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Stochastic process
219
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107
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Todorov, Viktor
11
Phillips, Peter C. B.
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Tauchen, George Eugene
9
McAleer, Michael
7
Yu, Jun
6
Park, Joon Y.
5
Asai, Manabu
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Bollerslev, Tim
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Chang, Chia-Lin
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Lieberman, Offer
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Zakoïan, Jean-Michel
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Andersen, Torben
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Aït-Sahalia, Yacine
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Carriero, Andrea
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Chan, Joshua
3
Clark, Todd E.
3
Francq, Christian
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Horváth, Lajos
3
Jin, Sainan
3
Li, Jia
3
Linton, Oliver
3
Marcellino, Massimiliano
3
Renò, Roberto
3
Shephard, Neil G.
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Varneskov, Rasmus Tangsgaard
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Xiu, Dacheng
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Creal, Drew
2
Diebold, Francis X.
2
Dufour, Jean-Marie
2
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2
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Journal of econometrics
European journal of operational research : EJOR
696
NBER working paper series
510
Working paper / National Bureau of Economic Research, Inc.
475
Journal of banking & finance
418
The journal of corporate finance : contracting, governance and organization
400
NBER Working Paper
386
Journal of financial economics
364
Finance research letters
362
International journal of theoretical and applied finance
345
Insurance / Mathematics & economics
309
SpringerLink / Bücher
303
Discussion paper / Centre for Economic Policy Research
252
Journal of economic dynamics & control
248
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241
The journal of finance : the journal of the American Finance Association
240
Management science : journal of the Institute for Operations Research and the Management Sciences
234
International review of financial analysis
231
IMF Working Papers
216
The review of financial studies
216
IMF Staff Country Reports
215
Finance and stochastics
209
Finance and development : a quarterly magazine of the IMF
199
Applied economics
196
Operations research
194
International journal of production research
191
International review of economics & finance : IREF
186
Computers & operations research : and their applications to problems of world concern ; an international journal
182
Quantitative finance
179
Operations research letters
178
Economics letters
177
Discussion paper / Tinbergen Institute
176
Economic modelling
174
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171
Risks : open access journal
165
CESifo working papers
160
Research in international business and finance
153
Policy research working paper : WPS
149
Europäische Hochschulschriften / 5
147
International journal of production economics
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ECONIS (ZBW)
225
USB Cologne (EcoSocSci)
1
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1
On
leverage
in a stochastic volatility model
Yu, Jun
- In:
Journal of econometrics
127
(
2005
)
2
,
pp. 165-178
Persistent link: https://www.econbiz.de/10002905096
Saved in:
2
A nonparametric test of a strong
leverage
hypothesis
Linton, Oliver
;
Whang, Yoon-jae
;
Yen, Yu-min
- In:
Journal of econometrics
194
(
2016
)
1
,
pp. 153-186
Persistent link: https://www.econbiz.de/10011705075
Saved in:
3
Time-varying
leverage
effects
Bandi, Federico M.
;
Renò, Roberto
- In:
Journal of econometrics
169
(
2012
)
1
,
pp. 94-113
Persistent link: https://www.econbiz.de/10009666736
Saved in:
4
Volume, volatility, and
leverage
: a dynamic analysis
Tauchen, George Eugene
;
Zhang, Harold
;
Liu, Ming
- In:
Journal of econometrics
74
(
1996
)
1
,
pp. 177-208
Persistent link: https://www.econbiz.de/10001755397
Saved in:
5
The
leverage
effect puzzle revisited : identification in discrete time
Han, Hyojin
;
Khrapov, Stanislav
;
Renault, Eric
- In:
Journal of econometrics
217
(
2020
)
2
,
pp. 230-258
Persistent link: https://www.econbiz.de/10012482760
Saved in:
6
Variable selection in panel models with breaks
Smith, Simon C.
;
Timmermann, Allan
;
Zhu, Yinchu
- In:
Journal of econometrics
212
(
2019
)
1
,
pp. 323-344
Persistent link: https://www.econbiz.de/10012303949
Saved in:
7
Testing for multivariate volatility functions using minimum volume sets and inverse regression
Polonik, Wolfgang
;
Yao, Qiwei
- In:
Journal of econometrics
147
(
2008
)
1
,
pp. 151-162
Persistent link: https://www.econbiz.de/10003783795
Saved in:
8
A Gaussian approximation scheme for computation of option prices in stochastic volatility models
Cheng, Ai-ru Meg
;
Gallant, A. Ronald
;
Ji, Chuanshu
; …
- In:
Journal of econometrics
146
(
2008
)
1
,
pp. 44-58
Persistent link: https://www.econbiz.de/10003778206
Saved in:
9
Asymptotic and bootstrap tests for linearity in a TAR-GARCH(1,1) model with a unit root
Gospodinov, Nikolaj
- In:
Journal of econometrics
146
(
2008
)
1
,
pp. 146-161
Persistent link: https://www.econbiz.de/10003778271
Saved in:
10
Nonstationary discrete choice
Hu, Ling
;
Phillips, Peter C. B.
- In:
Journal of econometrics
120
(
2004
)
1
,
pp. 103-138
Persistent link: https://www.econbiz.de/10001998884
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