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Search: isPartOf:"Journal of Financial Econometrics"
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Theorie
269
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269
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212
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212
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172
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172
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168
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168
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126
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126
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Ghysels, Eric
23
Canopius, Adam
21
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16
Garcia, René
16
Engle, Robert F.
15
Gouriéroux, Christian
15
Gallant, A. Ronald
12
Monfort, Alain
12
Renault, Eric
11
Antoine, Bertille
10
Audrino, Francesco
10
Härdle, Wolfgang
10
Lunde, Asger
10
Trojani, Fabio
10
Corsi, Fulvio
9
Hasbrouck, Joel
8
Hautsch, Nikolaus
8
Maheu, John M.
8
Olmo, Jose
8
White, Halbert
8
Almeida, Caio
7
Ardison, Kym
7
Barndorff-Nielsen, Ole E.
7
Caporin, Massimiliano
7
Gallo, Giampiero M.
7
Koopman, Siem Jan
7
Ruiz, Esther
7
Scaillet, Olivier
7
Timmermann, Allan
7
Wu, Liuren
7
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6
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6
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6
Proulx, Kevin
6
Schotman, Peter C.
6
Teräsvirta, Timo
6
Buccheri, Giuseppe
5
Francq, Christian
5
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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
280
Journal of Financial Econometrics
278
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ECONIS (ZBW)
646
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4
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1
Realized random graphs, with an application to the interbank network
Buccheri, Giuseppe
;
Mazzarisi, Piero
- In:
Journal of financial econometrics
23
(
2025
)
2
,
pp. 1-34
Persistent link: https://www.econbiz.de/10015339740
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2
Statistical predictions of trading strategies in electronic markets
Cartea, Álvaro
;
Cohen, Samuel N.
;
Graumans, Robert
; …
- In:
Journal of financial econometrics
23
(
2025
)
2
,
pp. 1-64
Persistent link: https://www.econbiz.de/10015339741
Saved in:
3
Graph-based methods for forecasting realized covariances
Zhang, Chao
;
Pu, Xingyue
;
Cucuringu, Mihai
;
Dong, Xiaowen
- In:
Journal of financial econometrics
23
(
2025
)
2
,
pp. 1-33
Persistent link: https://www.econbiz.de/10015339744
Saved in:
4
An L-moment approach for portfolio choice under non-expected utility
Fallahgoul, Hasan
;
Mancini, Loriano
;
Stoyanov, Stoyan V.
- In:
Journal of financial econometrics
23
(
2025
)
2
,
pp. 1-47
Persistent link: https://www.econbiz.de/10015339747
Saved in:
5
Diverging roads : theory-based vs. machine learning-implied stock risk premia
Grammig, Joachim
;
Hanenberg, Constantin
;
Schlag, Christian
- In:
Journal of financial econometrics
23
(
2025
)
2
,
pp. 1-55
Persistent link: https://www.econbiz.de/10015339820
Saved in:
6
Bootstrap inference for group factor models
Gonçalves, Sílvia
;
Koh, Julia
;
Perron, Benoit
- In:
Journal of financial econometrics
23
(
2025
)
2
,
pp. 1-70
Persistent link: https://www.econbiz.de/10015339830
Saved in:
7
Empirical evaluation of competing high-frequency estimators of quadratic variation
Bowers, Colin
;
Heaton, Christopher
- In:
Journal of financial econometrics
23
(
2025
)
3
,
pp. 1-28
Persistent link: https://www.econbiz.de/10015425421
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8
SMARTboost learning for tabular data
Giordani, Paolo
- In:
Journal of financial econometrics
23
(
2025
)
3
,
pp. 1-30
Persistent link: https://www.econbiz.de/10015425424
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9
Testing the zero-process of intraday financial returns for non-stationary periodicity
Stauskas, Ovidijus
;
Sucarrat, Genaro
- In:
Journal of financial econometrics
23
(
2025
)
3
,
pp. 1-27
Persistent link: https://www.econbiz.de/10015425432
Saved in:
10
The conditional autoregressive F-riesz model for realized covariance matrices
Opschoor, Anne
;
Lucas, André
;
Rossini, Luca
- In:
Journal of financial econometrics
23
(
2025
)
2
,
pp. 1-29
Persistent link: https://www.econbiz.de/10015271649
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