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~isPartOf:"Journal of empirical finance"
~language:"eng"
~person:"Faff, Robert W."
~person:"Taylor, Robert"
~type_genre:"Article in journal"
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Einheitswurzeltest
3
Theorie
3
Theory
3
Time series analysis
3
Unit root test
3
Zeitreihenanalyse
3
Bubbles
2
Financial market
2
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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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Optimized weights
1
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7
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Faff, Robert W.
Taylor, Robert
Baillie, Richard
7
Hasan, Iftekhar
7
Lehnert, Thorsten
7
Rhee, S. Ghon
7
Wang, Yudong
7
Dionne, Georges
6
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Gouriéroux, Christian
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Li, Kai
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Nijman, Theodore E.
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Schotman, Peter C.
6
Wu, Yangru
6
Caporin, Massimiliano
5
Christiansen, Charlotte
5
Conrad, Christian
5
Francis, Bill B.
5
Ghysels, Eric
5
Gospodinov, Nikolaj
5
Kellard, Neil
5
Kim, Jae H.
5
Koedijk, Kees
5
Kolari, James W.
5
Kräussl, Roman
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Morana, Claudio
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Wei, K. C. John
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Yang, J. Jimmy
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Brooks, Chris
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Chan, Kam C.
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Cheng, Tingting
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Chou, Robin K.
4
Dufour, Jean-Marie
4
Fung, William
4
Harvey, David I.
4
Huang, Roger D.
4
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Journal of empirical finance
Journal of econometrics
32
Econometric theory
27
Pacific-Basin finance journal
24
Australian journal of management
21
Journal of banking & finance
20
Applied financial economics
19
Econometric reviews
13
Journal of multinational financial management
11
Oxford bulletin of economics and statistics
11
International review of financial analysis
10
Journal of international financial markets, institutions & money
10
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
8
Global finance journal
7
Journal of accounting & management information systems : JAMIS
7
Accounting and finance : journal of the Accounting Association of Australia and New Zealand
6
International review of economics & finance : IREF
6
Review of quantitative finance and accounting
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Tydskrif vir studies in ekonomie en ekonometrie : SEE
6
Abacus : a journal of accounting, finance and business studies
4
Applied economics
4
Applied economics letters
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Applied financial economics letters
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Asia Pacific business review
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Australian economic papers
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Journal of business finance & accounting : JBFA
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The European journal of finance
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The econometrics journal
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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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The journal of financial research
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The journal of futures markets
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Accounting research journal
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Energy economics
3
International journal of accounting and information management
3
International review of finance
3
Journal of financial services research : JFSR
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Journal of quantitative economics : official journal of the Indian Econometric Society
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Multinational finance journal : MF ; quarterly publication of the Multinational Finance Society
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Advances in investment analysis and portfolio management : a research annual
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ECONIS (ZBW)
7
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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
Using covariates to improve the efficacy of univariate bubble detection methods
Astill, Sam
;
Taylor, Robert
;
Kellard, Neil
;
Korkos, Ioannis
- In:
Journal of empirical finance
70
(
2023
),
pp. 342-366
Persistent link: https://www.econbiz.de/10014423733
Saved in:
3
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:
4
Special issue of the journal of empirical finance guest editors' introduction
Kellard, Neil
;
Taylor, Robert
- In:
Journal of empirical finance
38
(
2016
),
pp. 513-515
Persistent link: https://www.econbiz.de/10011663326
Saved in:
5
Special issue: Recent developments in financial econometrics and empirical finance
Kellard, Neil
(
ed.
);
Taylor, Robert
(
ed.
)
-
2016
Persistent link: https://www.econbiz.de/10011664362
Saved in:
6
Tests for explosive financial bubbles in the presence of non-stationary volatility
Harvey, David I.
;
Leybourne, Stephen James
;
Sollis, Robert
- In:
Journal of empirical finance
38
(
2016
),
pp. 548-574
Persistent link: https://www.econbiz.de/10011663370
Saved in:
7
Robust tests for a linear trend with an application to equity indices
Astill, Sam
;
Harvey, David I.
;
Leybourne, Stephen James
; …
- In:
Journal of empirical finance
29
(
2014
),
pp. 168-185
Persistent link: https://www.econbiz.de/10011300487
Saved in:
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