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Gil-Alaña, Luis A.
26
Lux, Thomas
26
Caporale, Guglielmo Maria
24
Gupta, Rangan
24
Hautsch, Nikolaus
16
Kapetanios, George
15
Narayan, Paresh Kumar
14
Sibbertsen, Philipp
14
Tauchen, George Eugene
14
Timmermann, Allan
14
Allen, David E.
12
Engle, Robert F.
12
Krämer, Walter
12
Pesaran, M. Hashem
12
Tiwari, Aviral Kumar
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Todorov, Viktor
12
Härdle, Wolfgang
11
McAleer, Michael
11
Koopman, Siem Jan
10
Linton, Oliver
10
Maheswaran, S.
10
Kim, Donggyu
9
Li, Jia
9
Andersen, Torben
8
Bailey, Natalia
8
Balcilar, Mehmet
8
Bollerslev, Tim
8
Faff, Robert W.
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Gao, Jiti
8
McMillan, David G.
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Sornette, Didier
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Teräsvirta, Timo
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Tse, Yiu Kuen
8
Wohar, Mark E.
8
Ferreira, Paulo
7
Guidolin, Massimo
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Kumar, Dilip
7
Malec, Peter
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Pettenuzzo, Davide
7
Runde, Ralf
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Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
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Birkbeck College / Department of Economics
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School of Finance and Business Economics <Perth, Western Australia>
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Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
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University of Chicago / Center for Research in Security Prices
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Christian-Albrechts-Universität zu Kiel
2
Gottfried Wilhelm Leibniz Universität Hannover
2
Institut für Industriebetriebsforschung <Hamburg>
2
Deutsche Forschungsgemeinschaft
1
Kansantaloustieteen Laitos <Tampere>
1
Nationalekonomiska Institutionen <Lund>
1
New York Institute of Finance
1
Rodney L. White Center for Financial Research
1
Sonderforschungsbereich 303 - Information und die Koordination Wirtschaftlicher Aktivitäten, Universität Bonn
1
Springer Fachmedien Wiesbaden
1
Technische Universität Dresden
1
The Wharton Financial Institutions Center
1
Unité Mixte de Recherche Théorie Economique, Modélisation et Applications
1
University of Cambridge / Department of Applied Economics
1
University of Cambridge / Faculty of Economics
1
University of Exeter / Department of Economics
1
Universität Dortmund
1
William Davidson Institute <Ann Arbor, Mich.>
1
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Journal of econometrics
58
Journal of empirical finance
39
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
34
Economic modelling
32
Finance research letters
26
Economics letters
24
Journal of risk and financial management : JRFM
23
International review of financial analysis
22
International review of economics & finance : IREF
21
The North American journal of economics and finance : a journal of financial economics studies
21
Discussion paper / Tinbergen Institute
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Journal of banking & finance
19
Journal of forecasting
19
Quantitative finance
19
Applied financial economics
18
The journal of finance : the journal of the American Finance Association
18
Applied economics
17
CESifo working papers
17
NBER working paper series
16
SFB 649 discussion paper
16
Energy economics
15
Journal of financial economics
15
Econometrics : open access journal
14
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
14
Journal of financial econometrics : official journal of the Society for Financial Econometrics
14
Journal of international financial markets, institutions & money
14
Economics working paper
13
International journal of forecasting
13
NBER Working Paper
13
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
13
Working paper
13
Cambridge working papers in economics
12
International journal of economics and financial issues : IJEFI
12
Pacific-Basin finance journal
12
Research in international business and finance
12
Review of quantitative finance and accounting
12
The review of financial studies
12
Computational economics
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Journal of economic dynamics & control
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Journal of financial econometrics
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ECONIS (ZBW)
2,391
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1
Fourth-moments structures in financial time series
Kunst, Robert M.
-
1993
Persistent link: https://www.econbiz.de/10000888010
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2
Stock returns and conditional volatility : an empirical investigation of the Swedish stock market
Hansson, Björn A.
;
Hördahl, Peter
-
1994
-
Preliminary version
Persistent link: https://www.econbiz.de/10000889012
Saved in:
3
Beta variability in the market model : an investigation of 16 of the most actively traded stocks on the Stockholm Stock Exchange
Setterblad, Johan
-
1994
Persistent link: https://www.econbiz.de/10000894638
Saved in:
4
Modeling and pricing long-memory in stock market volatility
Bollerslev, Tim
;
Mikkelsen, Hans Ole Æ.
-
1994
Persistent link: https://www.econbiz.de/10000896214
Saved in:
5
The risk premium and exogenous shifts of risk in the Australian equity market
Brailsford, Timothy J.
-
1992
-
Preliminary draft
Persistent link: https://www.econbiz.de/10000861012
Saved in:
6
Die Wirkung temporaler Aggregation auf die Kurtosis eines Random Walk Prozesses mit autoregressiver bedingter Heteroskedastizität
Sanddorf-Köhle, Walter G.
-
1993
Persistent link: https://www.econbiz.de/10000863853
Saved in:
7
Cointegration and causality of stock markets in two small open economies and their major trading partner nations
Malkamäki, Markku R. J.
-
1992
Persistent link: https://www.econbiz.de/10000839839
Saved in:
8
Why long horizons? : a study of power against persistent alternatives
Campbell, John Y.
-
1993
Persistent link: https://www.econbiz.de/10000879027
Saved in:
9
The econometrics of ultra-high frequency data
Engle, Robert F.
-
1996
Persistent link: https://www.econbiz.de/10000613076
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10
Tests for market model instability : an empirical comparison of tests using recursive residuals
Knif, Johan
-
1988
Persistent link: https://www.econbiz.de/10000126783
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