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Search: isPartOf:"Journal of Financial Econometrics"
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237
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Ghysels, Eric
22
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21
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16
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15
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14
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13
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12
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11
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11
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10
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10
Lunde, Asger
10
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10
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9
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9
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8
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8
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8
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7
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7
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7
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7
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7
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7
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7
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7
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7
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7
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6
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6
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6
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6
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6
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6
Francq, Christian
5
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5
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5
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
370
Journal of Financial Econometrics
278
Journal of financial econometrics
203
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ECONIS (ZBW)
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171
Density forecast evaluations via a simulation-based dynamic probability integral transformation
Yun, Jaeho
- In:
Journal of financial econometrics
18
(
2020
)
1
,
pp. 24-58
Persistent link: https://www.econbiz.de/10012180381
Saved in:
172
Equity premium forecasts with an unknown number of structural breaks
Smith, Simon C.
;
Bulkley, George
;
Leslie, David S.
- In:
Journal of financial econometrics
18
(
2020
)
1
,
pp. 59-94
Persistent link: https://www.econbiz.de/10012180389
Saved in:
173
Robust forecast evaluation of expected shortfall
Ziegel, Johanna
;
Krüger, Fabian
;
Jordan, Alexander I.
; …
- In:
Journal of financial econometrics
18
(
2020
)
1
,
pp. 95-120
Persistent link: https://www.econbiz.de/10012180402
Saved in:
174
A jump and smile ride : jump and variance risk premia in option pricing
Alitab, Dario
;
Bormetti, Giacomo
;
Corsi, Fulvio
; …
- In:
Journal of financial econometrics
18
(
2020
)
1
,
pp. 121-157
Persistent link: https://www.econbiz.de/10012180409
Saved in:
175
Causal change detection in possibly integrated systems : revisiting the money-income relationship
Shi, Shuping
;
Hurn, Stan
;
Phillips, Peter C. B.
- In:
Journal of financial econometrics
18
(
2020
)
1
,
pp. 158-180
Persistent link: https://www.econbiz.de/10012180414
Saved in:
176
Understanding cryptocurrencies : editorial
Härdle, Wolfgang
;
Harvey, Campbell R.
;
Reule, Raphael C. G.
- In:
Journal of financial econometrics
18
(
2020
)
2
,
pp. 181-208
Persistent link: https://www.econbiz.de/10012232695
Saved in:
177
High-frequency jump analysis of the bitcoin market
Scaillet, Olivier
;
Treccani, Adrien
;
Trevisan, Christopher
- In:
Journal of financial econometrics
18
(
2020
)
2
,
pp. 209-232
Persistent link: https://www.econbiz.de/10012232707
Saved in:
178
Introduction to the 2017 Hal White Memorial Lecture
Timmermann, Allan
;
Trojani, Fabio
- In:
Journal of financial econometrics
18
(
2020
)
4
,
pp. 654-655
Persistent link: https://www.econbiz.de/10012405507
Saved in:
179
The VIX, the variance premium, and expected returns
Osterrieder, Daniela
;
Ventosa-Santaulària, Daniel
; …
- In:
Journal of financial econometrics
17
(
2019
)
4
,
pp. 517-558
Persistent link: https://www.econbiz.de/10012149836
Saved in:
180
Option-implied equity premium predictions via entropic tilting
Metaxoglou, Kostantinos
;
Pettenuzzo, Davide
;
Smith, Aaron D.
- In:
Journal of financial econometrics
17
(
2019
)
4
,
pp. 559-586
Persistent link: https://www.econbiz.de/10012149844
Saved in:
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