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Search: isPartOf:"Journal of Financial Econometrics"
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237
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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
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10
Härdle, Wolfgang
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
Ardison, Kym
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
Timmermann, Allan
7
White, Halbert
7
Wu, Liuren
7
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6
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6
Laurent, Sébastien
6
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6
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6
Teräsvirta, Timo
6
Francq, Christian
5
Hansen, Peter Reinhard
5
Herwartz, Helmut
5
Horváth, Lajos
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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
RePEc
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591
Estimating value at risk and expected shortfall using expectiles
Taylor, James W.
- In:
Journal of financial econometrics : official journal of …
6
(
2008
)
2
,
pp. 231-252
Persistent link: https://www.econbiz.de/10003687929
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592
Kernel conditional quantile estimation for stationary processes with application to conditional value-at-risk
Wu, Wei Biao
;
Yu, Keming
;
Mitra, Gautam
- In:
Journal of financial econometrics : official journal of …
6
(
2008
)
2
,
pp. 253-270
Persistent link: https://www.econbiz.de/10003687936
Saved in:
593
Detecting ARCH effects in non-Gaussian time series
Raunig, Burkhard
- In:
Journal of financial econometrics : official journal of …
6
(
2008
)
2
,
pp. 271-289
Persistent link: https://www.econbiz.de/10003687945
Saved in:
594
Size and value anomalies under regime shifts
Guidolin, Massimo
;
Timmermann, Allan
- In:
Journal of financial econometrics : official journal of …
6
(
2008
)
1
,
pp. 1-48
Persistent link: https://www.econbiz.de/10003669209
Saved in:
595
Sorting, firm characteristics, and time-varying risk : an econometric analysis
Fan, Xinting
;
Liu, Ming
- In:
Journal of financial econometrics : official journal of …
6
(
2008
)
1
,
pp. 49-86
Persistent link: https://www.econbiz.de/10003669230
Saved in:
596
Nonparametric estimation of expected shortfall
Chen, Song Xi
- In:
Journal of financial econometrics : official journal of …
6
(
2008
)
1
,
pp. 87-107
Persistent link: https://www.econbiz.de/10003669257
Saved in:
597
Evidence on simulation inference for near unit-root processes with implications for term structure estimation
Duffee, Greg
;
Stanton, Richard
- In:
Journal of financial econometrics : official journal of …
6
(
2008
)
1
,
pp. 108-142
Persistent link: https://www.econbiz.de/10003669274
Saved in:
598
Modeling a multivariate transaction process
Nolte, Ingmar
- In:
Journal of financial econometrics : official journal of …
6
(
2008
)
1
,
pp. 143-170
Persistent link: https://www.econbiz.de/10003669280
Saved in:
599
A simple test for GARCH against a stochastic volatility model
Franses, Philip Hans
;
Leij, Marco van der
;
Paap, Richard
- In:
Journal of financial econometrics : official journal of …
6
(
2008
)
3
,
pp. 291-306
Persistent link: https://www.econbiz.de/10003748059
Saved in:
600
Periodic dynamic conditional correlations between stock markets in Europe and the US
Osborn, Denise R.
;
Savva, Christos S.
;
Gill, Len
- In:
Journal of financial econometrics : official journal of …
6
(
2008
)
3
,
pp. 307-325
Persistent link: https://www.econbiz.de/10003748060
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