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Search: isPartOf:"Journal of Financial Econometrics"
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22
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21
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14
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
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Journal of Financial Econometrics
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Journal of financial econometrics
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141
Bootstrap confidence intervals and hypothesis testing for market information shares
Schweikert, Karsten
- In:
Journal of financial econometrics
19
(
2021
)
5
,
pp. 934-959
Persistent link: https://www.econbiz.de/10012799055
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142
Estimating the term structure with linear regressions : getting to the roots of the problem
Golinski, Adam
;
Spencer, Peter D.
- In:
Journal of financial econometrics
19
(
2021
)
5
,
pp. 960-984
Persistent link: https://www.econbiz.de/10012799057
Saved in:
143
Price discovery in a continuous-time setting
Dias, Gustavo Fruet
;
Fernandes, Marcelo
;
Scherrer, …
- In:
Journal of financial econometrics
19
(
2021
)
5
,
pp. 985-1008
Persistent link: https://www.econbiz.de/10012799058
Saved in:
144
Special issue on dimensionality reduction, learning, and machines
Filipović, Damir
;
Trojani, Fabio
- In:
Journal of financial econometrics
19
(
2021
)
2
,
pp. 235
Persistent link: https://www.econbiz.de/10012620050
Saved in:
145
Introduction to the 2018 Hal White Memorial Lecture
Timmermann, Allan
;
Trojani, Fabio
- In:
Journal of financial econometrics
19
(
2021
)
3
,
pp. 393-394
Persistent link: https://www.econbiz.de/10012654934
Saved in:
146
Comment on: price discovery in high resolution and the analysis of mixed frequency data
Ghysels, Eric
- In:
Journal of financial econometrics
19
(
2021
)
3
,
pp. 459-464
Persistent link: https://www.econbiz.de/10012654948
Saved in:
147
Rejoinder on: price discovery in high resolution
Hasbrouck, Joel
- In:
Journal of financial econometrics
19
(
2021
)
3
,
pp. 465-471
Persistent link: https://www.econbiz.de/10012654950
Saved in:
148
Special issue articles on predictive modeling, volatility, and risk management in financial markets, in memory of Peter F. Christoffersen, part I
Christoffersen, Peter F.
(
honouree
)
-
2020
Persistent link: https://www.econbiz.de/10012316687
Saved in:
149
Predictive modeling, volatility, and risk management in financial markets : in memory of Peter F. Christoffersen, part I, introduction
Diebhold, Francis X.
;
Garcia, René
;
Jacobs, Kris
- In:
Journal of financial econometrics
18
(
2020
)
3
,
pp. 471-472
Persistent link: https://www.econbiz.de/10012316690
Saved in:
150
The term structures of expected loss and gain uncertainty
Feunou, Bruno
;
Lopez Aliouchkin, Ricardo
;
Tédongap, Roméo
- In:
Journal of financial econometrics
18
(
2020
)
3
,
pp. 473-501
Persistent link: https://www.econbiz.de/10012316691
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