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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
Cahiers de recherche
665
Journal of econometrics
45
Série des documents de travail / Centre de Recherche en Économie et Statistique
24
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
15
Discussion paper / Centre for Economic Policy Research
12
Cahier / Département de Sciences Économiques, Université de Montréal
10
Série des documents de travail du CREST / Institut National de la Statistique et des Etudes Economiques
10
Journal of empirical finance
9
Econometric reviews
8
Journal of Econometrics
8
Econometric theory
7
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
7
Journal of Empirical Finance
6
Journal of financial econometrics
6
Journal of international money and finance
5
The review of financial studies
5
Toulouse - GREMAQ
5
Working paper / National Bureau of Economic Research, Inc.
5
Working papers / Banque de France
5
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4
Insurance / Mathematics & economics
4
International journal of forecasting
4
Journal of applied econometrics
4
Journal of financial economics
4
Papers / Center for Operations Research and Econometrics (CORE), École des Sciences Économiques de Louvain
4
Research paper series / Swiss Finance Institute
4
Staff reports / Federal Reserve Bank of New York
4
The journal of finance : the journal of the American Finance Association
4
Annales d'économie et de statistique
3
De economist : Netherlands economic review ; quarterly review of the Royal Netherlands Economic Association
3
Econometric Society monographs
3
Econometric Theory
3
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3
International economic review
3
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3
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3
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3
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3
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3
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ECONIS (ZBW)
12
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1
The tradability premium on the S&P 500 Index
Gouriéroux, Christian
;
Jasiak, Joann
;
Xu, Peng
- In:
Journal of financial econometrics : official journal of …
14
(
2016
)
3
,
pp. 461-495
Persistent link: https://www.econbiz.de/10011623634
Saved in:
2
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:
3
The JFEC invited lecture at the 2008 SoFiE conference
Garcia, René
(
contributor
);
Ghysels, Eric
(
contributor
); …
-
2009
Persistent link: https://www.econbiz.de/10003884345
Saved in:
4
Special issue on "Multivariate volatility models"
Garcia, René
(
contributor
);
Ghysels, Eric
(
contributor
); …
-
2009
Persistent link: https://www.econbiz.de/10003907531
Saved in:
5
Why do absolute returns predict volatility so well?
Forsberg, Lars
;
Ghysels, Eric
- In:
Journal of financial econometrics : official journal of …
5
(
2007
)
1
,
pp. 31-67
Persistent link: https://www.econbiz.de/10003518282
Saved in:
6
Special issue: Tribute to Clive W. J. Granger
Ghysels, Eric
(
contributor
)
-
2010
Persistent link: https://www.econbiz.de/10008652847
Saved in:
7
Conditional skewness with quantile regression models : SoFiE presidential address and a tribute to Hal White
Ghysels, Eric
- In:
Journal of financial econometrics : official journal of …
12
(
2014
)
4
,
pp. 620-644
Persistent link: https://www.econbiz.de/10010512288
Saved in:
8
The impact of sampling frequency and volatility estimators on change-point tests
Andreou, Alena
;
Ghysels, Eric
- In:
Journal of financial econometrics : official journal of …
2
(
2004
)
2
,
pp. 290-318
Persistent link: https://www.econbiz.de/10002214288
Saved in:
9
The JFEC invited lecture at the 2009 SoFiE Conference
Garcia, René
;
Ghysels, Eric
;
Renault, Eric
- In:
Journal of financial econometrics : official journal of …
9
(
2011
)
1
,
pp. 1-2
Persistent link: https://www.econbiz.de/10009125134
Saved in:
10
Introduction to: Reflections on the probability space induced by moment conditions with implications for Bayesian inference
Ghysels, Eric
;
Tauchen, George Eugene
- In:
Journal of financial econometrics : official journal of …
14
(
2016
)
2
,
pp. 227-228
Persistent link: https://www.econbiz.de/10011588981
Saved in:
1
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