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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
2,069
MPRA Paper
1,653
Economics letters
1,279
NBER working paper series
840
Econometric theory
816
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
816
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788
Energy economics
732
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718
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707
Finance research letters
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674
Discussion paper / Tinbergen Institute
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Econometric reviews
568
CEMMAP working papers / Centre for Microdata Methods and Practice
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Discussion paper series / IZA
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Working paper
518
European journal of operational research : EJOR
513
Economic modelling
503
Applied economics letters
501
CESifo working papers
482
CESifo Working Paper
456
Journal of banking & finance
455
International review of financial analysis
442
IZA Discussion Paper
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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
407
The journal of futures markets
403
International review of economics & finance : IREF
394
ECB Working Paper
387
Tinbergen Institute Discussion Paper
376
Journal of the American Statistical Association : JASA
362
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
344
Journal of empirical finance
343
cemmap working paper
343
Journal of applied econometrics
342
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322
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ECONIS (ZBW)
347
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1
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:
2
Robust optimal reinsurance-investment for αmaxmin mean-variance utility under Heston's SV model
Chen, Dengsheng
;
He, Yong
;
Li, Ziqiang
- In:
The North American journal of economics and finance : a …
67
(
2023
),
pp. 1-11
Persistent link: https://www.econbiz.de/10014484002
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
Do terror attacks affect the dollar-pound exchange rate? : a nonparametric causality-in-quantiles analysis
Balcilar, Mehmet
;
Gupta, Rangan
;
Pierdzioch, Christian
; …
- In:
The North American journal of economics and finance : a …
41
(
2017
),
pp. 44-56
Persistent link: https://www.econbiz.de/10011878932
Saved in:
5
OPEC news and predictability of oil futures returns and
volatility
: evidence from a nonparametric causality-in-quantiles approach
Gupta, Rangan
;
Yoon, Seong-min
- In:
The North American journal of economics and finance : a …
45
(
2018
),
pp. 206-214
Persistent link: https://www.econbiz.de/10012117774
Saved in:
6
The role of term spread and pattern changes in predicting stock returns and
volatility
of the United Kingdom : evidence from a nonparametric causality-in-quantiles test using over...
Gupta, Rangan
;
Risse, Marian
;
Volkman, David A.
;
Wohar, …
- In:
The North American journal of economics and finance : a …
47
(
2019
),
pp. 391-405
Persistent link: https://www.econbiz.de/10012117890
Saved in:
7
Forecasting risk measures using intraday and overnight information
Santos, Douglas Gomes dos
;
Candido, Osvaldo
;
Tófoli, …
- In:
The North American journal of economics and finance : a …
60
(
2022
),
pp. 1-25
Persistent link: https://www.econbiz.de/10013449240
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8
The contagion effect of jump risk across Asian stock markets during the Covid-19 pandemic
Zhang, Yi
;
Zhou, Long
;
Chen, Yajiao
;
Liu, Fang
- In:
The North American journal of economics and finance : a …
61
(
2022
),
pp. 1-13
Persistent link: https://www.econbiz.de/10013449345
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9
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
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10
Improved beta modeling and forecasting : an unobserved component approach with conditional heteroscedastic disturbances
Ortas, E.
;
Salvador, Manuel
;
Moneva, J. M.
- In:
The North American journal of economics and finance : a …
31
(
2015
),
pp. 27-51
Persistent link: https://www.econbiz.de/10011511029
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