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Gupta, Rangan
90
Lux, Thomas
51
McMillan, David G.
49
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42
Ma, Feng
42
Pierdzioch, Christian
42
Caporale, Guglielmo Maria
36
Timmermann, Allan
36
Bekaert, Geert
34
Campbell, John Y.
33
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Shleifer, Andrei
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Veronesi, Pietro
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Gorton, Gary
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Lo, Andrew W.
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Salisu, Afees A.
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Wohar, Mark E.
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Zhang, Yaojie
22
Bansal, Ravi
21
Chiarella, Carl
21
Gil-Alaña, Luis A.
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He, Xue-zhong
21
Pesaran, M. Hashem
21
Wang, Jiang
21
Grammig, Joachim
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Sornette, Didier
20
Bali, Turan G.
19
Engle, Robert F.
19
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18
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Rodney L. White Center for Financial Research
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Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
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Federal Reserve System / Division of Research and Statistics
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Universität Mannheim
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Australian National University / Faculty of Economics and Commerce
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Ecole des hautes études commerciales <Lausanne> / Département d'économétrie et d'économie politique
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Goethe-Universität Frankfurt am Main
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Gottfried Wilhelm Leibniz Universität Hannover
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Institut für Höhere Studien
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Institut für Statistik und Mathematische Wirtschaftstheorie <Augsburg>
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Kansantaloustieteen Laitos <Tampere>
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Sonderforschungsbereich 303 Information und die Koordination wirtschaftlicher Aktivitäten, Universität Bonn
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University of Chicago / Center for Research in Security Prices
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University of Exeter / Department of Economics
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American Finance Association
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Center for Economic Research <Tilburg>
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Centre for Analytical Finance <Århus>
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Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>
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Erasmus Research Institute of Management
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European University Institute / Department of Economics
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Federal Reserve Bank of Cleveland
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Goethe-Universität Frankfurt am Main / Institut für Kapitalmarktforschung
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Institut for Finansiering <Frederiksberg>
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International Monetary Fund
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Internationaler Währungsfonds / European Department <2>
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Johannes Gutenberg-Universität Mainz
2
Massachusetts Institute of Technology / Department of Economics
2
Robert Schuman Centre for Advanced Studies
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Sonderforschungsbereich 303 - Information und die Koordination Wirtschaftlicher Aktivitäten, Universität Bonn
2
The Wharton Financial Institutions Center
2
USA / Department of Agriculture
2
Unité Mixte de Recherche Théorie Economique, Modélisation et Applications
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NBER working paper series
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Working paper / National Bureau of Economic Research, Inc.
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NBER Working Paper
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Finance research letters
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Journal of banking & finance
154
The journal of finance : the journal of the American Finance Association
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Journal of financial economics
145
The review of financial studies
140
International review of financial analysis
136
Journal of empirical finance
112
International review of economics & finance : IREF
102
Discussion paper / Centre for Economic Policy Research
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Economic modelling
85
Economics letters
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The North American journal of economics and finance : a journal of financial economics studies
80
Applied economics
79
Journal of economic dynamics & control
75
Journal of forecasting
69
Journal of financial markets
66
Pacific-Basin finance journal
66
Applied economics letters
64
The European journal of finance
63
Review of quantitative finance and accounting
61
Journal of financial and quantitative analysis : JFQA
57
Applied financial economics
55
Journal of econometrics
55
Management science : journal of the Institute for Operations Research and the Management Sciences
54
Research paper series / Swiss Finance Institute
54
Journal of international financial markets, institutions & money
53
Quantitative finance
52
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
50
The American economic review
48
Discussion paper / Tinbergen Institute
44
Computational economics
43
Journal of accounting & economics
43
The journal of futures markets
43
Journal of economic behavior & organization : JEBO
42
Journal of financial econometrics : official journal of the Society for Financial Econometrics
42
Research in international business and finance
42
CESifo working papers
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ECONIS (ZBW)
13,093
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1
The financial econometrics of price discovery and predictability
Narayan, Seema
;
Smyth, Russell
-
2015
Persistent link: https://www.econbiz.de/10011345970
Saved in:
2
Cointegration and price discovery in US corn
cash
and futures markets
Xu, Xiaojie
- In:
Empirical economics : a journal of the Institute for …
55
(
2018
)
4
,
pp. 1889-1923
Persistent link: https://www.econbiz.de/10011950344
Saved in:
3
Empirical studies on volatility in international stock markets
Hol, Eugenie M. J. H.
-
2003
Persistent link: https://www.econbiz.de/10001781211
Saved in:
4
Forecasting stock prices using a hierarchical Bayesian approach
Ying, Jun
;
Kuo, Lynn
;
Seow, Gim S.
- In:
Journal of forecasting
24
(
2005
)
1
,
pp. 39-59
Persistent link: https://www.econbiz.de/10002569977
Saved in:
5
Issues in money, banking and herding
Drehmann, Mathias
-
2003
Persistent link: https://www.econbiz.de/10001746688
Saved in:
6
Volatility models : from GARCH to multi-horizon cascades
Subbotin, Alexander
;
Chauveau, Thierry
;
Shapovalova, …
- In:
Financial markets and the global recession
,
(pp. 103-159)
.
2010
Persistent link: https://www.econbiz.de/10009614252
Saved in:
7
A benchmark approach to filtering in finance
Platen, Eckhard
;
Runggaldier, Wolfgang J.
-
2002
Persistent link: https://www.econbiz.de/10001732830
Saved in:
8
A visual goodness-of-fit test for econometric models
Gençay, Ramazan
(
contributor
);
Selçuk, Faruk
(
contributor
)
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
3
(
1998
)
3
,
pp. 157-167
Persistent link: https://www.econbiz.de/10001769714
Saved in:
9
Simultaneous modeling of price processes and transaction intensities
Grammig, Joachim
;
Hujer, Reinhard
- In:
Allgemeines statistisches Archiv : AStA ; journal of …
86
(
2002
)
1
,
pp. 31-52
Persistent link: https://www.econbiz.de/10001650465
Saved in:
10
Wskaźnik giełdy jako jednorównaniowy liniowy model ekonometryczny
Plebaniak, Joanna
-
2002
Persistent link: https://www.econbiz.de/10001656224
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