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Journal of empirical finance
Journal of econometrics
78
IMF Working Papers
59
Econometric theory
37
Econometric reviews
36
Economics letters
34
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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1
Testing the CAPM revisited
Ray, Surajit
;
Savin, N. Eugene
;
Tiwari, Ashish
- In:
Journal of empirical finance
16
(
2009
)
5
,
pp. 721-733
Persistent link: https://www.econbiz.de/10003900383
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2
Exact distribution-free tests of mean-variance efficiency
Gungor, Sermin
;
Luger, Richard
- In:
Journal of empirical finance
16
(
2009
)
5
,
pp. 816-829
Persistent link: https://www.econbiz.de/10003900411
Saved in:
3
A diagnostic m-test for distributional specification of parametric conditional
heteroscedasticity
models for financial data
Lejeune, Bernard
- In:
Journal of empirical finance
16
(
2009
)
2
,
pp. 507-523
Persistent link: https://www.econbiz.de/10003856832
Saved in:
4
The stochastic behavior of commodity prices with heteroskedasticity in the convenience yield
Liu, Peng
;
Tang, Ke
- In:
Journal of empirical finance
18
(
2011
)
2
,
pp. 211-224
Persistent link: https://www.econbiz.de/10009301130
Saved in:
5
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:
6
Long-run performance evaluation : correlation and heteroskedasticity-consistent tests
Jegadeesh, Narasimhan
;
Karceski, Jason
- In:
Journal of empirical finance
16
(
2009
)
1
,
pp. 101-111
Persistent link: https://www.econbiz.de/10003800541
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7
On testing the adequacy of stable processes under conditional
heteroscedasticity
Deo, Rohit S.
- In:
Journal of empirical finance
9
(
2002
)
2
,
pp. 257-270
Persistent link: https://www.econbiz.de/10001655811
Saved in:
8
The dual contributions of information instruments in return models : magnitude and direction predictability
Korkie, Robert M.
;
Sivakumar, Ranjini
;
Turtle, Harry J.
- In:
Journal of empirical finance
9
(
2002
)
5
,
pp. 511-523
Persistent link: https://www.econbiz.de/10001712017
Saved in:
9
Multiple testing of the forward rate unbiasedness hypothesis across currencies
Fu, Hsuan
;
Luger, Richard
- In:
Journal of empirical finance
68
(
2022
),
pp. 232-245
Persistent link: https://www.econbiz.de/10013464493
Saved in:
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