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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)
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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 1 - 10 of 928
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Realized random graphs, with an application to the interbank network
Buccheri, Giuseppe; Mazzarisi, Piero - In: Journal of financial econometrics 23 (2025) 2, pp. 1-34
Persistent link: https://www.econbiz.de/10015339740
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Statistical predictions of trading strategies in electronic markets
Cartea, Álvaro; Cohen, Samuel N.; Graumans, Robert; … - In: Journal of financial econometrics 23 (2025) 2, pp. 1-64
Persistent link: https://www.econbiz.de/10015339741
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Graph-based methods for forecasting realized covariances
Zhang, Chao; Pu, Xingyue; Cucuringu, Mihai; Dong, Xiaowen - In: Journal of financial econometrics 23 (2025) 2, pp. 1-33
Persistent link: https://www.econbiz.de/10015339744
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An L-moment approach for portfolio choice under non-expected utility
Fallahgoul, Hasan; Mancini, Loriano; Stoyanov, Stoyan V. - In: Journal of financial econometrics 23 (2025) 2, pp. 1-47
Persistent link: https://www.econbiz.de/10015339747
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Diverging roads : theory-based vs. machine learning-implied stock risk premia
Grammig, Joachim; Hanenberg, Constantin; Schlag, Christian - In: Journal of financial econometrics 23 (2025) 2, pp. 1-55
Persistent link: https://www.econbiz.de/10015339820
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Bootstrap inference for group factor models
Gonçalves, Sílvia; Koh, Julia; Perron, Benoit - In: Journal of financial econometrics 23 (2025) 2, pp. 1-70
Persistent link: https://www.econbiz.de/10015339830
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Empirical evaluation of competing high-frequency estimators of quadratic variation
Bowers, Colin; Heaton, Christopher - In: Journal of financial econometrics 23 (2025) 3, pp. 1-28
Persistent link: https://www.econbiz.de/10015425421
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SMARTboost learning for tabular data
Giordani, Paolo - In: Journal of financial econometrics 23 (2025) 3, pp. 1-30
Persistent link: https://www.econbiz.de/10015425424
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Testing the zero-process of intraday financial returns for non-stationary periodicity
Stauskas, Ovidijus; Sucarrat, Genaro - In: Journal of financial econometrics 23 (2025) 3, pp. 1-27
Persistent link: https://www.econbiz.de/10015425432
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The conditional autoregressive F-riesz model for realized covariance matrices
Opschoor, Anne; Lucas, André; Rossini, Luca - In: Journal of financial econometrics 23 (2025) 2, pp. 1-29
Persistent link: https://www.econbiz.de/10015271649
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