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Schätztheorie
36,156
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7,906
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11
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10
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9
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8
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8
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8
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Li, Jia
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8
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Allen, David E.
7
Bauwens, Luc
7
Malec, Peter
7
Teräsvirta, Timo
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6
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6
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6
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Runde, Ralf
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5
Bibinger, Markus
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5
Gulen, Huseyin
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University of Cambridge / Faculty of Economics
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Journal of econometrics
52
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Journal of empirical finance
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Economic modelling
21
Finance research letters
15
Quantitative finance
15
Journal of banking & finance
14
Review of quantitative finance and accounting
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Economics letters
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Working paper / Department of Econometrics and Business Statistics, Monash University
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Applied economics
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
11
Discussion paper / Tinbergen Institute
10
International review of economics & finance : IREF
10
International review of financial analysis
10
Journal of applied econometrics
10
Journal of risk and financial management : JRFM
10
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
10
The North American journal of economics and finance : a journal of financial economics studies
10
Cambridge working papers in economics
9
International journal of economics and financial issues : IJEFI
9
International journal of theoretical and applied finance
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Working paper
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Econometrics : open access journal
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
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Journal of forecasting
8
NBER Working Paper
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NBER working paper series
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The journal of finance : the journal of the American Finance Association
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Annals of finance
7
Applied economics letters
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Applied financial economics
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CESifo working papers
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Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
7
Energy economics
7
International journal of forecasting
7
Journal of economic dynamics & control
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Journal of financial and quantitative analysis : JFQA
7
Journal of international financial markets, institutions & money
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The review of financial studies
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ECONIS (ZBW)
1,325
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1
When does investor sentiment predict stock returns?
Chung, San-lin
;
Hung, Chi-hsiou
;
Yeh, Chung-ying
- In:
Journal of empirical finance
19
(
2012
)
2
,
pp. 217-240
Persistent link: https://www.econbiz.de/10009615715
Saved in:
2
On testing for bubbles during hyperinflations
Morita, Rubens
;
Psaradakis, Zacharias G.
;
Sola, Martin
; …
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
28
(
2024
)
1
,
pp. 25-37
Persistent link: https://www.econbiz.de/10014506885
Saved in:
3
Event studies correcting for nonnormality using the wild bootstrap
Gregoriou, Andros
- In:
Applied economics letters
21
(
2014
)
13/15
,
pp. 1054-1056
Persistent link: https://www.econbiz.de/10010418235
Saved in:
4
Nonparametric estimation and inference for conditional density based Granger causality measures
Taamouti, Abderrahim
;
Bouezmarni, Taoufik
;
El Ghouch, Anouar
- In:
Journal of econometrics
180
(
2014
)
2
,
pp. 251-264
Persistent link: https://www.econbiz.de/10010433362
Saved in:
5
Stock return predictability : evaluation based on interval forecasts
Charles, Amélie
;
Darné, Olivier
;
Kim, Jae H.
- In:
Bulletin of economic research
74
(
2022
)
2
,
pp. 363-385
Persistent link: https://www.econbiz.de/10013188680
Saved in:
6
A threshold model approach to estimating the abnormal stock returns
Chong, Terence Tai-Leung
;
Mak, Wing Hei
;
Yan, Isabel K. M.
- In:
Annals of financial economics
8
(
2013
)
1
,
pp. 1-17
Persistent link: https://www.econbiz.de/10010192088
Saved in:
7
Testing the white noise hypothesis in high-frequency housing returns of the United States
Tiwari, Aviral Kumar
;
Gupta, Rangan
;
Cuñado …
- In:
Economics and Business Letters : EBL
9
(
2020
)
3
,
pp. 178-188
Persistent link: https://www.econbiz.de/10012420487
Saved in:
8
Inference on the tail process with application to financial time series modeling
Davis, Richard A.
;
Drees, Holger
;
Segers, Johan
; …
- In:
Journal of econometrics
205
(
2018
)
2
,
pp. 508-525
Persistent link: https://www.econbiz.de/10012110330
Saved in:
9
Mixed-scale jump regressions with bootstrap inference
Li, Jia
;
Todorov, Viktor
;
Tauchen, George Eugene
;
Chen, Rui
- In:
Journal of econometrics
201
(
2017
)
2
,
pp. 417-432
Persistent link: https://www.econbiz.de/10011920538
Saved in:
10
Covariance estimation using random permutations
Padmakumari, Lakshmi
;
Maheswaran, S.
- In:
International journal of financial engineering
5
(
2018
)
1
,
pp. 1-21
Persistent link: https://www.econbiz.de/10011922956
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