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Search: isPartOf:"Journal of Financial Econometrics"
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Theorie
237
Theory
237
Volatility
186
Volatilität
186
Estimation theory
146
Schätztheorie
146
Estimation
141
Schätzung
141
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110
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110
Forecasting model
109
Prognoseverfahren
109
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106
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106
Capital income
105
Kapitaleinkommen
105
Börsenkurs
86
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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
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49
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49
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46
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46
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39
Statistischer Test
39
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38
Bayesian inference
38
Nichtparametrisches Verfahren
37
Nonparametric statistics
37
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36
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36
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35
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513
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27
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Article
841
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10
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567
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567
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5
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5
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1
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English
569
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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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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
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381
Special issue on new directions in financial risk management
2005
Persistent link: https://www.econbiz.de/10002574461
Saved in:
382
Special issue on the analysis of high-frequency financial data and market microstructure
2005
Persistent link: https://www.econbiz.de/10003151162
Saved in:
383
Prospect performance evaluation : making a case for a non-asymptotic UMPU test
Bai, Zhidong
;
Hui, Yongchang
;
Wong, Wing Keung
; …
- In:
Journal of financial econometrics : official journal of …
10
(
2012
)
4
,
pp. 703-732
Persistent link: https://www.econbiz.de/10009671870
Saved in:
384
Robust two-pass cross-sectional regressions : a minimum distance approach
Ahn, Seung Chan
;
Gadarowski, Christopher
;
Perez, M. Fabricio
- In:
Journal of financial econometrics : official journal of …
10
(
2012
)
4
,
pp. 669-701
Persistent link: https://www.econbiz.de/10009671891
Saved in:
385
Revisiting several popular GARCH models with leverage effect : differences and similarities
Rodríguez, María José
;
Ruiz, Esther
- In:
Journal of financial econometrics : official journal of …
10
(
2012
)
4
,
pp. 637-668
Persistent link: https://www.econbiz.de/10009671894
Saved in:
386
Asymptotics of realized volatility with non-Gaussian ARCH(∞) Microstructure noise
Taniai, Hiroyuki
;
Usami, Takashi
;
Suto, Nobuyuki
; …
- In:
Journal of financial econometrics : official journal of …
10
(
2012
)
4
,
pp. 617-636
Persistent link: https://www.econbiz.de/10009671895
Saved in:
387
Realized covariance tick-by-tick in presence of rounded time stamps and general microstructure effects
Corsi, Fulvio
;
Audrino, Francesco
- In:
Journal of financial econometrics : official journal of …
10
(
2012
)
4
,
pp. 591-616
Persistent link: https://www.econbiz.de/10009671897
Saved in:
388
Testing for speculative bubbles in stock markets : a comparison of alternative methods
Homm, Ulrich
;
Breitung, Jörg
- In:
Journal of financial econometrics : official journal of …
10
(
2012
)
1
,
pp. 198-231
Persistent link: https://www.econbiz.de/10009519705
Saved in:
389
Portfolio selection with estimation risk : a test-based approach
Antoine, Bertille
- In:
Journal of financial econometrics : official journal of …
10
(
2012
)
1
,
pp. 164-197
Persistent link: https://www.econbiz.de/10009519707
Saved in:
390
Measuring high-frequency causality between returns, realized volatility, and implied volatility
Dufour, Jean-Marie
;
Garcia, René
;
Taamouti, Abderrahim
- In:
Journal of financial econometrics : official journal of …
10
(
2012
)
1
,
pp. 124-163
Persistent link: https://www.econbiz.de/10009519709
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