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~isPartOf:"Journal of financial econometrics : official journal of the Society for Financial Econometrics"
~subject:"Statistische Methode"
~subject:"Theorie"
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Statistische Methode
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Theory
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Gallant, A. Ronald
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1
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
NBER working paper series
6,817
Working paper / National Bureau of Economic Research, Inc.
6,481
NBER Working Paper
6,245
Economics letters
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European journal of operational research : EJOR
4,921
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4,475
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2,891
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2,666
Journal of economic dynamics & control
2,406
The American economic review
2,357
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2,345
Computers & operations research : and their applications to problems of world concern ; an international journal
2,336
Journal of economic behavior & organization : JEBO
2,211
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2,180
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2,155
International journal of production research
1,930
European economic review : EER
1,917
Games and economic behavior
1,862
CESifo Working Paper
1,851
Economic theory : official journal of the Society for the Advancement of Economic Theory
1,812
The economic journal : the journal of the Royal Economic Society
1,785
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1,748
Journal of public economics
1,742
SpringerLink / Bücher
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Economic modelling
1,669
Discussion paper / Center for Economic Research, Tilburg University
1,651
Journal of econometrics
1,607
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Applied economics
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Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
1,512
IZA Discussion Paper
1,486
Management science : journal of the Institute for Operations Research and the Management Sciences
1,452
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1,399
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1,390
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1,383
International economic review
1,368
Social choice and welfare
1,315
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1,258
International journal of production economics
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ECONIS (ZBW)
154
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1
Bayesian inference for a structural credit risk model with stochastic volatility and stochastic interest rates
Rodriguez, Abel
;
Horst, Enrique ter
;
Malone, Samuel
- In:
Journal of financial econometrics : official journal of …
13
(
2015
)
4
,
pp. 839-867
Persistent link: https://www.econbiz.de/10011417815
Saved in:
2
Long memory and periodicity in intraday volatility
Rossi, Eduardo
;
Fantazzini, Dean
- In:
Journal of financial econometrics : official journal of …
13
(
2015
)
4
,
pp. 922-961
Persistent link: https://www.econbiz.de/10011417840
Saved in:
3
Testing for parameter instability across different modeling frameworks
Calvori, Francesco
;
Creal, Drew
;
Koopman, Siem Jan
; …
- In:
Journal of financial econometrics : official journal of …
15
(
2017
)
2
,
pp. 223-246
Persistent link: https://www.econbiz.de/10011987424
Saved in:
4
Comment on: nonparametric tail risk, stock returns, and the macroeconomy
Camponovo, Lorenzo
;
Scaillet, Olivier
;
Trojani, Fabio
- In:
Journal of financial econometrics : official journal of …
15
(
2017
)
3
,
pp. 377-387
Persistent link: https://www.econbiz.de/10011987504
Saved in:
5
Comment on: nonparametric tail risk, stock returns, and the macroeconomy
Dobrev, Dobrislav
;
Schaumburg, Ernst
- In:
Journal of financial econometrics : official journal of …
15
(
2017
)
3
,
pp. 388-409
Persistent link: https://www.econbiz.de/10011987513
Saved in:
6
Comment on: nonparametric tail risk, stock returns, and the macroeconomy
Bali, Turan G.
- In:
Journal of financial econometrics : official journal of …
15
(
2017
)
3
,
pp. 413-417
Persistent link: https://www.econbiz.de/10011987520
Saved in:
7
Comment on: nonparametric tail risk, stock returns, and the macroeconomy
Jacobs, Kris
- In:
Journal of financial econometrics : official journal of …
15
(
2017
)
3
,
pp. 410-412
Persistent link: https://www.econbiz.de/10011987533
Saved in:
8
A new measure of vector dependence, with applications to financial risk and contagion
Medovikov, Ivan
;
Prokhorov, Artem
- In:
Journal of financial econometrics : official journal of …
15
(
2017
)
3
,
pp. 474-503
Persistent link: https://www.econbiz.de/10011987541
Saved in:
9
Indirect inference estimation of mixed frequency stochastic volatility state space models using MIDAS regressions and ARCH models
Gagliardini, Patrick
;
Ghysels, Eric
;
Rubin, M.
- In:
Journal of financial econometrics : official journal of …
15
(
2017
)
4
,
pp. 509-560
Persistent link: https://www.econbiz.de/10011987633
Saved in:
10
Real-Time GARCH
Smetanina, Ekaterina
- In:
Journal of financial econometrics : official journal of …
15
(
2017
)
4
,
pp. 561-601
Persistent link: https://www.econbiz.de/10011987644
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