Editorial for the special issue on financial econometrics in the age of the digital economy

Saved in:
Bibliographic Details
Published inJournal of econometrics Vol. 222; no. 1; pp. 265 - 268
Main Authors Linton, Oliver, Todorov, Viktor, Zhang, Zhengjun
Format Journal Article
LanguageEnglish
Published Amsterdam Elsevier B.V 01.05.2021
Elsevier Sequoia S.A
Subjects
Digital economy
Econometrics
Online AccessGet full text
ISSN0304-4076
1872-6895
DOI10.1016/j.jeconom.2020.07.001

Cover

Author Zhang, Zhengjun
Linton, Oliver
Todorov, Viktor
Author_xml – sequence: 1
  givenname: Oliver
  surname: Linton
  fullname: Linton, Oliver
  organization: University of Cambridge, United Kingdom
– sequence: 2
  givenname: Viktor
  surname: Todorov
  fullname: Todorov, Viktor
  organization: Northwestern University, United States of America
– sequence: 3
  givenname: Zhengjun
  surname: Zhang
  fullname: Zhang, Zhengjun
  email: zjz@stat.wisc.edu
  organization: University of Wisconsin, United States of America
BookMark eNqFkEtLAzEUhYNUsK3-BGHA9Yw3mUkyWYmU-oCCG125CJkkUzO0SU2mQv-9005x6-o--M493DNDEx-8RegWQ4EBs_uu6KwOPmwLAgQK4AUAvkBTXHOSs1rQCZpCCVVeAWdXaJZSBwC0qssp-lwa14fo1CZrQ8z6L5ulndXH2aW0t1nwWeu88qfVaGP76HTKnD_haj1A7ak1bu36P-xwjS5btUn25lzn6ONp-b54yVdvz6-Lx1WuSQ193lQEoAFqm0orzRqOoRGNEjWjbV0yalnFDCdUGMq5agytDBEUM1IbUQplyjm6G-_uYvje29TLLuyjHywloRRoWXIiBoqOlI4hpWhbuYtuq-JBYpDHHGUnzznKY44SuBxyHHQPo84OL_w4G2XSznptjYtW99IE98-FX0KMgAI
Cites_doi 10.1016/j.jeconom.2020.07.006
10.1016/j.jeconom.2020.07.014
10.1016/j.jeconom.2020.07.007
10.1016/j.jeconom.2020.07.010
10.1016/j.jeconom.2020.07.013
10.1016/j.jeconom.2020.07.004
10.1016/j.jeconom.2020.07.011
10.1016/j.jeconom.2020.07.017
10.1016/j.jeconom.2020.07.015
10.1016/j.jeconom.2020.07.009
10.1016/j.jeconom.2020.07.005
10.1016/j.jeconom.2020.07.003
10.1016/j.jeconom.2020.07.012
10.1016/j.jeconom.2020.07.016
10.1016/j.jeconom.2020.07.008
ContentType Journal Article
Copyright 2020 Elsevier B.V.
Copyright Elsevier Sequoia S.A. May 2021
Copyright_xml – notice: 2020 Elsevier B.V.
– notice: Copyright Elsevier Sequoia S.A. May 2021
DBID AAYXX
CITATION
8BJ
FQK
JBE
DOI 10.1016/j.jeconom.2020.07.001
DatabaseName CrossRef
International Bibliography of the Social Sciences (IBSS)
International Bibliography of the Social Sciences
International Bibliography of the Social Sciences
DatabaseTitle CrossRef
International Bibliography of the Social Sciences (IBSS)
DeliveryMethod fulltext_linktorsrc
Discipline Economics
Statistics
Mathematics
EISSN 1872-6895
EndPage 268
ExternalDocumentID 10_1016_j_jeconom_2020_07_001
S0304407620301913
Genre Commentary
Editorial
GroupedDBID --K
--M
--Z
-DZ
-~X
.~1
0R~
1B1
1OL
1RT
1~.
1~5
29K
3R3
4.4
41~
457
4G.
