//--> //--> //--> //-->
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:"USA"
~isPartOf:"Journal of econometrics"
~isPartOf:"Journal of economic dynamics & control"
~subject:"Schätzung"
~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
| 6 applied filters
Year of publication
From:
To:
Subject
All
Portfolio-Management
USA
Schätzung
Volatilität
Theorie
4,003
Theory
4,003
Estimation theory
404
Schätztheorie
404
Time series analysis
392
Zeitreihenanalyse
392
Estimation
288
Monetary policy
284
Geldpolitik
283
Portfolio selection
196
United States
196
Volatility
195
Forecasting model
177
Prognoseverfahren
177
Stochastic process
176
Stochastischer Prozess
176
Learning process
162
Lernprozess
162
CAPM
161
Nichtparametrisches Verfahren
146
Nonparametric statistics
146
Statistical test
135
Statistischer Test
135
Risk
134
Rational expectations
133
Rationale Erwartung
133
Risiko
133
Business cycle
128
Konjunktur
128
Regression analysis
124
Regressionsanalyse
124
Bayesian inference
121
Bayes-Statistik
120
Markov chain
115
Markov-Kette
115
Schock
114
more ...
less ...
Online availability
All
Undetermined
262
Type of publication
All
Article
732
Book / Working Paper
8
Type of publication (narrower categories)
All
Article in journal
731
Aufsatz in Zeitschrift
731
Collection of articles of several authors
6
Sammelwerk
6
Conference paper
2
Konferenzbeitrag
2
Rezension
2
Konferenzschrift
1
more ...
less ...
Language
All
English
740
Author
All
Aït-Sahalia, Yacine
8
Bollerslev, Tim
7
Diebold, Francis X.
6
Koop, Gary
6
Tauchen, George Eugene
6
Chan, Joshua
5
Gallant, A. Ronald
5
Ghysels, Eric
5
Lioui, Abraham
5
Munk, Claus
5
Andersen, Torben
4
Branger, Nicole
4
Hallin, Marc
4
Ireland, Peter N.
4
Li, Kai
4
Lillo, Fabrizio
4
McAleer, Michael
4
Pesaran, M. Hashem
4
Renault, Eric
4
Schorfheide, Frank
4
Serletis, Apostolos
4
Steel, Mark F. J.
4
Todorov, Viktor
4
Asai, Manabu
3
Barigozzi, Matteo
3
Canova, Fabio
3
Cavaliere, Giuseppe
3
Dufour, Jean-Marie
3
Fan, Jianqing
3
Frühwirth-Schnatter, Sylvia
3
Gallegati, Mauro
3
Gouriéroux, Christian
3
Grammig, Joachim
3
Hansen, Lars Peter
3
Hautsch, Nikolaus
3
He, Xue-zhong
3
Heckman, James J.
3
Heer, Burkhard
3
Herwartz, Helmut
3
Hong, Yongmiao
3
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
Journal of economic dynamics & control
Working paper / National Bureau of Economic Research, Inc.
1,896
NBER working paper series
888
NBER Working Paper
770
Discussion paper / Centre for Economic Policy Research
721
European journal of operational research : EJOR
633
Applied economics
521
Journal of banking & finance
502
Economics letters
498
Working paper
454
Discussion paper series / IZA
428
CESifo working papers
406
The American economic review
375
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
351
Economic modelling
349
The review of financial studies
332
The journal of finance : the journal of the American Finance Association
329
Insurance / Mathematics & economics
323
Journal of financial economics
313
Applied economics letters
310
American journal of agricultural economics
303
Journal of monetary economics
294
Discussion paper / Tinbergen Institute
290
Discussion paper
270
The review of economics and statistics
270
Finance research letters
268
Journal of international money and finance
263
Computers & operations research : and their applications to problems of world concern ; an international journal
248
Europäische Hochschulschriften / 5
241
Finance and economics discussion series
231
International journal of theoretical and applied finance
230
Journal of empirical finance
230
Mathematical finance : an international journal of mathematics, statistics and financial theory
226
Journal of macroeconomics
224
Journal of applied econometrics
223
Journal of political economy
220
International review of economics & finance : IREF
215
Journal of money, credit and banking : JMCB
213
Management science : journal of the Institute for Operations Research and the Management Sciences
201
more ...
less ...
Source
All
ECONIS (ZBW)
740
Showing
1
-
10
of
740
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Reinforcement learning for continuous-time mean-variance portfolio selection in a regime-switching market
Wu, Bo
;
Li, Lingfei
- In:
Journal of economic dynamics & control
158
(
2024
),
pp. 1-28
Persistent link: https://www.econbiz.de/10014532362
Saved in:
2
Dynamic CVaR portfolio construction with attention-powered generative factor learning
Sun, Chuting
;
Wu, Qi
;
Yan, Xing
- In:
Journal of economic dynamics & control
160
(
2024
),
pp. 1-24
Persistent link: https://www.econbiz.de/10014532506
Saved in:
3
The term structure of monetary policy uncertainty
Bundick, Brent
;
Herriford, Trenton
;
Smith, Andrew Lee
- In:
Journal of economic dynamics & control
160
(
2024
),
pp. 1-19
Persistent link: https://www.econbiz.de/10014532440
Saved in:
4
Dynamic industry uncertainty networks and the business cycle
Baruník, Jozef
;
Bevilacqua, Mattia
;
Faff, Robert W.
- In:
Journal of economic dynamics & control
159
(
2024
),
pp. 1-22
Persistent link: https://www.econbiz.de/10014532383
Saved in:
5
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:
6
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:
7
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:
8
Identifying latent group structures in spatial dynamic panels
Su, Liangjun
;
Wang, Wuyi
;
Xu, Xingbai
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 1955-1980
Persistent link: https://www.econbiz.de/10014471439
Saved in:
9
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:
10
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:
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...
//-->