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~isPartOf:"Journal of financial econometrics : official journal of the Society for Financial Econometrics"
~language:"eng"
~person:"Caporale, Guglielmo Maria"
~person:"Phillips, Peter C. B."
~type_genre:"Article in journal"
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ARCH model
1
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1
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1
Einheitswurzeltest
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Estimation theory
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1
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Article in journal
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Caporale, Guglielmo Maria
Phillips, Peter C. B.
Gallant, A. Ronald
11
Garcia, René
10
Ghysels, Eric
10
Gouriéroux, Christian
9
Almeida, Caio
7
Ardison, Kym
7
Engle, Robert F.
7
Monfort, Alain
7
Vicente, Jose
6
Canopius, Adam
5
Härdle, Wolfgang
5
Lunde, Asger
5
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5
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4
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4
Chen, Yi-ting
4
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4
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4
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4
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4
Ruiz, Esther
4
Shephard, Neil G.
4
Trojani, Fabio
4
Wu, Liuren
4
Brownlees, Christian
3
Caporin, Massimiliano
3
Corsi, Fulvio
3
Francq, Christian
3
Gallo, Giampiero M.
3
Geweke, John
3
Hautsch, Nikolaus
3
Horváth, Lajos
3
Kokoszka, Piotr
3
Laurent, Sébastien
3
Maheu, John M.
3
Mittnik, Stefan
3
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
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
Econometric reviews
17
Research in international business and finance
13
The econometrics journal
12
International journal of finance & economics : IJFE
11
Journal of international money and finance
11
Applied economics letters
10
Economic modelling
9
Economics letters
9
Applied financial economics
8
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
8
Applied economics
7
Finance research letters
7
International economic review
7
Journal of applied econometrics
7
Journal of economics and finance
7
Oxford bulletin of economics and statistics
7
Journal of international financial markets, institutions & money
6
New Zealand economic papers
6
Review of international economics
6
Computational economics
5
Empirica : journal of european economics
5
International economics : a journal published by CEPII (Center for research and expertise on the world economy)
5
International review of financial analysis
5
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
5
Journal of economic integration
5
The Manchester School
5
Journal of economics and finance : JEF
4
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
4
The review of economic studies
4
Bulletin of economic research
3
China economic review : an international journal
3
Cogent economics & finance
3
Econometrics : open access journal
3
Empirical economics : a quarterly journal of the Institute for Advanced Studies
3
Financial markets and portfolio management
3
Journal of applied economics
3
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ECONIS (ZBW)
4
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1
Halbert White jr. Memorial JFEC Lecture : pitfalls and possibilities in predictive regression
Phillips, Peter C. B.
- In:
Journal of financial econometrics : official journal of …
13
(
2015
)
3
,
pp. 521-555
Persistent link: https://www.econbiz.de/10011339279
Saved in:
2
Homage to Halbert White
Phillips, Peter C. B.
- In:
Journal of financial econometrics : official journal of …
12
(
2014
)
4
,
pp. 618-619
Persistent link: https://www.econbiz.de/10010512289
Saved in:
3
The BDS test as a test for the adequacy of a GARCH (1,1) specification : a Monte Carlo study
Caporale, Guglielmo Maria
;
Ntantamis, Christos
; …
- In:
Journal of financial econometrics : official journal of …
3
(
2005
)
2
,
pp. 282-309
Persistent link: https://www.econbiz.de/10002811388
Saved in:
4
Nonparametric estimation of a multifactor Heath-Jarrow-Morton model: an integrated approach
Jeffrey, Andrew
;
Kristensen, Dennis
;
Linton, Oliver
; …
- In:
Journal of financial econometrics : official journal of …
2
(
2004
)
2
,
pp. 251-289
Persistent link: https://www.econbiz.de/10002214284
Saved in:
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