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Estimation
USA
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Caporale, Guglielmo Maria
103
Gupta, Rangan
91
Gil-Alaña, Luis A.
80
Heckman, James J.
65
Hamermesh, Daniel S.
42
McAleer, Michael
39
Pesaran, M. Hashem
34
Belke, Ansgar
33
Bahmani-Oskooee, Mohsen
32
Koopman, Siem Jan
31
Miller, Stephen M.
31
Basu, Susanto
30
Bollerslev, Tim
29
Cheung, Yin-Wong
29
Glaeser, Edward L.
29
Karanassou, Marika
29
Neumark, David
29
Timmermann, Allan
29
Wohar, Mark E.
29
Kilian, Lutz
28
Malley, James R.
28
Marcellino, Massimiliano
28
Engle, Robert F.
27
Walker, Reed
27
Balcilar, Mehmet
26
Bloom, Nicholas
26
Chinn, Menzie David
26
Haltiwanger, John C.
26
Shapiro, Joseph S.
26
Stulz, René M.
26
Autor, David H.
25
Christiano, Lawrence J.
25
Galí, Jordi
25
Mazumder, Bhashkar
25
Schorfheide, Frank
25
Blundell, Richard W.
24
Gil-Alana, Luis A.
24
Hautsch, Nikolaus
24
Ludvigson, Sydney C.
24
Moretti, Enrico
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National Bureau of Economic Research
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Federal Reserve Bank of Chicago
9
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
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Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>
8
Springer Fachmedien Wiesbaden
8
USA / Bureau of Labor Statistics
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University of Chicago / Center for Research in Security Prices
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University of Glasgow / Department of Economics
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Federal Reserve Bank of Richmond
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Federal Reserve System / Division of Research and Statistics
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Institut für Weltwirtschaft
7
The Wharton Financial Institutions Center
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Boston College / Department of Economics
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Center for the Study of Industrial Organisation
6
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Rodney L. White Center for Financial Research
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Rutgers University / Department of Economics
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University of Hong Kong / School of Economics and Finance
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Verlag Dr. Kovač
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Ekonomiska forskningsinstitutet <Stockholm>
5
Georgetown University / Economics Department
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John F. Kennedy School of Government
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Massachusetts Institute of Technology / Department of Economics
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Universität Mannheim
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Stanford Institute for Economic Policy Research
4
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1,489
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418
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393
Applied economics
259
The review of economics and statistics
170
CESifo working papers
166
Finance and economics discussion series
162
NBER working paper series
151
The American economic review
151
Applied economics letters
149
The journal of finance : the journal of the American Finance Association
148
Working paper
128
Applied financial economics
123
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
105
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
103
Journal of applied econometrics
96
The review of financial studies
92
NBER Working Paper
88
The journal of futures markets
85
Economics letters
81
Journal of money, credit and banking : JMCB
80
Journal of political economy
76
American economic journal : a journal of the American Economic Association
75
Journal of international money and finance
75
Economic modelling
74
Journal of financial and quantitative analysis : JFQA
74
Discussion paper
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Journal of monetary economics
67
Southern economic journal
65
Journal of labor economics
61
Journal of banking & finance
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Journal of econometrics
57
CESifo working papers : the international platform of Ludwig-Maximilians University's Center for Economic Studies and the Ifo Institute
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Staff reports / Federal Reserve Bank of New York
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The North American journal of economics and finance : a journal of financial economics studies
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The quarterly journal of economics
56
Journal of macroeconomics
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Economic inquiry : journal of the Western Economic Association International
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ECONIS (ZBW)
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EconStor
1
ArchiDok
1
RePEc
1
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16,731
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date (oldest first)
1
Stock index volatility expectations implied by call options premia
Rindell, Krister
-
1989
Persistent link: https://www.econbiz.de/10000126342
Saved in:
2
Is lead-lag stronger under bad news? : Evidence from a complementary test
Jokivuolle, Esa
;
Lanne, Markku
-
1997
Persistent link: https://www.econbiz.de/10000963925
Saved in:
3
Data-snooping, technical trading rule performance, and the bootstrap
Sullivan, Ryan
;
Timmermann, Allan
;
White, Halbert
-
1998
Persistent link: https://www.econbiz.de/10000994249
Saved in:
4
Aggregation of short-memory processes, the volatility of stock market return indices and long
Barnes, Michelle L.
-
1998
Persistent link: https://www.econbiz.de/10000995175
Saved in:
5
Bootstrap derivative asset pricing
Markellos, Raphaēl N.
-
1998
Persistent link: https://www.econbiz.de/10000996674
Saved in:
6
Modifikation der Verteilungsannahme im Value-at-Risk-Modell
Jödicke, Ralf
;
Schremper, Ralf
-
1999
Persistent link: https://www.econbiz.de/10001404275
Saved in:
7
Cointegration, forecasting and international stock prices
Crowder, William J.
;
Wohar, Mark E.
- In:
Global finance journal
9
(
1998
)
2
,
pp. 181-204
Persistent link: https://www.econbiz.de/10001352063
Saved in:
8
Multivariate stochastic volatility models : estimation and a comparison with VGARCH models
Daníelsson, Jón
- In:
Journal of empirical finance
5
(
1998
)
2
,
pp. 155-173
Persistent link: https://www.econbiz.de/10001374884
Saved in:
9
Distribution theory for unit root tests with conditional heteroskedasticity
Seo, Byeongseon
- In:
Journal of econometrics
91
(
1999
)
1
,
pp. 113-144
Persistent link: https://www.econbiz.de/10001382163
Saved in:
10
Evaluating forecasts of correlation using option pricing
Gibson, Michael S.
;
Boyer, Brian H.
- In:
The journal of derivatives : the official publication …
6
(
1998
)
2
,
pp. 18-38
Persistent link: https://www.econbiz.de/10001355577
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