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subject:"Cointegration"
type_genre:"Collection of articles written by one author"
~isPartOf:"Journal of financial econometrics : official journal of the Society for Financial Econometrics"
~subject:"Prognoseverfahren"
~type_genre:"Article in journal"
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Search: subject_exact:"Estimation theory"
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Cointegration
Prognoseverfahren
Estimation theory
73
Schätztheorie
73
Time series analysis
20
Zeitreihenanalyse
20
Volatility
16
Volatilität
16
Estimation
15
Schätzung
15
ARCH model
11
ARCH-Modell
11
Market microstructure
10
Marktmikrostruktur
10
Capital income
9
Kapitaleinkommen
9
Nichtparametrisches Verfahren
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Nonparametric statistics
9
Risikomaß
9
Risk measure
9
Theorie
9
Theory
9
Correlation
7
Forecasting model
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Korrelation
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Regression analysis
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Regressionsanalyse
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Stochastic process
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Stochastischer Prozess
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Börsenkurs
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Share price
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Analysis of variance
5
Noise Trading
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Noise trading
5
Statistical test
5
Statistischer Test
5
Varianzanalyse
5
CAPM
4
Multivariate Analyse
4
Multivariate analysis
4
Portfolio selection
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Collection of articles written by one author
Article in journal
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9
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English
9
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Audrino, Francesco
1
Caldeira, João F.
1
Calvet, Laurent E.
1
Czellar, Veronika
1
Francq, Christian
1
Haldrup, Niels
1
Horváth, Lajos
1
Moon, Seongman
1
Moura, Guilherme Valle
1
Nogales, Francisco J.
1
Phillips, Peter C. B.
1
Santos, André A. P.
1
Trojani, Fabio
1
Velasco, Carlos
1
Westerlund, Joakim
1
Zakoïan, Jean-Michel
1
Zhu, Min
1
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
Journal of econometrics
132
International journal of forecasting
115
Journal of forecasting
70
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
53
Economics letters
42
Econometric theory
35
Econometric reviews
34
Economic modelling
23
The econometrics journal
23
Econometrics : open access journal
22
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
22
Applied economics letters
21
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
21
Applied economics
18
Empirical economics : a quarterly journal of the Institute for Advanced Studies
16
International journal of economics and financial issues : IJEFI
14
Journal of the American Statistical Association : JASA
14
Oxford bulletin of economics and statistics
14
Computational economics
12
Insurance / Mathematics & economics
12
Journal of empirical finance
12
Journal of time series econometrics
12
Finance research letters
11
International Journal of Energy Economics and Policy : IJEEP
11
Journal of banking & finance
11
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
10
Journal of applied econometrics
10
Journal of financial econometrics
10
Quantitative finance
10
European journal of operational research : EJOR
9
Journal of macroeconomics
9
Astin bulletin : the journal of the International Actuarial Association
8
International journal of economics and finance
8
Journal of quantitative economics
8
Journal of risk and financial management : JRFM
8
The empirical economics letters : a monthly international journal of economics
8
International journal of production economics
7
Risks : open access journal
7
Journal of international financial markets, institutions & money
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1
Combining multivariate volatility forecasts: an economic-based approach
Caldeira, João F.
;
Moura, Guilherme Valle
;
Nogales, …
- In:
Journal of financial econometrics : official journal of …
15
(
2017
)
2
,
pp. 247-285
Persistent link: https://www.econbiz.de/10011987429
Saved in:
2
Accurate methods for approximate Bayesian Computation Filtering
Calvet, Laurent E.
;
Czellar, Veronika
- In:
Journal of financial econometrics : official journal of …
13
(
2015
)
4
,
pp. 798-838
Persistent link: https://www.econbiz.de/10011417791
Saved in:
3
Halbert White jr. Memorial JFEC Lecture : pitfalls and possibilities in predictive regression
Phillips, Peter C. B.
- In:
Journal of financial econometrics : official journal of …
13
(
2015
)
3
,
pp. 521-555
Persistent link: https://www.econbiz.de/10011339279
Saved in:
4
On the properties of regression test of stock returns predictability using dividend-price ratios
Moon, Seongman
;
Velasco, Carlos
- In:
Journal of financial econometrics : official journal of …
12
(
2014
)
1
,
pp. 151-173
Persistent link: https://www.econbiz.de/10010233601
Saved in:
5
Jackknife for bias reduction in predictive regressions
Zhu, Min
- In:
Journal of financial econometrics : official journal of …
11
(
2013
)
1
,
pp. 193-220
Persistent link: https://www.econbiz.de/10009708916
Saved in:
6
Merits and drawbacks of variance targeting in GARCH models
Francq, Christian
;
Horváth, Lajos
;
Zakoïan, Jean-Michel
- In:
Journal of financial econometrics : official journal of …
9
(
2011
)
4
,
pp. 619-656
Persistent link: https://www.econbiz.de/10009407372
Saved in:
7
Separation in cointegrated systems
Haldrup, Niels
- In:
Journal of financial econometrics : official journal of …
8
(
2010
)
2
,
pp. 177-180
Persistent link: https://www.econbiz.de/10008652238
Saved in:
8
Estimating cointegrated panels with common factors and the forwrd rate unbiasedness hypothesis
Westerlund, Joakim
- In:
Journal of financial econometrics : official journal of …
5
(
2007
)
3
,
pp. 491-522
Persistent link: https://www.econbiz.de/10003518507
Saved in:
9
Accurate short-term yield curve forecasting using functional gradient descent
Audrino, Francesco
;
Trojani, Fabio
- In:
Journal of financial econometrics : official journal of …
5
(
2007
)
4
,
pp. 591-623
Persistent link: https://www.econbiz.de/10003570734
Saved in:
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