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  • Search: isPartOf:"Journal of Financial Econometrics"
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Year of publication
Subject
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Theorie 237 Theory 237 Volatility 186 Volatilität 186 Estimation theory 146 Schätztheorie 146 Estimation 141 Schätzung 141 ARCH model 110 ARCH-Modell 110 Forecasting model 109 Prognoseverfahren 109 Time series analysis 106 Zeitreihenanalyse 106 Capital income 105 Kapitaleinkommen 105 Börsenkurs 85 Share price 85 Stochastic process 80 Stochastischer Prozess 80 Portfolio selection 70 Portfolio-Management 70 Risikomaß 65 Risk measure 65 CAPM 58 Statistical distribution 51 Statistische Verteilung 51 Correlation 49 Korrelation 49 Risikoprämie 45 Risk premium 45 Statistical test 39 Statistischer Test 39 Bayes-Statistik 38 Bayesian inference 38 Nichtparametrisches Verfahren 37 Nonparametric statistics 37 Yield curve 36 Zinsstruktur 36 Option pricing theory 34
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Online availability
All
Undetermined 513 Free 26
Type of publication
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Article 840 Book / Working Paper 10
Type of publication (narrower categories)
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Article in journal 566 Aufsatz in Zeitschrift 566 Collection of articles of several authors 5 Sammelwerk 5 Aufsatzsammlung 4 Festschrift 3 Conference proceedings 1 Konferenzschrift 1
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Language
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English 568 Undetermined 282
Author
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Ghysels, Eric 22 Canopius, Adam 21 Garcia, René 16 Engle, Robert F. 15 Gouriéroux, Christian 14 Gagliardini, Patrick 13 Monfort, Alain 12 Gallant, A. Ronald 11 Renault, Eric 11 Audrino, Francesco 10 Härdle, Wolfgang 10 Lunde, Asger 10 Trojani, Fabio 10 Antoine, Bertille 9 Corsi, Fulvio 9 Hasbrouck, Joel 8 Hautsch, Nikolaus 8 Maheu, John M. 8 Almeida, Caio 7 Ardison, Kym 7 Barndorff-Nielsen, Ole E. 7 Gallo, Giampiero M. 7 Koopman, Siem Jan 7 Olmo, Jose 7 Ruiz, Esther 7 Timmermann, Allan 7 White, Halbert 7 Wu, Liuren 7 Caporin, Massimiliano 6 Kleibergen, Frank 6 Laurent, Sébastien 6 Paolella, Marc S. 6 Proulx, Kevin 6 Teräsvirta, Timo 6 Francq, Christian 5 Hansen, Peter Reinhard 5 Herwartz, Helmut 5 Horváth, Lajos 5 Jondeau, Eric 5 Kong, Lingwei 5
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Published in...
All
Journal of financial econometrics : official journal of the Society for Financial Econometrics 370 Journal of Financial Econometrics 278 Journal of financial econometrics 202
Source
All
ECONIS (ZBW) 568 RePEc 278 OLC EcoSci 4
Showing 91 - 100 of 850
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From which consumption-based asset pricing models can investors profit? : evidence from model-based priors
Kruttli, Mathias S. - In: Journal of financial econometrics 20 (2022) 3, pp. 539-567
Persistent link: https://www.econbiz.de/10013349138
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Oops! I shrunk the sample covariance matrix again : blockbuster meets shrinkage
De Nard, Gianluca - In: Journal of financial econometrics 20 (2022) 4, pp. 569-611
Persistent link: https://www.econbiz.de/10013349144
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Statistical inference of spot correlation and spot market beta under infinite variation jumps
Liu, Qiang; Liu, Zhi - In: Journal of financial econometrics 20 (2022) 4, pp. 612-654
Persistent link: https://www.econbiz.de/10013349148
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Forecasting VIX using filtered historical simulation
Jiang, Yushuang; Lazar, Emese - In: Journal of financial econometrics 20 (2022) 4, pp. 655-680
Persistent link: https://www.econbiz.de/10013349149
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A frequency-specific factorization to identify commonalities with an application to the European bond markets*
Boffelli, Simona; Novotný, Jan; Urga, Giovanni - In: Journal of financial econometrics 20 (2022) 4, pp. 681-715
Persistent link: https://www.econbiz.de/10013349151
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Bayesian selection of asset pricing factors using individual stocks
Hwang, Soosung; Rubesam, Alexandre - In: Journal of financial econometrics 20 (2022) 4, pp. 716-761
Persistent link: https://www.econbiz.de/10013349152
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Selective linear segmentation for detecting relevant parameter changes
Dufays, Arnaud; Houndetoungan, Elysee Aristide; Coën, Alain - In: Journal of financial econometrics 20 (2022) 4, pp. 762-805
Persistent link: https://www.econbiz.de/10013349153
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Nearly exact Bayesian estimation of non-linear no-arbitrage term-structure models
Pericoli, Marcello; Taboga, Marco - In: Journal of financial econometrics 20 (2022) 5, pp. 807-838
Persistent link: https://www.econbiz.de/10013460028
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Multilevel and tail risk management
Khalaf, Lynda; Leccadito, Arturo; Urga, Giovanni - In: Journal of financial econometrics 20 (2022) 5, pp. 839-874
Persistent link: https://www.econbiz.de/10013460029
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Testing for endogeneity of Covid-19 patient assignments
Gouriéroux, Christian; Djogbenou, A.; Jasiak, Joann - In: Journal of financial econometrics 20 (2022) 5, pp. 875-901
Persistent link: https://www.econbiz.de/10013460030
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