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Search: isPartOf:"Journal of Financial Econometrics"
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Ghysels, Eric
22
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21
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16
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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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6
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Francq, Christian
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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441
When is a copula constant? : a test for changing relationships
Busetti, Fabio
;
Harvey, Andrew C.
- In:
Journal of financial econometrics : official journal of …
9
(
2011
)
1
,
pp. 106-131
Persistent link: https://www.econbiz.de/10009125155
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442
Yield curve and volatility : lessons from Eurodollar futures and options
Bikbov, Ruslan
;
Chernov, Mikhail
- In:
Journal of financial econometrics : official journal of …
9
(
2011
)
1
,
pp. 66-105
Persistent link: https://www.econbiz.de/10009125156
Saved in:
443
Risk-price dynamics
Borovička, Jaroslav
;
Hansen, Lars Peter
;
Hendricks, Mark
; …
- In:
Journal of financial econometrics : official journal of …
9
(
2011
)
1
,
pp. 3-65
Persistent link: https://www.econbiz.de/10009125160
Saved in:
444
A cohort analysis of equity shares in Japanese household financial assets
Fukuda, Kosei
- In:
Journal of financial econometrics : official journal of …
9
(
2011
)
2
,
pp. 409-435
Persistent link: https://www.econbiz.de/10009125731
Saved in:
445
Estimating covariance via Fourier method in the presence of asynchronous trading and microstructure noise
Mancino, Maria Elvira
;
Sanfelici, Simona
- In:
Journal of financial econometrics : official journal of …
9
(
2011
)
2
,
pp. 367-408
Persistent link: https://www.econbiz.de/10009125733
Saved in:
446
Trading dynamics in the foreign exchange market : a latent factor panel intensity approach
Nolte, Ingmar
;
Voev, Valeri
- In:
Journal of financial econometrics : official journal of …
9
(
2011
)
4
,
pp. 685-716
Persistent link: https://www.econbiz.de/10009407331
Saved in:
447
Outlyingness weighted covariation
Boudt, Kris
;
Croux, Christophe
;
Laurent, Sébastien
- In:
Journal of financial econometrics : official journal of …
9
(
2011
)
4
,
pp. 657-684
Persistent link: https://www.econbiz.de/10009407333
Saved in:
448
Merits and drawbacks of variance targeting in GARCH models
Francq, Christian
;
Horváth, Lajos
;
Zakoïan, Jean-Michel
- In:
Journal of financial econometrics : official journal of …
9
(
2011
)
4
,
pp. 619-656
Persistent link: https://www.econbiz.de/10009407372
Saved in:
449
Habit, long-run risks, prospect? : a statistical inquiry
Aldrich, Eric M.
;
Gallant, A. Ronald
- In:
Journal of financial econometrics : official journal of …
9
(
2011
)
4
,
pp. 589-618
Persistent link: https://www.econbiz.de/10009407379
Saved in:
450
Inference in infinite superpositions of non-Gaussian Ornstein-Uhlenbeck processes using Bayesian nonparametic methods
Griffin, Jim E.
- In:
Journal of financial econometrics : official journal of …
9
(
2011
)
3
,
pp. 519-549
Persistent link: https://www.econbiz.de/10009407853
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