| nr |
titel |
auteur |
tijdschrift |
jaar |
jaarg. |
afl. |
pagina('s) |
type |
| 1 |
A unified test for predictability of asset returns regardless of properties of predicting variables
|
Liu, Xiaohui
|
|
2019
|
208 |
1 |
p. 141-159
|
artikel
|
| 2 |
Banded spatio-temporal autoregressions
|
Gao, Zhaoxing
|
|
2019
|
208 |
1 |
p. 211-230
|
artikel
|
| 3 |
Climate risks and market efficiency
|
Hong, Harrison
|
|
2019
|
208 |
1 |
p. 265-281
|
artikel
|
| 4 |
Daily price limits and destructive market behavior
|
Chen, Ting
|
|
2019
|
208 |
1 |
p. 249-264
|
artikel
|
| 5 |
Editorial Board
|
|
|
2019
|
208 |
1 |
p. ii
|
artikel
|
| 6 |
Editorial for the special issue on financial engineering and risk management for JoE
|
Linton, Oliver
|
|
2019
|
208 |
1 |
p. 1-4
|
artikel
|
| 7 |
Estimating the integrated volatility with tick observations
|
Jacod, Jean
|
|
2019
|
208 |
1 |
p. 80-100
|
artikel
|
| 8 |
Factor models for matrix-valued high-dimensional time series
|
Wang, Dong
|
|
2019
|
208 |
1 |
p. 231-248
|
artikel
|
| 9 |
Knowing factors or factor loadings, or neither? Evaluating estimators of large covariance matrices with noisy and asynchronous data
|
Dai, Chaoxing
|
|
2019
|
208 |
1 |
p. 43-79
|
artikel
|
| 10 |
Large-dimensional factor modeling based on high-frequency observations
|
Pelger, Markus
|
|
2019
|
208 |
1 |
p. 23-42
|
artikel
|
| 11 |
Mark to market value at risk
|
Chen, Yu
|
|
2019
|
208 |
1 |
p. 299-321
|
artikel
|
| 12 |
Optimum thresholding using mean and conditional mean squared error
|
Figueroa-López, José E.
|
|
2019
|
208 |
1 |
p. 179-210
|
artikel
|
| 13 |
Robust covariance estimation for approximate factor models
|
Fan, Jianqing
|
|
2019
|
208 |
1 |
p. 5-22
|
artikel
|
| 14 |
Semiparametric estimation of the bid–ask spread in extended roll models
|
Chen, Xiaohong
|
|
2019
|
208 |
1 |
p. 160-178
|
artikel
|
| 15 |
Tail event driven networks of SIFIs
|
Chen, Cathy Yi-Hsuan
|
|
2019
|
208 |
1 |
p. 282-298
|
artikel
|
| 16 |
The algebra of two scales estimation, and the S-TSRV: High frequency estimation that is robust to sampling times
|
Mykland, Per A.
|
|
2019
|
208 |
1 |
p. 101-119
|
artikel
|
| 17 |
The scale of predictability
|
Bandi, F.M.
|
|
2019
|
208 |
1 |
p. 120-140
|
artikel
|
Tijdschrift beschrijving