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~isPartOf:"Journal of financial econometrics"
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Volatility
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Bitcoin
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Bregman divergence
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Journal of financial econometrics
Research paper series / Swiss Finance Institute
54
Working Paper
53
Swiss Finance Institute Research Paper
36
Cahier de recherches / Faculté des Sciences Economiques et Sociales, Hautes Etudes Commerciales, Université de Genève
26
FAME Research Paper Series
23
Institut für Schweizerisches Bankwesen Zürich - Working Paper Series
22
Universität Zürich - Institut für Schweizerisches Bankwesen - Working Papers
21
Journal of econometrics
19
Swiss Finance Institute Research Paper Series
18
FAME research paper series
17
Série des documents de travail / Centre de Recherche en Économie et Statistique
17
FINRISK Working Paper Series
13
Cahier de recherche / Faculté des Sciences Economiques et Sociales, Hautes Etudes Commerciales, Université de Genève
12
Discussion paper / Universität St. Gallen, Volkswirtschaftliche Abteilung ; School of Economics and Political Science, Department of Economics
11
Working Papers / Centre de Recherche en Économie et Statistique (CREST), Groupe des Écoles Nationales d'Économie et Statistique (GENES)
11
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
9
Journal of economic dynamics & control
9
Série des documents de travail du CREST / Institut National de la Statistique et des Etudes Economiques
9
The review of financial studies
9
Working papers on finance
8
Discussion paper
7
Arbeitspapiere
6
Econometric theory
6
International Center for Financial Asset Management and Engineering (FAME) - Research Paper Series
6
Journal of Econometrics
6
Journal of empirical finance
6
Journal of financial economics
6
Management science : journal of the Institute for Operations Research and the Management Sciences
6
Research paper / International Center for Financial Asset Management and Engineering
6
Discussion Papers (IRES - Institut de Recherches Economiques et Sociales)
5
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
5
Finance and stochastics
5
Journal of financial econometrics : official journal of the Society for Financial Econometrics
5
Journal of the American Statistical Association : JASA
5
Universität Zürich - Institut für schweizerisches Bankwesen
5
CORE Discussion Papers
4
Documents de travail / THEMA
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Econometrics papers
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ECONIS (ZBW)
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Introduction to the 2018 Hal White Memorial Lecture
Timmermann, Allan
;
Trojani, Fabio
- In:
Journal of financial econometrics
19
(
2021
)
3
,
pp. 393-394
Persistent link: https://www.econbiz.de/10012654934
Saved in:
2
Special issue on dimensionality reduction, learning, and machines
Filipović, Damir
;
Trojani, Fabio
- In:
Journal of financial econometrics
19
(
2021
)
2
,
pp. 235
Persistent link: https://www.econbiz.de/10012620050
Saved in:
3
Introduction to the 2017 Hal White Memorial Lecture
Timmermann, Allan
;
Trojani, Fabio
- In:
Journal of financial econometrics
18
(
2020
)
4
,
pp. 654-655
Persistent link: https://www.econbiz.de/10012405507
Saved in:
4
Diverence and the price of uncertainty
Schneider, Paul
;
Trojani, Fabio
- In:
Journal of financial econometrics
17
(
2019
)
3
,
pp. 341-396
Persistent link: https://www.econbiz.de/10012054453
Saved in:
5
High-frequency jump analysis of the bitcoin market
Scaillet, Olivier
;
Treccani, Adrien
;
Trevisan, Christopher
- In:
Journal of financial econometrics
18
(
2020
)
2
,
pp. 209-232
Persistent link: https://www.econbiz.de/10012232707
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