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Search: isPartOf:"Journal of Financial Econometrics"
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237
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186
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141
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141
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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
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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
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ECONIS (ZBW)
569
RePEc
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4
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711
Stochastic migration models with application to corporate risk
Gagliardini, Patrick
;
Gouriéroux, Christian
- In:
Journal of financial econometrics : official journal of …
3
(
2005
)
2
,
pp. 188-226
Persistent link: https://www.econbiz.de/10002811337
Saved in:
712
Nonparametric inference of value-at-risk for dependent financial returns
Chen, Song Xi
;
Tang, Cheng Yong
- In:
Journal of financial econometrics : official journal of …
3
(
2005
)
2
,
pp. 227-255
Persistent link: https://www.econbiz.de/10002811347
Saved in:
713
Identification of factor models for forecasting returns
Deistler, Manfred
;
Hamann, Eva
- In:
Journal of financial econometrics : official journal of …
3
(
2005
)
2
,
pp. 256-281
Persistent link: https://www.econbiz.de/10002811356
Saved in:
714
The BDS test as a test for the adequacy of a GARCH (1,1) specification : a Monte Carlo study
Caporale, Guglielmo Maria
;
Ntantamis, Christos
; …
- In:
Journal of financial econometrics : official journal of …
3
(
2005
)
2
,
pp. 282-309
Persistent link: https://www.econbiz.de/10002811388
Saved in:
715
The relative contribution of jumps to total price variance
Huang, Xin
;
Tauchen, George Eugene
- In:
Journal of financial econometrics : official journal of …
3
(
2005
)
4
,
pp. 456-499
Persistent link: https://www.econbiz.de/10003154293
Saved in:
716
Inferring information frequency and quality
Owens, John
;
Steigerwald, Douglas G.
- In:
Journal of financial econometrics : official journal of …
3
(
2005
)
4
,
pp. 500-524
Persistent link: https://www.econbiz.de/10003154299
Saved in:
717
A realized variance for the whole day based on intermittent high-frequency data
Hansen, Peter Reinhard
;
Lunde, Asger
- In:
Journal of financial econometrics : official journal of …
3
(
2005
)
4
,
pp. 525-554
Persistent link: https://www.econbiz.de/10003154305
Saved in:
718
Properties of bias-corrected realized variance under alternative sampling schemes
Oomen, Roel C. A.
- In:
Journal of financial econometrics : official journal of …
3
(
2005
)
4
,
pp. 555-577
Persistent link: https://www.econbiz.de/10003154307
Saved in:
719
The accuracy of density forecasts from foreign exchange options
Christoffersen, Peter F.
;
Mazzotta, Stefano
- In:
Journal of financial econometrics : official journal of …
3
(
2005
)
4
,
pp. 578-605
Persistent link: https://www.econbiz.de/10003154312
Saved in:
720
Reexamining the profitability of technical analysis with data snooping checks
Hsu, Po-Hsuan
;
Kuan, Chung-ming
- In:
Journal of financial econometrics : official journal of …
3
(
2005
)
4
,
pp. 606-628
Persistent link: https://www.econbiz.de/10003154315
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