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Year of publication
Subject
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Correlation 8,287 Korrelation 8,286 Theorie 2,968 Theory 2,946 Schätztheorie 1,563 Estimation theory 1,557 Volatility 1,459 Volatilität 1,459 Portfolio-Management 1,396 Portfolio selection 1,395 Schätzung 1,235 Estimation 1,230 Capital income 1,164 Kapitaleinkommen 1,164 ARCH model 1,001 ARCH-Modell 1,001 Aktienmarkt 999 Stock market 999 Börsenkurs 918 Share price 918 Zeitreihenanalyse 860 Time series analysis 857 Welt 680 World 679 USA 665 United States 661 Risk 552 Risiko 543 Prognoseverfahren 507 Forecasting model 506 Credit risk 392 Kreditrisiko 392 Financial crisis 376 Finanzkrise 374 Regression analysis 359 Regressionsanalyse 359 Ranking-Verfahren 341 Financial market 335 Finanzmarkt 335 CAPM 332
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Online availability
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Free 4,549 Undetermined 3,088 CC license 257
Type of publication
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Article 6,033 Book / Working Paper 4,551 Other 6
Type of publication (narrower categories)
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Article in journal 5,174 Aufsatz in Zeitschrift 5,174 Working Paper 1,931 Arbeitspapier 1,706 Graue Literatur 1,698 Non-commercial literature 1,698 Aufsatz im Buch 237 Book section 237 Hochschulschrift 92 Thesis 74 Article 48 Conference paper 43 Konferenzbeitrag 43 Collection of articles written by one author 25 Sammlung 25 Collection of articles of several authors 10 Reprint 10 Sammelwerk 10 research-article 10 Amtsdruckschrift 7 Case study 7 Fallstudie 7 Forschungsbericht 7 Government document 7 Aufsatzsammlung 6 Conference Paper 5 Konferenzschrift 4 Lehrbuch 3 Rezension 2 Statistik 2 Systematic review 2 Übersichtsarbeit 2 Advisory report 1 Amtliche Publikation 1 Bibliografie enthalten 1 Bibliography included 1 Festschrift 1 Gutachten 1 Handbook 1 Handbuch 1
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Language
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English 9,657 Undetermined 787 German 84 French 15 Spanish 13 Polish 10 Russian 8 Italian 6 Croatian 4 Czech 2 Lithuanian 2 Portuguese 2 Macedonian 1 Norwegian 1 Slovak 1
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Author
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McAleer, Michael 46 Pesaran, M. Hashem 46 Ledoit, Olivier 42 Kapetanios, George 40 Stark, Oded 40 Wolf, Michael 39 Engle, Robert F. 30 Hallin, Marc 30 Tiwari, Aviral Kumar 30 Phillips, Peter C. B. 28 Aaberge, Rolf 25 Bauwens, Luc 25 Christiansen, Charlotte 24 Croux, Christophe 24 Fan, Jianqing 24 Lucas, André 24 Teräsvirta, Timo 24 Caporin, Massimiliano 23 Hafner, Christian M. 21 Nielsen, Morten Ørregaard 21 Boudt, Kris 20 Gupta, Rangan 20 Rahbek, Anders 20 Asai, Manabu 19 Dijk, Dick van 18 Escobar, Marcos 18 Kräkel, Matthias 18 Weinhardt, Felix 18 Cubadda, Gianluca 17 Koopman, Siem Jan 17 McMillan, David G. 17 Aslanidis, Nektarios 16 Bailey, Natalia 16 Hecq, Alain W. J. 16 Kirchler, Michael 16 Linton, Oliver 16 Liow, Kim Hiang 16 Ray, Indrajit 16 Silvennoinen, Annastiina 16 Weber, Enzo 16
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Institution
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National Bureau of Economic Research 76 Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München 35 Institute for the Study of Labor (IZA) 22 HAL 19 School of Economics and Management, University of Aarhus 18 EconWPA 13 Cowles Foundation for Research in Economics, Yale University 11 London School of Economics and Political Science 11 Tinbergen Instituut 11 Center for Operations Research and Econometrics (CORE), École des Sciences Économiques de Louvain 10 European Centre for Advanced Research in Economics and Statistics (ECARES), Solvay Brussels School of Economics and Management 10 Statistisk Sentralbyrå, Government of Norway 10 Department of Economics, Leicester University 9 Department of Econometrics and Business Statistics, Monash Business School 8 Economics Department, Queen's University 8 Solvay Brussels School of Economics and Management, Université Libre de Bruxelles 8 Iowa State University of Science and Technology <Ames, Iowa> / Department of Economics 7 Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse 7 Tilburg University, Center for Economic Research 7 Økonomisk Institut, Københavns Universitet 7 C.E.P.R. Discussion Papers 6 Erasmus University Rotterdam, Econometric Institute 6 Faculteit der Economische Wetenschappen, Erasmus Universiteit Rotterdam 6 Tinbergen Institute 6 University of Bonn, Germany 6 Agricultural and Applied Economics Association - AAEA 5 Centre Interuniversitaire de Recherche en Analyse des Organisations (CIRANO) 5 Dipartimento di Scienze Statistiche "Paolo Fortunati", Alma Mater Studiorum - Università di Bologna 5 European Central Bank 5 European Commission / Joint Research Centre 5 Facoltà di Economia, Università degli Studi dell'Insubria 5 Faculdade de Economia, Universidade do Porto 5 International Centre for Economic Research (ICER) 5 School of Economics and Finance, Queen Mary 5 Centre d'Économie de la Sorbonne, Université Paris 1 (Panthéon-Sorbonne) 4 Centre for Economic Performance, LSE 4 Department of Economics, European University Institute 4 Dipartimento di Statistica, Università degli Studi di Milano-Bicocca 4 Econometric Society 4 Forschungsinstitut zur Zukunft der Arbeit <Bonn> 4
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Published in...
