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Estimation theory
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24
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Jochmans, Koen
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Conference on Econometric Models of Cyclical Behavior <1969, Cambridge, Mass.>
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European University Institute / Department of Economics
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Journal of econometrics
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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Economics letters
122
Discussion paper series / IZA
63
Econometric reviews
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Applied economics letters
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NBER Working Paper
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Economic modelling
58
NBER working paper series
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CEMMAP working papers / Centre for Microdata Methods and Practice
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
51
Applied economics
47
Journal of applied econometrics
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Working paper
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Discussion paper / Tinbergen Institute
39
Working paper / Department of Econometrics and Business Statistics, Monash University
39
Working paper / National Bureau of Economic Research, Inc.
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Quantitative economics : QE ; journal of the Econometric Society
38
Journal of empirical finance
37
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
36
Journal of banking & finance
35
Finance research letters
34
CESifo working papers
33
IZA Discussion Paper
33
The econometrics journal
33
Discussion paper
32
Econometric theory
31
Econometrics : open access journal
31
Discussion papers / CEPR
29
Empirical economics : a quarterly journal of the Institute for Advanced Studies
27
Journal of financial econometrics
26
International journal of forecasting
25
Journal of economic dynamics & control
25
The review of economics and statistics
25
Journal of forecasting
24
Journal of the American Statistical Association : JASA
24
Computational economics
22
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
22
European journal of operational research : EJOR
22
Journal of financial econometrics : official journal of the Society for Financial Econometrics
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ECONIS (ZBW)
6,452
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1
RePEc
1
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1
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1
Nonparametric testing for anomaly effects in empirical asset pricing models
Jin, Sainan
;
Su, Liangjun
;
Zhang, Yonghui
- In:
Empirical economics : a journal of the Institute for …
48
(
2015
)
1
,
pp. 9-36
Persistent link: https://www.econbiz.de/10011285985
Saved in:
2
Testing of a market fraction model and power-law behaviour in the Dax 30
He, Xue-zhong
;
Li, Youwei
-
2015
Persistent link: https://www.econbiz.de/10011344322
Saved in:
3
Testing of a market fraction model and power-law behaviour in the DAX 30
He, Xue-zhong
;
Li, Youwei
- In:
Journal of empirical finance
31
(
2015
),
pp. 1-17
Persistent link: https://www.econbiz.de/10011489318
Saved in:
4
Asset pricing using block-cholesky GARCH and time-varying betas
Grassi, Stefano
;
Violante, Francesco
-
2021
Persistent link: https://www.econbiz.de/10012620745
Saved in:
5
Semiparametric
estimation
of risk-return relationships
Escanciano, Juan Carlos
;
Pardo-Fernández, Juan Carlos
; …
- In:
Journal of business & economic statistics : JBES ; a …
35
(
2017
)
1
,
pp. 40-52
Persistent link: https://www.econbiz.de/10011704099
Saved in:
6
Estimating the beta-return relationship by considering the sign and the magnitude of daily returns
Ben Sita, Bernard
- In:
The quarterly review of economics and finance : journal …
67
(
2018
),
pp. 28-35
Persistent link: https://www.econbiz.de/10012034395
Saved in:
7
Asset pricing using Block-Cholesky GARCH and time-varying betas
Grassi, Stefano
;
Violante, Francesco
-
2021
Persistent link: https://www.econbiz.de/10012543884
Saved in:
8
Asset pricing using Block-Cholesky GARCH and time-varying betas
Grassi, Stefano
;
Violante, Francesco
-
2021
Persistent link: https://www.econbiz.de/10012487978
Saved in:
9
Using irregularly spaced returns to estimate multi-factor models : application to Brazilian equity data
Veiga, Alvaro
(
contributor
); …
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001953799
Saved in:
10
Cross-sectional quantile regression for estimating conditional VaR of returns during periods of high volatility
Vidal-Llana, Xenxo
;
Guillén, Montserrat
- In:
The North American journal of economics and finance : a …
63
(
2022
),
pp. 1-9
Persistent link: https://www.econbiz.de/10014225819
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