//--> //--> //--> //-->
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:"The European journal of finance"
~language:"eng"
~subject:"ARCH-Modell"
~subject:"Statistische Verteilung"
~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
| 6 applied filters
Year of publication
From:
To:
Subject
All
ARCH-Modell
Statistische Verteilung
Theorie
1,945
Theory
1,945
Estimation theory
1,627
Schätztheorie
1,627
Time series analysis
698
Zeitreihenanalyse
698
Estimation
657
Schätzung
652
Nichtparametrisches Verfahren
549
Nonparametric statistics
549
Volatility
471
Volatilität
470
Regression analysis
465
Regressionsanalyse
465
Capital income
377
Kapitaleinkommen
377
Forecasting model
375
Prognoseverfahren
375
Statistical test
334
Statistischer Test
334
Panel
324
Panel study
324
Börsenkurs
312
Share price
312
USA
296
United States
296
Stochastic process
260
Stochastischer Prozess
260
Portfolio selection
228
Portfolio-Management
228
ARCH model
216
Method of moments
209
Momentenmethode
208
Statistical distribution
198
Bootstrap approach
185
Bootstrap-Verfahren
185
Bayes-Statistik
179
Bayesian inference
179
more ...
less ...
Online availability
All
Undetermined
168
Free
2
Type of publication
All
Article
386
Book / Working Paper
2
Type of publication (narrower categories)
All
Article in journal
Aufsatz in Zeitschrift
388
Conference paper
10
Konferenzbeitrag
10
Collection of articles of several authors
2
Sammelwerk
2
Festschrift
1
Konferenzschrift
1
Systematic review
1
Übersichtsarbeit
1
more ...
less ...
Language
All
English
Author
All
Francq, Christian
12
Zakoïan, Jean-Michel
9
Bollerslev, Tim
8
Park, Joon Y.
7
Corradi, Valentina
6
Linton, Oliver
6
Zhu, Ke
6
Ling, Shiqing
5
Maheu, John M.
5
Meddahi, Nour
5
Paolella, Marc S.
5
Swanson, Norman R.
5
Dijk, Herman K. van
4
Dufour, Jean-Marie
4
Hong, Yongmiao
4
McAleer, Michael
4
Patton, Andrew J.
4
Sentana, Enrique
4
Todorov, Viktor
4
White, Halbert
4
Xiu, Dacheng
4
Zaffaroni, Paolo
4
Amengual, Dante
3
Andreou, Elena
3
Chang, Chia-Lin
3
Fiorentini, Gabriele
3
Ghysels, Eric
3
Gonçalves, Sílvia
3
Hallin, Marc
3
Hidalgo, Javier
3
Jin, Xin
3
Kapetanios, George
3
Kim, Donggyu
3
Laurent, Sébastien
3
Lewbel, Arthur
3
Li, Dong
3
Li, Guodong
3
Loperfido, Nicola
3
Mittnik, Stefan
3
Okhrin, Yarema
3
more ...
less ...
Published in...
All
Journal of econometrics
The European journal of finance
Energy economics
267
Finance research letters
208
Insurance / Mathematics & economics
203
Applied economics
200
Economics letters
197
Economic modelling
186
International review of financial analysis
165
Journal of banking & finance
161
International journal of forecasting
160
Journal of empirical finance
157
The North American journal of economics and finance : a journal of financial economics studies
145
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
136
Research in international business and finance
133
International review of economics & finance : IREF
128
Econometric theory
123
Journal of forecasting
119
Journal of international financial markets, institutions & money
118
Applied financial economics
117
Applied economics letters
115
Journal of risk and financial management : JRFM
108
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
101
Econometric reviews
99
Risks : open access journal
99
The journal of futures markets
98
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
88
Journal of financial econometrics : official journal of the Society for Financial Econometrics
84
European journal of operational research : EJOR
76
International journal of theoretical and applied finance
74
Computational economics
71
Journal of applied econometrics
68
Quantitative finance
65
International Journal of Energy Economics and Policy : IJEEP
64
Journal of risk
62
The econometrics journal
62
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
60
Review of quantitative finance and accounting
57
Journal of international money and finance
54
Journal of economic dynamics & control
53
more ...
less ...
Source
All
ECONIS (ZBW)
388
Showing
51
-
60
of
388
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
51
Sieve estimation of option-implied state price density
Luo, Junwen
;
Qu, Zhongjun
- In:
Journal of econometrics
224
(
2021
)
1
,
pp. 88-112
Persistent link: https://www.econbiz.de/10013275364
Saved in:
52
Testing continuity of a density via g-order statistics in the regression discontinuity design
Bugni, Federico A.
;
Canay, Ivan A.
- In:
Journal of econometrics
221
(
2021
)
1
,
pp. 138-159
Persistent link: https://www.econbiz.de/10012618809
Saved in:
53
Testing high-dimensional covariance matrices under the elliptical distribution and beyond
Yang, Xinxin
;
Zheng, Xinghua
;
Chen, Jiaqi
- In:
Journal of econometrics
221
(
2021
)
2
,
pp. 409-423
Persistent link: https://www.econbiz.de/10012619243
Saved in:
54
Valid inference for treatment effect parameters under irregular identification and many extreme propensity scores
Heiler, Phillip
;
Kazak, Ekaterina
- In:
Journal of econometrics
222
(
2021
)
2
,
pp. 1083-1108
Persistent link: https://www.econbiz.de/10012619820
Saved in:
55
Asymmetric dependence in international currency markets
Paltalidis, Nikos
;
Patsika, Victoria
- In:
The European journal of finance
26
(
2020
)
10
,
pp. 994-1017
Persistent link: https://www.econbiz.de/10012207352
Saved in:
56
A coupled component DCS-EGARCH model for intraday and overnight volatility
Linton, Oliver
;
Wu, Jianbin
- In:
Journal of econometrics
217
(
2020
)
1
,
pp. 176-201
Persistent link: https://www.econbiz.de/10012482745
Saved in:
57
Density forecasts and the leverage effect : evidence from observation and parameter-driven volatility models
Catania, Leopoldo
;
Nonejad, Nima
- In:
The European journal of finance
26
(
2020
)
2/3
,
pp. 100-118
Persistent link: https://www.econbiz.de/10012207189
Saved in:
58
A dominance test for measuring financial connectedness
Bernardi, Mauro
;
Stolfi, Paola
- In:
The European journal of finance
26
(
2020
)
2/3
,
pp. 119-141
Persistent link: https://www.econbiz.de/10012207190
Saved in:
59
Dynamic conditional angular correlation
Jarjour, Riad
;
Chan, Kung-sik
- In:
Journal of econometrics
216
(
2020
)
1
,
pp. 137-150
Persistent link: https://www.econbiz.de/10012439656
Saved in:
60
Dynamics among global asset portfolios
Bratis, Theodoros
;
Laopodis, Nikiforos
;
Kouretas, …
- In:
The European journal of finance
26
(
2020
)
18
,
pp. 1876-1899
Persistent link: https://www.econbiz.de/10012314662
Saved in:
First
Prev
2
3
4
5
6
7
8
9
10
11
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->