//--> //--> //--> //-->
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:"CAPM"
subject:"Estimation theory"
~isPartOf:"Journal of econometrics"
~subject:"Statistical distribution"
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
| 4 applied filters
Year of publication
From:
To:
Subject
All
CAPM
Estimation theory
Statistical distribution
Theorie
1,608
Theory
1,608
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
Volatilität
125
Regression analysis
114
Regressionsanalyse
114
Stochastic process
105
Stochastischer Prozess
105
USA
94
United States
94
Panel
91
Panel study
91
Bayes-Statistik
88
Bayesian inference
88
Ökonometrie
84
Econometrics
82
Method of moments
81
Momentenmethode
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
60
Type of publication
All
Article
484
Book / Working Paper
4
Type of publication (narrower categories)
All
Article in journal
483
Aufsatz in Zeitschrift
483
Collection of articles of several authors
9
Sammelwerk
9
Konferenzschrift
4
Conference proceedings
3
Conference paper
1
Festschrift
1
Konferenzbeitrag
1
more ...
less ...
Language
All
English
488
Author
All
Chib, Siddhartha
6
Gouriéroux, Christian
6
Lee, Lung-fei
6
Li, Qi
6
Phillips, Peter C. B.
6
Aït-Sahalia, Yacine
5
Kohn, Robert
5
Swanson, Norman R.
5
Baltagi, Badi H.
4
Chen, Songnian
4
Diebold, Francis X.
4
Ghysels, Eric
4
Gonzalo, Jesús
4
Granger, C. W. J.
4
King, Maxwell L.
4
Magnus, Jan R.
4
Schmidt, Peter
4
Abrevaya, Jason
3
Ali, Mukhtar M.
3
Andersen, Torben
3
Andrews, Donald W. K.
3
Corradi, Valentina
3
Deo, Rohit S.
3
Donald, Stephen G.
3
Dufour, Jean-Marie
3
Franses, Philip Hans
3
Galbraith, John W.
3
Godfrey, L. G.
3
Golan, Amos
3
Greenberg, Edward S.
3
Guay, Alain
3
Haldrup, Niels
3
Harvey, Andrew C.
3
Hausman, Jerry A.
3
Horowitz, Joel
3
Hsiao, Cheng
3
Linton, Oliver
3
Lütkepohl, Helmut
3
Mykland, Per A.
3
Newey, Whitney K.
3
more ...
less ...
Institution
All
Association of Asia-Pacific Business School's Academic Conference <2018, Hongkong>
1
Published in...
All
Journal of econometrics
Economics letters
492
Econometric theory
312
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
296
Working paper / National Bureau of Economic Research, Inc.
281
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
269
NBER working paper series
238
NBER Working Paper
181
Série des documents de travail / Centre de Recherche en Économie et Statistique
174
The journal of finance : the journal of the American Finance Association
173
Discussion paper / Tinbergen Institute
170
Econometric reviews
167
Journal of applied econometrics
166
Journal of economic dynamics & control
166
Journal of financial economics
166
Journal of banking & finance
164
The review of financial studies
160
Insurance / Mathematics & economics
153
Journal of quantitative economics : official journal of the Indian Econometric Society
142
The review of economics and statistics
138
Journal of empirical finance
115
Discussion paper / Center for Economic Research, Tilburg University
113
Finance research letters
108
Applied economics
106
Oxford bulletin of economics and statistics
104
Statistical papers
103
Discussion paper / Centre for Economic Policy Research
95
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
92
Management science : journal of the Institute for Operations Research and the Management Sciences
90
Mathematical finance : an international journal of mathematics, statistics and financial theory
89
Série des documents de travail du CREST / Institut National de la Statistique et des Etudes Economiques
88
CORE discussion paper : DP
86
Working paper
86
Journal of financial and quantitative analysis : JFQA
85
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
79
Journal of economic theory
78
Journal of forecasting
77
The review of economic studies
76
International journal of forecasting
75
International journal of theoretical and applied finance
75
more ...
less ...
Source
All
ECONIS (ZBW)
488
Showing
1
-
10
of
488
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Canonical correlation-based model selection for the multilevel factors
Choi, In
;
Lin, Rui
;
Shin, Yongcheol
- In:
Journal of econometrics
233
(
2023
)
1
,
pp. 22-44
Persistent link: https://www.econbiz.de/10014340924
Saved in:
2
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:
3
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:
4
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:
5
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:
6
CRPS learning
Berrisch, Jonathan
;
Ziel, Florian
- In:
Journal of econometrics
237
(
2023
)
2,3
,
pp. 1-24
Persistent link: https://www.econbiz.de/10014471798
Saved in:
7
Machine learning panel data regressions with heavy-tailed dependent data : theory and application
Babii, Andrii
;
Ball, Ryan T.
;
Ghysels, Eric
;
Striaukas, …
- In:
Journal of econometrics
237
(
2023
)
2,3
,
pp. 1-25
Persistent link: https://www.econbiz.de/10014471811
Saved in:
8
On the aggregation of probability assessments : regularized mixtures of predictive densities for Eurozone inflation and real interest rates
Diebold, Francis X.
;
Shin, Minchul
;
Zhang, Boyuan
- In:
Journal of econometrics
237
(
2023
)
2,3
,
pp. 1-25
Persistent link: https://www.econbiz.de/10014471814
Saved in:
9
A flexible predictive density combination for large financial data sets in regular and crisis periods
Casarin, Roberto
;
Grassi, Stefano
;
Ravazzolo, Francesco
; …
- In:
Journal of econometrics
237
(
2023
)
2,3
,
pp. 1-12
Persistent link: https://www.econbiz.de/10014471818
Saved in:
10
Dynamic factor copula models with estimated cluster assignments
Oh, Dong Hwan
;
Patton, Andrew J.
- In:
Journal of econometrics
237
(
2023
)
2,3
,
pp. 1-23
Persistent link: https://www.econbiz.de/10014471820
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...
//-->