首页
学术期刊
论文检测
AIGC检测
热点
更多
数据
The econometrics of financial markets
被引:1
|
作者
:
Andersen, TG
论文数:
0
引用数:
0
h-index:
0
机构:
Northwestern Univ, JL Kellogg Grad Sch Management, Dept Finance, Evanston, IL 60208 USA
Northwestern Univ, JL Kellogg Grad Sch Management, Dept Finance, Evanston, IL 60208 USA
Andersen, TG
[
1
]
机构
:
[1]
Northwestern Univ, JL Kellogg Grad Sch Management, Dept Finance, Evanston, IL 60208 USA
来源
:
ECONOMETRIC THEORY
|
1998年
/ 14卷
/ 05期
关键词
:
D O I
:
10.1017/S0266466698145073
中图分类号
:
F [经济];
学科分类号
:
02 ;
摘要
:
引用
收藏
页码:671 / 685
页数:15
相关论文
共 50 条
[21]
The econometrics of financial time series
McAleer, M
论文数:
0
引用数:
0
h-index:
0
机构:
Univ Western Australia, Nedlands, WA 6009, Australia
Univ Western Australia, Nedlands, WA 6009, Australia
McAleer, M
Oxley, L
论文数:
0
引用数:
0
h-index:
0
机构:
Univ Western Australia, Nedlands, WA 6009, Australia
Oxley, L
JOURNAL OF ECONOMIC SURVEYS,
2002,
16
(03)
: 237
-
243
[22]
Financial Econometrics Models and Methods
Shankar, Sriram
论文数:
0
引用数:
0
h-index:
0
机构:
Monash Univ, Subang Jaya, Selangor, Malaysia
Monash Univ, Subang Jaya, Selangor, Malaysia
Shankar, Sriram
ECONOMIC RECORD,
2023,
99
(325)
: 322
-
323
[23]
The network econometrics of financial concentration
Garcia, Javier Sanchez
论文数:
0
引用数:
0
h-index:
0
机构:
Univ Almeria, CIMEDES, Carr Sacramento s-n, Almeria 04120, Andalucia, Spain
Univ Almeria, CIMEDES, Carr Sacramento s-n, Almeria 04120, Andalucia, Spain
Garcia, Javier Sanchez
Rambaud, Salvador Cruz
论文数:
0
引用数:
0
h-index:
0
机构:
Univ Almeria, Dept Econ & Business, Carr Sacramento s-n, Almeria 04120, Andalucia, Spain
Univ Almeria, CIMEDES, Carr Sacramento s-n, Almeria 04120, Andalucia, Spain
Rambaud, Salvador Cruz
REVIEW OF MANAGERIAL SCIENCE,
2024,
18
(07)
: 2007
-
2045
[24]
Uncertainty in financial econometrics: Editorial
Huynh, Van-Nam
论文数:
0
引用数:
0
h-index:
0
机构:
Japan Adv Inst Sci & Technol, Sch Knowledge Sci, Nomi, Ishikawa 9231292, Japan
Japan Adv Inst Sci & Technol, Sch Knowledge Sci, Nomi, Ishikawa 9231292, Japan
Huynh, Van-Nam
Kreinovich, Vladik
论文数:
0
引用数:
0
h-index:
0
机构:
Univ Texas El Paso, Dept Comp Sci, El Paso, TX 79968 USA
Japan Adv Inst Sci & Technol, Sch Knowledge Sci, Nomi, Ishikawa 9231292, Japan
Kreinovich, Vladik
INTERNATIONAL JOURNAL OF APPROXIMATE REASONING,
2013,
54
(06)
: 699
-
700
[25]
Editorial for the Special Issue on Financial Econometrics
Tse, Yiu-Kuen
论文数:
0
引用数:
0
h-index:
0
机构:
Singapore Management Univ, Sch Econ, Singapore 178903, Singapore
Singapore Management Univ, Sch Econ, Singapore 178903, Singapore
Tse, Yiu-Kuen
JOURNAL OF RISK AND FINANCIAL MANAGEMENT,
2019,
12
(03)
[26]
The financial econometrics of price discovery and predictability
Narayan, Seema
论文数:
0
引用数:
0
h-index:
0
机构:
Sch Econ Finance & Mkt, Melbourne, Vic 3000, Australia
Sch Econ Finance & Mkt, Melbourne, Vic 3000, Australia
Narayan, Seema
Smyth, Russell
论文数:
0
引用数:
0
h-index:
0
机构:
Monash Univ, Dept Econ, Melbourne, Vic 3800, Australia
Sch Econ Finance & Mkt, Melbourne, Vic 3000, Australia
Smyth, Russell
INTERNATIONAL REVIEW OF FINANCIAL ANALYSIS,
2015,
42
: 380
-
393
[27]
RECENT DEVELOPMENT IN FINANCIAL ECONOMETRICS introduction
Kuan, Chung-Ming
论文数:
0
引用数:
0
h-index:
0
机构:
Acad Sinica, Inst Econ, Taipei 115, Taiwan
Acad Sinica, Inst Econ, Taipei 115, Taiwan
Kuan, Chung-Ming
Hong, Yongmiao
论文数:
0
引用数:
0
h-index:
0
机构:
Cornell Univ, Dept Econ, Ithaca, NY 14853 USA
Cornell Univ, Dept Stat, Ithaca, NY 14853 USA
Acad Sinica, Inst Econ, Taipei 115, Taiwan
Hong, Yongmiao
JOURNAL OF ECONOMETRICS,
2009,
150
(02)
: 117
-
118
[28]
Editorial for the special issue on financial econometrics
Zheng, Xu
论文数:
0
引用数:
0
h-index:
0
Zheng, Xu
Hurn, Stan
论文数:
0
引用数:
0
h-index:
0
Hurn, Stan
CHINA FINANCE REVIEW INTERNATIONAL,
2019,
9
(03)
: 310
-
311
[29]
High-Frequency Financial Econometrics
Maneesoonthorn, Ole Worapree
论文数:
0
引用数:
0
h-index:
0
机构:
Univ Melbourne, Melbourne Business Sch, Parkville, Vic 3052, Australia
Univ Melbourne, Melbourne Business Sch, Parkville, Vic 3052, Australia
Maneesoonthorn, Ole Worapree
ECONOMIC RECORD,
2015,
91
(295)
: 542
-
544
[30]
Financial markets in development, and the development of financial markets
Greenwood, J
论文数:
0
引用数:
0
h-index:
0
机构:
UNIV TEXAS,DEPT ECON,AUSTIN,TX 78712
Greenwood, J
Smith, BD
论文数:
0
引用数:
0
h-index:
0
机构:
UNIV TEXAS,DEPT ECON,AUSTIN,TX 78712
Smith, BD
JOURNAL OF ECONOMIC DYNAMICS & CONTROL,
1997,
21
(01):
: 145
-
181
←
1
2
3
4
5
→