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Theorie
1,645
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1,645
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379
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379
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339
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339
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179
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179
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146
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146
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141
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141
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136
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136
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131
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131
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Phillips, Peter C. B.
37
Yu, Jun
17
Ghysels, Eric
16
Koop, Gary
16
Lee, Lung-fei
16
Swanson, Norman R.
16
Gouriéroux, Christian
15
Linton, Oliver
15
Diebold, Francis X.
14
Pesaran, M. Hashem
14
Renault, Eric
13
Aït-Sahalia, Yacine
12
Granger, C. W. J.
12
McAleer, Michael
12
Schmidt, Peter
12
Chib, Siddhartha
11
Steel, Mark F. J.
11
Timmermann, Allan
11
Xiao, Zhijie
11
Corradi, Valentina
10
Hsiao, Cheng
10
Taylor, Robert
10
Whang, Yoon-jae
10
Dufour, Jean-Marie
9
Hong, Yongmiao
9
Li, Qi
9
Lütkepohl, Helmut
9
Robinson, Peter M.
9
Tsionas, Efthymios G.
9
Baltagi, Badi H.
8
Barnett, William A.
8
Bollerslev, Tim
8
Chen, Songnian
8
Chen, Xiaohong
8
Hidalgo, Javier
8
Kohn, Robert
8
Kumbhakar, Subal
8
Lewbel, Arthur
8
Maasoumi, Esfandiar
8
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(EC)2 Conference <1, 1990; 2, 1991>
1
Association of Asia-Pacific Business School's Academic Conference <2018, Hongkong>
1
National Bureau of Economic Research
1
National Science Foundation
1
Sir Clive Granger Memorial Conference <2010, Nottingham>
1
Symposium on Forecasting and Empirical Methods in Macroeconomics and Finance <1999, Cambridge, Mass.>
1
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Journal of econometrics
NBER working paper series
7,563
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7,140
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6,780
Economics letters
5,496
European journal of operational research : EJOR
5,120
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4,790
CESifo working papers
3,820
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3,039
Journal of economic theory
2,945
Journal of economic dynamics & control
2,491
The American economic review
2,445
Discussion paper / Tinbergen Institute
2,424
Computers & operations research : and their applications to problems of world concern ; an international journal
2,337
Discussion paper series / IZA
2,326
Journal of economic behavior & organization : JEBO
2,322
Europäische Hochschulschriften / 5
2,294
SpringerLink / Bücher
2,176
European economic review : EER
2,046
CESifo Working Paper
1,985
International journal of production research
1,982
Discussion paper
1,941
Games and economic behavior
1,876
Economic modelling
1,861
IMF working papers
1,860
The economic journal : the journal of the Royal Economic Society
1,844
Economic theory : official journal of the Society for the Advancement of Economic Theory
1,827
Journal of public economics
1,797
Applied economics
1,778
Journal of banking & finance
1,762
Discussion paper / Center for Economic Research, Tilburg University
1,718
CESifo Working Paper Series
1,656
Management science : journal of the Institute for Operations Research and the Management Sciences
1,644
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
1,527
IZA Discussion Paper
1,526
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1,514
Journal of monetary economics
1,504
Public choice
1,397
International economic review
1,384
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ECONIS (ZBW)
1,672
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2
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1
An evaluation of financial institutions : impact on consumption and investment using panel data and the
theory
of risk-bearing
Alem, Mauro
;
Townsend, Robert M.
- In:
Journal of econometrics
183
(
2014
)
1
,
pp. 91-103
Persistent link: https://www.econbiz.de/10010506082
Saved in:
2
Financial econometrics: past developments and future challenges
Bollerslev, Tim
- In:
Journal of econometrics
100
(
2001
)
1
,
pp. 41-51
Persistent link: https://www.econbiz.de/10001546139
Saved in:
3
Measuring cost efficiency in banking : econometric and linear programming evidence
Ferrier, Gary Donald
- In:
Journal of econometrics
46
(
1990
)
1
,
pp. 229-245
Persistent link: https://www.econbiz.de/10001163569
Saved in:
4
A generalized asymmetric Student-t distribution with application to financial econometrics
Zhu, Dongming
;
Galbraith, John W.
- In:
Journal of econometrics
157
(
2010
)
2
,
pp. 297-305
Persistent link: https://www.econbiz.de/10008663016
Saved in:
5
Recent development in financial econometrics
Kuan, Chung-ming
(
contributor
);
Hong, Yongmiao
(
contributor
)
-
2009
Persistent link: https://www.econbiz.de/10003858949
Saved in:
6
A Markov-switching multifractal inter-trade duration model, with application to US equities
Chen, Fei
;
Diebold, Francis X.
;
Schorfheide, Frank
- In:
Journal of econometrics
177
(
2013
)
2
,
pp. 320-342
Persistent link: https://www.econbiz.de/10010255140
Saved in:
7
Forecasting realized volatility using a long-memory stochastic volatility model: estimation, prediction and seasonal adjustment
Deo, Rohit S.
;
Hurvich, Clifford M.
;
Lu, Yi
- In:
Journal of econometrics
131
(
2006
)
1/2
,
pp. 29-58
Persistent link: https://www.econbiz.de/10003298562
Saved in:
8
Factor representing portfolios in large asset markets
Sentana, Enrique
- In:
Journal of econometrics
119
(
2004
)
2
,
pp. 257-289
Persistent link: https://www.econbiz.de/10001956189
Saved in:
9
Stochastic volatility duration models
Ghysels, Eric
;
Gouriéroux, Christian
;
Jasiak, Joann
- In:
Journal of econometrics
119
(
2004
)
2
,
pp. 413-433
Persistent link: https://www.econbiz.de/10001956379
Saved in:
10
Financial econometrics: a new discipline with new methods
Engle, Robert F.
- In:
Journal of econometrics
100
(
2001
)
1
,
pp. 53-56
Persistent link: https://www.econbiz.de/10001546140
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