//--> //--> //--> //-->
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:"Portfolio-Management"
subject:"United States"
~isPartOf:"Journal of econometrics"
~subject:"Share price"
~subject:"Volatilität"
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
Portfolio-Management
United States
Share price
Volatilität
Theorie
1,607
Theory
1,607
Estimation theory
368
Schätztheorie
368
Time series analysis
326
Zeitreihenanalyse
326
Estimation
166
Schätzung
166
Nichtparametrisches Verfahren
140
Nonparametric statistics
140
Forecasting model
128
Prognoseverfahren
128
Statistical test
128
Statistischer Test
128
Volatility
125
Regression analysis
114
Regressionsanalyse
114
Stochastic process
104
Stochastischer Prozess
104
USA
94
Panel
91
Panel study
91
Bayes-Statistik
88
Bayesian inference
88
Ökonometrie
84
Econometrics
82
Method of moments
81
Momentenmethode
81
Statistical distribution
81
Statistische Verteilung
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
76
Type of publication
All
Article
242
Book / Working Paper
4
Type of publication (narrower categories)
All
Article in journal
243
Aufsatz in Zeitschrift
243
Collection of articles of several authors
4
Sammelwerk
4
Conference paper
1
Konferenzbeitrag
1
Konferenzschrift
1
more ...
less ...
Language
All
English
246
Author
All
Aït-Sahalia, Yacine
8
Bollerslev, Tim
6
Diebold, Francis X.
5
Tauchen, George Eugene
5
Andersen, Torben
4
Hallin, Marc
4
Koop, Gary
4
McAleer, Michael
4
Renault, Eric
4
Todorov, Viktor
4
Asai, Manabu
3
Barigozzi, Matteo
3
Cavaliere, Giuseppe
3
Gallant, A. Ronald
3
Grammig, Joachim
3
Nielsen, Morten Ørregaard
3
Patton, Andrew J.
3
Steel, Mark F. J.
3
Taylor, Robert
3
Yu, Jun
3
Arvanitis, Stelios
2
Atkinson, Scott Estes
2
Banerjee, Anindya
2
Boswijk, Herman Peter
2
Chan, Joshua
2
Chen, Xiaohong
2
Christensen, Bent Jesper
2
Christensen, Kim
2
Dijk, Dick van
2
Duan, Jin-Chuan
2
Dufour, Jean-Marie
2
Engle, Robert F.
2
Fan, Jianqing
2
Fernandes, Marcelo
2
Franses, Philip Hans
2
Gaudecker, Hans-Martin von
2
Ghysels, Eric
2
Gonçalves, Sílvia
2
Gouriéroux, Christian
2
Granger, C. W. J.
2
more ...
less ...
Institution
All
National Bureau of Economic Research
1
National Science Foundation
1
Symposium on Forecasting and Empirical Methods in Macroeconomics and Finance <1999, Cambridge, Mass.>
1
Published in...
All
Journal of econometrics
Working paper / National Bureau of Economic Research, Inc.
1,751
NBER working paper series
623
European journal of operational research : EJOR
613
Discussion paper / Centre for Economic Policy Research
558
Journal of banking & finance
501
NBER Working Paper
487
The review of financial studies
401
The journal of finance : the journal of the American Finance Association
396
Economics letters
389
Journal of economic dynamics & control
373
The American economic review
371
Working paper
335
Journal of financial economics
324
Insurance / Mathematics & economics
312
Applied economics
302
Finance research letters
285
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
281
Journal of monetary economics
257
American journal of agricultural economics
253
Computers & operations research : and their applications to problems of world concern ; an international journal
248
International journal of theoretical and applied finance
245
Mathematical finance : an international journal of mathematics, statistics and financial theory
243
The review of economics and statistics
243
CESifo working papers
238
Economic modelling
238
Journal of empirical finance
231
Journal of political economy
213
Discussion paper / Tinbergen Institute
211
Finance and economics discussion series
208
Finance and stochastics
206
Discussion paper series / IZA
202
Applied economics letters
201
Management science : journal of the Institute for Operations Research and the Management Sciences
198
International review of financial analysis
193
Journal of money, credit and banking : JMCB
189
Research paper series / Swiss Finance Institute
188
Journal of international money and finance
185
Discussion paper
183
The journal of futures markets
182
more ...
less ...
Source
All
ECONIS (ZBW)
246
Showing
1
-
10
of
246
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
Uniform predictive inference for factor models with instrumental and idiosyncratic betas
Cheng, Mingmian
;
Liao, Yuan
;
Yang, Xiye
- In:
Journal of econometrics
237
(
2023
)
2,3
,
pp. 1-28
Persistent link: https://www.econbiz.de/10014471816
Saved in:
6
Score-driven asset pricing : predicting time-varying risk premia based on cross-sectional model performance
Umlandt, Dennis
- In:
Journal of econometrics
237
(
2023
)
2,3
,
pp. 1-26
Persistent link: https://www.econbiz.de/10014471829
Saved in:
7
Identification-robust beta pricing, spanning, mimicking portfolios, and the benchmark neutrality of catastrophe bonds
Beaulieu, Marie-Claude
;
Dufour, Jean-Marie
;
Khalaf, Lynda
; …
- In:
Journal of econometrics
236
(
2023
)
1
,
pp. 1-19
Persistent link: https://www.econbiz.de/10014332237
Saved in:
8
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:
9
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:
10
PELVE : probability equivalent level of VaR and ES
Li, Hengxin
;
Wang, Ruodu
- In:
Journal of econometrics
234
(
2023
)
1
,
pp. 353-370
Persistent link: https://www.econbiz.de/10014364915
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...
//-->