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~language:"eng"
~person:"Franses, Philip Hans"
~person:"Jarrow, Robert A."
~person:"Phillips, Peter C. B."
~subject:"Innovation"
~subject:"Theorie"
~type_genre:"Article in journal"
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Innovation
Theorie
Theory
339
Time series analysis
163
Zeitreihenanalyse
163
Estimation theory
109
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109
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73
Prognoseverfahren
73
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52
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51
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35
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Franses, Philip Hans
Jarrow, Robert A.
Phillips, Peter C. B.
Beladi, Hamid
167
Nijkamp, Peter
149
Güth, Werner
146
Creedy, John
143
Pestieau, Pierre
143
Lai, Ching-chong
140
Turnovsky, Stephen J.
125
Mukherjee, Arijit
123
Marjit, Sugata
121
Thisse, Jacques-François
117
Acemoglu, Daron
116
Färe, Rolf
116
Audretsch, David B.
115
Tirole, Jean
115
Cremer, Helmuth
114
Cheng, T. C. E.
112
Lambertini, Luca
112
Long, Ngo Van
112
Laporte, Gilbert
106
Tsionas, Efthymios G.
104
Stiglitz, Joseph E.
100
Devereux, Michael B.
99
Gersbach, Hans
99
Kumbhakar, Subal
98
Miceli, Thomas J.
98
Shogren, Jason F.
97
Broll, Udo
96
Quiggin, John C.
96
Lien, Da-hsiang Donald
94
Frey, Bruno S.
93
Sappington, David Edward Michael
93
Chao, Chi-Chur
92
Gupta, Rangan
92
Laffont, Jean-Jacques
92
Bossert, Walter
90
Andersen, Torben M.
89
Wang, Ping
89
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Journal of econometrics
42
Econometric theory
30
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
25
Econometric reviews
15
Economics letters
13
Journal of applied econometrics
11
Mathematical finance : an international journal of mathematics, statistics and financial theory
11
Review of derivatives research
10
International journal of forecasting
9
Oxford bulletin of economics and statistics
9
The econometrics journal
8
Journal of forecasting
7
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
6
Finance research letters
6
Mathematics and financial economics
6
The quarterly journal of finance
6
The review of financial studies
6
Journal of economic surveys
5
Journal of financial and quantitative analysis : JFQA
5
Annual review of financial economics
4
Journal of banking & finance
4
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
4
The journal of finance : the journal of the American Finance Association
4
Finance and stochastics
3
International journal of theoretical and applied finance
3
Macroeconomic dynamics
3
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
3
Technological forecasting & social change : an international journal
3
The review of economic studies
3
Annals of finance
2
Applied economics
2
Applied economics letters
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Econometrics : open access journal
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International economic review
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International journal of research in marketing : IJRM ; official journal of the European Marketing Academy
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Journal of empirical finance
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Journal of financial econometrics
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
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Journal of international money and finance
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ECONIS (ZBW)
342
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342
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1
Are African business cycles synchronized? : evidence from spatio-temporal modeling
Mattera, Raffaele
;
Franses, Philip Hans
- In:
Economic modelling
128
(
2023
),
pp. 1-15
Persistent link: https://www.econbiz.de/10014464318
Saved in:
2
A bottom-up, reduced form credit risk model approach for the determination of collateralised loan obligation capital
Jarrow, Robert A.
;
Deventer, Donald R. van
- In:
Journal of risk management in financial institutions
16
(
2022/2023
)
3
,
pp. 237-255
Persistent link: https://www.econbiz.de/10014320229
Saved in:
3
Common bubble detection in large dimensional financial systems
Chen, Ye
;
Phillips, Peter C. B.
;
Shi, Shuping
- In:
Journal of financial econometrics
21
(
2023
)
4
,
pp. 989-1063
Persistent link: https://www.econbiz.de/10014391455
Saved in:
4
Continuously updated indirect inference in heteroskedastic spatial models
Kyriacou, Maria
;
Phillips, Peter C. B.
;
Rossi, Francesca
- In:
Econometric theory
39
(
2023
)
1
,
pp. 107-145
Persistent link: https://www.econbiz.de/10014247296
Saved in:
5
Inflation-adjusted bonds, swaps, and derivatives
Jarrow, Robert A.
;
Yildirim, Yildiray
- In:
Annual review of financial economics
15
(
2023
),
pp. 449-471
Persistent link: https://www.econbiz.de/10014426345
Saved in:
6
Interest rate swaps : a comparison of compounded daily versus discrete reference rates
Jarrow, Robert A.
;
Li, Siguang
- In:
Review of derivatives research
26
(
2023
)
1
,
pp. 1-21
Persistent link: https://www.econbiz.de/10014266351
Saved in:
7
Media trading groups and short selling manipulation
Jarrow, Robert A.
;
Li, Siguang
- In:
Quantitative finance
23
(
2023
)
7/8
,
pp. 1035-1052
Persistent link: https://www.econbiz.de/10014321662
Saved in:
8
A practical guide to the valuation of coupon-bearing fixed income securities
Jarrow, Robert A.
;
Deventer, Donald R. van
- In:
The journal of fixed income : JFI
33
(
2023
)
1
,
pp. 80-87
Persistent link: https://www.econbiz.de/10014310203
Saved in:
9
Regression-adjusted estimation of quantile treatment effects under covariate-adaptive randomizations
Jiang, Liang
;
Phillips, Peter C. B.
;
Tao, Yubo
;
Zhang, …
- In:
Journal of econometrics
234
(
2023
)
2
,
pp. 758-776
Persistent link: https://www.econbiz.de/10014434367
Saved in:
10
Applying the local martingale theory of bubbles to cryptocurrencies
Choi, Soon Hyeok
;
Jarrow, Robert A.
- In:
International journal of theoretical and applied …
25
(
2022
)
3
,
pp. 1-25
Persistent link: https://www.econbiz.de/10013371053
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