//--> //--> //--> //-->
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
Diffusionsverläufe und -perspe...
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
406
Schätztheorie
406
Time series analysis
329
Zeitreihenanalyse
329
Estimation
205
Schätzung
205
Volatility
167
Volatilität
167
Stochastic process
148
Stochastischer Prozess
148
Forecasting model
141
Prognoseverfahren
141
Nichtparametrisches Verfahren
139
Nonparametric statistics
139
Regression analysis
124
Regressionsanalyse
124
Statistical test
114
Statistischer Test
114
Panel
110
Panel study
110
Monte Carlo simulation
102
Monte-Carlo-Simulation
102
Ökonometrie
97
Econometrics
95
Bayes-Statistik
92
Bayesian inference
92
USA
89
United States
89
Statistical distribution
85
Statistische Verteilung
85
Markov chain
84
Markov-Kette
84
Cointegration
78
Kointegration
78
Statistical theory
75
Statistische Methodenlehre
75
Einheitswurzeltest
73
Method of moments
73
more ...
less ...
Online availability
All
Undetermined
394
Free
9
Type of publication
All
Article
1,720
Book / Working Paper
39
Type of publication (narrower categories)
All
Article in journal
1,729
Aufsatz in Zeitschrift
1,729
Collection of articles of several authors
50
Sammelwerk
50
Konferenzschrift
17
Conference proceedings
13
Festschrift
9
Conference paper
7
Konferenzbeitrag
7
Aufsatzsammlung
6
Systematic review
3
Übersichtsarbeit
3
Bibliografie enthalten
1
Bibliography included
1
more ...
less ...
Language
All
English
1,759
Author
All
Phillips, Peter C. B.
33
Koop, Gary
18
Pesaran, M. Hashem
18
Lee, Lung-fei
16
Ghysels, Eric
15
Swanson, Norman R.
15
Yu, Jun
15
Aït-Sahalia, Yacine
14
Gouriéroux, Christian
14
Granger, C. W. J.
14
Timmermann, Allan
14
Hsiao, Cheng
12
Li, Qi
12
Linton, Oliver
12
Schmidt, Peter
12
Taylor, Robert
12
Chib, Siddhartha
11
Corradi, Valentina
11
Diebold, Francis X.
11
Steel, Mark F. J.
11
Todorov, Viktor
11
Bollerslev, Tim
10
Park, Joon Y.
10
Renault, Eric
10
Tauchen, George Eugene
10
Baltagi, Badi H.
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
Gonzalo, Jesús
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
8,250
NBER Working Paper
7,634
Working paper / National Bureau of Economic Research, Inc.
6,929
European journal of operational research : EJOR
6,123
Economics letters
5,582
Discussion paper / Centre for Economic Policy Research
4,602
CESifo working papers
4,102
Working paper
3,252
Journal of economic theory
2,887
Journal of economic dynamics & control
2,608
The American economic review
2,608
Discussion paper series / IZA
2,605
Computers & operations research : and their applications to problems of world concern ; an international journal
2,590
Discussion paper / Tinbergen Institute
2,579
International journal of production research
2,497
Journal of economic behavior & organization : JEBO
2,378
The economic journal : the journal of the Royal Economic Society
2,267
Europäische Hochschulschriften / 5
2,180
Discussion paper
2,114
CESifo Working Paper
2,100
European economic review : EER
2,088
SpringerLink / Bücher
2,054
Economic modelling
1,996
Applied economics
1,923
IZA Discussion Paper
1,912
Discussion papers / CEPR
1,870
Journal of public economics
1,867
Games and economic behavior
1,852
CESifo Working Paper Series
1,833
Management science : journal of the Institute for Operations Research and the Management Sciences
1,820
Economic theory : official journal of the Society for the Advancement of Economic Theory
1,780
Journal of banking & finance
1,736
Discussion paper / Center for Economic Research, Tilburg University
1,696
International journal of production economics
1,678
Journal of monetary economics
1,548
Public choice
1,542
Ecological economics : the transdisciplinary journal of the International Society for Ecological Economics
1,531
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
1,527
IMF working papers
1,491
more ...
less ...
Source
All
ECONIS (ZBW)
1,759
Showing
1
-
10
of
1,759
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Nonparametric estimation of jump diffusion models
Park, Joon Y.
;
Wang, Bin
- In:
Journal of econometrics
222
(
2021
)
1,3
,
pp. 688-715
Persistent link: https://www.econbiz.de/10012619778
Saved in:
2
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:
3
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:
4
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:
5
Bayesian analysis of contingent claim model error
Jacquier, Eric
;
Jarrow, Robert A.
- In:
Journal of econometrics
94
(
2000
)
1/2
,
pp. 145-180
Persistent link: https://www.econbiz.de/10001437752
Saved in:
6
Post-'87 crash fears in the S&P 500 futures option market
Bates, David S.
- In:
Journal of econometrics
94
(
2000
)
1/2
,
pp. 181-238
Persistent link: https://www.econbiz.de/10001437755
Saved in:
7
Regime switching in foreign exchange rates : evidence from currency option prices
Bollen, Nicolas P. B.
;
Gray, Stephen
;
Whaley, Robert E.
- In:
Journal of econometrics
94
(
2000
)
1/2
,
pp. 239-276
Persistent link: https://www.econbiz.de/10001437758
Saved in:
8
Pricing and hedging long-term options
Bakshi, Gurdip S.
;
Cao, Charles Q.
;
Chen, Zhiwu
- In:
Journal of econometrics
94
(
2000
)
1/2
,
pp. 277-318
Persistent link: https://www.econbiz.de/10001437760
Saved in:
9
Heterogeneous information arrival and option pricing
Asea, Patrick K.
- In:
Journal of econometrics
83
(
1998
)
1
,
pp. 291-323
Persistent link: https://www.econbiz.de/10001336944
Saved in:
10
Do option markets correctly price the probabilities of movement of the underlying asset?
Aït-Sahalia, Yacine
;
Wang, Yubo
;
Yared, Francis
- In:
Journal of econometrics
102
(
2001
)
1
,
pp. 67-110
Persistent link: https://www.econbiz.de/10001575286
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...
//-->