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Markov Chain Monte Carlo Metho...
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Theorie
102
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101
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76
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76
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56
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50
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49
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47
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43
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43
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43
Econometrics
40
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33
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32
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28
Markov chain
27
ARCH model
26
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26
Markov-Kette
26
Markov chain Monte Carlo
25
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25
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24
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23
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23
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23
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Shephard, Neil
307
Chib, Siddhartha
181
Barndorff-Nielsen, Ole E.
174
Shephard, Neil G.
149
Nardari, Federico
66
Lunde, Asger
42
Sheppard, Kevin
38
Hansen, Peter Reinhard
35
Griffin, John M.
30
Stulz, René M.
19
Greenberg, Edward
17
Sentana, Enrique
15
Fiorentini, Gabriele
14
Koopman, Siem Jan
14
Noureldin, Diaa
14
Omori, Yasuhiro
13
Rydberg, Tina Hviid
13
Jacobi, Liana
12
Graversen, Svend Erik
11
Bos, Charles S.
10
Kim, Sangjoon
10
Nakajima, Jouchi
10
Winkelmann, Rainer
10
Flury, Thomas
9
Jacod, Jean
9
Rahbek, Anders
9
Shin, Minchul
9
Tiwari, Ram C.
9
Britton, Jack
7
Cashman, George D.
7
Harvey, Andrew C.
7
Kinnebrock, Silja
7
Pollard, David G.
7
Barndorff-Nielsen, Ole
6
Bec, Frédérique
6
Engle, Robert F.
6
Mykland, Per A.
6
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6
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6
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6
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Department of Economics, Oxford University
69
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59
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25
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7
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5
EconWPA
5
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3
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2
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2
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2
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2
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2
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2
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2
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2
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2
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2
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1
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1
Conference State Space and Unobserved Component Models <2002, Amsterdam>
1
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1
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1
Federal Reserve Bank of St. Louis
1
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1
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1
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1
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1
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1
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1
Stata User Group
1
Théorie Économique, Modélisation, Application (THEMA), Université de Cergy-Pontoise
1
Tinbergen Institute
1
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1
arXiv.org
1
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Economics Series Working Papers / Department of Economics, Oxford University
69
Economics Papers / Economics Group, Nuffield College, University of Oxford
59
Journal of econometrics
45
Economics discussion papers
35
Journal of Econometrics
27
OFRC Working Papers Series
25
Department of Economics discussion paper series / University of Oxford
20
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
12
Journal of the American Statistical Association : JASA
12
Oxford Financial Research Centre economics series
12
Econometric theory
10
Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
9
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
8
Journal of Business & Economic Statistics
6
Journal of applied econometrics
6
The review of financial studies
6
Econometric Theory
5
Econometrics
5
Journal of financial econometrics : official journal of the Society for Financial Econometrics
5
Discussion paper / Center for Economic Research, Tilburg University
4
Discussion paper / Suntory-Toyota International Centre for Economics and Related Disciplines
4
Econometrica
4
Journal of Applied Econometrics
4
Suntory Toyota International Centre for Economics and Related Disciplines
4
The review of economic studies
4
CREATES Research Papers
3
Discussion paper / Tinbergen Institute
3
Econometric reviews
3
Econometrics Journal
3
Economics letters
3
Fisher College of Business working paper series
3
IFS working paper
3
Journal of Financial Econometrics
3
The econometrics journal
3
Working papers / Federal Reserve Bank of Philadelphia, Research Department
3
Advanced texts in econometrics
2
Advances in econometrics
2
CARF F-Series
2
CIRJE F-Series
2
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ECONIS (ZBW)
293
RePEc
272
OLC EcoSci
63
BASE
18
Other ZBW resources
6
EconStor
5
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71
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71
Investors do respond to poor mutual fund performance : evidence from inflows and outflows
Cashman, George D.
;
Deli, Daniel Newton
;
Nardari, Federico
- In:
The financial review : the official publication of the …
47
(
2012
)
4
,
pp. 719-739
Persistent link: https://www.econbiz.de/10009661475
Saved in:
72
Time-varying short-horizon predictability
Henkel, Sam James
;
Martin, J. Spencer
;
Nardari, Federico
- In:
Journal of financial economics
99
(
2011
)
3
,
pp. 560-580
Persistent link: https://www.econbiz.de/10009242307
Saved in:
73
Do investors trade more when stocks have performed well? : evidence from 46 countries
Griffin, John M.
;
Nardari, Federico
;
Stulz, René M.
- In:
The review of financial studies
20
(
2007
)
3
,
pp. 905-951
Persistent link: https://www.econbiz.de/10003554656
Saved in:
74
Do investors trade more when stocks have performed well? : Evidence from 46 countries
Griffin, John M.
(
contributor
); …
-
2005
Persistent link: https://www.econbiz.de/10002966592
Saved in:
75
Investors Do Respond to Poor Mutual Fund Performance: Evidence from Inflows and Outflows
Cashman, George D.
;
Deli, Daniel N.
;
Nardari, Federico
; …
- In:
The financial review : the official publication of the …
47
(
2012
)
4
,
pp. 719-740
Persistent link: https://www.econbiz.de/10010020662
Saved in:
76
Do Market Efficiency Measures Yield Correct Inferences? A Comparison of Developed and Emerging Markets
Griffin, John M.
;
Kelly, Patrick J.
;
Nardari, Federico
- In:
The review of financial studies
23
(
2013
)
8
,
pp. 3225-3224
Persistent link: https://www.econbiz.de/10010113852
Saved in:
77
DAILY CROSS-BORDER EQUITY FLOWS: PUSHED OR PULLED?
Griffin, John M.
;
Nardari, Federico
;
Stulz, René M.
-
2002
Persistent link: https://www.econbiz.de/10006973765
Saved in:
78
Explaining the early years of the euro exchange rate: An episode of learning about a new central bank
Gómez, Manuel
;
Melvin, Michael
;
Nardari, Federico
- In:
European economic review : EER
51
(
2007
)
3
,
pp. 505-520
Persistent link: https://www.econbiz.de/10007771232
Saved in:
79
Do Investors Trade More When Stocks Have Performed Well? Evidence from 46 Countries
Griffin, John M.
;
Nardari, Federico
;
Stulz, René M.
- In:
The review of financial studies
20
(
2007
)
3
,
pp. 905-952
Persistent link: https://www.econbiz.de/10007729511
Saved in:
80
Bayesian Analysis of Linear Factor Models with Latent Factors, Multivariate Stochastic Volatility, and APT Pricing Restrictions
Nardari, Federico
;
Scruggs, John T.
- In:
Journal of financial and quantitative analysis : JFQA
42
(
2007
)
4
,
pp. 857-892
Persistent link: https://www.econbiz.de/10007891205
Saved in:
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