : the journal of the American Finance Association
327
The review of financial studies
277
Journal of financial and quantitative analysis : JFQA
154
Discussion paper / Centre for Economic Policy Research
112
Journal of financial economics
112
Journal of banking & finance
111
The journal of real estate finance and economics
97
Applied financial economics
94
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
73
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65
The journal of portfolio management : a publication of Institutional Investor
65
International review of financial analysis
63
NBER working paper series
61
Finance and economics discussion series
58
Journal of empirical finance
57
The journal of futures markets
56
The financial review : the official publication of the Eastern Finance Association
55
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Review of quantitative finance and accounting
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53
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52
Applied economics
48
Journal of international money and finance
48
Real estate economics : journal of the American Real Estate and Urban Economics Association
48
International review of economics & finance : IREF
47
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47
Working paper
47
The American economic review
46
Finance research letters
43
The North American journal of economics and finance : a journal of financial economics studies
42
The journal of real estate research
42
The journal of investing
41
The journal of asset management
38
Review of financial economics : RFE
36
The review of economics and statistics
36
Journal of international financial markets, institutions & money
35
Journal of money, credit and banking : JMCB
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The journal of fixed income
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Modeling time-varying volatility in financial returns : evidence from the bond markets
Amado, Cristina
;
Laakkonen, Helinä
- In:
Essays in nonlinear time series econometrics
,
(pp. 139-160)
.
2014
Persistent link: https://www.econbiz.de/10010385311
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Asymmetric dependence patterns in financial returns : an empirical investigation using local Gaussian correlation
Støve, Bård
;
Tjostheim, Dag
- In:
Essays in nonlinear time series econometrics
,
(pp. 307-329)
.
2014
Persistent link: https://www.econbiz.de/10010385834
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