5GY
5VS
6P2
7-5
71M
8P~
9JN
9JO
AABCJ
AABNK
AACTN
AAEDT
AAEDW
AAFFL
AAHBH
AAIKJ
AAKOC
AALRI
AAOAW
AAPFB
AAQFI
AAQXK
AATTM
AAXKI
AAXUO
AAYOK
ABAOU
ABEFU
ABEHJ
ABFNM
ABFRF
ABJNI
ABLJU
ABMAC
ABWVN
ABXDB
ACDAQ
ACGFO
ACGFS
ACHQT
ACNCT
ACRLP
ACROA
ACRPL
ADBBV
ADEZE
ADFHU
ADGUI
ADIYS
ADMHG
ADMUD
ADNMO
AEBSH
AEFWE
AEIPS
AEKER
AENEX
AETEA
AEYQN
AFFNX
AFJKZ
AFODL
AFTJW
AGHFR
AGTHC
AGUBO
AGYEJ
AHHHB
AI.
AIEXJ
AIGVJ
AIIAU
AIKHN
AITUG
AJWLA
AKRWK
ALMA_UNASSIGNED_HOLDINGS
AMRAJ
ANKPU
ARUGR
ASPBG
AVWKF
AXJTR
AXLSJ
AZFZN
BEHZQ
BEZPJ
BGSCR
BKOJK
BKOMP
BLXMC
BNPGV
BNTGB
BPUDD
BULVW
BZJEE
CS3
D-I
DU5
EBS
EFJIC
EJD
EO8
EO9
EP2
EP3
F5P
FDB
FEDTE
FGOYB
FIRID
FNPLU
FYGXN
G-2
G-Q
GBLVA
HMB
HMJ
HVGLF
HZ~
H~9
IHE
J1W
K-O
KOM
LPU
LY5
M26
M41
MHUIS
MO0
MS~
MVM
N9A
O-L
O9-
OAUVE
OHT
OZT
P-8
P-9
P2P
PC.
PQQKQ
Q38
R2-
RIG
ROL
RPZ
RXW
SCU
SDF
SDG
SDP
SEB
SEE
SES
SEW
SME
SPC
SPCBC
SSB
SSF
SSH
SSW
SSZ
T5K
TAE
TN5
U5U
UHB
UQL
VH1
WUQ
YK3
YQT
YYP
ZCG
~G-
AAYWO
AAYXX
ABUFD
ACLOT
ACVFH
ADCNI
ADXHL
AEUPX
AFPUW
AGQPQ
AIGII
AIIUN
AKBMS
AKYEP
APXCP
CITATION
EFKBS
EFLBG
~HD
8BJ
AFXIZ
AGCQF
AGRNS
FQK
JBE
ID FETCH-LOGICAL-c280t-b4200b05eb4cac6b710b9ba9865f8365e646d7259d577abd54d2951628d939ad3
IEDL.DBID .~1
ISSN 0304-4076
IngestDate Sat Jul 26 00:44:11 EDT 2025
Thu Oct 09 00:32:22 EDT 2025
Sun Apr 06 06:54:20 EDT 2025
IsPeerReviewed true
IsScholarly true
Issue 1
Language English
LinkModel DirectLink
MergedId FETCHMERGED-LOGICAL-c280t-b4200b05eb4cac6b710b9ba9865f8365e646d7259d577abd54d2951628d939ad3
Notes SourceType-Scholarly Journals-1
content type line 14
ObjectType-Editorial-2
ObjectType-Commentary-1
PQID 2550533729
PQPubID 45228
PageCount 4
ParticipantIDs proquest_journals_2550533729
crossref_primary_10_1016_j_jeconom_2020_07_001
elsevier_sciencedirect_doi_10_1016_j_jeconom_2020_07_001
PublicationCentury 2000
PublicationDate 2021-05-01
PublicationDateYYYYMMDD 2021-05-01
PublicationDate_xml – month: 05
  year: 2021
  text: 2021-05-01
  day: 01
PublicationDecade 2020
PublicationPlace Amsterdam
PublicationPlace_xml – name: Amsterdam
PublicationTitle Journal of econometrics
PublicationYear 2021
Publisher Elsevier B.V
Elsevier Sequoia S.A
Publisher_xml – name: Elsevier B.V
– name: Elsevier Sequoia S.A
References Andersen, Todorov, Ubukata (b2) 2021; 222
Gospodinov, Maasoumi (b12) 2021; 222
Fiorentini, Sentana (b11) 2021; 222
Aït-Sahalia, Li, Li (b1) 2021; 222
Cui, Xu, Zhang, Chan (b7) 2021; 222
Gu, Kelly, Xiu (b13) 2021; 222
Chen, Huang, Yi (b5) 2021; 222
Ding, Li, Zheng (b9) 2021; 222
Mykland, Zhang (b15) 2021; 222
Dai, Jia, Kou (b8) 2021; 222
Ma, Linton, Gao (b14) 2021; 222
Fan, Ke, Liao (b10) 2021; 222
Barigozzi, Hallin, Soccorsi, von Sachs (b3) 2021; 222
Chen, Xiao, Yang (b6) 2021; 222
Song, Kim, Yuan, Cui, Lu, Zhou, Wang (b16) 2021; 222
Chen, Chng, Liu (b4) 2021; 222
Gospodinov (10.1016/j.jeconom.2020.07.001_b12) 2021; 222
Aït-Sahalia (10.1016/j.jeconom.2020.07.001_b1) 2021; 222
Chen (10.1016/j.jeconom.2020.07.001_b5) 2021; 222
Song (10.1016/j.jeconom.2020.07.001_b16) 2021; 222
