//--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
source:"econis"
~subject:"Börsenkurs"
~isPartOf:"Journal of financial econometrics : official journal of the Society for Financial Econometrics"
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: subject_exact:"Cyclical component"
Narrow search
Delete all filters
| 3 applied filters
Year of publication
From:
To:
Subject
All
Börsenkurs
Time series analysis
56
Zeitreihenanalyse
56
Theorie
25
Theory
25
Volatility
24
Volatilität
24
Estimation theory
20
Schätztheorie
20
ARCH model
18
ARCH-Modell
18
Estimation
17
Schätzung
17
Forecasting model
15
Prognoseverfahren
15
Capital income
12
Kapitaleinkommen
12
Share price
11
Market microstructure
7
Marktmikrostruktur
7
Stochastic process
6
Stochastischer Prozess
6
Correlation
5
Korrelation
5
high-frequency data
5
Financial market
4
Finanzmarkt
4
Multivariate Analyse
4
Multivariate analysis
4
Noise Trading
4
Noise trading
4
Statistical test
4
Statistischer Test
4
Analysis of variance
3
GARCH
3
Nichtparametrisches Verfahren
3
Nonparametric statistics
3
Regression analysis
3
Regressionsanalyse
3
Risikomaß
3
more ...
less ...
Online availability
All
Undetermined
5
Type of publication
All
Article
11
Type of publication (narrower categories)
All
Article in journal
11
Aufsatz in Zeitschrift
11
Language
All
English
11
Author
All
Balter, Janine
1
Engle, Robert F.
1
Halbleib, Roxana
1
Hallam, Mark
1
Harvey, David I.
1
Hassler, Uwe
1
Jacquier, Eric
1
Lanne, Markus
1
Leybourne, Stephen James
1
Liu, Xiaochun
1
Meitz, Mika
1
Narayan, Paresh Kumar
1
Okou, Cédric
1
Olmo, Jose
1
Rodrigues, Paulo M. M.
1
Rubia, Antonio
1
Saikkonen, Pentti
1
Smetanina, Ekaterina
1
Sollis, Robert
1
Voev, Valeri
1
Westerlund, Joakim
1
more ...
less ...
Published in...
All
Journal of financial econometrics : official journal of the Society for Financial Econometrics
Journal of econometrics
41
Journal of empirical finance
31
Economic modelling
27
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
24
Journal of risk and financial management : JRFM
20
Economics letters
18
International review of economics & finance : IREF
18
Applied economics
16
Discussion paper / Tinbergen Institute
16
International review of financial analysis
16
The North American journal of economics and finance : a journal of financial economics studies
16
Applied financial economics
15
Energy economics
15
Finance research letters
15
Journal of banking & finance
14
Journal of forecasting
14
Quantitative finance
14
CESifo working papers
13
SFB 649 discussion paper
13
Econometrics : open access journal
12
Economics working paper
12
International journal of forecasting
12
Research in international business and finance
12
The journal of finance : the journal of the American Finance Association
12
NBER working paper series
11
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
11
Journal of financial economics
10
Journal of international financial markets, institutions & money
10
Working paper / Department of Econometrics and Business Statistics, Monash University
10
Journal of economic dynamics & control
9
Journal of international money and finance
9
NBER Working Paper
9
The empirical economics letters : a monthly international journal of economics
9
Applied economics letters
8
Cambridge working papers in economics
8
Computational economics
8
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
8
International journal of economics and financial issues : IJEFI
8
Investment management and financial innovations
8
more ...
less ...
Source
All
ECONIS (ZBW)
Showing
1
-
11
of
11
Sort
Relevance
Date (newest first)
Date (oldest first)
1
Structural volatility impulse response function and asymptotic inference
Liu, Xiaochun
- In:
Journal of financial econometrics : official journal of …
16
(
2018
)
2
,
pp. 316-339
Persistent link: https://www.econbiz.de/10011987769
Saved in:
2
Real-Time GARCH
Smetanina, Ekaterina
- In:
Journal of financial econometrics : official journal of …
15
(
2017
)
4
,
pp. 561-601
Persistent link: https://www.econbiz.de/10011987644
Saved in:
3
Dynamic conditional beta
Engle, Robert F.
- In:
Journal of financial econometrics : official journal of …
14
(
2016
)
4
,
pp. 643-667
Persistent link: https://www.econbiz.de/10011623818
Saved in:
4
Quantile regression for long memory testing : a case of realized volatility
Hassler, Uwe
;
Rodrigues, Paulo M. M.
;
Rubia, Antonio
- In:
Journal of financial econometrics : official journal of …
14
(
2016
)
4
,
pp. 693-724
Persistent link: https://www.econbiz.de/10011623824
Saved in:
5
Forecasting covariance matrices : a mixed approach
Halbleib, Roxana
;
Voev, Valeri
- In:
Journal of financial econometrics : official journal of …
14
(
2016
)
2
,
pp. 383-417
Persistent link: https://www.econbiz.de/10011589016
Saved in:
6
Recursive right-tailed unit root tests for an explosive asset price bubble
Harvey, David I.
;
Leybourne, Stephen James
;
Sollis, Robert
- In:
Journal of financial econometrics : official journal of …
13
(
2015
)
1
,
pp. 166-187
Persistent link: https://www.econbiz.de/10010519657
Saved in:
7
Quarticity estimation on ohlc data
Balter, Janine
- In:
Journal of financial econometrics : official journal of …
13
(
2015
)
2
,
pp. 505-519
Persistent link: https://www.econbiz.de/10011339287
Saved in:
8
Testing for predictability in conditionally heteroskedastic stock returns
Westerlund, Joakim
;
Narayan, Paresh Kumar
- In:
Journal of financial econometrics : official journal of …
13
(
2015
)
2
,
pp. 342-375
Persistent link: https://www.econbiz.de/10011339304
Saved in:
9
Disentangling continuous volatility from jumps in long-run risk-return relationships
Jacquier, Eric
;
Okou, Cédric
- In:
Journal of financial econometrics : official journal of …
12
(
2014
)
3
,
pp. 544-583
Persistent link: https://www.econbiz.de/10010391947
Saved in:
10
Semiparametric density forecasts of daily financial returns from intraday data
Hallam, Mark
;
Olmo, Jose
- In:
Journal of financial econometrics : official journal of …
12
(
2014
)
2
,
pp. 408-432
Persistent link: https://www.econbiz.de/10010351542
Saved in:
11
Testing for linear and nonlinear predictability of stock returns
Lanne, Markus
;
Meitz, Mika
;
Saikkonen, Pentti
- In:
Journal of financial econometrics : official journal of …
11
(
2013
)
4
,
pp. 682-705
Persistent link: https://www.econbiz.de/10010233866
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->