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335
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218
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Phillips, Peter C. B.
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18
Pesaran, M. Hashem
18
Lee, Lung-fei
16
Timmermann, Allan
16
Ghysels, Eric
15
Granger, C. W. J.
15
Linton, Oliver
15
Gouriéroux, Christian
14
Swanson, Norman R.
14
Yu, Jun
13
Aït-Sahalia, Yacine
12
Hsiao, Cheng
12
Li, Qi
12
Schmidt, Peter
12
Taylor, Robert
12
Chib, Siddhartha
11
Diebold, Francis X.
11
Maasoumi, Esfandiar
11
Steel, Mark F. J.
11
Tauchen, George Eugene
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10
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10
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10
Patton, Andrew J.
10
Renault, Eric
10
Bai, Jushan
9
Baltagi, Badi H.
9
Kohn, Robert
9
Lütkepohl, Helmut
9
McAleer, Michael
9
Ng, Serena
9
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9
Smith, Richard J.
9
Tsionas, Efthymios G.
9
White, Halbert
9
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8
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8
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(EC)2 Conference <1, 1990; 2, 1991>
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National Bureau of Economic Research
1
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Journal of econometrics
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8,864
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European journal of operational research : EJOR
6,329
Economics letters
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2,991
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2,764
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2,690
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2,688
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2,686
Computers & operations research : and their applications to problems of world concern ; an international journal
2,602
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2,577
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2,512
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2,367
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2,223
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2,217
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2,195
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2,184
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2,141
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2,056
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2,033
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2,023
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2,019
Games and economic behavior
1,906
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1,895
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1,812
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1,723
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1,722
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Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
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ECONIS (ZBW)
1,804
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1
High-frequency factor models and regressions
Aït-Sahalia, Yacine
;
Kalnina, Ilze
;
Xiu, Dacheng
- In:
Journal of econometrics
216
(
2020
)
1
,
pp. 86-105
Persistent link: https://www.econbiz.de/10012439640
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2
ß in the tails
Bandi, Federico M.
;
Renò, Roberto
- In:
Journal of econometrics
227
(
2022
)
1
,
pp. 134-150
Persistent link: https://www.econbiz.de/10013441641
Saved in:
3
Identification-robust beta pricing, spanning, mimicking portfolios, and the benchmark neutrality of catastrophe bonds
Beaulieu, Marie-Claude
;
Dufour, Jean-Marie
;
Khalaf, Lynda
; …
- In:
Journal of econometrics
236
(
2023
)
1
,
pp. 1-19
Persistent link: https://www.econbiz.de/10014332237
Saved in:
4
Jumps and betas : a new framework for disentangling and estimating systematic risks
Todorov, Viktor
;
Bollerslev, Tim
- In:
Journal of econometrics
157
(
2010
)
2
,
pp. 220-235
Persistent link: https://www.econbiz.de/10008663039
Saved in:
5
Residual
risk
revisited
Lehmann, Bruce Neal
- In:
Journal of econometrics
45
(
1990
)
1
,
pp. 71-92
Persistent link: https://www.econbiz.de/10001332079
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6
Realized regression with asynchronous and noisy high frequency and high dimensional data
Chen, Dachuan
;
Mykland, Per A.
;
Zhang, Lan
- In:
Journal of econometrics
239
(
2024
)
2
,
pp. 1-20
Persistent link: https://www.econbiz.de/10015074483
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7
Nonparametric
risk
management and implied
risk
aversion
Aït-Sahalia, Yacine
;
Lo, Andrew W.
- In:
Journal of econometrics
94
(
2000
)
1/2
,
pp. 9-51
Persistent link: https://www.econbiz.de/10001437741
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8
On the network topology of variance decompositions : measuring the connectedness of financial firms
Diebold, Francis X.
;
Yılmaz, Kamil
- In:
Journal of econometrics
182
(
2014
)
1
,
pp. 119-134
Persistent link: https://www.econbiz.de/10010497110
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9
Risks of large portfolios
Fan, Jianqing
;
Liao, Yuan
;
Shi, Xiaofeng
- In:
Journal of econometrics
186
(
2015
)
2
,
pp. 367-387
Persistent link: https://www.econbiz.de/10011349458
Saved in:
10
What is the chance that the equity premium varies over time? : evidence from regressions on the dividend-price ratio
Wachter, Jessica
;
Warusawitharana, Missaka
- In:
Journal of econometrics
186
(
2015
)
1
,
pp. 74-93
Persistent link: https://www.econbiz.de/10011349544
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