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Time series analysis
33
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Estimation
15
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Journal of banking & finance
Journal of econometrics
294
International journal of forecasting
278
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
198
Economics letters
141
Energy economics
137
Economic modelling
135
Applied economics
128
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
119
Physica A: Statistical Mechanics and its Applications
105
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Discussion paper / Centre for Economic Policy Research
96
Econometric reviews
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Applied economics letters
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
82
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77
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72
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71
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61
International review of economics & finance : IREF
57
The North American journal of economics and finance : a journal of financial economics studies
56
Journal of empirical finance
52
Journal of economic dynamics & control
48
SpringerLink / Bücher
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Journal of financial econometrics
40
Research in international business and finance
40
European journal of operational research : EJOR
38
Quantitative finance
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Empirical economics : a quarterly journal of the Institute for Advanced Studies
37
International review of financial analysis
37
The European Physical Journal B - Condensed Matter and Complex Systems
36
Discussion papers / CEPR
35
Tourism economics : the business and finance of tourism and recreation
28
Journal of quantitative economics
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Insurance / Mathematics & economics
25
International journal of economics and finance
25
Working paper / National Bureau of Economic Research, Inc.
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Journal of international money and finance
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Journal of macroeconomics
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ECONIS (ZBW)
33
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1
Cross-asset time-series momentum : crude oil volatility and global stock markets
Fernandez-Perez, Adrian
;
Indriawan, Ivan
;
Tse, Yiuman
; …
- In:
Journal of banking & finance
154
(
2023
),
pp. 1-17
Persistent link: https://www.econbiz.de/10014492117
Saved in:
2
Momentum-managed equity factors
Flögel, Volker
;
Schlag, Christian
;
Zunft, Claudia
- In:
Journal of banking & finance
137
(
2022
),
pp. 1-24
Persistent link: https://www.econbiz.de/10013460200
Saved in:
3
Return decomposition over the business cycle
Cenesizoglu, Tolga
- In:
Journal of banking & finance
143
(
2022
),
pp. 1-22
Persistent link: https://www.econbiz.de/10013533426
Saved in:
4
A bank's optimal capital ratio : a time-varying parameter model to the partial adjustment framework
Baik, Hyeoncheol
;
Han, Sumin
;
Joo, Sunghoon
;
Lee, Kangbok
- In:
Journal of banking & finance
142
(
2022
),
pp. 1-25
Persistent link: https://www.econbiz.de/10013473072
Saved in:
5
Aggregation bias in tests of the commodity currency hypothesis
Bork, Lasse
;
Rovira Kaltwasser, Pablo
;
Sercu, Piet
- In:
Journal of banking & finance
135
(
2022
),
pp. 1-24
Persistent link: https://www.econbiz.de/10013401953
Saved in:
6
The memory of beta
Becker, Janis
;
Hollstein, Fabian
;
Prokopczuk, Marcel
; …
- In:
Journal of banking & finance
124
(
2021
),
pp. 1-13
Persistent link: https://www.econbiz.de/10012816442
Saved in:
7
Return signal momentum
Papailias, Fotis
;
Liu, Jiadong
;
Thomakos, Dimitrios D.
- In:
Journal of banking & finance
124
(
2021
),
pp. 1-31
Persistent link: https://www.econbiz.de/10012816614
Saved in:
8
Data snooping bias in tests of the relative performance of multiple forecasting models
Anghel, Dan Gabriel
- In:
Journal of banking & finance
126
(
2021
),
pp. 1-19
Persistent link: https://www.econbiz.de/10012820405
Saved in:
9
Modeling persistent interest rates with double-autoregressive processes
Hansen, Anne Lundgaard
- In:
Journal of banking & finance
133
(
2021
),
pp. 1-14
Persistent link: https://www.econbiz.de/10013257376
Saved in:
10
VIX valuation and its futures pricing through a generalized affine realized volatility model with hidden components and jump
Wang, Qi
;
Wang, Zerong
- In:
Journal of banking & finance
116
(
2020
),
pp. 1-22
Persistent link: https://www.econbiz.de/10012489233
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