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:"Journal of 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
Pricing stock and bond options...
Similar by subject
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Theorie
1,691
Theory
1,691
Estimation theory
402
Schätztheorie
402
Time series analysis
322
Zeitreihenanalyse
322
Estimation
199
Schätzung
199
Forecasting model
147
Prognoseverfahren
147
Volatility
146
Volatilität
146
Nichtparametrisches Verfahren
129
Nonparametric statistics
129
Regression analysis
126
Regressionsanalyse
126
Stochastic process
121
Stochastischer Prozess
121
Statistical test
114
Statistischer Test
114
Panel
111
Panel study
111
Monte Carlo simulation
100
Monte-Carlo-Simulation
100
Ökonometrie
97
Bayes-Statistik
96
Bayesian inference
96
Econometrics
95
USA
89
United States
89
Markov chain
81
Markov-Kette
81
Cointegration
78
Kointegration
78
Statistical distribution
77
Statistical theory
77
Statistische Methodenlehre
77
Statistische Verteilung
77
Einheitswurzeltest
73
Method of moments
73
more ...
less ...
Online availability
All
Undetermined
386
Free
9
Type of publication
All
Article
1,698
Book / Working Paper
40
Type of publication (narrower categories)
All
Article in journal
1,706
Aufsatz in Zeitschrift
1,706
Collection of articles of several authors
50
Sammelwerk
50
Konferenzschrift
17
Conference proceedings
13
Festschrift
9
Conference paper
8
Konferenzbeitrag
8
Aufsatzsammlung
7
Systematic review
3
Übersichtsarbeit
3
Bibliografie enthalten
1
Bibliography included
1
more ...
less ...
Language
All
English
1,738
Author
All
Phillips, Peter C. B.
32
Koop, Gary
18
Pesaran, M. Hashem
18
Lee, Lung-fei
16
Gouriéroux, Christian
15
Timmermann, Allan
15
Ghysels, Eric
14
Granger, C. W. J.
14
Swanson, Norman R.
14
Aït-Sahalia, Yacine
13
Yu, Jun
13
Hsiao, Cheng
12
Li, Qi
12
Schmidt, Peter
12
Taylor, Robert
12
Chib, Siddhartha
11
Diebold, Francis X.
11
Linton, Oliver
11
Steel, Mark F. J.
11
Corradi, Valentina
10
Renault, Eric
10
Baltagi, Badi H.
9
Bollerslev, Tim
9
Dijk, Herman K. van
9
Kohn, Robert
9
Lütkepohl, Helmut
9
Maasoumi, Esfandiar
9
McAleer, Michael
9
Patton, Andrew J.
9
Robinson, Peter M.
9
Smith, Richard J.
9
Tsionas, Efthymios G.
9
White, Halbert
9
Barnett, William A.
8
Dufour, Jean-Marie
8
Elliott, Graham
8
Hidalgo, Javier
8
Koopman, Siem Jan
8
Kumbhakar, Subal
8
Magnus, Jan R.
8
more ...
less ...
Institution
All
(EC)2 Conference <1, 1990; 2, 1991>
1
Association of Asia-Pacific Business School's Academic Conference <2018, Hongkong>
1
Chengdu International Econometrics Conference in Honor of Professor Cheng Hsiao's Contribution to Econometrics <2012, Chengdu>
1
National Bureau of Economic Research
1
National Science Foundation
1
Sir Clive Granger Memorial Conference <2010, Nottingham>
1
Symposium on Forecasting and Empirical Methods in Macroeconomics and Finance <1999, Cambridge, Mass.>
1
more ...
less ...
Published in...
All
Journal of econometrics
NBER working paper series
8,516
NBER Working Paper
7,885
Working paper / National Bureau of Economic Research, Inc.
7,208
European journal of operational research : EJOR
6,156
Economics letters
5,781
Discussion paper / Centre for Economic Policy Research
4,729
CESifo working papers
4,228
Working paper
3,359
Journal of economic theory
2,977
Discussion paper series / IZA
2,715
The American economic review
2,669
Discussion paper / Tinbergen Institute
2,623
Journal of economic dynamics & control
2,595
Computers & operations research : and their applications to problems of world concern ; an international journal
2,594
International journal of production research
2,565
Journal of economic behavior & organization : JEBO
2,461
The economic journal : the journal of the Royal Economic Society
2,216
Europäische Hochschulschriften / 5
2,195
CESifo Working Paper
2,176
Discussion paper
2,161
European economic review : EER
2,135
Applied economics
2,131
Economic modelling
2,091
SpringerLink / Bücher
2,001
Discussion papers / CEPR
1,977
IZA Discussion Paper
1,968
Journal of banking & finance
1,916
Management science : journal of the Institute for Operations Research and the Management Sciences
1,916
CESifo Working Paper Series
1,906
Games and economic behavior
1,904
Journal of public economics
1,884
Finance research letters
1,810
Economic theory : official journal of the Society for the Advancement of Economic Theory
1,805
Discussion paper / Center for Economic Research, Tilburg University
1,713
International journal of production economics
1,705
Applied economics letters
1,613
Journal of monetary economics
1,581
IMF working papers
1,577
Energy economics
1,574
more ...
less ...
Source
All
ECONIS (ZBW)
1,738
Showing
1
-
10
of
1,738
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
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:
2
Variance disparity and market frictions
Park, Yang-Ho
- In:
Journal of econometrics
214
(
2020
)
2
,
pp. 326-348
Persistent link: https://www.econbiz.de/10012438393
Saved in:
3
Variance trading and market price of variance
risk
Bondarenko, Oleg
- In:
Journal of econometrics
180
(
2014
)
1
,
pp. 81-97
Persistent link: https://www.econbiz.de/10010379480
Saved in:
4
Model-based pricing for financial derivatives
Zhu, Ke
;
Ling, Shiqing
- In:
Journal of econometrics
187
(
2015
)
2
,
pp. 447-457
Persistent link: https://www.econbiz.de/10011499705
Saved in:
5
Maximum score estimation of disequilibrium models and the role of anticipatory price-setting
Mayer, Walter James
- In:
Journal of econometrics
87
(
1998
)
1
,
pp. 1-24
Persistent link: https://www.econbiz.de/10001248308
Saved in:
6
Econometric methods for
derivative
securities and
risk
management
Garcia, René
(
contributor
);
Ghysels, Eric
(
contributor
); …
- In:
Journal of econometrics
94
(
2000
)
1/2
,
pp. 1-7
Persistent link: https://www.econbiz.de/10001437739
Saved in:
7
American options with stochastic dividends and volatility : a nonparametric investigation
Broadie, Mark
(
contributor
)
- In:
Journal of econometrics
94
(
2000
)
1/2
,
pp. 53-92
Persistent link: https://www.econbiz.de/10001437745
Saved in:
8
Pricing and hedging
derivative
securities with neural networks and a homogeneity hint
Garcia, René
;
Gençay, Ramazan
- In:
Journal of econometrics
94
(
2000
)
1/2
,
pp. 93-115
Persistent link: https://www.econbiz.de/10001437747
Saved in:
9
Econometric specification of the
risk
neutral valuation model
Clément, Emmanuelle
;
Gouriéroux, Christian
;
Monfort, Alain
- In:
Journal of econometrics
94
(
2000
)
1/2
,
pp. 117-143
Persistent link: https://www.econbiz.de/10001437749
Saved in:
10
A causality-in-variance test and its application to financial market prices
Cheung, Yin-Wong
- In:
Journal of econometrics
72
(
1996
)
1
,
pp. 33-48
Persistent link: https://www.econbiz.de/10001198033
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
×
Loading...
