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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
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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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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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5
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5
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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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481
MCMC estimation of the COGARCH (1,1) model
Müller, Gernot
- In:
Journal of financial econometrics : official journal of …
8
(
2010
)
4
,
pp. 481-510
Persistent link: https://www.econbiz.de/10008665744
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482
Bayesian inference for discretely sampled Markov processes with closed-form likelihood expansions
Stramer, Osnat
;
Bognar, Matthew
;
Schneider, Paul
- In:
Journal of financial econometrics : official journal of …
8
(
2010
)
4
,
pp. 450-480
Persistent link: https://www.econbiz.de/10008665746
Saved in:
483
Stock options and credit default swaps : a joint framework for valuation and estimation
Carr, Peter
;
Wu, Liuren
- In:
Journal of financial econometrics : official journal of …
8
(
2010
)
4
,
pp. 409-449
Persistent link: https://www.econbiz.de/10008665748
Saved in:
484
Granger causality and dynamic structural systems
White, Halbert
;
Lu, Xun
- In:
Journal of financial econometrics : official journal of …
8
(
2010
)
2
,
pp. 193-243
Persistent link: https://www.econbiz.de/10008652230
Saved in:
485
Long memory processes : a joint paper with Clive Granger
Joyeux, Roselyne
- In:
Journal of financial econometrics : official journal of …
8
(
2010
)
2
,
pp. 184-186
Persistent link: https://www.econbiz.de/10008652236
Saved in:
486
Separation in cointegrated systems
Haldrup, Niels
- In:
Journal of financial econometrics : official journal of …
8
(
2010
)
2
,
pp. 177-180
Persistent link: https://www.econbiz.de/10008652238
Saved in:
487
The making of "estimation of common long-memory components in cointegrated systems"
Gonzalo, Jesús
- In:
Journal of financial econometrics : official journal of …
8
(
2010
)
2
,
pp. 174-176
Persistent link: https://www.econbiz.de/10008652239
Saved in:
488
Memoirs of "A cointegration analysis of treasury bill yields"
Anderson, Heather M.
- In:
Journal of financial econometrics : official journal of …
8
(
2010
)
2
,
pp. 172-173
Persistent link: https://www.econbiz.de/10008652242
Saved in:
489
Professor Sir Clive W. J.Granger and cointegration
Hendry, David F.
- In:
Journal of financial econometrics : official journal of …
8
(
2010
)
2
,
pp. 162-168
Persistent link: https://www.econbiz.de/10008652246
Saved in:
490
Reminiscing on the 1984 NSF-NBER time series meeting at UC Davis
Engle, Robert F.
- In:
Journal of financial econometrics : official journal of …
8
(
2010
)
2
,
pp. 158-159
Persistent link: https://www.econbiz.de/10008652248
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