| nr |
titel |
auteur |
tijdschrift |
jaar |
jaarg. |
afl. |
pagina('s) |
type |
| 1 |
Augmented factor models with applications to validating market risk factors and forecasting bond risk premia
|
Fan, Jianqing
|
|
|
|
1PB |
p. 269-294
|
artikel
|
| 2 |
Autoencoder asset pricing models
|
Gu, Shihao
|
|
|
|
1PB |
p. 429-450
|
artikel
|
| 3 |
Autoregressive models for matrix-valued time series
|
Chen, Rong
|
|
|
|
1PB |
p. 539-560
|
artikel
|
| 4 |
Closed-form implied volatility surfaces for stochastic volatility models with jumps
|
Aït-Sahalia, Yacine
|
|
|
|
1PB |
p. 364-392
|
artikel
|
| 5 |
Editorial Board
|
|
|
|
|
1PB |
p. ii
|
artikel
|
| 6 |
Editorial for the special issue on financial econometrics in the age of the digital economy
|
Linton, Oliver
|
|
|
|
1PB |
p. 265-268
|
artikel
|
| 7 |
Efficient estimation of multivariate semi-nonparametric GARCH filtered copula models
|
Chen, Xiaohong
|
|
|
|
1PB |
p. 484-501
|
artikel
|
| 8 |
Estimation and inference in semiparametric quantile factor models
|
Ma, Shujie
|
|
|
|
1PB |
p. 295-323
|
artikel
|
| 9 |
Generalized aggregation of misspecified models: With an application to asset pricing
|
Gospodinov, Nikolay
|
|
|
|
1PB |
p. 451-467
|
artikel
|
| 10 |
High dimensional minimum variance portfolio estimation under statistical factor models
|
Ding, Yi
|
|
|
|
1PB |
p. 502-515
|
artikel
|
| 11 |
Max-linear regression models with regularization
|
Cui, Qiurong
|
|
|
|
1PB |
p. 579-600
|
artikel
|
| 12 |
New testing approaches for mean–variance predictability
|
Fiorentini, Gabriele
|
|
|
|
1PB |
p. 516-538
|
artikel
|
| 13 |
Tail risk and return predictability for the Japanese equity market
|
Andersen, Torben G.
|
|
|
|
1PB |
p. 344-363
|
artikel
|
| 14 |
The implied arbitrage mechanism in financial markets
|
Chen, Shiyi
|
|
|
|
1PB |
p. 468-483
|
artikel
|
| 15 |
The Observed Asymptotic Variance: Hard edges, and a regression approach
|
Mykland, Per A.
|
|
|
|
1PB |
p. 411-428
|
artikel
|
| 16 |
The wisdom of the crowd and prediction markets
|
Dai, Min
|
|
|
|
1PB |
p. 561-578
|
artikel
|
| 17 |
Time-varying general dynamic factor models and the measurement of financial connectedness
|
Barigozzi, Matteo
|
|
|
|
1PB |
p. 324-343
|
artikel
|
| 18 |
Volatility analysis with realized GARCH-Itô models
|
Song, Xinyu
|
|
|
|
1PB |
p. 393-410
|
artikel
|
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