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Bollerslev, Tim
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Koopman, Siem Jan
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39
Härdle, Wolfgang
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Aizenman, Joshua
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Chiarella, Carl
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Caporin, Massimiliano
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Gupta, Rangan
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Asai, Manabu
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Fernández-Villaverde, Jesús
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Pierdzioch, Christian
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Todorov, Viktor
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Hautsch, Nikolaus
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Clark, Todd E.
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Ghysels, Eric
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Lucas, André
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Meddahi, Nour
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Yu, Jun
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Andersen, Torben G.
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Caballero, Ricardo J.
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Schlag, Christian
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Westerhoff, Frank H.
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Aït-Sahalia, Yacine
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Bauwens, Luc
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Engle, Robert F.
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Chan, Joshua
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Giglio, Stefano
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Gonçalves, Sílvia
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Li, Kai
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Mittnik, Stefan
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Mumtaz, Haroon
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Renault, Eric
19
Brandt, Michael W.
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International Monetary Fund
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Kansantaloustieteen Laitos <Tampere>
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Umeå Universitet / Institutionen för Nationalekonomi
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University of Exeter / Department of Economics
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109
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The European journal of finance
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Energy economics
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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The journal of finance : the journal of the American Finance Association
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ECONIS (ZBW)
9,678
EconStor
9
ArchiDok
1
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1
What's causing overreaction? : an experimental investigation of recency and the hot hand effect
Offerman, Theo
;
Sonnemans, Joep
-
1997
Persistent link: https://www.econbiz.de/10000959688
Saved in:
2
Computationally attractive stability tests for the efficient method of moments
Sluis, Pieter J. van der
-
1997
Persistent link: https://www.econbiz.de/10000968763
Saved in:
3
A hybrid joint moment ratio test for financial times series
Groenendijk, Patrick A.
;
Lucas, André
;
Vries, Casper G. de
-
1998
Persistent link: https://www.econbiz.de/10000994244
Saved in:
4
Stock market forecastability and volatility : a statistical appraisal
Mankiw, Nicholas Gregory
;
Romer, David
;
Shapiro, Matthew D.
-
1989
Persistent link: https://www.econbiz.de/10000777112
Saved in:
5
Stock market forecastability and volatility : a statistical appraisal
Mankiw, Nicholas Gregory
;
Romer, David
;
Shapiro, Matthew D.
-
1990
Persistent link: https://www.econbiz.de/10000811111
Saved in:
6
Statistical methods in finance
Maddala, Gangadharrao S.
(
contributor
); …
-
1996
Persistent link: https://www.econbiz.de/10000610528
Saved in:
7
GMM estimation of a stochastic volatility model : a Monte Carlo study
Andersen, Torben
- In:
Journal of business & economic statistics : JBES ; a …
14
(
1996
)
3
,
pp. 328-352
Persistent link: https://www.econbiz.de/10001334392
Saved in:
8
A continuous-time arbitrage-pricing model with stochastic volatility and jumps
Ho, Mun S.
- In:
Journal of business & economic statistics : JBES ; a …
14
(
1996
)
1
,
pp. 31-43
Persistent link: https://www.econbiz.de/10001203183
Saved in:
9
A stochastic variance frontier model of volatility of stock market returns
Sengupta, Jati K.
- In:
Journal of quantitative economics : official journal of …
11
(
1995
)
2
,
pp. 13-31
Persistent link: https://www.econbiz.de/10001208326
Saved in:
10
Statistical methodologies for financial research : special issue
Taylor, Stephen
(
contributor
)
- In:
Mathematical finance : an international journal of …
4
(
1994
)
2
,
pp. 75-221
Persistent link: https://www.econbiz.de/10001185297
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