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Consistent Ranking of Volatili...
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Theorie
76
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69
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52
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52
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33
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31
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31
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30
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107
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63
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190
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101
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Lunde, Asger
206
Hansen, Peter Reinhard
177
Barndorff-Nielsen, Ole E.
38
Timmermann, Allan
28
Shephard, Neil
25
Shephard, Neil G.
18
Nason, James M.
16
Hansen, Peter R.
14
Huang, Zhuo
14
Voev, Valeri
11
Bennedsen, Mikkel
10
Engle, Robert F.
8
Zebedee, Allan A.
8
Blake, David
7
Hansen, Peter
7
Pakkanen, Mikko S.
7
Archakov, Ilya
6
Horel, Guillaume
6
Nason, James Michael
6
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5
Shek, Howard Howan
5
Wei, Wei
5
Boudt, Kris
4
Grønborg, Niels S.
4
Koopman, Siem Jan
4
Laurent, Sébastien
4
Quaedvlieg, Rogier
4
Bentzen, Eric
3
Hansen, Martin Klint
3
Large, Jeremy
3
Tong, Chen
3
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3
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2
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2
Brix, Anne Floor
2
Christoffersen, Peter
2
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2
Dumitrescu, Elena-Ivona
2
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2
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2
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School of Economics and Management, University of Aarhus
19
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10
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7
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5
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4
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4
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4
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3
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3
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3
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2
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2
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1
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1
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1
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1
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23
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19
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11
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10
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10
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10
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7
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7
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5
Journal of applied econometrics
5
Journal of financial econometrics
5
Journal of financial econometrics : official journal of the Society for Financial Econometrics
5
Econometric modelling of durations between economic events
4
Economics Papers / Economics Group, Nuffield College, University of Oxford
4
Economics Working Papers / Department of Economics, European University Institute
4
Journal of Econometrics
4
OFRC Working Papers Series
4
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3
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3
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3
Econometrica
3
Economics discussion papers
3
Economics letters
3
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3
Journal of Applied Econometrics
3
Journal of Business & Economic Statistics
3
Journal of Financial Econometrics
3
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3
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3
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3
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Econometric Society World Congress 2000 Contributed Papers
2
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Econometrics Journal
2
Energy economics
2
Financial Markets and Portfolio Management
2
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2
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2
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2
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ECONIS (ZBW)
176
RePEc
83
OLC EcoSci
19
EconStor
11
Other ZBW resources
2
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201
A generalized gamma autoregressive conditional duration model
Lunde, Asger
- In:
Econometric modelling of durations between economic events
,
(pp. 31-68)
.
1999
Persistent link: https://www.econbiz.de/10001442379
Saved in:
202
Trade and quotes : a bivariate point process
Lunde, Asger
- In:
Econometric modelling of durations between economic events
,
(pp. 71-108)
.
1999
Persistent link: https://www.econbiz.de/10001442381
Saved in:
203
The hazards of mutual fund underperformance : a Cox regression analysis
Lunde, Asger
- In:
Econometric modelling of durations between economic events
,
(pp. 109-150)
.
1999
Persistent link: https://www.econbiz.de/10001442393
Saved in:
204
Duration dependence in stock prices : an analysis of bull and bear markets
Lunde, Asger
(
contributor
);
Timmermann, Allan
(
contributor
)
-
2000
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001533118
Saved in:
205
The hazards of mutual fund underperformance : a Cox regression analysis
Lunde, Asger
;
Timmermann, Allan
;
Blake, David
-
1999
Persistent link: https://www.econbiz.de/10001469947
Saved in:
206
The hazards of mutual fund performance : a cox regression analysis
Lunde, Asger
;
Timmermann, Allan
;
Blake, David
-
1998
Persistent link: https://www.econbiz.de/10000994246
Saved in:
207
Trades and quotes : a bivariate point process
Engle, Robert F.
;
Lunde, Asger
-
1998
Persistent link: https://www.econbiz.de/10000983784
Saved in:
208
The hazards of mutual fund underperformance : a Cox regression analysis
Lunde, Asger
;
Timmermann, Allan
;
Blake, David
-
1998
Persistent link: https://www.econbiz.de/10000988763
Saved in:
209
Econometric modelling of durations between economic events
Lunde, Asger
-
1999
Persistent link: https://www.econbiz.de/10001401985
Saved in:
210
The NIG-S&ARCH model : a fat tailed, stochastic, and autoregressive conditional heteroskedastic volatility model
Jensen, Morten Berg
(
contributor
);
Lunde, Asger
(
contributor
)
-
2001
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001563855
Saved in:
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