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Search: isPartOf:"Journal of Financial Econometrics"
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Theorie
237
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237
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186
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186
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146
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146
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141
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141
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110
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110
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109
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109
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106
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106
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105
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105
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86
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86
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80
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70
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65
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65
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59
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38
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569
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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
Caporin, Massimiliano
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
Jondeau, Eric
5
Kong, Lingwei
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
Source
All
ECONIS (ZBW)
569
RePEc
278
OLC EcoSci
4
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331
Conditional skewness with quantile regression models : SoFiE presidential address and a tribute to Hal White
Ghysels, Eric
- In:
Journal of financial econometrics : official journal of …
12
(
2014
)
4
,
pp. 620-644
Persistent link: https://www.econbiz.de/10010512288
Saved in:
332
Homage to Halbert White
Phillips, Peter C. B.
- In:
Journal of financial econometrics : official journal of …
12
(
2014
)
4
,
pp. 618-619
Persistent link: https://www.econbiz.de/10010512289
Saved in:
333
Volatility threshold dynamic conditional correlations : an international analysis
Kasch-Haroutounian, Maria
;
Caporin, Massimiliano
- In:
Journal of financial econometrics : official journal of …
11
(
2013
)
4
,
pp. 706-742
Persistent link: https://www.econbiz.de/10010233862
Saved in:
334
Testing for linear and nonlinear predictability of stock returns
Lanne, Markus
;
Meitz, Mika
;
Saikkonen, Pentti
- In:
Journal of financial econometrics : official journal of …
11
(
2013
)
4
,
pp. 682-705
Persistent link: https://www.econbiz.de/10010233866
Saved in:
335
Risk-neutral modeling with affine and nonaffine models
Durham, Garland B.
- In:
Journal of financial econometrics : official journal of …
11
(
2013
)
4
,
pp. 650-681
Persistent link: https://www.econbiz.de/10010233868
Saved in:
336
What determines protection of property rights? : an analysis of direct and indirect effects
Ayyagari, Meghana
;
Demirgüç-Kunt, Asli
;
Maksimovic, …
- In:
Journal of financial econometrics : official journal of …
11
(
2013
)
4
,
pp. 610-649
Persistent link: https://www.econbiz.de/10010233872
Saved in:
337
Gaussian macro-finance term structure models with lags
Joslin, Scott
;
Le, Anh
;
Singleton, Kenneth J.
- In:
Journal of financial econometrics : official journal of …
11
(
2013
)
4
,
pp. 581-609
Persistent link: https://www.econbiz.de/10010233878
Saved in:
338
GARCH option pricing models, the CBOE VIX, and variance risk premium
Hao, Jinji
;
Zhang, Jin E.
- In:
Journal of financial econometrics : official journal of …
11
(
2013
)
3
,
pp. 556-580
Persistent link: https://www.econbiz.de/10009786515
Saved in:
339
A regime-switching Nelson-Siegel term structure model and interest rate forecasts
Xiang, Ju
;
Zhu, Xiaoneng
- In:
Journal of financial econometrics : official journal of …
11
(
2013
)
3
,
pp. 522-555
Persistent link: https://www.econbiz.de/10009786516
Saved in:
340
Broker-dealer risk appetite and commodity returns
Etula, Erkko M.
- In:
Journal of financial econometrics : official journal of …
11
(
2013
)
3
,
pp. 486-521
Persistent link: https://www.econbiz.de/10009786518
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