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type_genre:"Article in journal"
~isPartOf:"The quarterly journal of finance"
~person:"Jarrow, Robert A."
~person:"Kumbhakar, Subal"
~type_genre:"Glossary included"
~type_genre:"Reprint"
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Jarrow, Robert A.
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Czerwonko, Michal
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Huang, Jing-Zhi
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The quarterly journal of finance
Journal of productivity analysis
11
Mathematical finance : an international journal of mathematics, statistics and financial theory
11
Review of derivatives research
10
European journal of operational research : EJOR
9
Journal of econometrics
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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Empirical economics : a quarterly journal of the Institute for Advanced Studies
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International journal of theoretical and applied finance
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The energy journal
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Journal of agricultural and applied economics : JAEE
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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Journal of productivity analysis : an official journal of the International Society for Efficiency and Productivity Analysis
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Journal of quantitative economics : official journal of the Indian Econometric Society
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Journal of regulatory economics
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Journal of risk
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Oxford economic papers
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The journal of derivatives : the official publication of the International Association of Financial Engineers
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The journal of fixed income
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The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
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Acta agriculturae Scandinavica / C : an official journal of the Nordic Association of Agricultural Scientists (NJF)
1
Advances in futures and options research : a research annual
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Agricultural finance review
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Annals of operations research
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Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
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ECONIS (ZBW)
6
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1
Time-invariance coefficients tests with the adaptive multi-factor model
Zhu, Liao
;
Jarrow, Robert A.
;
Wells, Martin T.
- In:
The quarterly journal of finance
11
(
2021
)
4
,
pp. 1-30
Persistent link: https://www.econbiz.de/10013170764
Saved in:
2
High-dimensional estimation, basis assets, and the adaptive multi-factor model
Zhu, Liao
;
Basu, Sumanta
;
Jarrow, Robert A.
;
Wells, …
- In:
The quarterly journal of finance
10
(
2020
)
4
,
pp. 1-52
Persistent link: https://www.econbiz.de/10012627440
Saved in:
3
The effects of yield control monetary policy : a helicopter money drop to financial institutions
Jarrow, Robert A.
;
Lamichhane, Sujan
- In:
The quarterly journal of finance
10
(
2020
)
1
,
pp. 1-38
Persistent link: https://www.econbiz.de/10012423551
Saved in:
4
An equilibrium capital asset pricing model in markets with price jumps and price bubbles
Jarrow, Robert A.
- In:
The quarterly journal of finance
8
(
2018
)
2
,
pp. 1-33
Persistent link: https://www.econbiz.de/10011921983
Saved in:
5
The impact of a Central Bank's Bond Market intervention on foreign exchange rates
Jarrow, Robert A.
;
Li, Hao
- In:
The quarterly journal of finance
5
(
2015
)
2
,
pp. 1-34
Persistent link: https://www.econbiz.de/10011301001
Saved in:
6
Abnormal profit opportunities and the informational advantage of high frequency trading
Jarrow, Robert A.
;
Li, Hao
- In:
The quarterly journal of finance
3
(
2013
)
2
,
pp. 1-12
Persistent link: https://www.econbiz.de/10010245481
Saved in:
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