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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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7
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7
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7
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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)
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701
Least squares predictions and mean-variance analysis
Sentana, Enrique
- In:
Journal of financial econometrics : official journal of …
3
(
2005
)
1
,
pp. 56-78
Persistent link: https://www.econbiz.de/10002574512
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702
Default risk, asset pricing, and debt control
Grüne, Lars
;
Semmler, Willi
- In:
Journal of financial econometrics : official journal of …
3
(
2005
)
1
,
pp. 79-106
Persistent link: https://www.econbiz.de/10002574518
Saved in:
703
Portfolio diversification effects of downside risk
Hyung, Namwon
;
Vries, Casper G. de
- In:
Journal of financial econometrics : official journal of …
3
(
2005
)
1
,
pp. 107-125
Persistent link: https://www.econbiz.de/10002574525
Saved in:
704
Evaluating interest rate covariance models within a value-at-risk framework
Ferreira, Miguel A.
;
López, José A.
- In:
Journal of financial econometrics : official journal of …
3
(
2005
)
1
,
pp. 126-168
Persistent link: https://www.econbiz.de/10002574541
Saved in:
705
Asymptotic and Bayesian confidence intervals for sharpe-style weights
Kim, Tae-hwan
;
White, Halbert
;
Stone, Douglas
- In:
Journal of financial econometrics : official journal of …
3
(
2005
)
3
,
pp. 315-343
Persistent link: https://www.econbiz.de/10002989025
Saved in:
706
Testing for threshold nonlinearity in short-term interest rates
Gospodinov, Nikolaj
- In:
Journal of financial econometrics : official journal of …
3
(
2005
)
3
,
pp. 344-371
Persistent link: https://www.econbiz.de/10002989086
Saved in:
707
Multivariate lagrange multiplier tests for fractional integration
Nielsen, Morten Ørregaard
- In:
Journal of financial econometrics : official journal of …
3
(
2005
)
3
,
pp. 372-398
Persistent link: https://www.econbiz.de/10002989096
Saved in:
708
Autoregressive conditional kurtosis
Brooks, Chris
;
Burke, Simon P.
;
Heravi, Saeed M.
; …
- In:
Journal of financial econometrics : official journal of …
3
(
2005
)
3
,
pp. 399-421
Persistent link: https://www.econbiz.de/10002989106
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709
The stability of factor models of interest rates
Audrino, Francesco
;
Barone-Adesi, Giovanni
;
Mira, Antonietta
- In:
Journal of financial econometrics : official journal of …
3
(
2005
)
3
,
pp. 422-441
Persistent link: https://www.econbiz.de/10002989126
Saved in:
710
A test for symmetry with leptokurtic financial data
Premaratne, Gamini
;
Bera, Anil K.
- In:
Journal of financial econometrics : official journal of …
3
(
2005
)
2
,
pp. 169-187
Persistent link: https://www.econbiz.de/10002810989
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