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The review of economics and statistics
NYU Working Paper
49
Discussion paper / Department of Economics, University of California San Diego
41
NBER Working Paper
30
NBER working paper series
29
Working paper / National Bureau of Economic Research, Inc.
27
NBER Working Papers
26
The journal of derivatives : the official publication of the International Association of Financial Engineers
21
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
20
Journal of econometrics
19
Handbook of Econometrics
18
Journal of Econometrics
18
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
15
Working paper / National Bureau of Economic Research, Inc
15
The review of financial studies
14
The journal of finance : the journal of the American Finance Association
13
Working paper series / New York University, Salomon Center, Leonard N. Stern School of Business
10
Journal of Finance
9
Journal of Business & Economic Statistics
8
Working Paper
8
Working papers / Economics Department, Massachusetts Institute of Technology (MIT)
8
Journal of Financial Econometrics
7
Journal of financial econometrics : official journal of the Society for Financial Econometrics
7
The Review of Economics and Statistics
7
Working paper series / University of Zurich, Department of Economics
7
Financial markets, institutions & instruments
6
Journal of monetary economics
6
The journal of portfolio management : a publication of Institutional Investor
6
ECB Working Paper
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Econometrics Working Papers Archive
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New York University, Leonard N. Stern School Finance Department Working Paper Seires
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Econometric theory
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1
Stochastic permanent breaks
Engle, Robert F.
;
Smith, Aaron D.
- In:
The review of economics and statistics
81
(
1999
)
4
,
pp. 553-574
Persistent link: https://www.econbiz.de/10001437341
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2
Stock market volatility and macroeconomic fundamentals
Engle, Robert F.
;
Ghysels, Eric
;
Sohn, Bumjean
- In:
The review of economics and statistics
95
(
2013
)
3
,
pp. 776-797
Persistent link: https://www.econbiz.de/10009793016
Saved in:
3
Volatility spillovers in East Asian financial markets : a MEM-based approach
Engle, Robert F.
;
Gallo, Giampiero M.
;
Velucchi, Margherita
- In:
The review of economics and statistics
94
(
2012
)
1
,
pp. 221-233
Persistent link: https://www.econbiz.de/10009565360
Saved in:
4
Optimal price forecasting using survey data
Figlewski, Stephen
- In:
The review of economics and statistics
65
(
1983
)
1
,
pp. 13-21
Persistent link: https://www.econbiz.de/10002146846
Saved in:
5
Estimation of the opitmal futures hedge
Cecchetti, Stephen G.
- In:
The review of economics and statistics
70
(
1988
)
4
,
pp. 623-630
Persistent link: https://www.econbiz.de/10001059000
Saved in:
6
The formation of inflationary expectations
Figlewski, Stephen
;
Wachtel, Paul
- In:
The review of economics and statistics
63
(
1981
)
1
,
pp. 1-10
Persistent link: https://www.econbiz.de/10002165464
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7
Rational expectations, informational efficiency, and tests using survey data : a comment
Dietrich, J. Kimball
;
Joines, Douglas H.
;
Figlewski, Stephen
- In:
The review of economics and statistics
65
(
1983
)
3
,
pp. 525-529
Persistent link: https://www.econbiz.de/10002080144
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8
SYMPOSIUM ON FORECASTING AND EMPIRICAL METHODS IN MACROECONOMICS AND FINANCE - Stochastic Permanent Breaks
Engle, Robert F.
;
Smith, Aaron D.
- In:
The review of economics and statistics
81
(
1999
)
4
,
pp. 553-574
Persistent link: https://www.econbiz.de/10006387546
Saved in:
9
Stock Market Volatility and Macroeconomic Fundamentals
Engle, Robert F.
;
Ghysels, Eric
;
Sohn, Bumjean
- In:
The review of economics and statistics
95
(
2013
)
3
,
pp. 776-797
Persistent link: https://www.econbiz.de/10010158908
Saved in:
10
Volatility Spillovers in East Asian Financial Markets: A Mem-Based Approach
Engle, Robert F.
;
Gallo, Giampiero M.
;
Velucchi, Margherita
- In:
The review of economics and statistics
94
(
2012
)
1
,
pp. 222-224
Persistent link: https://www.econbiz.de/10009826312
Saved in:
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