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199
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Nijman, Theodore E.
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Journal of empirical finance
European journal of operational research : EJOR
695
Journal of banking & finance
585
NBER working paper series
575
Finance research letters
513
Working paper / National Bureau of Economic Research, Inc.
493
NBER Working Paper
410
Insurance / Mathematics & economics
397
Journal of economic dynamics & control
354
International review of financial analysis
307
Management science : journal of the Institute for Operations Research and the Management Sciences
290
Journal of financial economics
266
Economic modelling
260
The journal of asset management
256
The journal of portfolio management : a publication of Institutional Investor
253
Applied economics
243
Discussion paper / Centre for Economic Policy Research
239
The journal of finance : the journal of the American Finance Association
235
International journal of theoretical and applied finance
232
Research paper series / Swiss Finance Institute
231
Quantitative finance
219
Discussion paper / Tinbergen Institute
210
SpringerLink / Bücher
209
International review of economics & finance : IREF
208
Economics letters
204
Finance and stochastics
203
The review of financial studies
193
Risks : open access journal
190
The North American journal of economics and finance : a journal of financial economics studies
189
The European journal of finance
183
Journal of financial and quantitative analysis : JFQA
182
Mathematical finance : an international journal of mathematics, statistics and financial theory
180
Energy economics
179
Computational economics
178
Journal of risk and financial management : JRFM
173
Working paper
173
Operations research
163
Applied economics letters
160
Swiss Finance Institute Research Paper
157
Research in international business and finance
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ECONIS (ZBW)
215
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1
Bond portfolio optimization using dynamic factor models
Caldeira, João F.
;
Moura, Guilherme Valle
;
Santos, …
- In:
Journal of empirical finance
37
(
2016
),
pp. 128-158
Persistent link: https://www.econbiz.de/10011662973
Saved in:
2
A Bayesian view of temporary components in asset prices
Eraker, Bjørn
- In:
Journal of empirical finance
15
(
2008
)
3
,
pp. 503-517
Persistent link: https://www.econbiz.de/10003759567
Saved in:
3
Modeling the dynamics of inflation compensation
Jochmann, Markus
;
Koop, Gary
;
Potter, Simon M.
- In:
Journal of empirical finance
17
(
2010
)
1
,
pp. 157-167
Persistent link: https://www.econbiz.de/10003943970
Saved in:
4
Timescale-dependent stock market comovement : BRICs vs. developed markets
Lehkonen, Heikki
;
Heimonen, Kari
- In:
Journal of empirical finance
28
(
2014
),
pp. 90-103
Persistent link: https://www.econbiz.de/10011285085
Saved in:
5
Level shifts in stock returns driven by large shocks
Dendramis, Yiannis
;
Kapetanios, George
;
Tzavalis, Elias
- In:
Journal of empirical finance
29
(
2014
),
pp. 41-51
Persistent link: https://www.econbiz.de/10011300506
Saved in:
6
Bond vs stock market's Q : testing for stability across frequencies and over time
Gallegati, Marco
;
Ramsey, James B.
- In:
Journal of empirical finance
24
(
2013
),
pp. 138-150
Persistent link: https://www.econbiz.de/10010371984
Saved in:
7
It's all about volatility of volatility : evidence from a two-factor stochastic volatility model
Grassi, Stefano
;
Santucci de Magistris, Paolo
- In:
Journal of empirical finance
30
(
2015
),
pp. 62-78
Persistent link: https://www.econbiz.de/10011489216
Saved in:
8
Short-term determinants of the idiosyncratic sovereign risk premium : a regime-dependent analysis for European credit default swaps
Calice, Giovanni
;
Mio, RongHui
;
Štěrba, Filip
; …
- In:
Journal of empirical finance
33
(
2015
),
pp. 174-189
Persistent link: https://www.econbiz.de/10011556866
Saved in:
9
Volatility co-movements : a time-scale decomposition analysis
Cipollini, Andrea
;
Lo Cascio, Iolanda
;
Muzzioli, Silvia
- In:
Journal of empirical finance
34
(
2015
),
pp. 34-44
Persistent link: https://www.econbiz.de/10011556988
Saved in:
10
Some nonstandard stochastic volatility models and their estimation using structured hidden Markov models
Langrock, Roland
;
MacDonald, Iain L.
;
Zucchini, Walter
- In:
Journal of empirical finance
19
(
2012
)
1
,
pp. 147-161
Persistent link: https://www.econbiz.de/10009615752
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