All
Journal of econometrics 171 Economics letters 133 Finance research letters 116 Journal of business & economic statistics : JBES ; a publication of the American Statistical Association 89 Applied economics 86 Economic modelling 83 Journal of banking & finance 81 Discussion paper series 73 International review of financial analysis 70 IZA Discussion Papers 69 Discussion paper / Tinbergen Institute 67 NBER working paper series 67 Applied economics letters 66 Energy economics 66 Journal of empirical finance 66 NBER Working Paper 66 Working paper 57 Research in international business and finance 56 Working paper / National Bureau of Economic Research, Inc. 56 Econometric reviews 55 International review of economics & finance : IREF 54 European journal of operational research : EJOR 53 CESifo working papers 49 Computational economics 49 The North American journal of economics and finance : a journal of financial economics studies 46 International journal of theoretical and applied finance 41 Journal of international financial markets, institutions & money 41 Journal of risk and financial management : JRFM 39 Journal of international money and finance 38 Risks : open access journal 37 Psychometrika 36 Quantitative finance 36 Econometric theory 35 International journal of forecasting 34 Journal of economic dynamics & control 34 Journal of financial econometrics 34 CREATES research paper 33 Games and economic behavior 33 MPRA Paper 32 Management science : journal of the Institute for Operations Research and the Management Sciences 31
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Source
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ECONIS (ZBW) 9,265 RePEc 975 EconStor 279 USB Cologne (business full texts) 29 Other ZBW resources 27 BASE 15
Showing 1 - 10 of 10,590
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Academic rank, socioeconomic rank, and educational outcomes : longitudinal evidence from Chile
Palma, Maria - In: Education economics 33 (2025) 3, pp. 311-332
Persistent link: https://www.econbiz.de/10015552222
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Identification of multivariate measurement error models
Hu, Yingyao - 2025
provides general identification results for nonlinear models using a newly-defined generalized Kruskal rank - signal rank - of …
Persistent link: https://www.econbiz.de/10015558915
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Statistical analysis of global debt in the world economy
Firsanova, Violetta - In: Technology audit and production reserves 4 (2024) 4/78, pp. 38-42
Persistent link: https://www.econbiz.de/10015078752
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Rank-dependent probability weighting and the macroeconomy : insights from a model with incomplete markets and aggregate shocks
Cozzi, Marco - 2024
Persistent link: https://www.econbiz.de/10014566025
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Portfolio selection with a rank-deficient covariance matrix
Gulliksson, Mårten; Oleynik, Anna; Mazur, Stepan - In: Computational economics 63 (2024) 6, pp. 2247-2269
Persistent link: https://www.econbiz.de/10014636734
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On the interpretation of the Intergenerational Elasticity and the Rank-Rank coefficients for cross country comparison
Kunievsky, Nadav - In: Economics letters 236 (2024), pp. 1-4
Persistent link: https://www.econbiz.de/10015071909
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A Riemannian rank-adaptive method for low-rank matrix completion
Gao, Bin; Absil, P.-A. - In: Computational Optimization and Applications 81 (2021) 1, pp. 67-90
The low-rank matrix completion problem can be solved by Riemannian optimization on a fixed-rank manifold. However, a … drawback of the known approaches is that the rank parameter has to be fixed a priori. In this paper, we consider the … optimization problem on the set of bounded-rank matrices. We propose a Riemannian rank-adaptive method, which consists of fixed-rank …
Persistent link: https://www.econbiz.de/10014501457
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An empirical comparison of rank-based surrogate weights in additive multiattribute decision analysis
Burk, Roger Chapman; Nehring, Richard M. - In: Decision analysis : a journal of the Institute for … 20 (2023) 1, pp. 55-72
Persistent link: https://www.econbiz.de/10014294991
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From proximity to correlation : how different measures of distance shape U.S. emerging market stock market co-movements
Bonga-Bonga, Lumengo; Ncube, Lavie - In: Economies : open access journal 14 (2026) 1, pp. 1-15
This paper extends the gravity model to financial markets by examining how distance and bilateral linkages influence stock market correlations between the United States and selected emerging economies. To this end, the Poisson Pseudo Maximum Likelihood (PPML) estimator is used to account for...
Persistent link: https://www.econbiz.de/10015625849
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Guaranteed annuity option under correlated and regime-switching risks
Grozen, Jude Martin B.; Mamon, Rogemar S. - In: Risks : open access journal 14 (2026) 2, pp. 1-38
Guaranteed annuity options (GAOs) allow policyholders to convert accumulated funds into life annuities at maturity at a guaranteed minimum rate. Thus, insurers are exposed to both investment and longevity risks. Accurate valuation of these long-term, survival-contingent contracts is essential...
Persistent link: https://www.econbiz.de/10015615258
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