Fan (10.1016/j.jeconom.2020.07.001_b10) 2021; 222
Andersen (10.1016/j.jeconom.2020.07.001_b2) 2021; 222
Gu (10.1016/j.jeconom.2020.07.001_b13) 2021; 222
Ma (10.1016/j.jeconom.2020.07.001_b14) 2021; 222
Chen (10.1016/j.jeconom.2020.07.001_b4) 2021; 222
Cui (10.1016/j.jeconom.2020.07.001_b7) 2021; 222
Chen (10.1016/j.jeconom.2020.07.001_b6) 2021; 222
Fiorentini (10.1016/j.jeconom.2020.07.001_b11) 2021; 222
Ding (10.1016/j.jeconom.2020.07.001_b9) 2021; 222
Barigozzi (10.1016/j.jeconom.2020.07.001_b3) 2021; 222
Dai (10.1016/j.jeconom.2020.07.001_b8) 2021; 222
Mykland (10.1016/j.jeconom.2020.07.001_b15) 2021; 222
References_xml – volume: 222
  start-page: 516
  year: 2021
  end-page: 538
  ident: b11
  article-title: New testing approaches for mean–variance predictability
  publication-title: J. Econometrics
– volume: 222
  start-page: 484
  year: 2021
  end-page: 501
  ident: b5
  article-title: Efficient estimation of multivariate semi-nonparametric GARCH filtered copula models
  publication-title: J. Econometrics
– volume: 222
  start-page: 324
  year: 2021
  end-page: 343
  ident: b3
  article-title: Time-varying general dynamic factor models and the measurement of financial connectedness
  publication-title: J. Econometrics
– volume: 222
  start-page: 468
  year: 2021
  end-page: 483
  ident: b4
  article-title: The implied arbitrage mechanism in financial markets
  publication-title: J. Econometrics
– volume: 222
  start-page: 561
  year: 2021
  end-page: 578
  ident: b8
  article-title: The wisdom of the crowd and prediction markets
  publication-title: J. Econometrics
– volume: 222
  start-page: 502
  year: 2021
  end-page: 515
  ident: b9
  article-title: High dimensional minimum variance portfolio estimation under statistical factor models
  publication-title: J. Econometrics
– volume: 222
  start-page: 429
  year: 2021
  end-page: 450
  ident: b13
  article-title: Autoencoder asset pricing models
  publication-title: J. Econometrics
– volume: 222
  start-page: 344
  year: 2021
  end-page: 363
  ident: b2
  article-title: Tail risk and return predictability for the Japanese equity market
  publication-title: J. Econometrics
– volume: 222
  start-page: 411
  year: 2021
  end-page: 428
  ident: b15
  article-title: The observed asymptotic variance: Hard edges, and a regression approach
  publication-title: J. Econometrics
– volume: 222
  start-page: 393
  year: 2021
  end-page: 410
  ident: b16
  article-title: Volatility analysis with realized GARCH-Itô models
  publication-title: J. Econometrics
– volume: 222
  start-page: 579
  year: 2021
  end-page: 600
  ident: b7
  article-title: Max-linear regression models with regularization
  publication-title: J. Econometrics
– volume: 222
  start-page: 451
  year: 2021
  end-page: 467
  ident: b12
  article-title: Generalized aggregation of misspecified models: with an application to asset pricing
  publication-title: J. Econometrics
– volume: 222
  start-page: 364
  year: 2021
  end-page: 392
