//--> //--> //-->
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"
~person:"Aït-Sahalia, Yacine"
~person:"McAleer, Michael"
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:"Management"
Narrow search
Delete all filters
| 3 applied filters
Year of publication
From:
To:
Subject
All
Theorie
3
Theory
3
Portfolio selection
2
Portfolio-Management
2
Time series analysis
2
Volatility
2
Volatilität
2
Zeitreihenanalyse
2
Autocorrelation
1
Autokorrelation
1
Börsenkurs
1
Capital income
1
Estimation
1
Factor analysis
1
Faktorenanalyse
1
High-dimensional data
1
High-frequency data
1
Kapitaleinkommen
1
Latent factor model
1
Portfolio optimization
1
Principal components
1
Risiko
1
Risikomanagement
1
Risk
1
Risk management
1
Schätzung
1
Share price
1
more ...
less ...
Online availability
All
Undetermined
1
Type of publication
All
Article
3
Type of publication (narrower categories)
All
Article in journal
3
Aufsatz in Zeitschrift
3
Language
All
English
3
Author
All
Aït-Sahalia, Yacine
McAleer, Michael
Sentana, Enrique
6
Chen, Rong
4
Linton, Oliver
4
Fan, Jianqing
3
Patton, Andrew J.
3
Xiu, Dacheng
3
Zhang, Zhengjun
3
Amengual, Dante
2
Arvanitis, Stelios
2
Blazsek, Szabolcs
2
Diebold, Francis X.
2
Escribano, Álvaro
2
Fiorentini, Gabriele
2
Francq, Christian
2
Hafner, Christian M.
2
Hansen, Lars Peter
2
Hong, Yongmiao
2
Kuan, Chung-ming
2
Li, Yingying
2
Mykland, Per A.
2
Shum, Matthew
2
Wachter, Jessica
2
Warusawitharana, Missaka
2
Yao, Qiwei
2
Zakoïan, Jean-Michel
2
Zheng, Xinghua
2
Augustyniak, Maciej
1
Badescu, Alexandru
1
Bai, Jushan
1
Baltagi, Badi H.
1
Bandi, Federico M.
1
Baştürk, N.
1
Beaulieu, Marie-Claude
1
Bekaert, Geert
1
Bellemare, Charles
1
Bertail, Patrice
1
Blake, David
1
Blundell, Richard W.
1
Bollerslev, Tim
1
more ...
less ...
Published in...
All
Journal of econometrics
Econometric Institute research papers
36
Discussion paper / Tinbergen Institute
23
Documentos de Trabajo del ICAE
16
Econometric Institute Research Papers
15
Working paper
14
Working Papers in Economics
13
KIER Working Papers
12
Tinbergen Institute Discussion Paper
11
Journal of risk and financial management : JRFM
9
Tinbergen Institute Discussion Papers
7
Journal of Risk and Financial Management
6
International review of economics & finance : IREF
4
The North American Journal of Economics and Finance
4
The North American journal of economics and finance : a journal of financial economics studies
4
Working paper / National Bureau of Economic Research, Inc.
4
Annals of financial economics
3
Journal of economic surveys
3
Journal of forecasting
3
Risks : open access journal
3
Energy economics
2
Handbooks in finance
2
Issues in finance : credit, crises and policies
2
Managerial Finance
2
NBER working paper series
2
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
2
Working papers / Rodney L. White Center for Financial Research
2
Accounting and finance : journal of the Accounting Association of Australia and New Zealand
1
Annales d'économie et de statistique
1
Applied economics
1
Applied economics letters
1
CEA_372Cass working paper series
1
Econometrics of imperfect competition
1
Economies : open access journal
1
FEEM Working Paper
1
Finance and economics discussion series
1
Fisher College of Business working paper series
1
International journal of forecasting
1
Journal of economic theory
1
Journal of financial econometrics : official journal of the Society for Financial Econometrics
1
more ...
less ...
Source
All
ECONIS (ZBW)
3
Showing
1
-
3
of
3
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Using principal component analysis to estimate a high dimensional factor model with high-frequency data
Aït-Sahalia, Yacine
;
Xiu, Dacheng
- In:
Journal of econometrics
201
(
2017
)
2
,
pp. 384-399
Persistent link: https://www.econbiz.de/10011920525
Saved in:
2
A multiple regime smooth transition Heterogeneous Autoregressive model for long memory and asymmetries
McAleer, Michael
;
Medeiros, Marcelo C.
- In:
Journal of econometrics
147
(
2008
)
1
,
pp. 104-119
Persistent link: https://www.econbiz.de/10003783790
Saved in:
3
Nonparametric risk
management
and implied risk aversion
Aït-Sahalia, Yacine
;
Lo, Andrew W.
- In:
Journal of econometrics
94
(
2000
)
1/2
,
pp. 9-51
Persistent link: https://www.econbiz.de/10001437741
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->