Journal of Financial Econometrics - Research Database, The University of York

Journal of Financial Econometrics

ISSNs: 1479-8409

Oxford: Oxford University Press

Scopus rating (2018): CiteScore 1.73 SJR 2.282 SNIP 1.505

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2019
Estimating the term structure with linear regressions: Getting to the roots of the problem
Golinski, A. & Spencer, P., 3 Dec 2019
Article in Journal of Financial Econometrics
2018
FARVaR: Functional Autoregressive Value-at-Risk: FARVaR
Shin, Y., Kim, M., Cai, C. & Chang, Q., 30 Nov 2018
Article in Journal of Financial Econometrics
2015
Uniform Confidence Bands for Pricing Kernels
Härdle, W. K., Okhrin, Y. & Wang, W., 2015
Article in Journal of Financial Econometrics

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