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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
NBER working paper series
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6,513
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6,288
European journal of operational research : EJOR
5,693
Economics letters
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Discussion paper / Centre for Economic Policy Research
4,492
CESifo working papers
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Journal of economic theory
2,914
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2,816
Computers & operations research : and their applications to problems of world concern ; an international journal
2,674
Journal of economic dynamics & control
2,449
International journal of production research
2,432
Discussion paper / Tinbergen Institute
2,380
The American economic review
2,371
Europäische Hochschulschriften / 5
2,225
Discussion paper series / IZA
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Journal of economic behavior & organization : JEBO
2,217
SpringerLink / Bücher
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Economic theory : official journal of the Society for the Advancement of Economic Theory
1,823
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The economic journal : the journal of the Royal Economic Society
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Journal of public economics
1,779
Discussion paper / Center for Economic Research, Tilburg University
1,687
Economic modelling
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Journal of econometrics
1,656
CESifo Working Paper Series
1,580
Management science : journal of the Institute for Operations Research and the Management Sciences
1,570
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
1,520
International journal of production economics
1,506
IZA Discussion Paper
1,490
Journal of monetary economics
1,436
IMF working papers
1,417
Journal of banking & finance
1,399
Public choice
1,392
International economic review
1,373
Discussion papers / CEPR
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ECONIS (ZBW)
154
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1
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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
Saved in:
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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