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Journal of applied econometrics
NBER Working Paper
97
NBER working paper series
88
Working paper / National Bureau of Economic Research, Inc.
82
NBER Working Papers
76
Journal of econometrics
74
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
53
Journal of Econometrics
48
Working paper / National Bureau of Economic Research, Inc
45
NYU Working Paper
42
Discussion paper / Department of Economics, University of California San Diego
41
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
26
CREATES Research Papers
23
Handbook of Econometrics
19
Journal of Business & Economic Statistics
19
The review of economics and statistics
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Technical working paper / National Bureau of Economic Research
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The journal of finance : the journal of the American Finance Association
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International economic review
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Journal of Financial Econometrics
9
Journal of financial econometrics : official journal of the Society for Financial Econometrics
9
Journal of money, credit and banking : JMCB
9
The journal of derivatives : the official publication of the International Association of Financial Engineers
9
Working paper series / Research Department, Federal Reserve Bank of Chicago / Research Department, Federal Reserve Bank of Chicago
9
Working papers / Economics Department, Massachusetts Institute of Technology (MIT)
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1
Econometric forecasting : special issue
Diebold, Francis X.
(
contributor
); …
- In:
Journal of applied econometrics
11
(
1996
)
5
,
pp. 453-593
Persistent link: https://www.econbiz.de/10001209124
Saved in:
2
New frontiers for ARCH models
Engle, Robert F.
- In:
Journal of applied econometrics
17
(
2002
)
5
,
pp. 425-446
Persistent link: https://www.econbiz.de/10001709309
Saved in:
3
Common trends and common cycles
Vahid, Farshid
- In:
Journal of applied econometrics
8
(
1993
)
4
,
pp. 341-360
Persistent link: https://www.econbiz.de/10001149734
Saved in:
4
Semiparametric vector MEM
Cipollini, Fabrizio
;
Engle, Robert F.
;
Gallo, Giampiero M.
- In:
Journal of applied econometrics
28
(
2013
)
7
,
pp. 1067-1086
Persistent link: https://www.econbiz.de/10010351085
Saved in:
5
Bridging the gap between the distribution of realized (ECU) volatility and ARCH modelling (of the Euro) : the GARCH-NIG model
Forsberg, Lars
;
Bollerslev, Tim
- In:
Journal of applied econometrics
17
(
2002
)
5
,
pp. 535-548
Persistent link: https://www.econbiz.de/10001709314
Saved in:
6
Special issue: Forecast uncertainty in macroeconomics and finance
Bollerslev, Tim
(
contributor
)
-
2010
Persistent link: https://www.econbiz.de/10008667511
Saved in:
7
Continuous-time models, realized volatilities, and testable distributional implications for daily stock returns
Andersen, Torben
;
Bollerslev, Tim
;
Frederiksen, Per
; …
- In:
Journal of applied econometrics
25
(
2010
)
2
,
pp. 233-261
Persistent link: https://www.econbiz.de/10008667607
Saved in:
8
Daily house price indices : construction, modeling, and longer-run predictions
Bollerslev, Tim
;
Patton, Andrew J.
;
Wang, Wenjing
- In:
Journal of applied econometrics
31
(
2016
)
6
,
pp. 1005-1025
Persistent link: https://www.econbiz.de/10011686220
Saved in:
9
Journal of Applied Econometrics Annual Lecture Series
Watson, Mark
- In:
Journal of applied econometrics
22
(
2007
)
3
,
pp. 701
Persistent link: https://www.econbiz.de/10007723948
Saved in:
10
New frontiers for arch models
Engle, Robert
- In:
Journal of applied econometrics
17
(
2002
)
5
,
pp. 425-446
Persistent link: https://www.econbiz.de/10006970949
Saved in:
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