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isPartOf:"Journal of financial econometrics : official journal of the Society for Financial Econometrics"
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
Journal of econometrics
136
Economics letters
84
Econometric theory
62
Econometric reviews
58
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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International journal of forecasting
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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Journal of regional science
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Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
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European journal of operational research : EJOR
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The European journal of finance
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Cowles Foundation Discussion Paper
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Oxford bulletin of economics and statistics
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1
Risk measures for autocorrelated hedge fund returns
Di Cesare, Antonio
;
Stork, Philip
;
Vries, Casper G. de
- In:
Journal of financial econometrics : official journal of …
13
(
2015
)
4
,
pp. 868-895
Persistent link: https://www.econbiz.de/10011417824
Saved in:
2
Tests for abnormal returns in the presence of event-induced cross-sectional correlation
Ahlgren, Niklas
;
Antell, Jan
- In:
Journal of financial econometrics : official journal of …
15
(
2017
)
2
,
pp. 286-301
Persistent link: https://www.econbiz.de/10011987446
Saved in:
3
Generalized moment tests for autoregressive conditional duration models
Chen, Yi-ting
;
Hsieh, Chih-sheng
- In:
Journal of financial econometrics : official journal of …
8
(
2010
)
3
,
pp. 345-391
Persistent link: https://www.econbiz.de/10003997409
Saved in:
4
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:
5
Positivity conditions for a bivariate autoregressive volatility specification
Gouriéroux, Christian
- In:
Journal of financial econometrics : official journal of …
5
(
2007
)
4
,
pp. 624-636
Persistent link: https://www.econbiz.de/10003570743
Saved in:
6
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:
7
How to forecast long-run volatility : regime switching and the estimation of multifractal processes
Calvet, Laurent E.
;
Fisher, Adlai J.
- In:
Journal of financial econometrics : official journal of …
2
(
2004
)
1
,
pp. 49-83
Persistent link: https://www.econbiz.de/10002214188
Saved in:
8
Properties of the sample autocorrelations of nonlinear transformations in long-memory stochastic volatility models
Pérez, Ana
;
Ruiz, Esther
- In:
Journal of financial econometrics : official journal of …
1
(
2003
)
3
,
pp. 420-444
Persistent link: https://www.econbiz.de/10002214167
Saved in:
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