//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
subject:"Agency theory"
subject:"Moral Hazard"
~isPartOf:"Journal of econometrics"
~isPartOf:"Journal of institutional and theoretical economics : JITE"
~subject:"Volatility"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject_exact:"Theory"
Narrow search
Delete all filters
| 5 applied filters
Year of publication
From:
To:
Subject
All
Agency theory
Moral Hazard
Volatility
Theorie
2,422
Theory
2,422
Estimation theory
368
Schätztheorie
368
Time series analysis
326
Zeitreihenanalyse
326
Estimation
168
Schätzung
168
Nichtparametrisches Verfahren
140
Nonparametric statistics
140
Forecasting model
129
Prognoseverfahren
129
Statistical test
128
Statistischer Test
128
Volatilität
125
Regression analysis
115
Regressionsanalyse
115
USA
112
United States
112
Stochastic process
106
Stochastischer Prozess
106
Panel
91
Panel study
91
Bayes-Statistik
88
Bayesian inference
88
Ökonometrie
85
Econometrics
83
Statistical distribution
82
Statistische Verteilung
82
Method of moments
81
Momentenmethode
81
Monte Carlo simulation
75
Monte-Carlo-Simulation
75
Cointegration
72
Kointegration
72
Markov chain
71
Markov-Kette
71
Bootstrap approach
68
Bootstrap-Verfahren
68
more ...
less ...
Online availability
All
Undetermined
70
Type of publication
All
Article
188
Book / Working Paper
1
Type of publication (narrower categories)
All
Article in journal
187
Aufsatz in Zeitschrift
187
Collection of articles of several authors
1
Conference paper
1
Konferenzbeitrag
1
Rezension
1
Sammelwerk
1
more ...
less ...
Language
All
English
189
Author
All
Aït-Sahalia, Yacine
6
Bollerslev, Tim
5
Andersen, Torben
4
Engel, Christoph
4
Hallin, Marc
4
McAleer, Michael
4
Renault, Eric
4
Tauchen, George Eugene
4
Todorov, Viktor
4
Asai, Manabu
3
Barigozzi, Matteo
3
Cavaliere, Giuseppe
3
Nielsen, Morten Ørregaard
3
Schweizer, Urs
3
Yu, Jun
3
Banerjee, Anindya
2
Boswijk, Herman Peter
2
Chan, Joshua
2
Christensen, Bent Jesper
2
Christensen, Kim
2
Demougin, Dominique
2
Diebold, Francis X.
2
Gallant, A. Ronald
2
Gautier, Axel
2
Ghysels, Eric
2
Gonçalves, Sílvia
2
Gouriéroux, Christian
2
Harvey, Andrew C.
2
Jasiak, Joann
2
Jensen, Mark J.
2
Jost, Peter-J.
2
Lawarrée, Jacques
2
Liesenfeld, Roman
2
Liu, Ming
2
Maheu, John M.
2
Mancini, Loriano
2
Meddahi, Nour
2
Paolella, Marc S.
2
Patton, Andrew J.
2
Poon, Aubrey
2
more ...
less ...
Published in...
All
Journal of econometrics
Journal of institutional and theoretical economics : JITE
NBER working paper series
271
Working paper / National Bureau of Economic Research, Inc.
269
NBER Working Paper
245
Discussion paper / Centre for Economic Policy Research
240
Economics letters
196
Journal of economic theory
186
Journal of banking & finance
157
CESifo working papers
151
Journal of economic behavior & organization : JEBO
132
Journal of economic dynamics & control
111
Discussion paper / Tinbergen Institute
109
Journal of financial economics
108
The review of financial studies
104
Working paper
102
Finance research letters
98
Discussion paper series / IZA
97
Economic modelling
96
European economic review : EER
93
Journal of empirical finance
86
The Rand journal of economics
86
Economic theory : official journal of the Society for the Advancement of Economic Theory
80
International review of economics & finance : IREF
79
Games and economic behavior
78
International journal of theoretical and applied finance
78
The journal of finance : the journal of the American Finance Association
76
International journal of forecasting
74
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
74
Mathematical finance : an international journal of mathematics, statistics and financial theory
74
International review of financial analysis
73
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
71
Management science : journal of the Institute for Operations Research and the Management Sciences
71
The American economic review
69
Discussion paper
67
Applied economics
66
Journal of international money and finance
66
The European journal of finance
65
International economic review
64
Europäische Hochschulschriften / 5
63
more ...
less ...
Source
All
ECONIS (ZBW)
189
Showing
1
-
10
of
189
Sort
Relevance
Date (newest first)
Date (oldest first)
1
Intraday cross-sectional distributions of systematic risk
Andersen, Torben
;
Riva, Raul
;
Thyrsgaard, Martin
; …
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 1394-1418
Persistent link: https://www.econbiz.de/10014471397
Saved in:
2
Comparing stochastic volatility specifications for large Bayesian VARs
Chan, Joshua
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 1419-1446
Persistent link: https://www.econbiz.de/10014471398
Saved in:
3
Large volatility matrix analysis using global and national factor models
Choi, Sung Hoon
;
Kim, Donggyu
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 1917-1933
Persistent link: https://www.econbiz.de/10014471436
Saved in:
4
Score-driven models for realized volatility
Harvey, Andrew C.
;
Palumbo, Dario
- In:
Journal of econometrics
237
(
2023
)
2,2
,
pp. 1-14
Persistent link: https://www.econbiz.de/10014471522
Saved in:
5
Large stochastic volatility in mean VARs
Cross, Jamie
;
Hou, Chenghan
;
Koop, Gary
;
Poon, Aubrey
- In:
Journal of econometrics
236
(
2023
)
1
,
pp. 1-24
Persistent link: https://www.econbiz.de/10014332245
Saved in:
6
High-dimensional conditionally Gaussian state space models with missing data
Chan, Joshua
;
Poon, Aubrey
;
Zhu, Dan
- In:
Journal of econometrics
236
(
2023
)
1
,
pp. 1-21
Persistent link: https://www.econbiz.de/10014332310
Saved in:
7
Moments, shocks and spillovers in Markov-switching VAR models
Kole, Erik
;
Dijk, Dick van
- In:
Journal of econometrics
236
(
2023
)
2
,
pp. 1-26
Persistent link: https://www.econbiz.de/10014365495
Saved in:
8
Modeling and forecasting realized volatility with the fractional Ornstein-Uhlenbeck process
Wang, Xiaohu
;
Xiao, Weilin
;
Yu, Jun
- In:
Journal of econometrics
232
(
2023
)
2
,
pp. 389-415
Persistent link: https://www.econbiz.de/10014339985
Saved in:
9
Scalable inference for a full multivariate stochastic volatility model
Dellaportas, Petros
;
Titsias, Michalis K.
;
Petrova, Katerina
- In:
Journal of econometrics
232
(
2023
)
2
,
pp. 501-520
Persistent link: https://www.econbiz.de/10014340078
Saved in:
10
A simple joint model for returns, volatility and volatility of volatility
Ding, Yashuang
- In:
Journal of econometrics
232
(
2023
)
2
,
pp. 521-543
Persistent link: https://www.econbiz.de/10014340096
Saved in:
1
2
3
4
5
6
7
8
9
10
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->