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subject:"USA"
~subject:"Capital income"
~isPartOf:"Journal of econometrics"
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USA
Capital income
Estimation
465
Schätzung
461
Estimation theory
349
Schätztheorie
349
Statistical test
324
Statistischer Test
324
Theorie
296
Theory
296
Time series analysis
171
Zeitreihenanalyse
171
Nichtparametrisches Verfahren
153
Nonparametric statistics
153
Regression analysis
130
Regressionsanalyse
130
Volatility
123
Volatilität
123
Panel
114
Panel study
114
Forecasting model
82
Prognoseverfahren
82
Stochastic process
69
Stochastischer Prozess
69
Börsenkurs
61
Kapitaleinkommen
61
Share price
61
United States
59
Bootstrap approach
53
Bootstrap-Verfahren
53
Statistical distribution
45
Statistische Verteilung
45
Induktive Statistik
43
Method of moments
43
Momentenmethode
43
Statistical inference
43
Panel data
42
Factor analysis
41
Faktorenanalyse
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English
116
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Todorov, Viktor
8
Bollerslev, Tim
6
Andersen, Torben
5
Aït-Sahalia, Yacine
4
Xiu, Dacheng
4
Koop, Gary
3
Tauchen, George Eugene
3
Baltagi, Badi H.
2
Demetrescu, Matei
2
Fulop, Andras
2
Harvey, Andrew C.
2
Li, Jia
2
Li, Yingying
2
Mayer, Walter James
2
McAleer, Michael
2
Meddahi, Nour
2
Mroz, Thomas A.
2
Paolella, Marc S.
2
Park, Joon Y.
2
Patton, Andrew J.
2
Pelger, Markus
2
Polak, Pawel
2
Ryu, Hang-keun
2
Slottje, Daniel Jonathan
2
Steel, Mark F. J.
2
Taylor, Robert
2
Zhou, Hao
2
Altissimo, Filippo
1
Andreou, Elena
1
Aruoba, S. Borağan
1
Asai, Manabu
1
Ashenfelter, Orley
1
Ashmore, David
1
Atkinson, Scott Estes
1
Bakalli, Gaetan
1
Bandi, Federico M.
1
Bansal, Ravi
1
Bates, David S.
1
Bekaert, Geert
1
Belzil, Christian
1
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Journal of econometrics
Working paper / National Bureau of Economic Research, Inc.
1,863
Discussion paper / Centre for Economic Policy Research
518
Discussion paper series / IZA
431
Applied economics
400
NBER working paper series
364
Journal of banking & finance
282
Applied economics letters
255
Journal of financial economics
238
CESifo working papers
228
International review of financial analysis
227
Finance research letters
226
Applied financial economics
221
Finance and economics discussion series
221
NBER Working Paper
221
The journal of finance : the journal of the American Finance Association
212
International review of economics & finance : IREF
209
Working paper
200
The American economic review
196
The review of economics and statistics
195
Journal of international money and finance
194
IZA Discussion Papers
191
The review of financial studies
180
Economic modelling
177
Journal of empirical finance
172
The North American journal of economics and finance : a journal of financial economics studies
166
Economics letters
159
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
153
Journal of international financial markets, institutions & money
150
Journal of financial and quantitative analysis : JFQA
141
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
135
The journal of futures markets
133
Research in international business and finance
128
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
127
Journal of money, credit and banking : JMCB
121
Review of quantitative finance and accounting
117
Pacific-Basin finance journal
116
Journal of applied econometrics
114
The European journal of finance
108
Discussion paper
105
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ECONIS (ZBW)
116
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1
Testing for non-correlation between price and volatility jumps
Jacod, Jean
;
Klüppelberg, Claudia
;
Müller, Gernot
- In:
Journal of econometrics
197
(
2017
)
2
,
pp. 284-297
Persistent link: https://www.econbiz.de/10011818360
Saved in:
2
Nonparametric predictive regression
Kasparis, Ioannis
;
Andreou, Elena
;
Phillips, Peter C. B.
- In:
Journal of econometrics
185
(
2015
)
2
,
pp. 468-494
Persistent link: https://www.econbiz.de/10011348962
Saved in:
3
Testing for episodic predictability in stock returns
Demetrescu, Matei
;
Georgiev, Iliyan
;
Rodrigues, Paulo M. M.
- In:
Journal of econometrics
227
(
2022
)
1
,
pp. 85-113
Persistent link: https://www.econbiz.de/10013441625
Saved in:
4
Climate risks and market efficiency
Hong, Harrison G.
;
Li, Frank Weikai
;
Xu, Jiangmin
- In:
Journal of econometrics
208
(
2019
)
1
,
pp. 265-281
Persistent link: https://www.econbiz.de/10012144990
Saved in:
5
Strong rules for detecting the number of breaks in a time series
Altissimo, Filippo
;
Corradi, Valentina
- In:
Journal of econometrics
117
(
2003
)
2
,
pp. 207-244
Persistent link: https://www.econbiz.de/10001799064
Saved in:
6
Economic tracking portfolios
Lamont, Owen A.
- In:
Journal of econometrics
105
(
2001
)
1
,
pp. 161-184
Persistent link: https://www.econbiz.de/10001617161
Saved in:
7
Post-'87 crash fears in the S&P 500 futures option market
Bates, David S.
- In:
Journal of econometrics
94
(
2000
)
1/2
,
pp. 181-238
Persistent link: https://www.econbiz.de/10001437755
Saved in:
8
Maximum score
estimation
of disequilibrium models and the role of anticipatory price-setting
Mayer, Walter James
- In:
Journal of econometrics
87
(
1998
)
1
,
pp. 1-24
Persistent link: https://www.econbiz.de/10001248308
Saved in:
9
Are bond returns predictable with real-time macro data?
Huang, Dashan
;
Jiang, Fuwei
;
Li, Kunpeng
;
Tong, Guoshi
; …
- In:
Journal of econometrics
237
(
2023
)
2,3
,
pp. 1-20
Persistent link: https://www.econbiz.de/10014471827
Saved in:
10
Augmented factor models with applications to validating market risk factors and forecasting bond risk premia
Fan, Jianqing
;
Ke, Yuan
;
Liao, Yuan
- In:
Journal of econometrics
222
(
2021
)
1,2
,
pp. 269-294
Persistent link: https://www.econbiz.de/10012619418
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