Journal: Journal of financial econometrics - British Library Electronic Legal Deposit Catalogue-Journal Issues and Articles Search Results

Journal Journal of financial econometrics

1. A Coskewness Shrinkage Approach for Estimating the Skewness of Linear Combinations of Random Variables. (4th October 2018)

Authors:: Boudt, Kris; Cornilly, Dries; Verdonck, Tim
Journal:: Journal of financial econometrics
Issue:: Volume 18:Number 1(2020:Winter)
Page Start:: 1
Record Type:: Journal Article
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2. A Descriptive Study of High-Frequency Trade and Quote Option Data. (6th January 2021)

Authors:: Andersen, Torben; Archakov, Ilya; Grund, Leon; Hautsch, Nikolaus; Li, Yifan; Nasekin, Sergey; Nolte, Ingmar; Pham, Manh Cuong; Taylor, Stephen; Todorov, Viktor
Journal:: Journal of financial econometrics
Issue:: Volume 19:Number 1(2021)
Page Start:: 128
Record Type:: Journal Article
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3. A Flexible Generalized Hyperbolic Option Pricing Model and Its Special Cases. (17th October 2017)

Authors:: Yeap, Claudia; Kwok, Simon S; Choy, S T Boris
Journal:: Journal of financial econometrics
Issue:: Volume 16:Number 3(2018:Summer)
Page Start:: 425
Record Type:: Journal Article
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4. A Frequency-Specific Factorization to Identify Commonalities with an Application to the European Bond Markets. (14th December 2020)

Authors:: Boffelli, Simona; Novotny, Jan; Urga, Giovanni
Journal:: Journal of financial econometrics
Issue:: Volume 20:Number 4(2022)
Page Start:: 681
Record Type:: Journal Article
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5. A GMM Skewness and Kurtosis Ratio Test for Higher Moment Dependence. (20th March 2019)

Authors:: Wong, Woon K
Journal:: Journal of financial econometrics
Issue:: Volume 18:Number 2(2020:Spring)
Page Start:: 307
Record Type:: Journal Article
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6. A Jump and Smile Ride: Jump and Variance Risk Premia in Option Pricing. (5th February 2019)

Authors:: Alitab, Dario; Bormetti, Giacomo; Corsi, Fulvio; Majewski, Adam A
Journal:: Journal of financial econometrics
Issue:: Volume 18:Number 1(2020:Winter)
Page Start:: 121
Record Type:: Journal Article
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7. A Latent Factor Model for Forecasting Realized Variances. (11th February 2020)

Authors:: Calzolari, Giorgio; Halbleib, Roxana; Zagidullina, Aygul
Journal:: Journal of financial econometrics
Issue:: Volume 19:Number 5(2021)
Page Start:: 860
Record Type:: Journal Article
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8. A Mixed Frequency Stochastic Volatility Model for Intraday Stock Market Returns. (23rd June 2019)

Authors:: Bekierman, Jeremias; Gribisch, Bastian
Journal:: Journal of financial econometrics
Issue:: Volume 19:Number 3(2021)
Page Start:: 496
Record Type:: Journal Article
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9. An Anatomy of Industry Merger Waves. (5th October 2018)

Authors:: Bianchi, Daniele; Chiarella, Carlo
Journal:: Journal of financial econometrics
Issue:: Volume 17:Number 2(2019:Spring)
Page Start:: 153
Record Type:: Journal Article
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10. An Exponential Chi-Squared QMLE for Log-GARCH Models Via the ARMA Representation. (13th October 2017)

Authors:: Francq, Christian; Sucarrat, Genaro
Journal:: Journal of financial econometrics
Issue:: Volume 16:Number 1(2018:Winter)
Page Start:: 129
Record Type:: Journal Article
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