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~isPartOf:"Journal of financial econometrics : official journal of the Society for Financial Econometrics"
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
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ECONIS (ZBW)
21
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1
A generalized stepwise procedure with improved power for multiple inequalities
testing
Hsu, Yu-Chien
;
Kuan, Chung-ming
;
Yen, Meng-Feng
- In:
Journal of financial econometrics : official journal of …
12
(
2014
)
4
,
pp. 730-755
Persistent link: https://www.econbiz.de/10010512283
Saved in:
2
Identification-robust inference on risk premia of mimicking portfolios of non-traded factors
Kleibergen, Frank
;
Zhang, Zhaoguo
- In:
Journal of financial econometrics : official journal of …
16
(
2018
)
2
,
pp. 155-190
Persistent link: https://www.econbiz.de/10011987757
Saved in:
3
Specification
testing
in Hawkes models
Gresnigt, Francine
;
Kole, Erik
;
Franses, Philip Hans
- In:
Journal of financial econometrics : official journal of …
15
(
2017
)
1
,
pp. 139-171
Persistent link: https://www.econbiz.de/10011658747
Saved in:
4
Beyond dimension two : a test for higher-order tail risk
Bormann, Carsten
;
Schaumburg, Julia
;
Schienle, Melanie
- In:
Journal of financial econometrics : official journal of …
14
(
2016
)
3
,
pp. 552-580
Persistent link: https://www.econbiz.de/10011623690
Saved in:
5
Exceedance correlation tests for financial returns
Chen, Yi-ting
- In:
Journal of financial econometrics : official journal of …
14
(
2016
)
3
,
pp. 581-616
Persistent link: https://www.econbiz.de/10011623694
Saved in:
6
The geometric-VaR backtesting method
Pelletier, Denis
;
Wei, Wei
- In:
Journal of financial econometrics : official journal of …
14
(
2016
)
4
,
pp. 725-745
Persistent link: https://www.econbiz.de/10011623861
Saved in:
7
Recursive right-tailed unit root tests for an explosive asset price bubble
Harvey, David I.
;
Leybourne, Stephen James
;
Sollis, Robert
- In:
Journal of financial econometrics : official journal of …
13
(
2015
)
1
,
pp. 166-187
Persistent link: https://www.econbiz.de/10010519657
Saved in:
8
On the properties of regression test of stock returns predictability using dividend-price ratios
Moon, Seongman
;
Velasco, Carlos
- In:
Journal of financial econometrics : official journal of …
12
(
2014
)
1
,
pp. 151-173
Persistent link: https://www.econbiz.de/10010233601
Saved in:
9
Prospect performance evaluation : making a case for a non-asymptotic UMPU test
Bai, Zhidong
;
Hui, Yongchang
;
Wong, Wing Keung
; …
- In:
Journal of financial econometrics : official journal of …
10
(
2012
)
4
,
pp. 703-732
Persistent link: https://www.econbiz.de/10009671870
Saved in:
10
Spot variance path estimation and its application to high-frequency jump
testing
Bos, Charles S.
;
Janus, Paweł
;
Koopman, Siem Jan
- In:
Journal of financial econometrics : official journal of …
10
(
2012
)
2
,
pp. 354-389
Persistent link: https://www.econbiz.de/10009540536
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