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  • Search: isPartOf:"Journal of Financial Econometrics"
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Year of publication
Subject
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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
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Online availability
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Undetermined 513 Free 27
Type of publication
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Article 841 Book / Working Paper 10
Type of publication (narrower categories)
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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
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Language
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English 569 Undetermined 282
Author
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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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Published in...
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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
Showing 711 - 720 of 851
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Stochastic migration models with application to corporate risk
Gagliardini, Patrick; Gouriéroux, Christian - In: Journal of financial econometrics : official journal of … 3 (2005) 2, pp. 188-226
Persistent link: https://www.econbiz.de/10002811337
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Nonparametric inference of value-at-risk for dependent financial returns
Chen, Song Xi; Tang, Cheng Yong - In: Journal of financial econometrics : official journal of … 3 (2005) 2, pp. 227-255
Persistent link: https://www.econbiz.de/10002811347
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Identification of factor models for forecasting returns
Deistler, Manfred; Hamann, Eva - In: Journal of financial econometrics : official journal of … 3 (2005) 2, pp. 256-281
Persistent link: https://www.econbiz.de/10002811356
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The BDS test as a test for the adequacy of a GARCH (1,1) specification : a Monte Carlo study
Caporale, Guglielmo Maria; Ntantamis, Christos; … - In: Journal of financial econometrics : official journal of … 3 (2005) 2, pp. 282-309
Persistent link: https://www.econbiz.de/10002811388
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The relative contribution of jumps to total price variance
Huang, Xin; Tauchen, George Eugene - In: Journal of financial econometrics : official journal of … 3 (2005) 4, pp. 456-499
Persistent link: https://www.econbiz.de/10003154293
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Inferring information frequency and quality
Owens, John; Steigerwald, Douglas G. - In: Journal of financial econometrics : official journal of … 3 (2005) 4, pp. 500-524
Persistent link: https://www.econbiz.de/10003154299
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A realized variance for the whole day based on intermittent high-frequency data
Hansen, Peter Reinhard; Lunde, Asger - In: Journal of financial econometrics : official journal of … 3 (2005) 4, pp. 525-554
Persistent link: https://www.econbiz.de/10003154305
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Properties of bias-corrected realized variance under alternative sampling schemes
Oomen, Roel C. A. - In: Journal of financial econometrics : official journal of … 3 (2005) 4, pp. 555-577
Persistent link: https://www.econbiz.de/10003154307
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The accuracy of density forecasts from foreign exchange options
Christoffersen, Peter F.; Mazzotta, Stefano - In: Journal of financial econometrics : official journal of … 3 (2005) 4, pp. 578-605
Persistent link: https://www.econbiz.de/10003154312
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Reexamining the profitability of technical analysis with data snooping checks
Hsu, Po-Hsuan; Kuan, Chung-ming - In: Journal of financial econometrics : official journal of … 3 (2005) 4, pp. 606-628
Persistent link: https://www.econbiz.de/10003154315
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