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Phillips, Peter C. B.
32
Bollerslev, Tim
22
Aït-Sahalia, Yacine
20
Koop, Gary
19
Todorov, Viktor
19
Ghysels, Eric
18
Pesaran, M. Hashem
18
Tauchen, George Eugene
18
Gouriéroux, Christian
16
Lee, Lung-fei
16
Swanson, Norman R.
16
Taylor, Robert
16
Linton, Oliver
15
McAleer, Michael
15
Patton, Andrew J.
15
Andersen, Torben
14
Granger, C. W. J.
14
Timmermann, Allan
14
Yu, Jun
14
Corradi, Valentina
13
Li, Qi
13
Chib, Siddhartha
12
Diebold, Francis X.
12
Hsiao, Cheng
12
Mykland, Per A.
12
Schmidt, Peter
12
Koopman, Siem Jan
11
Steel, Mark F. J.
11
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10
Dufour, Jean-Marie
10
Maasoumi, Esfandiar
10
Park, Joon Y.
10
Renault, Eric
10
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10
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9
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9
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9
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(EC)2 Conference <1, 1990; 2, 1991>
1
Association of Asia-Pacific Business School's Academic Conference <2018, Hongkong>
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Chengdu International Econometrics Conference in Honor of Professor Cheng Hsiao's Contribution to Econometrics <2012, Chengdu>
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1
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1
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1
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Journal of econometrics
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6,128
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3,033
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2,973
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2,898
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2,838
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2,821
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2,740
Journal of economic dynamics & control
2,710
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2,642
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2,593
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2,576
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2,573
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2,570
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2,523
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2,512
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2,448
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2,389
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2,377
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2,356
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2,302
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2,064
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2,059
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1,946
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1,914
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1,848
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ECONIS (ZBW)
1,944
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1
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1
Estimating regional trade agreement effects on FDI in an interdependent world
Baltagi, Badi H.
;
Egger, Peter
;
Pfaffermayr, Michael
- In:
Journal of econometrics
145
(
2008
)
1/2
,
pp. 194-208
Persistent link: https://www.econbiz.de/10003776456
Saved in:
2
Estimating models of complex FDI : are there third-country effects?
Baltagi, Badi H.
;
Egger, Peter
;
Pfaffermayr, Michael
- In:
Journal of econometrics
140
(
2007
)
1
,
pp. 260-281
Persistent link: https://www.econbiz.de/10003579964
Saved in:
3
Breaks and persistency: macroeconomic causes of stock market
volatility
Beltratti, Andrea
;
Morana, Claudio
- In:
Journal of econometrics
131
(
2006
)
1/2
,
pp. 151-177
Persistent link: https://www.econbiz.de/10003298570
Saved in:
4
Economic tracking portfolios
Lamont, Owen A.
- In:
Journal of econometrics
105
(
2001
)
1
,
pp. 161-184
Persistent link: https://www.econbiz.de/10001617161
Saved in:
5
Semiparametric estimation of long-memory
volatility
dependencies : the role of high-frequency data
Bollerslev, Tim
;
Wright, Jonathan H.
- In:
Journal of econometrics
98
(
2000
)
1
,
pp. 81-106
Persistent link: https://www.econbiz.de/10001497682
Saved in:
6
Modeling long memory in stock market
volatility
Liu, Ming
- In:
Journal of econometrics
99
(
2000
)
1
,
pp. 139-171
Persistent link: https://www.econbiz.de/10001504433
Saved in:
7
American options with stochastic dividends and
volatility
: a nonparametric investigation
Broadie, Mark
(
contributor
)
- In:
Journal of econometrics
94
(
2000
)
1/2
,
pp. 53-92
Persistent link: https://www.econbiz.de/10001437745
Saved in:
8
Post-'87 crash fears in the S&P 500 futures option market
Bates, David S.
- In:
Journal of econometrics
94
(
2000
)
1/2
,
pp. 181-238
Persistent link: https://www.econbiz.de/10001437755
Saved in:
9
Pricing and hedging long-term options
Bakshi, Gurdip S.
;
Cao, Charles Q.
;
Chen, Zhiwu
- In:
Journal of econometrics
94
(
2000
)
1/2
,
pp. 277-318
Persistent link: https://www.econbiz.de/10001437760
Saved in:
10
Dynamic equilibrium and
volatility
in financial asset markets
Aït-Sahalia, Yacine
- In:
Journal of econometrics
84
(
1998
)
1
,
pp. 93-127
Persistent link: https://www.econbiz.de/10001234470
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