//--> //--> //--> //-->
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
~isPartOf:"Journal of econometrics"
~isPartOf:"Journal of financial economics"
~language:"eng"
~person:"Tauchen, George Eugene"
~person:"Timmermann, Allan"
~subject:"Börsenkurs"
~type_genre:"Article in journal"
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:
Narrow search
Delete all filters
| 7 applied filters
Year of publication
From:
To:
Subject
All
Börsenkurs
Forecasting model
18
Prognoseverfahren
18
Theorie
18
Theory
18
Volatility
18
Volatilität
18
Estimation
15
Schätzung
15
Capital income
13
Kapitaleinkommen
13
Share price
12
Time series analysis
11
Zeitreihenanalyse
11
Estimation theory
9
Schätztheorie
9
Stochastic process
9
Stochastischer Prozess
9
Bayes-Statistik
7
Bayesian inference
7
High-frequency data
7
Stochastic volatility
7
CAPM
5
Economic forecast
5
Portfolio selection
5
Portfolio-Management
5
Wirtschaftsprognose
5
Risikoprämie
4
Risk premium
4
Structural break
4
Strukturbruch
4
Financial market
3
Finanzmarkt
3
Forecast
3
Induktive Statistik
3
Investment Fund
3
Investmentfonds
3
Martingal
3
Martingale
3
Method of moments
3
more ...
less ...
Online availability
All
Undetermined
6
Type of publication
All
Article
12
Type of publication (narrower categories)
All
Article in journal
Aufsatz in Zeitschrift
12
Language
All
English
Author
All
Tauchen, George Eugene
Timmermann, Allan
Todorov, Viktor
10
Hong, Harrison G.
7
Bollerslev, Tim
6
Shleifer, Andrei
6
Stambaugh, Robert F.
6
Barclay, Michael J.
5
French, Kenneth Ronald
5
Li, Jia
5
Schwert, George William
5
Stulz, René M.
5
Aït-Sahalia, Yacine
4
Barberis, Nicholas
4
Bessembinder, Hendrik
4
Greenwood, Robin
4
Hendershott, Terrence
4
Hirshleifer, David
4
Karpoff, Jonathan M.
4
Kim, Donggyu
4
Lakonishok, Josef
4
Li, Sophia Zhengzi
4
Linnainmaa, Juhani
4
Richardson, Matthew
4
Walkling, Ralph A.
4
Yu, Jianfeng
4
Yuan, Yu
4
Zhou, Guofu
4
Amihud, Yakov
3
Bali, Turan G.
3
Ball, Ray
3
Bekaert, Geert
3
Boons, Martijn
3
Brogaard, Jonathan
3
Edelen, Roger M.
3
Eraker, Bjørn
3
Fama, Eugene F.
3
Foucault, Thierry
3
Francq, Christian
3
Gerakos, Joseph
3
Grammig, Joachim
3
more ...
less ...
Published in...
All
Journal of econometrics
Journal of financial economics
The review of financial studies
4
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
3
The economic journal : the journal of the Royal Economic Society
3
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
2
Economics letters
2
Journal of forecasting
2
The journal of finance : the journal of the American Finance Association
2
The review of economic studies
2
Annals of finance
1
Econometrics : open access journal
1
Economica
1
European finance review : the official journal of the European Finance Association
1
Journal of applied econometrics
1
Quantitative economics : QE ; journal of the Econometric Society
1
The Scandinavian journal of economics
1
The quarterly journal of economics
1
The quarterly journal of finance
1
The review of economics and statistics
1
more ...
less ...
Source
All
ECONIS (ZBW)
12
Showing
1
-
10
of
12
Sort
Relevance
Date (newest first)
Date (oldest first)
1
Dividend suspensions and cash flows during the Covid-19 pandemic : a dynamic econometric model
Pettenuzzo, Davide
;
Sabbatucci, Riccardo
;
Timmermann, Allan
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 1522-1541
Persistent link: https://www.econbiz.de/10014471409
Saved in:
2
Variation and efficiency of high-frequency betas
Zhang, Congshan
;
Li, Jia
;
Todorov, Viktor
;
Tauchen, …
- In:
Journal of econometrics
228
(
2022
)
1
,
pp. 156-175
Persistent link: https://www.econbiz.de/10013441735
Saved in:
3
Exact Bayesian moment based inference for the distribution of the small-time movements of an Itô semimartingale
Gallant, A. Ronald
;
Tauchen, George Eugene
- In:
Journal of econometrics
205
(
2018
)
1
,
pp. 140-155
Persistent link: https://www.econbiz.de/10012110246
Saved in:
4
Adaptive estimation of continuous-time regression models using high-frequency data
Li, Jia
;
Todorov, Viktor
;
Tauchen, George Eugene
- In:
Journal of econometrics
200
(
2017
)
1
,
pp. 36-47
Persistent link: https://www.econbiz.de/10011897689
Saved in:
5
Mixed-scale jump regressions with bootstrap inference
Li, Jia
;
Todorov, Viktor
;
Tauchen, George Eugene
;
Chen, Rui
- In:
Journal of econometrics
201
(
2017
)
2
,
pp. 417-432
Persistent link: https://www.econbiz.de/10011920538
Saved in:
6
Inference theory for volatility functional dependencies
Li, Jia
;
Todorov, Viktor
;
Tauchen, George Eugene
- In:
Journal of econometrics
193
(
2016
)
1
,
pp. 17-34
Persistent link: https://www.econbiz.de/10011704756
Saved in:
7
Forecasting stock returns under economic constraints
Pettenuzzo, Davide
;
Timmermann, Allan
;
Valkanov, Rossen I.
- In:
Journal of financial economics
114
(
2014
)
3
,
pp. 517-553
Persistent link: https://www.econbiz.de/10010532691
Saved in:
8
Volatility activity : specification and estimation
Todorov, Viktor
;
Tauchen, George Eugene
;
Grynkiv, Iaryna
- In:
Journal of econometrics
178
(
2014
)
1
,
pp. 180-193
Persistent link: https://www.econbiz.de/10010255447
Saved in:
9
The cross section of conditional mutual fund performance in European stock markets
Banegas, Ayelen
;
Gillen, Ben
;
Timmermann, Allan
; …
- In:
Journal of financial economics
108
(
2013
)
3
,
pp. 699-726
Persistent link: https://www.econbiz.de/10009764346
Saved in:
10
Risk and return : long-run relations, fractional cointegration, and return predictability
Bollerslev, Tim
;
Osterrieder, Daniela
;
Sizova, Natalia
; …
- In:
Journal of financial economics
108
(
2013
)
2
,
pp. 409-424
Persistent link: https://www.econbiz.de/10009749332
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->