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Stochastic process
225
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225
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127
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108
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108
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74
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Todorov, Viktor
12
Phillips, Peter C. B.
9
Tauchen, George Eugene
8
McAleer, Michael
7
Yu, Jun
6
Aït-Sahalia, Yacine
5
Bollerslev, Tim
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Park, Joon Y.
5
Asai, Manabu
4
Chang, Chia-Lin
4
Lieberman, Offer
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Zakoïan, Jean-Michel
4
Andersen, Torben
3
Carriero, Andrea
3
Chan, Joshua
3
Clark, Todd E.
3
Francq, Christian
3
Horváth, Lajos
3
Jin, Sainan
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Li, Jia
3
Linton, Oliver
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Marcellino, Massimiliano
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Renault, Eric
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Shephard, Neil G.
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Taylor, Robert
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Varneskov, Rasmus Tangsgaard
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Xiu, Dacheng
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Amengual, Dante
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Arvanitis, Stelios
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Bai, Jushan
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Bandi, Federico M.
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Burridge, Peter
2
Calvet, Laurent E.
2
Chib, Siddhartha
2
Corradi, Valentina
2
Creal, Drew
2
Dufour, Jean-Marie
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Journal of econometrics
NBER working paper series
1,730
Working paper / National Bureau of Economic Research, Inc.
1,485
NBER Working Paper
1,420
Insurance / Mathematics & economics
1,034
European journal of operational research : EJOR
952
Discussion paper series / IZA
668
CESifo working papers
599
Finance research letters
585
Economics letters
553
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539
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501
Discussion paper / Centre for Economic Policy Research
404
The journal of risk and insurance : the journal of the American Risk and Insurance Association
395
Applied economics
393
International journal of theoretical and applied finance
384
Journal of banking & finance
374
IZA Discussion Papers
369
IZA Discussion Paper
363
Journal of economic dynamics & control
353
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Management science : journal of the Institute for Operations Research and the Management Sciences
312
Energy economics
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Economic modelling
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IMF Staff Country Reports
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The Geneva papers on risk and insurance - issues and practice : an official journal of the Geneva Association
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Journal of economic theory
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Applied economics letters
272
Finance and stochastics
268
International journal of production research
265
Journal of pension economics and finance
261
Journal of economic behavior & organization : JEBO
250
The American economic review
248
Journal of risk and uncertainty : JRU
242
International review of financial analysis
241
Zeitschrift für die gesamte Versicherungswissenschaft : Zeitschrift des Deutschen Vereins für Versicherungswissenschaft e.V.
241
Journal of public economics
239
MPRA Paper
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ECONIS (ZBW)
269
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1
Gender pension gaps in a private retirement accounts system : a dynamic model of household labor supply and savings
Joubert, Clément
;
Todd, Petra
- In:
Journal of econometrics
243
(
2024
)
1/2
,
pp. 1-29
Persistent link: https://www.econbiz.de/10015075240
Saved in:
2
Effects of taxes and safety net pensions on life-cycle labor supply, savings and human capital : the case of Australia
Iskhakov, Fedor
;
Keane, Michael P.
- In:
Journal of econometrics
223
(
2021
)
2
,
pp. 401-432
Persistent link: https://www.econbiz.de/10012619977
Saved in:
3
Longevity, life-cycle behavior and pension reform
Haan, Peter
;
Prowse, Victoria
- In:
Journal of econometrics
178
(
2014
)
1
,
pp. 582-601
Persistent link: https://www.econbiz.de/10010256861
Saved in:
4
Subjective
mortality
risk
and bequests
Gan, Li
;
Gong, Guan
;
Hurd, Michael D.
;
McFadden, Daniel
- In:
Journal of econometrics
188
(
2015
)
2
,
pp. 514-525
Persistent link: https://www.econbiz.de/10011503653
Saved in:
5
Variance trading and market price of variance
risk
Bondarenko, Oleg
- In:
Journal of econometrics
180
(
2014
)
1
,
pp. 81-97
Persistent link: https://www.econbiz.de/10010379480
Saved in:
6
"Stochastically more
risk
averse" : a contextual theory of stochastic discrete choice under
risk
Wilcox, Nathaniel T.
- In:
Journal of econometrics
162
(
2011
)
1
,
pp. 89-104
Persistent link: https://www.econbiz.de/10009270696
Saved in:
7
Stock return and cash flow predictability : the role of volatility
risk
Bollerslev, Tim
;
Xu, Lai
;
Zhou, Hao
- In:
Journal of econometrics
187
(
2015
)
2
,
pp. 458-471
Persistent link: https://www.econbiz.de/10011499728
Saved in:
8
Twisted probabilities, uncertainty, and prices
Hansen, Lars Peter
;
Szőke, Bálint
;
Han, Lloyd S.
; …
- In:
Journal of econometrics
216
(
2020
)
1
,
pp. 151-174
Persistent link: https://www.econbiz.de/10012439662
Saved in:
9
ß in the tails
Bandi, Federico M.
;
Renò, Roberto
- In:
Journal of econometrics
227
(
2022
)
1
,
pp. 134-150
Persistent link: https://www.econbiz.de/10013441641
Saved in:
10
Enhanced pricing and management of bundled insurance risks with dependence-aware prediction using pair copula construction
Shi, Peng
;
Zhao, Zifeng
- In:
Journal of econometrics
240
(
2024
)
1
,
pp. 1-18
Persistent link: https://www.econbiz.de/10015075032
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