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subject:"Portfolio-Management"
subject:"United States"
~isPartOf:"Econometric reviews"
~subject:"Estimation theory"
~subject:"Share price"
~subject:"Volatilität"
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Portfolio-Management
United States
Estimation theory
Share price
Volatilität
Theorie
568
Theory
568
Schätztheorie
131
Time series analysis
131
Zeitreihenanalyse
131
Estimation
72
Schätzung
72
Statistical test
70
Statistischer Test
70
Stochastic process
57
Stochastischer Prozess
57
Volatility
51
Panel
49
Panel study
49
Statistical theory
48
Statistische Methodenlehre
48
Bayes-Statistik
44
Bayesian inference
44
Einheitswurzeltest
42
Unit root test
42
Econometrics
40
Nichtparametrisches Verfahren
40
Nonparametric statistics
40
Ökonometrie
40
Forecasting model
39
Prognoseverfahren
39
Cointegration
38
Kointegration
38
Regression analysis
37
Regressionsanalyse
37
Simulation
36
USA
36
Modellierung
33
Scientific modelling
33
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32
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32
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3
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211
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212
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212
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2
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English
212
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McAleer, Michael
9
Maasoumi, Esfandiar
6
Taylor, Robert
5
Asai, Manabu
4
Baltagi, Badi H.
3
Bera, Anil K.
3
Cavaliere, Giuseppe
3
Gouriéroux, Christian
3
Harvey, David I.
3
King, Maxwell L.
3
Leybourne, Stephen James
3
Li, Qi
3
Steel, Mark F. J.
3
Xiao, Zhijie
3
Zellner, Arnold
3
Ahn, Seung Chan
2
Bordignon, Silvano
2
Caporin, Massimiliano
2
Chan, Joshua
2
Chu, Chia-shang James
2
Fiebig, Denzil G.
2
Hendry, David F.
2
Jawadi, Fredj
2
Jensen, Mark J.
2
Knight, John L.
2
Kumbhakar, Subal
2
Lütkepohl, Helmut
2
Martin, Gael M.
2
Ohtani, Kazuhiro
2
Omori, Yasuhiro
2
Pesaran, M. Hashem
2
Psaradakis, Zacharias G.
2
Schmidt, Peter
2
Slottje, Daniel Jonathan
2
Spanos, Aris
2
Srivastava, Anil K.
2
Srivastava, Virendra K.
2
Tzavalis, Elias
2
Ullah, Aman
2
Wooldridge, Jeffrey M.
2
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Econometric reviews
Working paper / National Bureau of Economic Research, Inc.
1,806
Economics letters
756
NBER working paper series
625
European journal of operational research : EJOR
613
Journal of econometrics
582
Discussion paper / Centre for Economic Policy Research
577
Journal of banking & finance
511
NBER Working Paper
487
The review of financial studies
408
Journal of economic dynamics & control
405
The journal of finance : the journal of the American Finance Association
402
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
399
The American economic review
377
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
366
Working paper
362
Applied economics
345
Journal of financial economics
330
The review of economics and statistics
330
Insurance / Mathematics & economics
312
Econometric theory
306
American journal of agricultural economics
293
Finance research letters
287
Discussion paper / Tinbergen Institute
281
Journal of monetary economics
272
CESifo working papers
261
Journal of applied econometrics
253
Economic modelling
250
Computers & operations research : and their applications to problems of world concern ; an international journal
248
International journal of theoretical and applied finance
248
Discussion paper series / IZA
245
Mathematical finance : an international journal of mathematics, statistics and financial theory
245
Journal of empirical finance
239
Finance and economics discussion series
223
Journal of political economy
218
Management science : journal of the Institute for Operations Research and the Management Sciences
214
Finance and stochastics
208
Discussion paper
207
Applied economics letters
203
Journal of international money and finance
202
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ECONIS (ZBW)
212
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1
Improved tests for stock return predictability
Harvey, David I.
;
Leybourne, Stephen James
;
Taylor, Robert
- In:
Econometric reviews
42
(
2023
)
9/10
,
pp. 834-861
Persistent link: https://www.econbiz.de/10014420348
Saved in:
2
Extremal quantiles and stock price crashes
Andreou, Panayiotis C.
;
Anyfantaki, Sofia
;
Maasoumi, …
- In:
Econometric reviews
42
(
2023
)
9/10
,
pp. 703-724
Persistent link: https://www.econbiz.de/10014420354
Saved in:
3
A new Bayesian model for contagion and interdependence
Poon, Aubrey
;
Zhu, Dan
- In:
Econometric reviews
41
(
2022
)
7
,
pp. 806-826
Persistent link: https://www.econbiz.de/10013364908
Saved in:
4
Dynamic factor, leverage and realized covariances in multivariate stochastic volatility
Yamauchi, Yuta
;
Omori, Yasuhiro
- In:
Econometric reviews
42
(
2023
)
6
,
pp. 513-539
Persistent link: https://www.econbiz.de/10014305574
Saved in:
5
Large dimensional portfolio allocation based on a mixed frequency dynamic factor model
Peng, Siyang
;
Shaojun, Guo
;
Long, Yonghong
- In:
Econometric reviews
41
(
2022
)
5
,
pp. 539-563
Persistent link: https://www.econbiz.de/10013364893
Saved in:
6
Reconciling negative return skewness with positive time-varying risk premia
Kyriakopoulou, Dimitra
;
Hafner, Christian M.
- In:
Econometric reviews
41
(
2022
)
8
,
pp. 877-894
Persistent link: https://www.econbiz.de/10013364913
Saved in:
7
Finite sample inference in multivariate instrumental regressions with an application to Catastrophe bonds
Beaulieu, Marie-Claude
;
Khalaf, Lynda
;
Kichian, Maral
; …
- In:
Econometric reviews
41
(
2022
)
10
,
pp. 1205-1242
Persistent link: https://www.econbiz.de/10013490702
Saved in:
8
Right tail information and asset pricing
Hua, Qiuling
;
Xiao, Zhijie
;
Zhou, Hongtao
- In:
Econometric reviews
40
(
2021
)
8
,
pp. 728-749
Persistent link: https://www.econbiz.de/10012624536
Saved in:
9
Bayesian analysis of moving average stochastic volatility models : modeling in-mean effects and leverage for financial time series
Dimitrakopoulos, Stefanos
;
Kolossiatis, Michalis
- In:
Econometric reviews
39
(
2020
)
4
,
pp. 319-343
Persistent link: https://www.econbiz.de/10012181420
Saved in:
10
A multifactor transformed diffusion model with applications to VIX and VIX futures
Bu, Ruijun
;
Jawadi, Fredj
;
Li, Yuyi
- In:
Econometric reviews
39
(
2020
)
1
,
pp. 27-53
Persistent link: https://www.econbiz.de/10012181537
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