Journal of financial econometrics : official journal of the Society for Financial Econometrics

Journal of financial econometrics official journal of the Society for Financial Econometrics

Gespeichert in:
Bibliographische Detailangaben
Körperschaft: Society for Financial Econometrics (Herausgebendes Organ)
Format: UnknownFormat
Sprache:eng
Veröffentlicht: Oxford Univ. Press 2003-2020
Schlagworte:
Finanzmarkt > Ökonometrisches Modell > Theorie > Welt > Zeitschrift
Tags: Tag hinzufügen
Keine Tags, Fügen Sie den ersten Tag hinzu!
Titel Jahr Verfasser
Comment on: limit of random measures associated with the increments of a Brownian Semimartingale 2018 Li, Yingying
Limit of random measures associated with the increments of a brownian semimartingale 2018 Jacod, Jean
An exponential Chi-squared QMLE for log-GARCH models via the ARMA representation 2018 Francq, Christian
Identification-robust inference on risk premia of mimicking portfolios of non-traded factors 2018 Kleibergen, Frank
Structural volatility impulse response function and asymptotic inference 2018 Liu, Xiaochun
Downside variance risk premium 2018 Feunou, Bruno
Comment on: limit of random measures associated with the increments of a Brownian Semimartingale 2018 Li, Jia
Bayesian dynamic modeling of high-frequency integer price changes 2018 Barra, István
Fractionally integrated COGARCH processes 2018 Haug, Stephan
Testing high-dimensional linear asset pricing models 2018 Lan, Wei
Can volatility models explain extreme events? 2018 Trapin, Luca
Modeling systemic risk : time-varying tail dependence when forecasting marginal expected shortfall 2018 Eckernkemper, Tobias
Forecasting bond yields with segmented term structure models 2018 Almeida, Caio
Testing for co-jumps in financial markets 2018 Novotný, Jan
Testing slope homogeneity in quantile regression panel data with an application to the cross-section of stock returns 2018 Galvao, Antonio Fialho
A flexible generalized hyperbolic option pricing model and its special cases 2018 Yeap, Claudia
Comment on: limit of random measures associated with the increments of a Brownian Semimartingale : asymptotic behavior of local times related statistics for fractional Brownian motion 2018 Podolskij, Mark
Efficient multipowers 2018 Kolokolov, Aleksey
Measuring the frequency dynamics of financial connectedness and systemic risk 2018 Baruník, Jozef
Dissecting the 2007-2009 real estate market bust : systematic pricing correction or just a housing fad? 2018 Bianchi, Daniele
Alle Artikel auflisten