  ident: b1
  article-title: Closed-form implied volatility surfaces for stochastic volatility models with jumps
  publication-title: J. Econometrics
– volume: 222
  start-page: 295
  year: 2021
  end-page: 323
  ident: b14
  article-title: Estimation and inference in semiparametric quantile factor models
  publication-title: J. Econometrics
– volume: 222
  start-page: 269
  year: 2021
  end-page: 294
  ident: b10
  article-title: Augmented factor models with applications to validating market risk factors and forecasting bond risk premia
– volume: 222
  start-page: 539
  year: 2021
  end-page: 560
  ident: b6
  article-title: Autoregressive models for matrix-valued time series
  publication-title: J. Econometrics
– volume: 222
  start-page: 364
  year: 2021
  ident: 10.1016/j.jeconom.2020.07.001_b1
  article-title: Closed-form implied volatility surfaces for stochastic volatility models with jumps
  publication-title: J. Econometrics
  doi: 10.1016/j.jeconom.2020.07.006
– volume: 222
  start-page: 516
  year: 2021
  ident: 10.1016/j.jeconom.2020.07.001_b11
  article-title: New testing approaches for mean–variance predictability
  publication-title: J. Econometrics
  doi: 10.1016/j.jeconom.2020.07.014
– volume: 222
  start-page: 393
  year: 2021
  ident: 10.1016/j.jeconom.2020.07.001_b16
  article-title: Volatility analysis with realized GARCH-Itô models
  publication-title: J. Econometrics
  doi: 10.1016/j.jeconom.2020.07.007
– volume: 222
  start-page: 451
  year: 2021
  ident: 10.1016/j.jeconom.2020.07.001_b12
  article-title: Generalized aggregation of misspecified models: with an application to asset pricing
  publication-title: J. Econometrics
  doi: 10.1016/j.jeconom.2020.07.010
– volume: 222
  start-page: 502
  year: 2021
  ident: 10.1016/j.jeconom.2020.07.001_b9
  article-title: High dimensional minimum variance portfolio estimation under statistical factor models
  publication-title: J. Econometrics
  doi: 10.1016/j.jeconom.2020.07.013
– volume: 222
  start-page: 324
  year: 2021
  ident: 10.1016/j.jeconom.2020.07.001_b3
  article-title: Time-varying general dynamic factor models and the measurement of financial connectedness
  publication-title: J. Econometrics
  doi: 10.1016/j.jeconom.2020.07.004
– volume: 222
  start-page: 468
  year: 2021
  ident: 10.1016/j.jeconom.2020.07.001_b4
  article-title: The implied arbitrage mechanism in financial markets
  publication-title: J. Econometrics
  doi: 10.1016/j.jeconom.2020.07.011
– volume: 222
  start-page: 579
  year: 2021
  ident: 10.1016/j.jeconom.2020.07.001_b7
  article-title: Max-linear regression models with regularization
  publication-title: J. Econometrics
  doi: 10.1016/j.jeconom.2020.07.017
– volume: 222
  start-page: 539
  year: 2021
  ident: 10.1016/j.jeconom.2020.07.001_b6
  article-title: Autoregressive models for matrix-valued time series
  publication-title: J. Econometrics
  doi: 10.1016/j.jeconom.2020.07.015
– volume: 222
  start-page: 429
  year: 2021
