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
85
Share price
85
Stochastic process
80
Stochastischer Prozess
80
Portfolio selection
70
Portfolio-Management
70
Risikomaß
65
Risk measure
65
CAPM
58
Statistical distribution
51
Statistische Verteilung
51
Correlation
49
Korrelation
49
Risikoprämie
45
Risk premium
45
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
34
more ...
less ...
Online availability
All
Undetermined
513
Free
26
Type of publication
All
Article
840
Book / Working Paper
10
Type of publication (narrower categories)
All
Article in journal
566
Aufsatz in Zeitschrift
566
Collection of articles of several authors
5
Sammelwerk
5
Aufsatzsammlung
4
Festschrift
3
Conference proceedings
1
Konferenzschrift
1
more ...
less ...
Language
All
English
568
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
202
Source
All
ECONIS (ZBW)
568
RePEc
278
OLC EcoSci
4
Showing
51
-
60
of
850
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
51
Modeling realized covariance matrices : a class of hadamard exponential models
Bauwens, Luc
;
Otranto, Edoardo
- In:
Journal of financial econometrics
21
(
2023
)
4
,
pp. 1376-1401
Persistent link: https://www.econbiz.de/10014391463
Saved in:
52
Testing hypotheses on the innovations distribution in semi-parametric conditional volatility models
Francq, Christian
;
Zakoïan, Jean-Michel
- In:
Journal of financial econometrics
21
(
2023
)
5
,
pp. 1443-1482
Persistent link: https://www.econbiz.de/10014444685
Saved in:
53
News arrival, time-varying jump intensity, and realized volatility : conditional testing approach
Erdemlioglu, Deniz
;
Yang, Xiye
- In:
Journal of financial econometrics
21
(
2023
)
5
,
pp. 1519-1556
Persistent link: https://www.econbiz.de/10014444697
Saved in:
54
Time variation in cash flows and discount rates
Cenesizoglu, Tolga
;
Ibrushi, Denada
- In:
Journal of financial econometrics
21
(
2023
)
5
,
pp. 1557-1589
Persistent link: https://www.econbiz.de/10014444702
Saved in:
55
Quantile spectral beta : a tale of tail risks, investment horizons, and asset prices
Barunik, Jozef
;
Nevrla, Matĕj
- In:
Journal of financial econometrics
21
(
2023
)
5
,
pp. 1590-1646
Persistent link: https://www.econbiz.de/10014444704
Saved in:
56
Anatomy of a sovereign debt crisis : machine learning, real-time macro fundamentals, and CDS spreads
Balduzzi, Pierluigi
;
Savona, Roberto
;
Alessi, Lucia
- In:
Journal of financial econometrics
21
(
2023
)
5
,
pp. 1728-1758
Persistent link: https://www.econbiz.de/10014444728
Saved in:
57
Estimating unobserved soft adjustment in credit rating models : before and after the Dodd-Frank act
Gu, Zhutong
;
Jiang, Yixiao
;
Yang, Shuyang
- In:
Journal of financial econometrics
21
(
2023
)
5
,
pp. 1791-1819
Persistent link: https://www.econbiz.de/10014444750
Saved in:
58
Market maker inventory, bid-ask spreads, and the computation of option implied risk measures
Eraker, Bjørn
;
Osterrieder, Daniela
- In:
Journal of financial econometrics
21
(
2023
)
5
,
pp. 1820-1851
Persistent link: https://www.econbiz.de/10014444758
Saved in:
59
Comment on: identification robust testing of risk premia in finite samples
Khalaf, Lynda
- In:
Journal of financial econometrics
21
(
2023
)
2
,
pp. 298-302
Persistent link: https://www.econbiz.de/10014314743
Saved in:
60
Discussion of identification robust testing of risk premia in finite samples
Peñaranda, Francisco
- In:
Journal of financial econometrics
21
(
2023
)
2
,
pp. 306-310
Persistent link: https://www.econbiz.de/10014314745
Saved in:
First
Prev
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...
