EconBiz - Find Economic Literature
    • Logout
    • Change account settings
  • A-Z
  • Beta
  • About EconBiz
  • News
  • Thesaurus (STW)
  • Academic Skills
  • Help
  •  My account 
    • Logout
    • Change account settings
  • Login
EconBiz - Find Economic Literature
Publications Events
Search options
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
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 661 - 670 of 851
Cover Image
Stochastic conditional intensity processes
Bauwens, Luc; Hautsch, Nikolaus - In: Journal of financial econometrics : official journal of … 4 (2006) 3, pp. 450-493
Persistent link: https://www.econbiz.de/10003354109
Saved in:
Cover Image
Affine models for credit risk analysis
Gouriéroux, Christian; Monfort, Alain; Polimenis, V. - In: Journal of financial econometrics : official journal of … 4 (2006) 3, pp. 494-530
Persistent link: https://www.econbiz.de/10003354119
Saved in:
Cover Image
Asymmetric dynamics in the correlations of global equity and bond returns
Cappiello, Lorenzo; Engle, Robert F.; Sheppard, Kevin - In: Journal of financial econometrics : official journal of … 4 (2006) 4, pp. 537-572
Persistent link: https://www.econbiz.de/10003565737
Saved in:
Cover Image
Stationarity of a Markov-switching GARCH model
Liu, Ji-chun - In: Journal of financial econometrics : official journal of … 4 (2006) 4, pp. 573-593
Persistent link: https://www.econbiz.de/10003565741
Saved in:
Cover Image
A mixture mutliplicative error model for realized volatility
Lanne, Markku - In: Journal of financial econometrics : official journal of … 4 (2006) 4, pp. 594-616
Persistent link: https://www.econbiz.de/10003565744
Saved in:
Cover Image
Sample and implied volatility in GARCH models
Horváth, Lajos; Kokoszka, Piotr; Zitikis, Ričardas - In: Journal of financial econometrics : official journal of … 4 (2006) 4, pp. 617-635
Persistent link: https://www.econbiz.de/10003565751
Saved in:
Cover Image
Long memory and the relation between implied and realized volatility
Bandi, Federico M.; Perron, Benoit - In: Journal of financial econometrics : official journal of … 4 (2006) 4, pp. 636-670
Persistent link: https://www.econbiz.de/10003565756
Saved in:
Cover Image
Econometrics of testing for jumps in financial economics using bipower variation
Barndorff-Nielsen, Ole E.; Shephard, Neil G. - In: Journal of financial econometrics : official journal of … 4 (2006) 1, pp. 1-30
Persistent link: https://www.econbiz.de/10003313338
Saved in:
Cover Image
A classification of two-factor affine diffusion term structure models
Gouriéroux, Christian; Sufana, Razvan - In: Journal of financial econometrics : official journal of … 4 (2006) 1, pp. 31-52
Persistent link: https://www.econbiz.de/10003313340
Saved in:
Cover Image
Value-at-risk prediction : a comparison of alternative strategies
Kuester, Keith; Mittnik, Stefan; Paolella, Marc S. - In: Journal of financial econometrics : official journal of … 4 (2006) 1, pp. 53-89
Persistent link: https://www.econbiz.de/10003313345
Saved in:
  • First
  • Prev
  • 62
  • 63
  • 64
  • 65
  • 66
  • 67
  • 68
  • 69
  • 70
  • 71
  • 72
  • Next
  • Last
A service of the
zbw
  • Sitemap
  • Plain language
  • Accessibility
  • Contact us
  • Imprint
  • Privacy

Loading...