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  • Search: isPartOf:"Journal of Financial Econometrics"
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Year of publication
Subject
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Theorie 269 Theory 269 Volatility 212 Volatilität 212 Estimation theory 172 Schätztheorie 172 Estimation 168 Schätzung 168 Forecasting model 126 Prognoseverfahren 126 Time series analysis 122 Zeitreihenanalyse 122 ARCH model 121 ARCH-Modell 121 Capital income 119 Kapitaleinkommen 119 Börsenkurs 95 Share price 95 Stochastic process 90 Stochastischer Prozess 90 Portfolio selection 84 Portfolio-Management 84 Risikomaß 70 Risk measure 70 CAPM 67 Correlation 58 Korrelation 58 Statistical distribution 57 Statistische Verteilung 57 Risikoprämie 55 Risk premium 55 Statistical test 46 Statistischer Test 46 Bayes-Statistik 44 Bayesian inference 44 Yield curve 42 Zinsstruktur 42 Nichtparametrisches Verfahren 39 Nonparametric statistics 39 Risiko 39
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Online availability
All
Undetermined 565 Free 52
Type of publication
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Article 918 Book / Working Paper 10
Type of publication (narrower categories)
All
Article in journal 644 Aufsatz in Zeitschrift 644 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 646 Undetermined 282
Author
All
Ghysels, Eric 23 Canopius, Adam 21 Gagliardini, Patrick 16 Garcia, René 16 Engle, Robert F. 15 Gouriéroux, Christian 15 Gallant, A. Ronald 12 Monfort, Alain 12 Renault, Eric 11 Antoine, Bertille 10 Audrino, Francesco 10 Härdle, Wolfgang 10 Lunde, Asger 10 Trojani, Fabio 10 Corsi, Fulvio 9 Hasbrouck, Joel 8 Hautsch, Nikolaus 8 Maheu, John M. 8 Olmo, Jose 8 White, Halbert 8 Almeida, Caio 7 Ardison, Kym 7 Barndorff-Nielsen, Ole E. 7 Caporin, Massimiliano 7 Gallo, Giampiero M. 7 Koopman, Siem Jan 7 Ruiz, Esther 7 Scaillet, Olivier 7 Timmermann, Allan 7 Wu, Liuren 7 Kleibergen, Frank 6 Laurent, Sébastien 6 Paolella, Marc S. 6 Proulx, Kevin 6 Schotman, Peter C. 6 Teräsvirta, Timo 6 Buccheri, Giuseppe 5 Francq, Christian 5 Hansen, Peter Reinhard 5 Herwartz, Helmut 5
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Published in...
All
Journal of financial econometrics : official journal of the Society for Financial Econometrics 370 Journal of financial econometrics 280 Journal of Financial Econometrics 278
Source
All
ECONIS (ZBW) 646 RePEc 278 OLC EcoSci 4
Showing 51 - 60 of 928
Cover Image
Domain stabilization for model-free option implied moment estimation
Lee, Geul; Ryu, Doojin; Li, Yang - In: Journal of financial econometrics 23 (2025) 2, pp. 1-32
Persistent link: https://www.econbiz.de/10015339752
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Gaussian inference in predictive regressions for stock returns
Demetrescu, Matei; Hillmann, Benjamin - In: Journal of financial econometrics 23 (2025) 2, pp. 1-21
Persistent link: https://www.econbiz.de/10015339754
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Accounting for changes in long-term interest rates : evidence from canada
Christensen, Jens H. E.; Rudebusch, Glenn D.; Shultz, … - In: Journal of financial econometrics 23 (2025) 2, pp. 1-58
Persistent link: https://www.econbiz.de/10015339756
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Assessing tail risk via a generalized conditional autoregressive expectile model
Cai, Zongwu; Fang, Ying; Tian, Dingshi - In: Journal of financial econometrics 23 (2025) 2, pp. 1-39
Persistent link: https://www.econbiz.de/10015339822
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Modeling and forecasting serially dependent yield curves
Li, Hao - In: Journal of financial econometrics 23 (2025) 3, pp. 1-42
Persistent link: https://www.econbiz.de/10015425419
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One asset does not fit all : inflation hedging by index and horizon
D'Amico, Stefania; King, Thomas B. - In: Journal of financial econometrics 23 (2025) 3, pp. 1-32
Persistent link: https://www.econbiz.de/10015425420
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A spatial analysis of contagion in sovereign credit default swaps
Akçagün-Narin, Pelin; Taṣpınar, Süleyman; Doğan, … - In: Journal of financial econometrics 23 (2025) 3, pp. 1-36
Persistent link: https://www.econbiz.de/10015425423
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Identifying and exploiting alpha in linear asset pricing models with strong, semi-strong, and latent factors
Pesaran, M. Hashem; Smith, Ron - In: Journal of financial econometrics 23 (2025) 3, pp. 1-65
Persistent link: https://www.econbiz.de/10015425427
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The U.S. Treasury term premia in a low interest rate regime
Isakin, Maksim; Ngo, Phuong - In: Journal of financial econometrics 23 (2025) 3, pp. 1-24
Persistent link: https://www.econbiz.de/10015425428
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FX comovements and their economic determinants
Rangel, Jose Gonzalo - In: Journal of financial econometrics 23 (2025) 3, pp. 1-29
Persistent link: https://www.econbiz.de/10015425430
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