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~type_genre:"Aufsatz in Zeitschrift"
~type_genre:"Article in journal"
~isPartOf:"Journal of econometrics"
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Capital income
137
Kapitaleinkommen
137
Volatility
72
Volatilität
72
Theorie
55
Theory
55
Estimation
53
Schätzung
53
Estimation theory
46
Schätztheorie
46
Forecasting model
45
Prognoseverfahren
45
Börsenkurs
43
Share price
43
Time series analysis
38
Zeitreihenanalyse
38
Portfolio selection
24
Portfolio-Management
24
ARCH model
23
ARCH-Modell
23
CAPM
20
Stochastic process
20
Stochastischer Prozess
20
Regression analysis
18
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18
Correlation
17
Korrelation
17
Market microstructure
16
Marktmikrostruktur
16
Risikoprämie
16
Risk premium
16
High-frequency data
15
Factor analysis
13
Faktorenanalyse
13
Statistical distribution
13
Statistische Verteilung
13
Nichtparametrisches Verfahren
11
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11
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10
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9
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Undetermined
91
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Article
140
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Aufsatz in Zeitschrift
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Collection of articles of several authors
1
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English
141
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Todorov, Viktor
9
Bollerslev, Tim
8
Andersen, Torben
6
Xiu, Dacheng
6
Meddahi, Nour
5
Mykland, Per A.
5
Tauchen, George Eugene
5
Demetrescu, Matei
4
Linton, Oliver
4
Rodrigues, Paulo M. M.
4
Shephard, Neil G.
4
Taylor, Robert
4
Aït-Sahalia, Yacine
3
Bandi, Federico M.
3
Diebold, Francis X.
3
Li, Yingying
3
McAleer, Michael
3
Renault, Eric
3
Timmermann, Allan
3
Almeida, Caio
2
Asai, Manabu
2
Bekaert, Geert
2
Chang, Chia-Lin
2
Garcia, René
2
Georgiev, Iliyan
2
Hautsch, Nikolaus
2
Li, Canlin
2
Li, Jia
2
Liao, Yuan
2
Paolella, Marc S.
2
Patton, Andrew J.
2
Pelger, Markus
2
Peng, Liang
2
Perron, Benoit
2
Polak, Pawel
2
Sheppard, Kevin
2
Wachter, Jessica
2
Warusawitharana, Missaka
2
Wu, Jianbin
2
Yang, Xiye
2
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Conference on Realized Volatility <2006, Montréal>
1
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Journal of econometrics
Journal of banking & finance
579
Finance research letters
522
International review of financial analysis
486
Journal of financial economics
468
The journal of finance : the journal of the American Finance Association
422
The review of financial studies
397
Journal of empirical finance
378
Applied financial economics
361
Pacific-Basin finance journal
358
International review of economics & finance : IREF
331
Journal of financial and quantitative analysis : JFQA
327
Applied economics
323
Applied economics letters
277
Journal of international financial markets, institutions & money
257
The North American journal of economics and finance : a journal of financial economics studies
253
Review of quantitative finance and accounting
247
Research in international business and finance
243
The European journal of finance
242
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
207
Economic modelling
189
Economics letters
189
Management science : journal of the Institute for Operations Research and the Management Sciences
184
International journal of economics and finance
181
Journal of risk and financial management : JRFM
170
The journal of real estate finance and economics
162
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
158
Energy economics
155
Investment management and financial innovations
147
Journal of international money and finance
146
The journal of asset management
144
Journal of financial markets
137
International journal of economics and financial issues : IJEFI
135
The journal of futures markets
129
International journal of finance & economics : IJFE
122
The journal of portfolio management : a publication of Institutional Investor
119
Global finance journal
118
The financial review : the official publication of the Eastern Finance Association
114
Journal of economics and finance
112
Cogent economics & finance
111
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ECONIS (ZBW)
141
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1
Are bond returns predictable with real-time macro data?
Huang, Dashan
;
Jiang, Fuwei
;
Li, Kunpeng
;
Tong, Guoshi
; …
- In:
Journal of econometrics
237
(
2023
)
2,3
,
pp. 1-20
Persistent link: https://www.econbiz.de/10014471827
Saved in:
2
Realized matrix-exponential stochastic volatility with asymmetry, long memory and higher-moment spillovers
Asai, Manabu
;
Chang, Chia-Lin
;
McAleer, Michael
- In:
Journal of econometrics
227
(
2022
)
1
,
pp. 285-304
Persistent link: https://www.econbiz.de/10013441658
Saved in:
3
Real-time Bayesian learning and bond return predictability
Wan, Runqing
;
Fulop, Andras
;
Li, Junye
- In:
Journal of econometrics
230
(
2022
)
1
,
pp. 114-130
Persistent link: https://www.econbiz.de/10013441922
Saved in:
4
Intraday cross-sectional distributions of systematic risk
Andersen, Torben
;
Riva, Raul
;
Thyrsgaard, Martin
; …
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 1394-1418
Persistent link: https://www.econbiz.de/10014471397
Saved in:
5
Parametric estimation of long memory in factor models
Ergemen, Yunus Emre
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 1483-1499
Persistent link: https://www.econbiz.de/10014471404
Saved in:
6
Tail index estimation in the presence of covariates : stock returns' tail risk dynamics
Nicolau, João
;
Rodrigues, Paulo M. M.
;
Stoykov, Marian Z.
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 2266-2284
Persistent link: https://www.econbiz.de/10014471455
Saved in:
7
Penetrating sporadic return predictability
Tu, Yundong
;
Xie, Xinling
- In:
Journal of econometrics
237
(
2023
)
1
,
pp. 1-27
Persistent link: https://www.econbiz.de/10014471472
Saved in:
8
Beta observation-driven models with exogenous regressors : a joint analysis of realized correlation and leverage effects
Gorgi, Paolo
;
Koopman, Siem Jan
- In:
Journal of econometrics
237
(
2023
)
2,2
,
pp. 1-21
Persistent link: https://www.econbiz.de/10014471518
Saved in:
9
Score-driven models for realized volatility
Harvey, Andrew C.
;
Palumbo, Dario
- In:
Journal of econometrics
237
(
2023
)
2,2
,
pp. 1-14
Persistent link: https://www.econbiz.de/10014471522
Saved in:
10
Volatility measurement with pockets of extreme return persistence
Andersen, Torben
;
Li, Yingying
;
Todorov, Viktor
;
Zhou, Bo
- In:
Journal of econometrics
237
(
2023
)
2,3
,
pp. 1-27
Persistent link: https://www.econbiz.de/10014471793
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