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Journal of financial econometrics
Journal of econometrics
53
CIRANO Working Papers
49
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
32
The review of financial studies
26
Journal of Econometrics
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Cahier / Département de Sciences Économiques, Université de Montréal
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Implied default probabilities and losses given default from option prices
Conrad, Jennifer S.
;
Dittmar, Robert F.
;
Hameed, Allaudeen
- In:
Journal of financial econometrics
18
(
2020
)
3
,
pp. 629-652
Persistent link: https://www.econbiz.de/10012316704
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2
Comment on: price discovery in high resolution and the analysis of mixed frequency data
Ghysels, Eric
- In:
Journal of financial econometrics
19
(
2021
)
3
,
pp. 459-464
Persistent link: https://www.econbiz.de/10012654948
Saved in:
3
Comment on: price discovery in high resolution and the analysis of mixed frequency data
Ghysels, Eric
- In:
Journal of financial econometrics
21
(
2023
)
1
,
pp. 260
Persistent link: https://www.econbiz.de/10013542868
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4
Rejoinder on: price discovery in high resolution
Hasbrouck, Joel
- In:
Journal of financial econometrics
19
(
2021
)
3
,
pp. 465-471
Persistent link: https://www.econbiz.de/10012654950
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5
Mixed-frequency macro-finance factor models : theory and applications
Andreou, Elena
;
Gagliardini, Patrick
;
Ghysels, Eric
; …
- In:
Journal of financial econometrics
18
(
2020
)
3
,
pp. 585-628
Persistent link: https://www.econbiz.de/10012316703
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6
High-dimensional granger causality tests with an application to VIX and news
Babii, Andrii
;
Ghysels, Eric
;
Striaukas, Jonas
- In:
Journal of financial econometrics
22
(
2024
)
3
,
pp. 605-635
Persistent link: https://www.econbiz.de/10015045166
Saved in:
7
Special issue on machine learning
Ghysels, Eric
(
ed.
);
Kelly, Bryan
(
ed.
);
Xiu, Dacheng
(
ed.
)
-
2024
Persistent link: https://www.econbiz.de/10015045198
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