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subject:"Portfolio-Management"
subject:"United States"
~isPartOf:"Journal of business & economic statistics : JBES ; a publication of the American Statistical Association"
~source:"econis"
~subject:"Share price"
~subject:"Volatilität"
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Portfolio-Management
United States
Share price
Volatilität
Theorie
876
Theory
876
Time series analysis
237
Zeitreihenanalyse
237
Estimation theory
198
Schätztheorie
198
USA
189
Estimation
170
Schätzung
170
Forecasting model
139
Prognoseverfahren
139
Volatility
75
Statistical test
69
Statistischer Test
69
Bayes-Statistik
68
Bayesian inference
68
Statistical theory
68
Statistische Methodenlehre
68
Nichtparametrisches Verfahren
64
Nonparametric statistics
64
Capital income
60
Kapitaleinkommen
60
Stochastic process
53
Stochastischer Prozess
53
Statistical distribution
50
Statistische Verteilung
50
Regression analysis
42
Regressionsanalyse
42
Markov chain
38
Markov-Kette
38
Simulation
38
VAR model
34
VAR-Modell
34
ARCH model
33
ARCH-Modell
33
Börsenkurs
33
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31
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English
289
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Lucas, André
6
Sentana, Enrique
4
Chan, Joshua
3
Engle, Robert F.
3
Franses, Philip Hans
3
Ghysels, Eric
3
Li, Wai Keung
3
Zivot, Eric
3
Andrews, Donald W. K.
2
Bekaert, Geert
2
Bera, Anil K.
2
Brunner, Allan D.
2
Catania, Leopoldo
2
Clark, Todd E.
2
Corsi, Fulvio
2
Creal, Drew
2
Delle Monache, Davide
2
Diebold, Francis X.
2
Dijk, Herman K. van
2
Enders, Walter
2
Fiorentini, Gabriele
2
Gregory, Allan W.
2
Hess, Gregory D.
2
Higgins, Matthew Lawrence
2
Jacobs, Kris
2
Kim, Chang-jin
2
Koopman, Siem Jan
2
Lesage, James P.
2
Leybourne, Stephen James
2
Maasoumi, Esfandiar
2
Maddala, Gangadharrao S.
2
Maheu, John M.
2
Manganelli, Simone
2
Marcellino, Massimiliano
2
McCabe, Brendan Peter Martin
2
McGarvey, Mary G.
2
Perron, Pierre
2
Petrella, Ivan
2
Pfeffermann, Danny
2
Polson, Nicholas G.
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
Working paper / National Bureau of Economic Research, Inc.
1,752
NBER working paper series
627
European journal of operational research : EJOR
623
Discussion paper / Centre for Economic Policy Research
558
Journal of banking & finance
501
NBER Working Paper
487
The review of financial studies
403
The journal of finance : the journal of the American Finance Association
398
Economics letters
389
Journal of economic dynamics & control
376
The American economic review
371
Working paper
347
Finance research letters
342
Journal of financial economics
324
Insurance / Mathematics & economics
312
Applied economics
302
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
Journal of econometrics
246
International journal of theoretical and applied finance
245
Economic modelling
243
Mathematical finance : an international journal of mathematics, statistics and financial theory
243
The review of economics and statistics
243
CESifo working papers
239
Journal of empirical finance
234
Journal of political economy
215
Discussion paper / Tinbergen Institute
213
Finance and economics discussion series
211
Management science : journal of the Institute for Operations Research and the Management Sciences
207
Finance and stochastics
206
Applied economics letters
203
Discussion paper series / IZA
203
International review of financial analysis
200
Quantitative finance
195
Journal of money, credit and banking : JMCB
191
Research paper series / Swiss Finance Institute
188
International review of economics & finance : IREF
187
Discussion paper
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ECONIS (ZBW)
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289
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1
Modeling extreme events : time-varying extreme tail shape
D'Innocenzo, Enzo
;
Lucas, André
;
Schwaab, Bernd
;
Zhang, Xin
- In:
Journal of business & economic statistics : JBES ; a …
42
(
2024
)
3
,
pp. 903-917
Persistent link: https://www.econbiz.de/10015053506
Saved in:
2
Modeling and forecasting macroeconomic downside risk
Delle Monache, Davide
;
De Polis, Andrea
;
Petrella, Ivan
- In:
Journal of business & economic statistics : JBES ; a …
42
(
2024
)
3
,
pp. 1010-1025
Persistent link: https://www.econbiz.de/10015053528
Saved in:
3
Quantifying time-varying forecast uncertainty and risk for the real price of oil
Aastveit, Knut Are
;
Cross, Jamie
;
Dijk, Herman K. van
- In:
Journal of business & economic statistics : JBES ; a …
41
(
2023
)
2
,
pp. 523-537
Persistent link: https://www.econbiz.de/10014448307
Saved in:
4
Realized quantiles
Dimitriadis, Timo
;
Halbleib, Roxana
- In:
Journal of business & economic statistics : JBES ; a …
40
(
2022
)
3
,
pp. 1346-1361
Persistent link: https://www.econbiz.de/10013539526
Saved in:
5
Conditional moments of noncausal alpha-stable processes and the prediction of bubble crash odds
Fries, Sébastien
- In:
Journal of business & economic statistics : JBES ; a …
40
(
2022
)
4
,
pp. 1596-1616
Persistent link: https://www.econbiz.de/10013540394
Saved in:
6
On bivariate time-varying price staleness
Zhu, Haibin
;
Liu, Zhi
- In:
Journal of business & economic statistics : JBES ; a …
42
(
2024
)
1
,
pp. 229-242
Persistent link: https://www.econbiz.de/10014449902
Saved in:
7
A one-sided refined symmetrized data aggregation approach to robust mutual fund selection
Feng, Long
;
Liu, Binghui
;
Ma, Yanyuan
- In:
Journal of business & economic statistics : JBES ; a …
42
(
2024
)
1
,
pp. 257-271
Persistent link: https://www.econbiz.de/10014449920
Saved in:
8
The leverage effect puzzle under semi-nonparametric stochastic volatility models
Chen, Dachuan
;
Li, Chenxu
;
Tang, Cheng Yong
;
Yan, Jun
- In:
Journal of business & economic statistics : JBES ; a …
42
(
2024
)
2
,
pp. 548-562
Persistent link: https://www.econbiz.de/10015053427
Saved in:
9
Large order-invariant Bayesian VARs with stochastic volatility
Chan, Joshua
;
Koop, Gary
;
Yu, Xuewen
- In:
Journal of business & economic statistics : JBES ; a …
42
(
2024
)
2
,
pp. 825-837
Persistent link: https://www.econbiz.de/10015053470
Saved in:
10
Powerful backtests for historical simulation expected shortfall models
Du, Zaichao
;
Pei, Pei
;
Wang, Xuhui
;
Yang, Tao
- In:
Journal of business & economic statistics : JBES ; a …
42
(
2024
)
3
,
pp. 864-874
Persistent link: https://www.econbiz.de/10015053499
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