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subject:"Portfolio selection"
subject:"Risk"
~isPartOf:"Journal of business & economic statistics : JBES ; a publication of the American Statistical Association"
~subject:"Zeitreihenanalyse"
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Portfolio selection
Risk
Zeitreihenanalyse
Theorie
854
Theory
854
Time series analysis
235
Estimation theory
198
Schätztheorie
198
USA
188
United States
188
Estimation
164
Schätzung
164
Forecasting model
134
Prognoseverfahren
134
Volatility
72
Volatilität
72
Bayes-Statistik
67
Bayesian inference
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Statistical theory
67
Statistische Methodenlehre
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Statistical test
64
Statistischer Test
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Nichtparametrisches Verfahren
59
Nonparametric statistics
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Capital income
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Kapitaleinkommen
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Statistical distribution
49
Statistische Verteilung
49
Stochastic process
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Stochastischer Prozess
49
Regression analysis
39
Regressionsanalyse
39
Markov chain
38
Markov-Kette
38
Simulation
37
ARCH model
33
ARCH-Modell
33
VAR model
33
VAR-Modell
33
Börsenkurs
32
Share price
32
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31
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English
264
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Ghysels, Eric
7
Engle, Robert F.
5
Leybourne, Stephen James
5
Harvey, Andrew C.
4
Li, Wai Keung
4
Marcellino, Massimiliano
4
Perron, Pierre
4
Taylor, Robert
4
Andrews, Donald W. K.
3
Diebold, Francis X.
3
Dijk, Herman K. van
3
Franses, Philip Hans
3
Gregory, Allan W.
3
Hamilton, James D.
3
Kim, Chang-jin
3
Koop, Gary
3
Koopman, Siem Jan
3
Lucas, André
3
McCabe, Brendan Peter Martin
3
Nijman, Theodore E.
3
Palm, Franz C.
3
Stock, James H.
3
West, Mike
3
Zhu, Ke
3
Zivot, Eric
3
Aastveit, Knut Are
2
Alba, Enrique de
2
Bera, Anil K.
2
Brunner, Allan D.
2
Camacho, Maximo
2
Canova, Fabio
2
Cheung, Yin-Wong
2
Christiano, Lawrence J.
2
Creal, Drew
2
Granger, C. W. J.
2
Gómez, Víctor
2
Haldrup, Niels
2
Hall, Alastair R.
2
Hansen, Lars Peter
2
Harvey, David I.
2
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
Economics letters
500
European journal of operational research : EJOR
482
Insurance / Mathematics & economics
462
NBER working paper series
457
Working paper / National Bureau of Economic Research, Inc.
403
NBER Working Paper
396
Journal of econometrics
369
International journal of forecasting
334
Journal of banking & finance
322
Journal of economic dynamics & control
322
Discussion paper / Tinbergen Institute
267
Journal of forecasting
242
Economic modelling
240
Finance research letters
225
CESifo working papers
220
Discussion paper / Centre for Economic Policy Research
214
Management science : journal of the Institute for Operations Research and the Management Sciences
197
Journal of economic theory
196
Applied economics
193
Econometric theory
191
Finance and stochastics
189
Mathematical finance : an international journal of mathematics, statistics and financial theory
183
Working paper
180
Risks : open access journal
175
International journal of theoretical and applied finance
171
Journal of empirical finance
159
Research paper series / Swiss Finance Institute
158
Journal of financial economics
153
The review of financial studies
148
Computational economics
143
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
143
Quantitative finance
142
Econometric reviews
141
Applied economics letters
140
The journal of finance : the journal of the American Finance Association
138
Journal of risk and uncertainty : JRU
132
International review of economics & finance : IREF
124
Energy economics
119
Journal of economic behavior & organization : JEBO
117
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ECONIS (ZBW)
264
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31
Machine learning time series regressions with an application to nowcasting
Babii, Andrii
;
Ghysels, Eric
;
Striaukas, Jonas
- In:
Journal of business & economic statistics : JBES ; a …
40
(
2022
)
3
,
pp. 1094-1106
Persistent link: https://www.econbiz.de/10013539458
Saved in:
32
GMM estimation of non-Gaussian structural vector autoregression
Lanne, Markku
;
Luoto, Jani
- In:
Journal of business & economic statistics : JBES ; a …
39
(
2021
)
1
,
pp. 69-81
Persistent link: https://www.econbiz.de/10012424500
Saved in:
33
Testing for changes in forecasting performance
Perron, Pierre
;
Yamamoto, Yohei
- In:
Journal of business & economic statistics : JBES ; a …
39
(
2021
)
1
,
pp. 148-165
Persistent link: https://www.econbiz.de/10012424505
Saved in:
34
Dynamic bivariate peak over threshold model for joint tail risk dynamics of financial markets
Zhao, Zifeng
- In:
Journal of business & economic statistics : JBES ; a …
39
(
2021
)
4
,
pp. 892-906
Persistent link: https://www.econbiz.de/10012653200
Saved in:
35
Price dividend ratio and long-run stock returns : a score-driven state space model
Delle Monache, Davide
;
Petrella, Ivan
;
Venditti, Fabrizio
- In:
Journal of business & economic statistics : JBES ; a …
39
(
2021
)
4
,
pp. 1054-1065
Persistent link: https://www.econbiz.de/10012653225
Saved in:
36
High-dimensional macroeconomic forecasting using message passing algorithms
Korobilis, Dimitris
- In:
Journal of business & economic statistics : JBES ; a …
39
(
2021
)
2
,
pp. 493-504
Persistent link: https://www.econbiz.de/10012499094
Saved in:
37
Dynamic semiparametric factor model with structural breaks
Chen, Likai
;
Wang, Weining
;
Wu, Wei Biao
- In:
Journal of business & economic statistics : JBES ; a …
39
(
2021
)
3
,
pp. 757-771
Persistent link: https://www.econbiz.de/10012587979
Saved in:
38
Bootstrapping noncausal autoregressions : with applications to explosive bubble modeling
Cavaliere, Giuseppe
;
Bohn Nielsen, Heino
;
Rahbek, Anders
- In:
Journal of business & economic statistics : JBES ; a …
38
(
2020
)
1
,
pp. 55-67
Persistent link: https://www.econbiz.de/10012179509
Saved in:
39
Choosing prior hyperparameters : with applications to time-varying parameter models
Amir Ahmadi, Pooyan
;
Matthes, Christian
;
Wang, Mu-Chun
- In:
Journal of business & economic statistics : JBES ; a …
38
(
2020
)
1
,
pp. 124-136
Persistent link: https://www.econbiz.de/10012179528
Saved in:
40
Conditional extremes in asymmetric financial markets
Nolde, Natalia
;
Zhang, Jinyuan
- In:
Journal of business & economic statistics : JBES ; a …
38
(
2020
)
1
,
pp. 201-213
Persistent link: https://www.econbiz.de/10012179547
Saved in:
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