//--> //--> //--> //-->
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
31
-
40
of
851
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
31
A new test for multiple predictive regression
Xu, Ke-Li
;
Guo, Junjie
- In:
Journal of financial econometrics
22
(
2024
)
1
,
pp. 119-156
Persistent link: https://www.econbiz.de/10014526308
Saved in:
32
Realized GARCH, CBOE VIX, and the volatility risk premium
Hansen, Peter Reinhard
;
Huang, Zhuo
;
Tong, Chen
;
Wang, …
- In:
Journal of financial econometrics
22
(
2024
)
1
,
pp. 187-223
Persistent link: https://www.econbiz.de/10014526311
Saved in:
33
Periodicity in cryptocurrency volatility and liquidity
Hansen, Peter Reinhard
;
Kim, Chan
;
Kimbrough, Wade
- In:
Journal of financial econometrics
22
(
2024
)
1
,
pp. 224-251
Persistent link: https://www.econbiz.de/10014526315
Saved in:
34
Volatility of volatility estimation : central limit theorems for the fourier transform estimator and empirical study of the daily time series stylized facts
Toscano, Giacomo
;
Livieri, Giulia
;
Mancino, Maria Elvira
; …
- In:
Journal of financial econometrics
22
(
2024
)
1
,
pp. 252-296
Persistent link: https://www.econbiz.de/10014526318
Saved in:
35
Geographic dependence and diversification in house price returns : the role of leverage
Heinen, Andréas
;
Kim, Mi Lim
;
Hamadi, Malika
- In:
Journal of financial econometrics
22
(
2024
)
1
,
pp. 297-334
Persistent link: https://www.econbiz.de/10014526319
Saved in:
36
Dynamic covariance matrix estimation and portfolio analysis with high-frequency data
Jiang, Binyan
;
Liu, Cheng
;
Tang, Cheng Yong
- In:
Journal of financial econometrics
22
(
2024
)
2
,
pp. 461-491
Persistent link: https://www.econbiz.de/10014526333
Saved in:
37
Estimating risk in illiquid markets : a model of market friction with stochastic volatility
Buccheri, Giuseppe
;
Grassi, Stefano
;
Vocalelli, Giorgio
- In:
Journal of financial econometrics
22
(
2024
)
2
,
pp. 531-574
Persistent link: https://www.econbiz.de/10014526336
Saved in:
38
How does post-earnings announcement sentiment affect firms' dynamics? : new evidence from causal machine learning
Audrino, Francesco
;
Chassot, Jonathan
;
Huang, Chen
; …
- In:
Journal of financial econometrics
22
(
2024
)
3
,
pp. 575-604
Persistent link: https://www.econbiz.de/10015045165
Saved in:
39
High-dimensional granger causality tests with an application to VIX and news
Babii, Andrii
;
Ghysels, Eric
;
Striaukas, Jonas
- In:
Journal of financial econometrics
22
(
2024
)
3
,
pp. 605-635
Persistent link: https://www.econbiz.de/10015045166
Saved in:
40
Optimal portfolio using Factor Graphical Lasso
Lee, Tae-hwy
;
Seregina, Ekaterina
- In:
Journal of financial econometrics
22
(
2024
)
3
,
pp. 670-695
Persistent link: https://www.econbiz.de/10015045168
Saved in:
First
Prev
1
2
3
4
5
6
7
8
9
10
11
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->