  ident: 10.1016/j.jeconom.2020.07.001_b13
  article-title: Autoencoder asset pricing models
  publication-title: J. Econometrics
  doi: 10.1016/j.jeconom.2020.07.009
– volume: 222
  start-page: 344
  year: 2021
  ident: 10.1016/j.jeconom.2020.07.001_b2
  article-title: Tail risk and return predictability for the Japanese equity market
  publication-title: J. Econometrics
  doi: 10.1016/j.jeconom.2020.07.005
– volume: 222
  start-page: 295
  year: 2021
  ident: 10.1016/j.jeconom.2020.07.001_b14
  article-title: Estimation and inference in semiparametric quantile factor models
  publication-title: J. Econometrics
  doi: 10.1016/j.jeconom.2020.07.003
– volume: 222
  start-page: 484
  year: 2021
  ident: 10.1016/j.jeconom.2020.07.001_b5
  article-title: Efficient estimation of multivariate semi-nonparametric GARCH filtered copula models
  publication-title: J. Econometrics
  doi: 10.1016/j.jeconom.2020.07.012
– volume: 222
  start-page: 561
  year: 2021
  ident: 10.1016/j.jeconom.2020.07.001_b8
  article-title: The wisdom of the crowd and prediction markets
  publication-title: J. Econometrics
  doi: 10.1016/j.jeconom.2020.07.016
– volume: 222
  start-page: 269
  year: 2021
  ident: 10.1016/j.jeconom.2020.07.001_b10
  article-title: Augmented factor models with applications to validating market risk factors and forecasting bond risk premia
– volume: 222
  start-page: 411
  year: 2021
  ident: 10.1016/j.jeconom.2020.07.001_b15
  article-title: The observed asymptotic variance: Hard edges, and a regression approach
  publication-title: J. Econometrics
  doi: 10.1016/j.jeconom.2020.07.008
SSID ssj0005483
Score 2.334863
SourceID proquest
crossref
elsevier
SourceType Aggregation Database
Index Database
Publisher
StartPage 265
SubjectTerms Digital economy
Econometrics
Title Editorial for the special issue on financial econometrics in the age of the digital economy
URI https://dx.doi.org/10.1016/j.jeconom.2020.07.001
https://www.proquest.com/docview/2550533729
Volume 222
hasFullText 1
inHoldings 1
isFullTextHit
isPrint
journalDatabaseRights – providerCode: PRVESC
  databaseName: Baden-Württemberg Complete Freedom Collection (Elsevier)
  customDbUrl:
  eissn: 1872-6895
  dateEnd: 99991231
  omitProxy: true
  ssIdentifier: ssj0005483
  issn: 0304-4076
  databaseCode: GBLVA
  dateStart: 20110101
  isFulltext: true
  titleUrlDefault: https://www.sciencedirect.com
  providerName: Elsevier
– providerCode: PRVESC
  databaseName: Elsevier SD Complete Freedom Collection [SCCMFC]
  customDbUrl:
  eissn: 1872-6895
  dateEnd: 99991231
  omitProxy: true
  ssIdentifier: ssj0005483
  issn: 0304-4076
  databaseCode: ACRLP
  dateStart: 19950101
  isFulltext: true
  titleUrlDefault: https://www.sciencedirect.com
  providerName: Elsevier
– providerCode: PRVESC
  databaseName: Elsevier SD Freedom Collection Journals [SCFCJ]
  customDbUrl:
  eissn: 1872-6895
  dateEnd: 99991231
  omitProxy: true
  ssIdentifier: ssj0005483
  issn: 0304-4076
  databaseCode: AIKHN
  dateStart: 19950101
