OUP accepted manuscript

IF 1.8 3区 经济学 Q2 BUSINESS, FINANCE Journal of Financial Econometrics Pub Date : 2021-01-01 DOI:10.1093/jjfinec/nbab004
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来源期刊
CiteScore
5.60
自引率
8.00%
发文量
39
期刊介绍: "The Journal of Financial Econometrics is well situated to become the premier journal in its field. It has started with an excellent first year and I expect many more."
期刊最新文献
Large-Dimensional Portfolio Selection with a High-Frequency-Based Dynamic Factor Model Exploiting Intraday Decompositions in Realized Volatility Forecasting: A Forecast Reconciliation Approach A Structural Break in the Aggregate Earnings–Returns Relation Large Sample Estimators of the Stochastic Discount Factor Jump Clustering, Information Flows, and Stock Price Efficiency
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