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_id:10002192576
Narrow search
Narrow search
Year of publication
From:
To:
Subject
All
Theorie
166
Theory
166
Volatility
114
Volatilität
114
Estimation theory
84
Schätztheorie
84
Estimation
82
Schätzung
82
ARCH model
75
ARCH-Modell
75
Capital income
66
Kapitaleinkommen
66
Forecasting model
60
Prognoseverfahren
60
Time series analysis
59
Zeitreihenanalyse
59
Stochastic process
58
Stochastischer Prozess
58
Börsenkurs
54
Share price
54
Risikomaß
37
Risk measure
37
Portfolio selection
36
Portfolio-Management
36
Bayes-Statistik
29
Bayesian inference
29
Nichtparametrisches Verfahren
27
Nonparametric statistics
27
CAPM
26
Statistical distribution
26
Statistische Verteilung
26
Correlation
25
Korrelation
25
Yield curve
25
Zinsstruktur
25
Risikoprämie
24
Risk premium
24
USA
23
United States
23
Risiko
22
more ...
less ...
Online availability
All
Undetermined
82
Type of publication
All
Article
364
Book / Working Paper
6
Type of publication (narrower categories)
All
Article in journal
369
Aufsatz in Zeitschrift
369
Collection of articles of several authors
5
Sammelwerk
5
Conference proceedings
1
Festschrift
1
Konferenzschrift
1
more ...
less ...
Language
All
English
370
Author
All
Gallant, A. Ronald
11
Garcia, René
10
Ghysels, Eric
10
Gouriéroux, Christian
9
Almeida, Caio
7
Ardison, Kym
7
Engle, Robert F.
7
Monfort, Alain
7
Canopius, Adam
5
Härdle, Wolfgang
5
Lunde, Asger
5
Olmo, Jose
5
Vicente, Jose
5
White, Halbert
5
Audrino, Francesco
4
Barndorff-Nielsen, Ole E.
4
Chen, Yi-ting
4
Gagliardini, Patrick
4
Jacod, Jean
4
Koopman, Siem Jan
4
Linton, Oliver
4
Paolella, Marc S.
4
Ruiz, Esther
4
Shephard, Neil G.
4
Trojani, Fabio
4
Wu, Liuren
4
Brownlees, Christian
3
Caporin, Massimiliano
3
Corsi, Fulvio
3
Francq, Christian
3
Gallo, Giampiero M.
3
Geweke, John
3
Hautsch, Nikolaus
3
Horváth, Lajos
3
Kokoszka, Piotr
3
Laurent, Sébastien
3
Maheu, John M.
3
Mittnik, Stefan
3
Pegoraro, Fulvio
3
Phillips, Peter C. B.
3
more ...
less ...
Published in...
All
Journal of financial econometrics : official journal of the Society for Financial Econometrics
370
Source
All
ECONIS (ZBW)
370
Showing
1
-
10
of
370
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Forecasting bond yields with segmented term structure models
Almeida, Caio
;
Ardison, Kym
;
Kubudi, Daniela
;
Simonsen, Axel
- In:
Journal of financial econometrics : official journal of …
16
(
2018
)
1
,
pp. 1-33
Persistent link: https://www.econbiz.de/10011987669
Saved in:
2
Dissecting the 2007-2009 real estate market bust : systematic pricing correction or just a housing fad?
Bianchi, Daniele
;
Guidolin, Massimo
;
Ravazzolo, Francesco
- In:
Journal of financial econometrics : official journal of …
16
(
2018
)
1
,
pp. 34-62
Persistent link: https://www.econbiz.de/10011987683
Saved in:
3
Modeling systemic risk : time-varying tail dependence when forecasting marginal expected shortfall
Eckernkemper, Tobias
- In:
Journal of financial econometrics : official journal of …
16
(
2018
)
1
,
pp. 63-117
Persistent link: https://www.econbiz.de/10011987686
Saved in:
4
Testing for co-jumps in financial markets
Novotný, Jan
;
Urga, Giovanni
- In:
Journal of financial econometrics : official journal of …
16
(
2018
)
1
,
pp. 118-128
Persistent link: https://www.econbiz.de/10011987688
Saved in:
5
An exponential Chi-squared QMLE for log-GARCH models via the ARMA representation
Francq, Christian
;
Sucarrat, Genaro
- In:
Journal of financial econometrics : official journal of …
16
(
2018
)
1
,
pp. 129-154
Persistent link: https://www.econbiz.de/10011987691
Saved in:
6
Identification-robust inference on risk premia of mimicking portfolios of non-traded factors
Kleibergen, Frank
;
Zhang, Zhaoguo
- In:
Journal of financial econometrics : official journal of …
16
(
2018
)
2
,
pp. 155-190
Persistent link: https://www.econbiz.de/10011987757
Saved in:
7
Testing high-dimensional linear asset pricing models
Lan, Wei
;
Feng, Long
;
Luo, Ronghua
- In:
Journal of financial econometrics : official journal of …
16
(
2018
)
2
,
pp. 191-210
Persistent link: https://www.econbiz.de/10011987758
Saved in:
8
Testing slope homogeneity in quantile regression panel data with an application to the cross-section of stock returns
Galvao, Antonio Fialho <Jr.>
;
Juhl, Ted
;
Montes-Rojas, …
- In:
Journal of financial econometrics : official journal of …
16
(
2018
)
2
,
pp. 211-243
Persistent link: https://www.econbiz.de/10011987759
Saved in:
9
Is imperfection better? : evidence from predicting stock and bond returns
Lučivjanská, Katarína
- In:
Journal of financial econometrics : official journal of …
16
(
2018
)
2
,
pp. 244-270
Persistent link: https://www.econbiz.de/10011987766
Saved in:
10
Measuring the frequency dynamics of financial connectedness and systemic risk
Baruník, Jozef
;
Křehlík, Tomáš
- In:
Journal of financial econometrics : official journal of …
16
(
2018
)
2
,
pp. 271-296
Persistent link: https://www.econbiz.de/10011987767
Saved in:
1
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
FAQ-Assistent (beta)
×
Loading...
