| nr |
titel |
auteur |
tijdschrift |
jaar |
jaarg. |
afl. |
pagina('s) |
type |
| 1 |
A discrete-time hedging framework with multiple factors and fat tails: On what matters
|
Augustyniak, Maciej
|
|
|
232 |
2 |
p. 416-444
|
artikel
|
| 2 |
A simple joint model for returns, volatility and volatility of volatility
|
Ding, Yashuang (Dexter)
|
|
|
232 |
2 |
p. 521-543
|
artikel
|
| 3 |
Cluster-robust inference: A guide to empirical practice
|
MacKinnon, James G.
|
|
|
232 |
2 |
p. 272-299
|
artikel
|
| 4 |
Corrigendum to “Local mispricing and microstructural noise: A parametric perspective” [J. Econometrics 230 (2022) 510–534]
|
Andersen, Torben G.
|
|
|
232 |
2 |
p. 598-603
|
artikel
|
| 5 |
Editorial Board
|
|
|
|
232 |
2 |
p. ii
|
artikel
|
| 6 |
Estimating the variance of a combined forecast: Bootstrap-based approach
|
Hounyo, Ulrich
|
|
|
232 |
2 |
p. 445-468
|
artikel
|
| 7 |
Fully modified least squares cointegrating parameter estimation in multicointegrated systems
|
Kheifets, Igor L.
|
|
|
232 |
2 |
p. 300-319
|
artikel
|
| 8 |
High dimensional semiparametric moment restriction models
|
Dong, Chaohua
|
|
|
232 |
2 |
p. 320-345
|
artikel
|
| 9 |
Identification of time-varying transformation models with fixed effects, with an application to unobserved heterogeneity in resource shares
|
Botosaru, Irene
|
|
|
232 |
2 |
p. 576-597
|
artikel
|
| 10 |
Introducing How-To papers
|
|
|
|
232 |
2 |
p. 271
|
artikel
|
| 11 |
Modeling and forecasting realized volatility with the fractional Ornstein–Uhlenbeck process
|
Wang, Xiaohu
|
|
|
232 |
2 |
p. 389-415
|
artikel
|
| 12 |
Relaxing conditional independence in an endogenous binary response model
|
Carlson, Alyssa
|
|
|
232 |
2 |
p. 490-500
|
artikel
|
| 13 |
Scalable inference for a full multivariate stochastic volatility model
|
Dellaportas, Petros
|
|
|
232 |
2 |
p. 501-520
|
artikel
|
| 14 |
Second-order refinements for t -ratios with many instruments
|
Matsushita, Yukitoshi
|
|
|
232 |
2 |
p. 346-366
|
artikel
|
| 15 |
Smoothed quantile regression with large-scale inference
|
He, Xuming
|
|
|
232 |
2 |
p. 367-388
|
artikel
|
| 16 |
Testing and support recovery of correlation structures for matrix-valued observations with an application to stock market data
|
Chen, Xin
|
|
|
232 |
2 |
p. 544-564
|
artikel
|
| 17 |
When bias contributes to variance: True limit theory in functional coefficient cointegrating regression
|
Phillips, Peter C.B.
|
|
|
232 |
2 |
p. 469-489
|
artikel
|
| 18 |
Why randomize? Minimax optimality under permutation invariance
|
Bai, Yuehao
|
|
|
232 |
2 |
p. 565-575
|
artikel
|
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