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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 86 Share price 86 Stochastic process 80 Stochastischer Prozess 80 Portfolio selection 70 Portfolio-Management 70 Risikomaß 65 Risk measure 65 CAPM 59 Statistical distribution 51 Statistische Verteilung 51 Correlation 49 Korrelation 49 Risikoprämie 46 Risk premium 46 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 35
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Online availability
All
Undetermined 513 Free 27
Type of publication
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Article 841 Book / Working Paper 10
Type of publication (narrower categories)
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Article in journal 567 Aufsatz in Zeitschrift 567 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 569 Undetermined 282
Author
All
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 203
Source
All
ECONIS (ZBW) 569 RePEc 278 OLC EcoSci 4
Showing 171 - 180 of 851
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Density forecast evaluations via a simulation-based dynamic probability integral transformation
Yun, Jaeho - In: Journal of financial econometrics 18 (2020) 1, pp. 24-58
Persistent link: https://www.econbiz.de/10012180381
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Equity premium forecasts with an unknown number of structural breaks
Smith, Simon C.; Bulkley, George; Leslie, David S. - In: Journal of financial econometrics 18 (2020) 1, pp. 59-94
Persistent link: https://www.econbiz.de/10012180389
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Robust forecast evaluation of expected shortfall
Ziegel, Johanna; Krüger, Fabian; Jordan, Alexander I.; … - In: Journal of financial econometrics 18 (2020) 1, pp. 95-120
Persistent link: https://www.econbiz.de/10012180402
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A jump and smile ride : jump and variance risk premia in option pricing
Alitab, Dario; Bormetti, Giacomo; Corsi, Fulvio; … - In: Journal of financial econometrics 18 (2020) 1, pp. 121-157
Persistent link: https://www.econbiz.de/10012180409
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Causal change detection in possibly integrated systems : revisiting the money-income relationship
Shi, Shuping; Hurn, Stan; Phillips, Peter C. B. - In: Journal of financial econometrics 18 (2020) 1, pp. 158-180
Persistent link: https://www.econbiz.de/10012180414
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Understanding cryptocurrencies : editorial
Härdle, Wolfgang; Harvey, Campbell R.; Reule, Raphael C. G. - In: Journal of financial econometrics 18 (2020) 2, pp. 181-208
Persistent link: https://www.econbiz.de/10012232695
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High-frequency jump analysis of the bitcoin market
Scaillet, Olivier; Treccani, Adrien; Trevisan, Christopher - In: Journal of financial econometrics 18 (2020) 2, pp. 209-232
Persistent link: https://www.econbiz.de/10012232707
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Introduction to the 2017 Hal White Memorial Lecture
Timmermann, Allan; Trojani, Fabio - In: Journal of financial econometrics 18 (2020) 4, pp. 654-655
Persistent link: https://www.econbiz.de/10012405507
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The VIX, the variance premium, and expected returns
Osterrieder, Daniela; Ventosa-Santaulària, Daniel; … - In: Journal of financial econometrics 17 (2019) 4, pp. 517-558
Persistent link: https://www.econbiz.de/10012149836
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Option-implied equity premium predictions via entropic tilting
Metaxoglou, Kostantinos; Pettenuzzo, Davide; Smith, Aaron D. - In: Journal of financial econometrics 17 (2019) 4, pp. 559-586
Persistent link: https://www.econbiz.de/10012149844
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