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~isPartOf:"Journal of empirical finance"
~language:"eng"
~person:"Faff, Robert W."
~person:"Phillips, Peter C. B."
~type_genre:"Article in journal"
~type_genre:"Graue Literatur"
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Faff, Robert W.
Phillips, Peter C. B.
Baillie, Richard
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7
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7
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7
Wang, Yudong
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Journal of empirical finance
Cowles Foundation discussion paper
209
Econometric theory
66
Journal of econometrics
66
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
28
Pacific-Basin finance journal
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Australian journal of management
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Journal of banking & finance
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The econometrics journal
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Working paper series / Department of Economics, Auckland Business School, The University of Auckland
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International review of financial analysis
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Journal of international financial markets, institutions & money
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Global finance journal
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Journal of applied econometrics
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Working paper / Department of Econometrics and Business Statistics, Monash University
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Accounting and finance : journal of the Accounting Association of Australia and New Zealand
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Economics letters
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International review of economics & finance : IREF
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New Zealand economic papers
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Review of quantitative finance and accounting
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Tydskrif vir studies in ekonomie en ekonometrie : SEE
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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Oxford bulletin of economics and statistics
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Abacus : a journal of accounting, finance and business studies
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Applied economics
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Australian economic papers
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The European journal of finance
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The financial review : the official publication of the Eastern Finance Association
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The journal of corporate finance : contracting, governance and organization
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ECONIS (ZBW)
4
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1
The commodity risk premium and neural networks
Rad, Hossein
;
Low, Rand Kwong Yew
;
Miffre, Joëlle
; …
- In:
Journal of empirical finance
74
(
2023
),
pp. 1-20
Persistent link: https://www.econbiz.de/10014477111
Saved in:
2
Does sophistication of the weighting scheme enhance the performance of long-short commodity portfolios?
Rad, Hossein
;
Low, Rand Kwong Yew
;
Miffre, Joëlle
; …
- In:
Journal of empirical finance
58
(
2020
),
pp. 164-180
Persistent link: https://www.econbiz.de/10012430671
Saved in:
3
Asset pricing with financial bubble risk
Lee, Ji Hyung
;
Phillips, Peter C. B.
- In:
Journal of empirical finance
38
(
2016
),
pp. 590-622
Persistent link: https://www.econbiz.de/10011663380
Saved in:
4
Testing the covariance stationarity of heavy-tailed time series : an overview of the theory with applications to several financial datasets
Loretan, Mico
- In:
Journal of empirical finance
1
(
1993
)
2
,
pp. 211-248
Persistent link: https://www.econbiz.de/10001158653
Saved in:
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