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~isPartOf:"Journal of financial econometrics : official journal of the Society for Financial Econometrics"
~type_genre:"Aufsatz in Zeitschrift"
~type_genre:"Thesis"
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
Journal of econometrics
816
International journal of forecasting
570
Economics letters
499
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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Journal of economic dynamics & control
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Oxford bulletin of economics and statistics
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Journal of macroeconomics
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Finance research letters
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Applied financial economics
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International review of economics & finance : IREF
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International Journal of Energy Economics and Policy : IJEEP
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Journal of risk and financial management : JRFM
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European journal of operational research : EJOR
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Journal of banking & finance
84
Journal of the American Statistical Association : JASA
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The North American journal of economics and finance : a journal of financial economics studies
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The review of economics and statistics
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Journal of time series econometrics
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International review of financial analysis
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Journal of international money and finance
72
The empirical economics letters : a monthly international journal of economics
72
Macroeconomic dynamics
66
Quantitative economics : QE ; journal of the Econometric Society
60
International journal of economics and financial issues : IJEFI
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31
Predicting exchange rates out of sample : can economic fundamentals beat the random walk?
Li, Jiahan
;
Tsiakas, Ilias
;
Wang, Wei
- In:
Journal of financial econometrics : official journal of …
13
(
2015
)
2
,
pp. 293-341
Persistent link: https://www.econbiz.de/10011339312
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32
Mixed-frequency cointegrating regressions with parsimonious distributed lag structures
Miller, J. Isaac
- In:
Journal of financial econometrics : official journal of …
12
(
2014
)
3
,
pp. 584-614
Persistent link: https://www.econbiz.de/10010391945
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33
Disentangling continuous volatility from jumps in long-run risk-return relationships
Jacquier, Eric
;
Okou, Cédric
- In:
Journal of financial econometrics : official journal of …
12
(
2014
)
3
,
pp. 544-583
Persistent link: https://www.econbiz.de/10010391947
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34
Empirical asset pricing with nonlinear risk premia
Mijatovi´c, Aleksandar
;
Schneider, Paul
- In:
Journal of financial econometrics : official journal of …
12
(
2014
)
3
,
pp. 479-506
Persistent link: https://www.econbiz.de/10010391949
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35
Online spot volatility-estimation and decomposition with nonlinear market microstructure noise models
Dahlhaus, Rainer
;
Neddermeyer, Jan Christoph
- In:
Journal of financial econometrics : official journal of …
12
(
2014
)
1
,
pp. 174-212
Persistent link: https://www.econbiz.de/10010233600
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36
Testing for linear and nonlinear predictability of stock returns
Lanne, Markus
;
Meitz, Mika
;
Saikkonen, Pentti
- In:
Journal of financial econometrics : official journal of …
11
(
2013
)
4
,
pp. 682-705
Persistent link: https://www.econbiz.de/10010233866
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37
Time inhomogenous multiple volatility modeling
Härdle, Wolfgang
;
Herwartz, Helmut
;
Spokojnyj, Vladimir G.
- In:
Journal of financial econometrics : official journal of …
1
(
2003
)
1
,
pp. 55-95
Persistent link: https://www.econbiz.de/10002220931
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38
Modeling the US short-term interest rate by mixture autoregressive processes
Lanne, Markku
;
Saikkonen, Pentti
- In:
Journal of financial econometrics : official journal of …
1
(
2003
)
1
,
pp. 96-125
Persistent link: https://www.econbiz.de/10002220969
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39
LARCH, leverage, and long memory
Giraitis, Liudas
;
Leipus, Remigijus
;
Robinson, Peter M.
; …
- In:
Journal of financial econometrics : official journal of …
2
(
2004
)
2
,
pp. 177-210
Persistent link: https://www.econbiz.de/10002214253
Saved in:
40
A simple approximate long-memory model of realized volatility
Corsi, Fulvio
- In:
Journal of financial econometrics : official journal of …
7
(
2009
)
2
,
pp. 174-196
Persistent link: https://www.econbiz.de/10003826493
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