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Search: isPartOf:"Journal of Financial Econometrics"
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Theorie
237
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186
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141
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141
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110
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Ghysels, Eric
22
Canopius, Adam
21
Garcia, René
16
Engle, Robert F.
15
Gouriéroux, Christian
14
Gagliardini, Patrick
13
Monfort, Alain
12
Gallant, A. Ronald
11
Renault, Eric
11
Audrino, Francesco
10
Härdle, Wolfgang
10
Lunde, Asger
10
Trojani, Fabio
10
Antoine, Bertille
9
Corsi, Fulvio
9
Hasbrouck, Joel
8
Hautsch, Nikolaus
8
Maheu, John M.
8
Almeida, Caio
7
Ardison, Kym
7
Barndorff-Nielsen, Ole E.
7
Gallo, Giampiero M.
7
Koopman, Siem Jan
7
Olmo, Jose
7
Ruiz, Esther
7
Timmermann, Allan
7
White, Halbert
7
Wu, Liuren
7
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6
Kleibergen, Frank
6
Laurent, Sébastien
6
Paolella, Marc S.
6
Proulx, Kevin
6
Teräsvirta, Timo
6
Francq, Christian
5
Hansen, Peter Reinhard
5
Herwartz, Helmut
5
Horváth, Lajos
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)
569
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4
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11
Maximum-Likelihood estimation using the zig-zag algorithm
Hautsch, Nikolaus
;
Okhrin, Ostap
;
Ristig, Alexander
- In:
Journal of financial econometrics
21
(
2023
)
4
,
pp. 1346-1375
Persistent link: https://www.econbiz.de/10014391462
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12
Arbitrage pricing theory for idiosyncratic variance factors
Renaut, Eric
;
Heijden, Thijs van der
;
Werker, Bas J. M.
- In:
Journal of financial econometrics
21
(
2023
)
5
,
pp. 1403-1442
Persistent link: https://www.econbiz.de/10014444683
Saved in:
13
Co-skewness across return horizons
Jin, Chenglu
;
Conlon, Thomas
;
Cotter, John
- In:
Journal of financial econometrics
21
(
2023
)
5
,
pp. 1483-1518
Persistent link: https://www.econbiz.de/10014444689
Saved in:
14
Identifying risk factors and their premia : a study on electricity prices
Wei, Wei
;
Lunde, Asgar
- In:
Journal of financial econometrics
21
(
2023
)
5
,
pp. 1647-1679
Persistent link: https://www.econbiz.de/10014444707
Saved in:
15
Estimating a non-parametric memory kernel for mutually exciting point processes
Clements, Adam
;
Hurn, Stan
;
Lindsay, Kenneth A.
; …
- In:
Journal of financial econometrics
21
(
2023
)
5
,
pp. 1759-1790
Persistent link: https://www.econbiz.de/10014444733
Saved in:
16
Identification robust testing of risk premia in finite samples
Kleibergen, Frank
;
Kong, Lingwei
;
Zhan, Zhaoguo
- In:
Journal of financial econometrics
21
(
2023
)
2
,
pp. 263-297
Persistent link: https://www.econbiz.de/10014314742
Saved in:
17
Comment on: identification robust testing of risk premia in finite samples
Zaffaroni, Paolo
- In:
Journal of financial econometrics
21
(
2023
)
2
,
pp. 303-305
Persistent link: https://www.econbiz.de/10014314744
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18
Rejoinder on: identification robust testing of risk premia in finite samples
Kleibergen, Frank
;
Kong, Lingwei
;
Zhan, Zhaoguo
- In:
Journal of financial econometrics
21
(
2023
)
2
,
pp. 311-315
Persistent link: https://www.econbiz.de/10014314746
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19
Backtesting value-at-risk and expected shortfall in the presence of estimation error
Barendse, Sander
;
Kole, Erik
;
Dijk, Dick van
- In:
Journal of financial econometrics
21
(
2023
)
2
,
pp. 528-568
Persistent link: https://www.econbiz.de/10014314760
Saved in:
20
Forecasting loan default in Europe with machine learning
Barbaglia, Luca
;
Manzan, Sebastiano
;
Tosetti, Elisa
- In:
Journal of financial econometrics
21
(
2023
)
2
,
pp. 569-596
Persistent link: https://www.econbiz.de/10014314761
Saved in:
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