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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
Journal of econometrics
825
International journal of forecasting
591
MPRA Paper
541
Economics letters
508
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
434
Discussion paper / Tinbergen Institute
417
Applied economics
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Econometric theory
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
254
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
166
CEMMAP working papers / Centre for Microdata Methods and Practice
161
Journal of applied econometrics
160
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Cowles Foundation Discussion Paper
150
Econometrics : open access journal
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Working paper / National Bureau of Economic Research, Inc.
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127
Journal of empirical finance
127
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119
Cowles Foundation Discussion Papers
118
The econometrics journal
118
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
114
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1
Bootstrap inference for pre-averaged realized volatility based on nonoverlapping returns
Gonçalves, Sílvia
;
Hounyo, Ulrich
;
Meddahi, Nour
- In:
Journal of financial econometrics : official journal of …
12
(
2014
)
4
,
pp. 679-707
Persistent link: https://www.econbiz.de/10010512286
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2
Testing for long memory in potentially nonstationary perturbed fractional processes
Frederiksen, Per
;
Nielsen, Frank S.
- In:
Journal of financial econometrics : official journal of …
12
(
2014
)
2
,
pp. 329-381
Persistent link: https://www.econbiz.de/10010351544
Saved in:
3
Jackknife for bias reduction in predictive regressions
Zhu, Min
- In:
Journal of financial econometrics : official journal of …
11
(
2013
)
1
,
pp. 193-220
Persistent link: https://www.econbiz.de/10009708916
Saved in:
4
Variance targeting estimation of multivariate GARCH models
Francq, Christian
;
Horváth, Lajos
;
Zakoïan, Jean-Michel
- In:
Journal of financial econometrics : official journal of …
14
(
2016
)
2
,
pp. 353-382
Persistent link: https://www.econbiz.de/10011589013
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5
A generalized stepwise procedure with improved power for multiple inequalities testing
Hsu, Yu-Chien
;
Kuan, Chung-ming
;
Yen, Meng-Feng
- In:
Journal of financial econometrics : official journal of …
12
(
2014
)
4
,
pp. 730-755
Persistent link: https://www.econbiz.de/10010512283
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6
Improving tests of abnormal returns by bootstrapping the multivariate regression model with event parameters
Hein, Scott E.
;
Westfall, Peter H.
- In:
Journal of financial econometrics : official journal of …
2
(
2004
)
3
,
pp. 451-471
Persistent link: https://www.econbiz.de/10002214497
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7
Reexamining the profitability of technical analysis with data snooping checks
Hsu, Po-Hsuan
;
Kuan, Chung-ming
- In:
Journal of financial econometrics : official journal of …
3
(
2005
)
4
,
pp. 606-628
Persistent link: https://www.econbiz.de/10003154315
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8
Testing for threshold nonlinearity in short-term interest rates
Gospodinov, Nikolaj
- In:
Journal of financial econometrics : official journal of …
3
(
2005
)
3
,
pp. 344-371
Persistent link: https://www.econbiz.de/10002989086
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9
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:
10
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
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