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~isPartOf:"Journal of financial econometrics : official journal of the Society for Financial Econometrics"
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
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7,058
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6,820
Economics letters
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4,775
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3,071
Journal of economic theory
2,942
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2,647
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2,466
Discussion paper / Tinbergen Institute
2,432
Europäische Hochschulschriften / 5
2,372
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2,349
Computers & operations research : and their applications to problems of world concern ; an international journal
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2,254
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2,124
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1,942
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Games and economic behavior
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Economic theory : official journal of the Society for the Advancement of Economic Theory
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Discussion paper / Center for Economic Research, Tilburg University
1,679
Journal of econometrics
1,670
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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
1,556
IMF working papers
1,556
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1,537
Management science : journal of the Institute for Operations Research and the Management Sciences
1,517
Journal of monetary economics
1,469
Discussion papers / CEPR
1,431
Public choice
1,404
International economic review
1,402
Journal of banking & finance
1,390
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ECONIS (ZBW)
154
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154
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1
Long memory and the term structure of risk
Schotman, Peter C.
;
Tschernig, Rolf
;
Budek, Jan
- In:
Journal of financial econometrics : official journal of …
6
(
2008
)
4
,
pp. 459-495
Persistent link: https://www.econbiz.de/10003778939
Saved in:
2
Stochastic conditional intensity processes
Bauwens, Luc
;
Hautsch, Nikolaus
- In:
Journal of financial econometrics : official journal of …
4
(
2006
)
3
,
pp. 450-493
Persistent link: https://www.econbiz.de/10003354109
Saved in:
3
Affine models for credit risk analysis
Gouriéroux, Christian
;
Monfort, Alain
;
Polimenis, V.
- In:
Journal of financial econometrics : official journal of …
4
(
2006
)
3
,
pp. 494-530
Persistent link: https://www.econbiz.de/10003354119
Saved in:
4
The Society for Financial Econometrics (SoFiE) inaugural conference : New York, June 4-6, 2008
Ghysels, Eric
- In:
Journal of financial econometrics : official journal of …
7
(
2009
)
1
,
pp. 1-2
Persistent link: https://www.econbiz.de/10003825715
Saved in:
5
Inference on risk-neutral measures for incomplete markets
Kaido, Hiroaki
;
White, Halbert
- In:
Journal of financial econometrics : official journal of …
7
(
2009
)
3
,
pp. 199-246
Persistent link: https://www.econbiz.de/10003884182
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6
Measuring event risk
Nyberg, Peter
;
Wilhelmsson, Anders
- In:
Journal of financial econometrics : official journal of …
7
(
2009
)
3
,
pp. 265-287
Persistent link: https://www.econbiz.de/10003884188
Saved in:
7
Using high-frequency transaction data to estimate the probability of informed trading
Tay, Anthony S. A.
;
Ting, Christopher
;
Tse, Yiu Kuen
; …
- In:
Journal of financial econometrics : official journal of …
7
(
2009
)
3
,
pp. 288-311
Persistent link: https://www.econbiz.de/10003884192
Saved in:
8
A new look at the forward premium puzzle
Gospodinov, Nikolaj
- In:
Journal of financial econometrics : official journal of …
7
(
2009
)
3
,
pp. 312-338
Persistent link: https://www.econbiz.de/10003884194
Saved in:
9
Chicago: a fast and accurate method for portfolio risk calculation
Broda, Simon A.
;
Paolella, Marc S.
- In:
Journal of financial econometrics : official journal of …
7
(
2009
)
4
,
pp. 412-436
Persistent link: https://www.econbiz.de/10003907527
Saved in:
10
Modeling international financial returns with a multivariate regime-switching copula
Chollete, Lorán
;
Heinen, Andréas
;
Valdesogo, Alfonso
- In:
Journal of financial econometrics : official journal of …
7
(
2009
)
4
,
pp. 437-480
Persistent link: https://www.econbiz.de/10003907528
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