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Phillips, Peter C. B.
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Pesaran, M. Hashem
18
Lee, Lung-fei
16
Ghysels, Eric
14
Granger, C. W. J.
14
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14
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13
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Li, Qi
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Taylor, Robert
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Diebold, Francis X.
11
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10
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9
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9
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9
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9
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9
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8
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Journal of econometrics
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8,185
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6,918
European journal of operational research : EJOR
6,120
Economics letters
5,571
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3,197
Journal of economic theory
2,883
The American economic review
2,598
Computers & operations research : and their applications to problems of world concern ; an international journal
2,588
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2,581
Journal of economic dynamics & control
2,557
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2,555
International journal of production research
2,481
Journal of economic behavior & organization : JEBO
2,355
Europäische Hochschulschriften / 5
2,176
The economic journal : the journal of the Royal Economic Society
2,173
CESifo Working Paper
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2,091
European economic review : EER
2,089
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1,992
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1,922
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1,882
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1,852
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1,847
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1,837
Economic theory : official journal of the Society for the Advancement of Economic Theory
1,780
Management science : journal of the Institute for Operations Research and the Management Sciences
1,780
Journal of banking & finance
1,714
Discussion paper / Center for Economic Research, Tilburg University
1,693
International journal of production economics
1,643
Journal of monetary economics
1,542
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
1,528
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1,522
Ecological economics : the transdisciplinary journal of the International Society for Ecological Economics
1,497
Applied economics letters
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ECONIS (ZBW)
1,716
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1
The fine structure of equity-index option dynamics
Andersen, Torben
;
Bondarenko, Oleg
;
Todorov, Viktor
; …
- In:
Journal of econometrics
187
(
2015
)
2
,
pp. 532-546
Persistent link: https://www.econbiz.de/10011499756
Saved in:
2
An econometric life
Hausman, Jerry A.
- In:
Journal of econometrics
211
(
2019
)
1
,
pp. 4-10
Persistent link: https://www.econbiz.de/10012303590
Saved in:
3
Regime switching in foreign exchange rates : evidence from currency option prices
Bollen, Nicolas P. B.
;
Gray, Stephen
;
Whaley, Robert E.
- In:
Journal of econometrics
94
(
2000
)
1/2
,
pp. 239-276
Persistent link: https://www.econbiz.de/10001437758
Saved in:
4
Asymptotic normality of narrow-band least squares in the stationary fractional cointegration model and volatility forecasting
Christensen, Bent Jesper
;
Nielsen, Morten Ørregaard
- In:
Journal of econometrics
133
(
2006
)
1
,
pp. 343-371
Persistent link: https://www.econbiz.de/10003354581
Saved in:
5
Econometric analysis of financial derivatives
Chang, Chia-Lin
(
ed.
);
McAleer, Michael
(
ed.
)
-
2015
Persistent link: https://www.econbiz.de/10011499675
Saved in:
6
Variance disparity and market frictions
Park, Yang-Ho
- In:
Journal of econometrics
214
(
2020
)
2
,
pp. 326-348
Persistent link: https://www.econbiz.de/10012438393
Saved in:
7
Distribution
theory
for unit root tests with conditional heteroskedasticity
Seo, Byeongseon
- In:
Journal of econometrics
91
(
1999
)
1
,
pp. 113-144
Persistent link: https://www.econbiz.de/10001382163
Saved in:
8
Contemporaneous asymmetry in GARCH processes
Babsiri, Mohamed el
;
Zakoïan, Jean-Michel
- In:
Journal of econometrics
101
(
2001
)
2
,
pp. 257-294
Persistent link: https://www.econbiz.de/10001554899
Saved in:
9
On the jump activity index for semimartingales
Jing, Bingyi
;
Kong, Xinbing
;
Liu, Zhi
;
Mykland, Per A.
- In:
Journal of econometrics
166
(
2012
)
2
,
pp. 213-223
Persistent link: https://www.econbiz.de/10009509230
Saved in:
10
Threshold bipower variation and the impact of jumps on volatility forecasting
Corsi, Fulvio
;
Pirino, Davide
;
Renò, Roberto
- In:
Journal of econometrics
159
(
2010
)
2
,
pp. 276-288
Persistent link: https://www.econbiz.de/10008840480
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