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110
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
Energy economics
611
Finance research letters
522
Applied economics
431
International review of financial analysis
401
Journal of econometrics
387
Journal of banking & finance
385
Economic modelling
355
The journal of futures markets
347
International review of economics & finance : IREF
344
The North American journal of economics and finance : a journal of financial economics studies
327
Economics letters
322
Applied economics letters
306
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266
Journal of empirical finance
263
Research in international business and finance
255
International journal of theoretical and applied finance
246
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Journal of risk and financial management : JRFM
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Journal of financial economics
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
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Pacific-Basin finance journal
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International Journal of Energy Economics and Policy : IJEEP
165
International journal of forecasting
161
Journal of economic dynamics & control
159
The European journal of finance
151
International journal of finance & economics : IJFE
143
Journal of forecasting
137
The review of financial studies
134
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
131
The journal of finance : the journal of the American Finance Association
120
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
116
Applied mathematical finance
115
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
111
Computational economics
110
Cogent economics & finance
108
Econometric reviews
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ECONIS (ZBW)
110
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1
Rounding errors and
volatility
estimation
Li, Yingying
;
Mykland, Per A.
- In:
Journal of financial econometrics : official journal of …
13
(
2015
)
2
,
pp. 478-504
Persistent link: https://www.econbiz.de/10011339292
Saved in:
2
Asymmetry and long memory in
volatility
modeling
Asai, Manabu
;
McAleer, Michael
;
Medeiros, Marcelo C.
- In:
Journal of financial econometrics : official journal of …
10
(
2012
)
3
,
pp. 495-512
Persistent link: https://www.econbiz.de/10009571512
Saved in:
3
Efficient multipowers
Kolokolov, Aleksey
;
Renò, Roberto
- In:
Journal of financial econometrics : official journal of …
16
(
2018
)
4
,
pp. 629-659
Persistent link: https://www.econbiz.de/10011988002
Saved in:
4
The geometric-VaR backtesting method
Pelletier, Denis
;
Wei, Wei
- In:
Journal of financial econometrics : official journal of …
14
(
2016
)
4
,
pp. 725-745
Persistent link: https://www.econbiz.de/10011623861
Saved in:
5
Quarticity estimation on ohlc data
Balter, Janine
- In:
Journal of financial econometrics : official journal of …
13
(
2015
)
2
,
pp. 505-519
Persistent link: https://www.econbiz.de/10011339287
Saved in:
6
The economic value of
volatility
forecasts : a conditional approach
Taylor, Nicholas
- In:
Journal of financial econometrics : official journal of …
12
(
2014
)
3
,
pp. 433-478
Persistent link: https://www.econbiz.de/10010391951
Saved in:
7
Adaptive Realized Kernels
Carrasco, Marine
;
Kotchoni, Rachidi
- In:
Journal of financial econometrics : official journal of …
13
(
2015
)
4
,
pp. 757-797
Persistent link: https://www.econbiz.de/10011417704
Saved in:
8
Long memory and periodicity in intraday
volatility
Rossi, Eduardo
;
Fantazzini, Dean
- In:
Journal of financial econometrics : official journal of …
13
(
2015
)
4
,
pp. 922-961
Persistent link: https://www.econbiz.de/10011417840
Saved in:
9
Combining multivariate
volatility
forecasts: an economic-based approach
Caldeira, João F.
;
Moura, Guilherme Valle
;
Nogales, …
- In:
Journal of financial econometrics : official journal of …
15
(
2017
)
2
,
pp. 247-285
Persistent link: https://www.econbiz.de/10011987429
Saved in:
10
Indirect inference estimation of mixed frequency stochastic
volatility
state space models using MIDAS regressions and ARCH models
Gagliardini, Patrick
;
Ghysels, Eric
;
Rubin, M.
- In:
Journal of financial econometrics : official journal of …
15
(
2017
)
4
,
pp. 509-560
Persistent link: https://www.econbiz.de/10011987633
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