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~isPartOf:"The North American journal of economics and finance : a journal of financial economics studies"
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The North American journal of economics and finance : a journal of financial economics studies
Journal of econometrics
2,287
Economics letters
1,579
NBER working paper series
989
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
975
NBER Working Paper
939
Econometric theory
925
Applied economics
883
Working paper / National Bureau of Economic Research, Inc.
871
Energy economics
802
International journal of forecasting
768
Finance research letters
746
Economic modelling
720
Discussion paper / Tinbergen Institute
671
Applied economics letters
670
Econometric reviews
666
Journal of banking & finance
597
Working paper
585
International review of financial analysis
531
Journal of forecasting
519
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
500
International review of economics & finance : IREF
488
Discussion paper / Centre for Economic Policy Research
473
The journal of futures markets
454
Journal of empirical finance
431
IMF Working Papers
427
Journal of applied econometrics
422
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
419
CEMMAP working papers / Centre for Microdata Methods and Practice
418
CESifo working papers
402
Applied financial economics
377
Journal of international money and finance
375
Journal of the American Statistical Association : JASA
373
Journal of economic dynamics & control
358
The econometrics journal
351
European journal of operational research : EJOR
347
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
347
Journal of international financial markets, institutions & money
339
Working paper / Department of Econometrics and Business Statistics, Monash University
334
International journal of theoretical and applied finance
333
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ECONIS (ZBW)
403
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1
Separating Information Maximum Likelihood estimation of the integrated
volatility
and covariance with micro-market noise
Kunitomo, Naoto
;
Sato, Seisho
- In:
The North American journal of economics and finance : a …
26
(
2013
),
pp. 282-309
Persistent link: https://www.econbiz.de/10010365764
Saved in:
2
Forecasting
volatility
with the realized range in the presence of noise and non-trading
Bannouh, Karim
;
Martens, Martin
;
Dijk, Dick van
- In:
The North American journal of economics and finance : a …
26
(
2013
),
pp. 535-551
Persistent link: https://www.econbiz.de/10010370495
Saved in:
3
Modeling spot rate using a realized stochastic
volatility
model with level effect and dynamic drift
Li, Shaoyu
;
Zheng, Tingguo
- In:
The North American journal of economics and finance : a …
40
(
2017
),
pp. 200-221
Persistent link: https://www.econbiz.de/10011878816
Saved in:
4
Estimation of spot
volatility
with superposed noisy data
Liu, Qiang
;
Liu, Yiqi
;
Liu, Zhi
;
Wang, Li
- In:
The North American journal of economics and finance : a …
44
(
2018
),
pp. 62-79
Persistent link: https://www.econbiz.de/10012036296
Saved in:
5
Fake news
Brigida, Matt
;
Pratt, William R.
- In:
The North American journal of economics and finance : a …
42
(
2017
),
pp. 564-573
Persistent link: https://www.econbiz.de/10011938199
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6
A novel estimation of time-varying quantile
correlation
for financial contagion detection
Ye, Wuyi
;
Li, Mingge
;
Wu, Yuehua
- In:
The North American journal of economics and finance : a …
63
(
2022
),
pp. 1-24
Persistent link: https://www.econbiz.de/10014225731
Saved in:
7
Conditional correlations and
volatility
spillovers between crude oil and stock index returns
Chang, Chia-Lin
;
McAleer, Michael
;
Roengchai Tansuchat
- In:
The North American journal of economics and finance : a …
25
(
2013
),
pp. 116-138
Persistent link: https://www.econbiz.de/10009777824
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8
Testing and comparing the performance of dynamic variance and
correlation
models in value-at-risk estimation
Li, Leon
- In:
The North American journal of economics and finance : a …
40
(
2017
),
pp. 116-135
Persistent link: https://www.econbiz.de/10011878799
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9
Multidimensional noise and non-fundamental information diversity
Russ, David
- In:
The North American journal of economics and finance : a …
59
(
2022
),
pp. 1-28
Persistent link: https://www.econbiz.de/10013413525
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10
Moments expansion densities for quantifying financial risk
Ñíguez, Trino-Manuel
;
Perote, Javier
- In:
The North American journal of economics and finance : a …
42
(
2017
),
pp. 53-69
Persistent link: https://www.econbiz.de/10011938073
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