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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...
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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 211 - 220 of 851
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Structural volatility impulse response function and asymptotic inference
Liu, Xiaochun - In: Journal of financial econometrics : official journal of … 16 (2018) 2, pp. 316-339
Persistent link: https://www.econbiz.de/10011987769
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Downside variance risk premium
Feunou, Bruno; Jahan-Parvar, Mohammad R.; Okou, Cédric - In: Journal of financial econometrics : official journal of … 16 (2018) 3, pp. 341-383
Persistent link: https://www.econbiz.de/10011987780
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Bayesian dynamic modeling of high-frequency integer price changes
Barra, István; Borowska, Agnieszka; Koopman, Siem Jan - In: Journal of financial econometrics : official journal of … 16 (2018) 3, pp. 384-424
Persistent link: https://www.econbiz.de/10011987788
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A flexible generalized hyperbolic option pricing model and its special cases
Yeap, Claudia; Kwok, Simon Sai Man; Choy, S. T. Boris - In: Journal of financial econometrics : official journal of … 16 (2018) 3, pp. 425-460
Persistent link: https://www.econbiz.de/10011987791
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Dynamic functional regression with application to the cross-section of returns
Kokoszka, Piotr; Miao, Hong; Reimherr, Matthew; … - In: Journal of financial econometrics : official journal of … 16 (2018) 3, pp. 461-485
Persistent link: https://www.econbiz.de/10011987795
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The risk and return conundrum explained : international evidence
Savva, Christos S.; Theodossiou, Panayiotis - In: Journal of financial econometrics : official journal of … 16 (2018) 3, pp. 486-521
Persistent link: https://www.econbiz.de/10011987799
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Limit of random measures associated with the increments of a brownian semimartingale
Jacod, Jean - In: Journal of financial econometrics : official journal of … 16 (2018) 4, pp. 526-569
Persistent link: https://www.econbiz.de/10011987890
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Comment on: limit of random measures associated with the increments of a Brownian Semimartingale
Li, Jia; Xiu, Dacheng - In: Journal of financial econometrics : official journal of … 16 (2018) 4, pp. 570-582
Persistent link: https://www.econbiz.de/10011987959
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Comment on: limit of random measures associated with the increments of a Brownian Semimartingale
Li, Yingying; Zheng, Xinghua - In: Journal of financial econometrics : official journal of … 16 (2018) 4, pp. 583-587
Persistent link: https://www.econbiz.de/10011987967
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Comment on: limit of random measures associated with the increments of a Brownian Semimartingale : asymptotic behavior of local times related statistics for fractional Brownian motion
Podolskij, Mark; Rosenbaum, Mathieu - In: Journal of financial econometrics : official journal of … 16 (2018) 4, pp. 588-598
Persistent link: https://www.econbiz.de/10011987969
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