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
Retain my current filters
~isPartOf:"Econometric reviews"
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
On heterogeneous latent class...
Similar by person
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Capital income
2
Kapitaleinkommen
2
Theorie
2
Theory
2
1973-2008
1
ARCH model
1
ARCH-Modell
1
CAPM
1
Correlation
1
Dynamische Wirtschaftstheorie
1
Economic dynamics
1
Exponential GARCH
1
Großbritannien
1
ICAPM
1
Korrelation
1
Portfolio selection
1
Portfolio-Management
1
Risikomaß
1
Risikoprämie
1
Risk measure
1
Risk premium
1
Statistical distribution
1
Statistische Verteilung
1
United Kingdom
1
asymmetric distribution
1
in-mean
1
portfolio selection
1
risk premium
1
unconditional skewness
1
value-at-risk
1
more ...
less ...
Online availability
All
Undetermined
1
Type of publication
All
Article
2
Type of publication (narrower categories)
All
Article in journal
2
Aufsatz in Zeitschrift
2
Language
All
English
2
Author
All
Hafner, Christian M.
2
Franses, Philip Hans
1
Kyriakopoulou, Dimitra
1
Published in...
All
Econometric reviews
CORE discussion papers : DP
21
Econometric Institute research papers
11
Econometric theory
8
CORE discussion paper : DP
7
Discussion papers of interdisciplinary research project 373
7
Journal of econometrics
7
SFB 373 Discussion Paper
7
SFB 373 Discussion Papers
7
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
6
SFB 649 discussion paper
6
CORE Discussion Papers
5
Economics letters
5
Journal of applied econometrics
5
SFB 649 Discussion Papers
5
Universitext
5
CORE Discussion Papers RP
4
Discussion paper / Tinbergen Institute
4
Journal of Applied Econometrics
4
SFB 649 Discussion Paper
4
Tinbergen Institute Discussion Papers
4
Computational Statistics & Data Analysis
3
Econometric Theory
3
Econometrics
3
Economics Letters
3
IRTG 1792 Discussion Paper
3
International Econometric Review (IER)
3
Journal of Risk and Financial Management
3
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
3
Journal of risk and financial management : JRFM
3
Tinbergen Institute Discussion Paper
3
African Development Review
2
Annales d'économie et de statistique
2
CEMMAP working papers / Centre for Microdata Methods and Practice
2
Cambridge working papers in economics
2
Discussion paper / Institut de Statistique, Biostatistique et Sciences Actuarielles (ISBA)
2
Econometrics : open access journal
2
Econometrics Journal
2
Finance : revue de l'Association Française de Finance
2
Finance and stochastics
2
more ...
less ...
Source
All
ECONIS (ZBW)
2
Showing
1
-
2
of
2
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
A generalized dynamic conditional correlation model : simulation and application to many assets
Hafner, Christian M.
;
Franses, Philip Hans
- In:
Econometric reviews
28
(
2009
)
6
,
pp. 612-631
Persistent link: https://www.econbiz.de/10003881196
Saved in:
2
Reconciling negative return skewness with positive time-varying risk premia
Kyriakopoulou, Dimitra
;
Hafner, Christian M.
- In:
Econometric reviews
41
(
2022
)
8
,
pp. 877-894
Persistent link: https://www.econbiz.de/10013364913
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