  isFulltext: true
  titleUrlDefault: https://www.sciencedirect.com
  providerName: Elsevier
– providerCode: PRVESC
  databaseName: ScienceDirect (Elsevier)
  customDbUrl:
  eissn: 1872-6895
  dateEnd: 99991231
  omitProxy: true
  ssIdentifier: ssj0005483
  issn: 0304-4076
  databaseCode: .~1
  dateStart: 19950101
  isFulltext: true
  titleUrlDefault: https://www.sciencedirect.com
  providerName: Elsevier
– providerCode: PRVLSH
  databaseName: Elsevier Journals
  customDbUrl:
  mediaType: online
  eissn: 1872-6895
  dateEnd: 99991231
  omitProxy: true
  ssIdentifier: ssj0005483
  issn: 0304-4076
  databaseCode: AKRWK
  dateStart: 19730301
  isFulltext: true
  providerName: Library Specific Holdings
link http://utb.summon.serialssolutions.com/2.0.0/link/0/eLvHCXMwnV07T8MwELaqMlAGBAVEoVQeWNOkqe0kY1UVFap2ACoqMVhxnKB0SCtaBhZ-O3eOw0tISEx56GxZZ_vuO92LkEtQErDTWQ92gCcOA7vHiTLdc4RSIecqzlKNucPTmRjP2c2CL2pkWOXCYFillf2lTDfS2v5xLTfddZ67d-jUA3NE-IjqI9O5lrEAuxh0376EebCyFCcQO0j9mcXjLrvL1GT_gpnoe6aGp-0N84t--iGpjfq5OiD7FjfSQbm0Q1JLiybZrdKKN02yN_0owApfDQSRZQ3mI_I40jnWAoHxAFEpkNFN2XaeGrbTVUGzqvIGLReLjbaSDc0LQw5Ch64y86rzJ-wzYslej8n8anQ_HDu2qYKT-KG3dRSDe6E8niqWxIlQgDBUpOIoFDwL-4KnggkdgFGkeRDESnOmfUBhwg911I9i3T8h9WJVpKeE-jyJIx54KhGCadVDY5NnUQpaX3swfYt0K1bKdVk7Q1ZBZUtpeS-R99JDL3ivRcKK4fLbIZAg3_8a2q42SNpbuJE-ml99dEye_X_mc9LwMY7FBDm2SX37_JJeABDZqo45aR2yM7iejGf4nNw-TN4B1bfeSw
linkProvider Elsevier
linkToHtml http://utb.summon.serialssolutions.com/2.0.0/link/0/eLvHCXMwnV07T8MwELYQDMCAeIo3HljTJK7tJCNCrQq0XWglJAYrjhOUDmlFysDCb-fOcXgJCYktic5WdLbvvk--ByGX4CRgpYsQVkBkHgfe4yWFCT2pdSyETovcYO7waCwHU377IB5WyHWbC4Nhlc72NzbdWmv3xXfa9Bdl6d_jpR7QEckQ1SfYuXaNCxYhA-u8fYnz4E0tTpD2UPwzjcefdWa5Tf8FnsgCW8TTNYf5xUH9MNXW__S3yZYDjvSq-bcdspJXu2S9zSuud8nm6KMCK7xtIIpsijDvkceeKbEYCIwHjEpBjNZN33lq9U7nFS3a0hu0-VnstJXVtKysOFgdOi_soymfsNGIE3vdJ9N-b3I98FxXBS9jcbD0NIeDoQORa56lmdQAMXSi0ySWooi7UuSSSxMBKzIiilJtBDcMYJhksUm6SWq6B2S1mlf5IaFMZGkiokBnUnKjQ2SbokhycPsmgOmPSKdVpVo0xTNUG1U2U073CnWvArwGD49I3CpcfdsFCgz8X0NP2wVS7hjWiiH_6uLN5PH_Z74g64PJaKiGN-O7E7LBMKjFRjyektXl80t-Bqhkqc_trnsHJNTePQ
openUrl ctx_ver=Z39.88-2004&ctx_enc=info%3Aofi%2Fenc%3AUTF-8&rfr_id=info%3Asid%2Fsummon.serialssolutions.com&rft_val_fmt=info%3Aofi%2Ffmt%3Akev%3Amtx%3Ajournal&rft.genre=article&rft.atitle=Editorial+for+the+special+issue+on+financial+econometrics+in+the+age+of+the+digital+economy&rft.jtitle=Journal+of+econometrics&rft.au=Linton%2C+Oliver&rft.au=Todorov%2C+Viktor&rft.au=Zhang%2C+Zhengjun&rft.date=2021-05-01&rft.pub=Elsevier+Sequoia+S.A&rft.issn=0304-4076&rft.eissn=1872-6895&rft.volume=222&rft.issue=1&rft.spage=265&rft_id=info:doi/10.1016%2Fj.jeconom.2020.07.001&rft.externalDBID=NO_FULL_TEXT
thumbnail_l http://covers-cdn.summon.serialssolutions.com/index.aspx?isbn=/lc.gif&issn=0304-4076&client=summon
thumbnail_m http://covers-cdn.summon.serialssolutions.com/index.aspx?isbn=/mc.gif&issn=0304-4076&client=summon
thumbnail_s http://covers-cdn.summon.serialssolutions.com/index.aspx?isbn=/sc.gif&issn=0304-4076&client=summon