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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
NYU Working Paper
46
Discussion paper / Department of Economics, University of California San Diego
41
NBER Working Paper
35
NBER working paper series
33
Working paper / National Bureau of Economic Research, Inc.
32
NBER Working Papers
28
Georgetown McDonough School of Business Research Paper
27
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
18
Journal of econometrics
18
The review of financial studies
18
Journal of banking & finance
17
Journal of financial economics
17
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
16
Working paper / National Bureau of Economic Research, Inc
16
Journal of financial and quantitative analysis : JFQA
15
The journal of futures markets
13
Journal of Econometrics
12
Management science : journal of the Institute for Operations Research and the Management Sciences
10
Working Paper
10
Journal of monetary economics
9
The review of economics and statistics
8
Journal of Banking & Finance
7
Journal of Financial Econometrics
7
Journal of international money and finance
7
The journal of derivatives : the official publication of the International Association of Financial Engineers
7
The journal of finance : the journal of the American Finance Association
7
Working paper series / University of Zurich, Department of Economics
7
Journal of Financial Economics
6
Journal of Futures Markets
6
Journal of empirical finance
6
The journal of portfolio management : a publication of Institutional Investor
6
ECB Working Paper
5
Econometrics Working Papers Archive
5
Journal of Financial and Quantitative Analysis
5
Journal of applied econometrics
5
Review of Financial Studies
5
Econometric theory
4
Handbooks in economics
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Journal of Business & Economic Statistics
4
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ECONIS (ZBW)
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1
Comment on: nonparametric tail risk, stock returns, and the macroeconomy
Bali, Turan G.
- In:
Journal of financial econometrics : official journal of …
15
(
2017
)
3
,
pp. 413-417
Persistent link: https://www.econbiz.de/10011987520
Saved in:
2
Reminiscing on the 1984 NSF-NBER time series meeting at UC Davis
Engle, Robert F.
- In:
Journal of financial econometrics : official journal of …
8
(
2010
)
2
,
pp. 158-159
Persistent link: https://www.econbiz.de/10008652248
Saved in:
3
Long-term skewness and systemic risk
Engle, Robert F.
- In:
Journal of financial econometrics : official journal of …
9
(
2011
)
3
,
pp. 437-468
Persistent link: https://www.econbiz.de/10009407870
Saved in:
4
Dynamic conditional beta
Engle, Robert F.
- In:
Journal of financial econometrics : official journal of …
14
(
2016
)
4
,
pp. 643-667
Persistent link: https://www.econbiz.de/10011623818
Saved in:
5
Rejoinder on: nonparametric tail risk, stock returns, and the macroeconomy
Almeida, Caio
;
Ardison, Kym
;
Garcia, René
;
Vicente, Jose
- In:
Journal of financial econometrics : official journal of …
15
(
2017
)
3
,
pp. 418-426
Persistent link: https://www.econbiz.de/10011987534
Saved in:
6
Time-varying arrival rates of informed and uninformed trades
Easley, David
;
Engle, Robert F.
;
O'Hara, Maureen
;
Wu, Liuren
- In:
Journal of financial econometrics : official journal of …
6
(
2008
)
2
,
pp. 171-207
Persistent link: https://www.econbiz.de/10003687773
Saved in:
7
Asymmetric dynamics in the correlations of global equity and bond returns
Cappiello, Lorenzo
;
Engle, Robert F.
;
Sheppard, Kevin
- In:
Journal of financial econometrics : official journal of …
4
(
2006
)
4
,
pp. 537-572
Persistent link: https://www.econbiz.de/10003565737
Saved in:
8
Forecasting intraday volatility in the US equity market : multiplicative component GARCH
Engle, Robert F.
;
Sokalska, Magdalena E.
- In:
Journal of financial econometrics : official journal of …
10
(
2012
)
1
,
pp. 54-83
Persistent link: https://www.econbiz.de/10009519713
Saved in:
9
Trades and quotes : a bivariate point process
Engle, Robert F.
;
Lunde, Asger
- In:
Journal of financial econometrics : official journal of …
1
(
2003
)
2
,
pp. 159-188
Persistent link: https://www.econbiz.de/10002214089
Saved in:
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