//--> //--> //--> //-->
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:"Risk"
~accessRights:"restricted"
~isPartOf:"Journal of econometrics"
~subject:"Share price"
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
Risk
Share price
Theorie
346
Theory
346
Time series analysis
115
Zeitreihenanalyse
115
Estimation
76
Schätzung
76
Forecasting model
64
Prognoseverfahren
64
Statistical test
53
Statistischer Test
53
Nichtparametrisches Verfahren
50
Nonparametric statistics
50
Volatility
50
Volatilität
50
Bayes-Statistik
48
Bayesian inference
48
Stochastic process
42
Stochastischer Prozess
42
Statistical distribution
39
Statistische Verteilung
39
Panel
38
Panel study
38
Factor analysis
37
Faktorenanalyse
37
Capital income
31
Kapitaleinkommen
31
Regression analysis
31
Regressionsanalyse
31
Induktive Statistik
30
Statistical inference
30
Bootstrap approach
26
Bootstrap-Verfahren
26
VAR model
25
VAR-Modell
25
Method of moments
23
Momentenmethode
23
Börsenkurs
22
CAPM
21
Markov chain
21
more ...
less ...
Online availability
All
Undetermined
Type of publication
All
Article
34
Type of publication (narrower categories)
All
Article in journal
34
Aufsatz in Zeitschrift
34
Conference paper
1
Konferenzbeitrag
1
Language
All
English
34
Author
All
Laeven, Roger J. A.
2
Yang, Xiye
2
Andersen, Torben
1
Aït-Sahalia, Yacine
1
Bandi, F. M.
1
Bandi, Federico M.
1
Bianchi, Francesco
1
Boswijk, Herman Peter
1
Botosaru, Irene
1
Brunetti, Celso
1
Cai, Zongwu
1
Chan, Thomas W. C.
1
Chen, Ting
1
Chen, Xin
1
Cheng, Mingmian
1
Christensen, Kim
1
Chu, Amanda M. Y.
1
Darolles, Serge
1
Dijk, Dick van
1
Ding, Yashuang
1
Eraker, Bjørn
1
Fan, Jianqing
1
Feng, Guanhao
1
Gallant, A. Ronald
1
Gan, Li
1
Gao, Zhenyu
1
Gaudecker, Hans-Martin von
1
Gong, Guan
1
Han, Fang
1
Han, Lloyd S.
1
Hansen, Lars Peter
1
Harvey, David I.
1
Hautsch, Nikolaus
1
He, Jibao
1
He, Jingyu
1
Hurd, Michael D.
1
Ikefuji, Masako
1
Jacod, Jean
1
Jiang, Wenxi
1
Klüppelberg, Claudia
1
more ...
less ...
Published in...
All
Journal of econometrics
Discussion paper / Centre for Economic Policy Research
159
European journal of operational research : EJOR
151
Insurance / Mathematics & economics
147
Finance research letters
134
Working paper / National Bureau of Economic Research, Inc.
123
Journal of economic dynamics & control
90
Economics letters
85
International review of financial analysis
83
Journal of banking & finance
83
Economic modelling
81
Journal of empirical finance
79
Discussion papers / CEPR
75
Journal of financial economics
74
Management science : journal of the Institute for Operations Research and the Management Sciences
74
International review of economics & finance : IREF
71
The North American journal of economics and finance : a journal of financial economics studies
69
Quantitative finance
66
Journal of economic behavior & organization : JEBO
63
Applied economics
54
Journal of economic theory
52
Applied economics letters
45
Scandinavian actuarial journal
43
Energy economics
38
SpringerLink / Bücher
37
International journal of production research
34
Journal of financial markets
34
Pacific-Basin finance journal
34
The review of financial studies
34
Finance and stochastics
33
The European journal of finance
33
Computational economics
32
Journal of international money and finance
32
Operations research
32
Journal of monetary economics
31
Mathematics and financial economics
31
Research in international business and finance
30
Review of quantitative finance and accounting
30
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
28
International journal of production economics
27
more ...
less ...
Source
All
ECONIS (ZBW)
34
Showing
1
-
10
of
34
Sort
Relevance
Date (newest first)
Date (oldest first)
1
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:
2
Uniform predictive inference for factor models with instrumental and idiosyncratic betas
Cheng, Mingmian
;
Liao, Yuan
;
Yang, Xiye
- In:
Journal of econometrics
237
(
2023
)
2,3
,
pp. 1-28
Persistent link: https://www.econbiz.de/10014471816
Saved in:
3
Business-cycle consumption risk and asset prices
Bandi, Federico M.
;
Tamoni, Andrea
- In:
Journal of econometrics
237
(
2023
)
2,3
,
pp. 1-23
Persistent link: https://www.econbiz.de/10014471828
Saved in:
4
Score-driven asset pricing : predicting time-varying risk premia based on cross-sectional model performance
Umlandt, Dennis
- In:
Journal of econometrics
237
(
2023
)
2,3
,
pp. 1-26
Persistent link: https://www.econbiz.de/10014471829
Saved in:
5
Moments, shocks and spillovers in Markov-switching VAR models
Kole, Erik
;
Dijk, Dick van
- In:
Journal of econometrics
236
(
2023
)
2
,
pp. 1-26
Persistent link: https://www.econbiz.de/10014365495
Saved in:
6
A simple joint model for returns, volatility and volatility of volatility
Ding, Yashuang
- In:
Journal of econometrics
232
(
2023
)
2
,
pp. 521-543
Persistent link: https://www.econbiz.de/10014340096
Saved in:
7
Testing and support recovery of correlation structures for matrix-valued observations with an application to stock market data
Chen, Xin
;
Yang, Dan
;
Yan, Xu
;
Xia, Yin
;
Wang, Dong
; …
- In:
Journal of econometrics
232
(
2023
)
2
,
pp. 544-564
Persistent link: https://www.econbiz.de/10014340639
Saved in:
8
Identifying latent factors based on high-frequency data
Sun, Yucheng
;
Xu, Wen
;
Zhang, Chuanhai
- In:
Journal of econometrics
233
(
2023
)
1
,
pp. 251-270
Persistent link: https://www.econbiz.de/10014341048
Saved in:
9
Efficient estimation of high-dimensional dynamic covariance by risk factor mapping : applications for financial risk management
So, Mike Ka-pui
;
Chan, Thomas W. C.
;
Chu, Amanda M. Y.
- In:
Journal of econometrics
227
(
2022
)
1
,
pp. 151-167
Persistent link: https://www.econbiz.de/10013441642
Saved in:
10
Factor investing : a Bayesian hierarchical approach
Feng, Guanhao
;
He, Jingyu
- In:
Journal of econometrics
230
(
2022
)
1
,
pp. 183-200
Persistent link: https://www.econbiz.de/10013441934
Saved in:
1
2
3
4
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->