Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Academic Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
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: isPartOf:"Journal of Financial Econometrics"
Narrow search
Narrow search
Year of publication
From:
To:
Subject
All
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
more ...
less ...
Online availability
All
Undetermined
513
Free
27
Type of publication
All
Article
841
Book / Working Paper
10
Type of publication (narrower categories)
All
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
more ...
less ...
Language
All
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
more ...
less ...
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
311
-
320
of
851
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
311
On the properties of regression test of stock returns predictability using dividend-price ratios
Moon, Seongman
;
Velasco, Carlos
- In:
Journal of financial econometrics : official journal of …
12
(
2014
)
1
,
pp. 151-173
Persistent link: https://www.econbiz.de/10010233601
Saved in:
312
Understanding spurious regression in financial economics
Deng, Ai
- In:
Journal of financial econometrics : official journal of …
12
(
2014
)
1
,
pp. 122-150
Persistent link: https://www.econbiz.de/10010233602
Saved in:
313
Capturing the zero : a new class of zero-augmented distributions and multiplicative error processes
Hautsch, Nikolaus
;
Malec, Peter
;
Schienle, Melanie
- In:
Journal of financial econometrics : official journal of …
12
(
2014
)
1
,
pp. 89-121
Persistent link: https://www.econbiz.de/10010233604
Saved in:
314
The price impact of order book events
Cont, Rama
;
Kukanov, Arseniy
;
Stoikov, Sasha
- In:
Journal of financial econometrics : official journal of …
12
(
2014
)
1
,
pp. 47-88
Persistent link: https://www.econbiz.de/10010233613
Saved in:
315
Static hedging of standard options
Carr, Peter
;
Wu, Liuren
- In:
Journal of financial econometrics : official journal of …
12
(
2014
)
1
,
pp. 3-46
Persistent link: https://www.econbiz.de/10010233614
Saved in:
316
Mixed-frequency cointegrating regressions with parsimonious distributed lag structures
Miller, J. Isaac
- In:
Journal of financial econometrics : official journal of …
12
(
2014
)
3
,
pp. 584-614
Persistent link: https://www.econbiz.de/10010391945
Saved in:
317
Disentangling continuous volatility from jumps in long-run risk-return relationships
Jacquier, Eric
;
Okou, Cédric
- In:
Journal of financial econometrics : official journal of …
12
(
2014
)
3
,
pp. 544-583
Persistent link: https://www.econbiz.de/10010391947
Saved in:
318
Identifying asymmetric comovements of international stock market returns
Li, Fuchun
- In:
Journal of financial econometrics : official journal of …
12
(
2014
)
3
,
pp. 507-543
Persistent link: https://www.econbiz.de/10010391948
Saved in:
319
Empirical asset pricing with nonlinear risk premia
Mijatović, Aleksandar
;
Schneider, Paul
- In:
Journal of financial econometrics : official journal of …
12
(
2014
)
3
,
pp. 479-506
Persistent link: https://www.econbiz.de/10010391949
Saved in:
320
The economic value of volatility forecasts : a conditional approach
Taylor, Nicholas
- In:
Journal of financial econometrics : official journal of …
12
(
2014
)
3
,
pp. 433-478
Persistent link: https://www.econbiz.de/10010391951
Saved in:
First
Prev
27
28
29
30
31
32
33
34
35
36
37
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
