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Theory
Estimation
464
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459
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250
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249
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141
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Aït-Sahalia, Yacine
8
Diebold, Francis X.
6
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5
Ghysels, Eric
4
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4
Steel, Mark F. J.
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3
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3
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3
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2
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2
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2
Hansen, Lars Peter
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Harvey, Andrew C.
2
Heckman, James J.
2
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2
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Journal of econometrics
Journal of economic dynamics & control
665
Journal of monetary economics
625
Economics letters
604
Economic modelling
465
Applied economics
462
Journal of banking & finance
460
Journal of macroeconomics
418
Journal of money, credit and banking : JMCB
410
Journal of international money and finance
405
Macroeconomic dynamics
356
European economic review : EER
338
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325
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324
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318
Applied economics letters
278
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274
International review of economics & finance : IREF
269
The American economic review
258
Journal of economic theory
236
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
226
Finance research letters
217
Journal of empirical finance
210
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
196
Review of economic dynamics
195
The economic journal : the journal of the Royal Economic Society
193
International review of financial analysis
190
Journal of economic behavior & organization : JEBO
185
Journal of applied econometrics
182
Mathematical finance : an international journal of mathematics, statistics and financial theory
171
Economic theory : official journal of the Society for the Advancement of Economic Theory
159
The North American journal of economics and finance : a journal of financial economics studies
155
Open economies review
154
International economic review
153
Management science : journal of the Institute for Operations Research and the Management Sciences
151
The European journal of finance
150
International journal of theoretical and applied finance
149
European journal of operational research : EJOR
147
Applied financial economics
146
The review of economics and statistics
142
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ECONIS (ZBW)
250
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1
The term structure of equity and variance risk premia
Aït-Sahalia, Yacine
;
Karamann, Mustafa
;
Mancini, Loriano
- In:
Journal of econometrics
219
(
2020
)
2
,
pp. 204-230
Persistent link: https://www.econbiz.de/10012483319
Saved in:
2
Augmented factor models with applications to validating market risk factors and forecasting bond risk premia
Fan, Jianqing
;
Ke, Yuan
;
Liao, Yuan
- In:
Journal of econometrics
222
(
2021
)
1,2
,
pp. 269-294
Persistent link: https://www.econbiz.de/10012619418
Saved in:
3
Spillover dynamics for systemic risk measurement using spatial financial time series models
Blasques, Francisco
;
Koopman, Siem Jan
;
Lucas, André
; …
- In:
Journal of econometrics
195
(
2016
)
2
,
pp. 211-223
Persistent link: https://www.econbiz.de/10011705251
Saved in:
4
Intelligible factors for the yield curve
Lengwiler, Yvan
;
Lenz, Carlos
- In:
Journal of econometrics
157
(
2010
)
2
,
pp. 481-491
Persistent link: https://www.econbiz.de/10008662977
Saved in:
5
Monetary policy regimes and the term structure of interest rates
Bikbov, Ruslan
;
Chernov, Mikhail
- In:
Journal of econometrics
174
(
2013
)
1
,
pp. 27-43
Persistent link: https://www.econbiz.de/10009737236
Saved in:
6
Examining macroeconomic models through the lens of asset pricing
Borovička, Jaroslav
;
Hansen, Lars Peter
- In:
Journal of econometrics
183
(
2014
)
1
,
pp. 67-90
Persistent link: https://www.econbiz.de/10010506087
Saved in:
7
Business-cycle consumption risk and asset prices
Bandi, Federico M.
;
Tamoni, Andrea
- In:
Journal of econometrics
237
(
2023
)
2,3
,
pp. 1-23
Persistent link: https://www.econbiz.de/10014471828
Saved in:
8
Adaptive dynamic Nelson–Siegel term structure model with applications
Chen, Ying
;
Niu, Linlin
- In:
Journal of econometrics
180
(
2014
)
1
,
pp. 98-115
Persistent link: https://www.econbiz.de/10010379478
Saved in:
9
Introduction to m-m processes
Granger, C. W. J.
;
Hyung, Namwon
- In:
Journal of econometrics
130
(
2006
)
1
,
pp. 143-164
Persistent link: https://www.econbiz.de/10003228633
Saved in:
10
Real-time Bayesian learning and bond return predictability
Wan, Runqing
;
Fulop, Andras
;
Li, Junye
- In:
Journal of econometrics
230
(
2022
)
1
,
pp. 114-130
Persistent link: https://www.econbiz.de/10013441922
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