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~type_genre:"Aufsatz in Zeitschrift"
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Forecasting Volatility with Co...
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Theorie
29
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29
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26
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21
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21
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19
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12
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Aufsatz in Zeitschrift
Working Paper
175
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132
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122
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122
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90
Aufsatz im Buch
4
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89
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Dijk, Dick van
84
Franses, Philip Hans
21
Paap, Richard
8
Sokolinskiy, Oleg
7
Martens, Martin
6
Opschoor, Anne
6
Teräsvirta, Timo
6
Wel, Michel van der
6
Groenen, Patrick J. F.
5
Kole, Erik
5
Lucas, André
5
Diks, Cees G. H.
4
Heij, Christiaan
4
Sensier, Marianne
4
Boswijk, Herman Peter
3
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3
Markwat, Thijs
3
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3
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3
Panchenko, Valentyn
3
Sopranzetti, Ben J.
3
Çakmaklı, Cem
3
Bannouh, Karim
2
Bataa, Erdenebat
2
Clements, Michael P.
2
Dijk, Herman K. van
2
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2
Fassler, Karen Watkins
2
Novales, Alfonso
2
Pooter, Michiel de
2
Punder, Ramon de
2
Spronk, Jaap
2
Zwart, Gerben Jacobus de
2
Barendse, Sander
1
Barra, István
1
Baștürk, Nalan
1
Bouwman, Kees E.
1
Chen, Weiwei
1
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1
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International journal of forecasting
14
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8
Journal of applied econometrics
7
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
6
Journal of banking & finance
4
Review of quantitative finance and accounting
4
Applied financial economics
3
Journal of economic dynamics & control
3
Journal of empirical finance
3
Oxford bulletin of economics and statistics
3
Applied economics
2
CeNDEF working paper
2
Econometric reviews
2
Journal of financial econometrics : official journal of the Society for Financial Econometrics
2
Journal of forecasting
2
Macroeconomic dynamics
2
The review of economics and statistics
2
Central Bank review / Central Bank of the Republic of Turkey
1
Decision sciences : DS
1
Economics letters
1
El trimestre económico
1
Energy economics
1
European financial management : the journal of the European Financial Management Association
1
Financial analysts' journal : FAJ
1
International journal of central banking : IJCB
1
International journal of corporate governance : IJCG
1
Journal of business cycle measurement and analysis : a joint publication of OECD and CIRET
1
Journal of development economics
1
Journal of financial econometrics
1
Journal of financial markets
1
Journal of international money and finance
1
Journal of macroeconomics
1
Manufacturing & service operations management : M & SOM
1
Review of finance : journal of the European Finance Association
1
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
1
The North American journal of economics and finance : a journal of financial economics studies
1
The econometrics journal
1
The economic journal : the journal of the Royal Economic Society
1
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ECONIS (ZBW)
90
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1
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10
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90
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1
Comparing the accuracy of multivariate density forecasts in selected regions of the copula support
Diks, Cees G. H.
;
Panchenko, Valentyn
;
Sokolinskiy, Oleg
; …
- In:
Journal of economic dynamics & control
48
(
2014
),
pp. 79-94
Persistent link: https://www.econbiz.de/10010485831
Saved in:
2
Conditional dependence in post-crisis markets : dispersion and correlation skew trades
Sokolinskiy, Oleg
- In:
Review of quantitative finance and accounting
55
(
2020
)
2
,
pp. 389-426
Persistent link: https://www.econbiz.de/10012303884
Saved in:
3
Debt rollover-induced local volatility model
Sokolinskiy, Oleg
- In:
Review of quantitative finance and accounting
52
(
2019
)
4
,
pp. 1065-1084
Persistent link: https://www.econbiz.de/10012172912
Saved in:
4
R-2GAM stochastic volatility model : flexibility and calibration
Lee, Cheng F.
;
Sokolinskiy, Oleg
- In:
Review of quantitative finance and accounting
45
(
2015
)
3
,
pp. 463-483
Persistent link: https://www.econbiz.de/10011531991
Saved in:
5
Inventory management and endogenous demand : investigating the role of customer referrals, defections, and product market failure
Sokolinskiy, Oleg
;
Sopranzetti, Ben J.
;
Rogers, Dale S.
; …
- In:
Decision sciences : DS
50
(
2019
)
1
,
pp. 118-141
Persistent link: https://www.econbiz.de/10012060485
Saved in:
6
Cash conversion systems in corporate subsidiaries
Chen, Weiwei
;
Melamed, Benjamin
;
Sokolinskiy, Oleg
; …
- In:
Manufacturing & service operations management : M & SOM
19
(
2017
)
4
,
pp. 604-619
Persistent link: https://www.econbiz.de/10011770566
Saved in:
7
The risk management implications of using end of day consensus pricing for single name CDS
Ronen, Tavy
;
Sokolinskiy, Oleg
;
Sopranzetti, Ben J.
- In:
Review of quantitative finance and accounting
55
(
2020
)
1
,
pp. 269-304
Persistent link: https://www.econbiz.de/10012233227
Saved in:
8
Testing for ARCH in the presence of addiative outliers
Dijk, Dick van
;
Franses, Philip Hans
;
Lucas, André
- In:
Journal of applied econometrics
14
(
1999
)
5
,
pp. 539-562
Persistent link: https://www.econbiz.de/10001421498
Saved in:
9
Are statistical reporting agencies getting it right? Data rationality and business cycle asymmetry
Swanson, Norman R.
;
Dijk, Dick van
- In:
Journal of business & economic statistics : JBES ; a …
24
(
2006
)
1
,
pp. 24-42
Persistent link: https://www.econbiz.de/10003279768
Saved in:
10
The economic value of fundamental and technical information in emerging currency markets
Zwart, Gerben Jacobus de
;
Markwat, Thijs
;
Swinkels, Laurens
- In:
Journal of international money and finance
28
(
2009
)
4
,
pp. 581-604
Persistent link: https://www.econbiz.de/10003847818
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