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~isPartOf:"Journal of empirical finance"
~isPartOf:"The econometrics journal"
~person:"Härdle, Wolfgang"
~person:"Karanasos, Menelaos"
~person:"Scaillet, Olivier"
~person:"Wang, Yudong"
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Härdle, Wolfgang
Karanasos, Menelaos
Scaillet, Olivier
Wang, Yudong
Phillips, Peter C. B.
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Journal of empirical finance
The econometrics journal
SFB 649 discussion paper
103
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
33
CORE discussion paper : DP
22
Discussion papers of interdisciplinary research project 373
18
Research paper series / Swiss Finance Institute
17
Série des documents de travail / Centre de Recherche en Économie et Statistique
16
Swiss Finance Institute Research Paper
14
Journal of econometrics
13
Série des documents de travail du CREST / Institut National de la Statistique et des Etudes Economiques
10
Cahier de recherches / Faculté des Sciences Economiques et Sociales, Hautes Etudes Commerciales, Université de Genève
8
Discussion paper / A
8
Econometric theory
8
Universitext
7
Discussion papers in economics
6
Energy economics
6
Discussion paper
5
Discussion paper / Center for Economic Research, Tilburg University
5
Applied quantitative finance
4
Documents de travail / THEMA
4
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4
Finance and stochastics
4
Journal of financial econometrics : official journal of the Society for Financial Econometrics
4
Quantitative finance
4
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3
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
3
Essays on financial time series models
3
IRTG 1792 discussion paper
3
Journal of forecasting
3
Journal of the American Statistical Association : JASA
3
Mathematical finance : an international journal of mathematics, statistics and financial theory
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Statistical tools for finance and insurance
3
Advances in statistical analysis : AStA ; a journal of the German Statistical Society
2
Applied quantitative finance : theory and computational tools
2
Computational economics
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Discussion paper / Humboldt-Universität zu Berlin, SFB 649 Economic Risk
2
Discussion papers / Deutsches Institut für Wirtschaftsforschung
2
Economics letters
2
Finance : revue de l'Association Française de Finance
2
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ECONIS (ZBW)
12
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1
Multivariate fractionally integrated APARCH modeling of stock market volatility : a multi-country study
Conrad, Christian
;
Karanasos, Menelaos
;
Zeng, Ning
- In:
Journal of empirical finance
18
(
2011
)
1
,
pp. 147-159
Persistent link: https://www.econbiz.de/10009301149
Saved in:
2
Valuation of collateralized debt obligations with hierarchical Archimedean copulae
Choroś-Tomczyk, Barbara
;
Härdle, Wolfgang
;
Okhrin, Ostap
- In:
Journal of empirical finance
24
(
2013
),
pp. 42-62
Persistent link: https://www.econbiz.de/10010371991
Saved in:
3
Generalized dynamic semi-parametric factor models for high-dimensional non-stationary time series
Song, Song
;
Härdle, Wolfgang
;
Ritov, Ya'acov
- In:
The econometrics journal
17
(
2014
)
2
,
pp. 101-131
Persistent link: https://www.econbiz.de/10010498722
Saved in:
4
Modelling and forecasting liquidity supply using semiparametric factor dynamics
Härdle, Wolfgang
;
Hautsch, Nikolaus
;
Mihoci, Andrija
- In:
Journal of empirical finance
19
(
2012
)
4
,
pp. 610-625
Persistent link: https://www.econbiz.de/10009615658
Saved in:
5
Moments of the ARMA-EGARCH model
Karanasos, Menelaos
;
Kim, Jinki
- In:
The econometrics journal
6
(
2003
)
1
,
pp. 146-166
Persistent link: https://www.econbiz.de/10001781052
Saved in:
6
Option pricing with discrete rebalancing
Prigent, Jean-Luc
;
Renault, Olivier
;
Scaillet, Olivier
- In:
Journal of empirical finance
11
(
2004
)
1
,
pp. 133-161
Persistent link: https://www.econbiz.de/10001881022
Saved in:
7
Sensitivity analysis of values at risk
Gouriéroux, Christian
;
Laurent, Jean-Paul
;
Scaillet, …
- In:
Journal of empirical finance
7
(
2000
)
3/4
,
pp. 225-245
Persistent link: https://www.econbiz.de/10001557715
Saved in:
8
Testing for continuous-time models of the short-term interest rate
Broze, Laurence
- In:
Journal of empirical finance
2
(
1995
)
3
,
pp. 199-223
Persistent link: https://www.econbiz.de/10001203345
Saved in:
9
Inflation convergence in the EMU
Karanasos, Menelaos
;
Koutroumpis, P.
;
Karavias, Y.
; …
- In:
Journal of empirical finance
39
(
2016
),
pp. 241-253
Persistent link: https://www.econbiz.de/10011664324
Saved in:
10
Momentum of return predictability
Wang, Yudong
;
Liu, Li
;
Ma, Feng
;
Diao, Xundi
- In:
Journal of empirical finance
45
(
2018
),
pp. 141-156
Persistent link: https://www.econbiz.de/10012102447
Saved in:
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