//--> //--> //--> //-->
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
Adjusted for risk
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
409
Schätztheorie
409
Time series analysis
326
Zeitreihenanalyse
326
Estimation
195
Schätzung
195
Volatility
149
Volatilität
149
Forecasting model
147
Prognoseverfahren
147
Nichtparametrisches Verfahren
129
Nonparametric statistics
129
Regression analysis
124
Regressionsanalyse
124
Stochastic process
119
Stochastischer Prozess
119
Statistical test
115
Statistischer Test
115
Panel
110
Panel study
110
Monte Carlo simulation
99
Monte-Carlo-Simulation
99
Ökonometrie
97
Bayes-Statistik
95
Bayesian inference
95
Econometrics
95
USA
88
United States
88
Portfolio selection
86
Portfolio-Management
86
Markov chain
79
Markov-Kette
79
Cointegration
78
Kointegration
78
Statistical distribution
77
Statistische Verteilung
77
Statistical theory
76
Statistische Methodenlehre
76
more ...
less ...
Online availability
All
Undetermined
396
Free
9
Type of publication
All
Article
1,702
Book / Working Paper
40
Type of publication (narrower categories)
All
Article in journal
1,712
Aufsatz in Zeitschrift
1,712
Collection of articles of several authors
51
Sammelwerk
51
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
1,742
Author
All
Phillips, Peter C. B.
31
Koop, Gary
18
Pesaran, M. Hashem
18
Lee, Lung-fei
16
Linton, Oliver
15
Timmermann, Allan
15
Ghysels, Eric
14
Granger, C. W. J.
14
Swanson, Norman R.
14
Gouriéroux, Christian
13
Yu, Jun
13
Aït-Sahalia, Yacine
12
Hsiao, Cheng
12
Li, Qi
12
Schmidt, Peter
12
Taylor, Robert
12
Chib, Siddhartha
11
Diebold, Francis X.
11
Steel, Mark F. J.
11
Corradi, Valentina
10
Dijk, Herman K. van
10
Maasoumi, Esfandiar
10
Patton, Andrew J.
10
Renault, Eric
10
Baltagi, Badi H.
9
Kohn, Robert
9
Lütkepohl, Helmut
9
Robinson, Peter M.
9
Smith, Richard J.
9
Tsionas, Efthymios G.
9
White, Halbert
9
Barnett, William A.
8
Bollerslev, Tim
8
Dufour, Jean-Marie
8
Elliott, Graham
8
Hidalgo, Javier
8
Koopman, Siem Jan
8
Kumbhakar, Subal
8
Magnus, Jan R.
8
McAleer, Michael
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
8,397
NBER Working Paper
7,716
Working paper / National Bureau of Economic Research, Inc.
7,100
European journal of operational research : EJOR
6,111
Economics letters
5,661
Discussion paper / Centre for Economic Policy Research
4,696
CESifo working papers
4,145
Working paper
3,236
Journal of economic theory
2,918
The American economic review
2,635
Discussion paper series / IZA
2,605
Journal of economic dynamics & control
2,601
Computers & operations research : and their applications to problems of world concern ; an international journal
2,597
Discussion paper / Tinbergen Institute
2,594
International journal of production research
2,492
Journal of economic behavior & organization : JEBO
2,428
Europäische Hochschulschriften / 5
2,202
The economic journal : the journal of the Royal Economic Society
2,186
Discussion paper
2,117
CESifo Working Paper
2,112
European economic review : EER
2,094
Economic modelling
2,046
SpringerLink / Bücher
2,026
Applied economics
2,025
Journal of banking & finance
1,952
Management science : journal of the Institute for Operations Research and the Management Sciences
1,950
Discussion papers / CEPR
1,920
IZA Discussion Paper
1,902
Journal of public economics
1,876
Games and economic behavior
1,868
CESifo Working Paper Series
1,847
Economic theory : official journal of the Society for the Advancement of Economic Theory
1,793
Discussion paper / Center for Economic Research, Tilburg University
1,718
International journal of production economics
1,658
Journal of monetary economics
1,554
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
1,532
Public choice
1,524
Finance research letters
1,522
IMF working papers
1,519
more ...
less ...
Source
All
ECONIS (ZBW)
1,742
Showing
1
-
10
of
1,742
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Optimal frequency of portfolio evaluation in a choice experiment with ambiguity and loss aversion
Bellemare, Charles
;
Kröger, Sabine
;
Sossou, Kouamé Marius
- In:
Journal of econometrics
231
(
2022
)
1
,
pp. 248-264
Persistent link: https://www.econbiz.de/10013441984
Saved in:
2
"Stochastically more risk averse" : a contextual
theory
of stochastic discrete choice under risk
Wilcox, Nathaniel T.
- In:
Journal of econometrics
162
(
2011
)
1
,
pp. 89-104
Persistent link: https://www.econbiz.de/10009270696
Saved in:
3
Nonparametric risk management and implied risk aversion
Aït-Sahalia, Yacine
;
Lo, Andrew W.
- In:
Journal of econometrics
94
(
2000
)
1/2
,
pp. 9-51
Persistent link: https://www.econbiz.de/10001437741
Saved in:
4
The demand for risky assets : sample selection and household portfolios
Perraudin, William R. M.
;
Sørensen, Bent E.
- In:
Journal of econometrics
97
(
2000
)
1
,
pp. 117-144
Persistent link: https://www.econbiz.de/10001487321
Saved in:
5
Using conditional moments of asset payoffs to infer the volatility of intertemporal marginal rates of substitution
Gallant, A. Ronald
- In:
Journal of econometrics
45
(
1990
)
1
,
pp. 141-179
Persistent link: https://www.econbiz.de/10001332076
Saved in:
6
Residual risk revisited
Lehmann, Bruce Neal
- In:
Journal of econometrics
45
(
1990
)
1
,
pp. 71-92
Persistent link: https://www.econbiz.de/10001332079
Saved in:
7
Economic tracking portfolios
Lamont, Owen A.
- In:
Journal of econometrics
105
(
2001
)
1
,
pp. 161-184
Persistent link: https://www.econbiz.de/10001617161
Saved in:
8
Subsampling the distribution of diverging statistics with applications to finance
Bertail, Patrice
;
Häfke, Christian
;
Politis, Dimitris N.
; …
- In:
Journal of econometrics
120
(
2004
)
2
,
pp. 295-326
Persistent link: https://www.econbiz.de/10002028637
Saved in:
9
Factor representing portfolios in large asset markets
Sentana, Enrique
- In:
Journal of econometrics
119
(
2004
)
2
,
pp. 257-289
Persistent link: https://www.econbiz.de/10001956189
Saved in:
10
PELVE : probability equivalent level of VaR and ES
Li, Hengxin
;
Wang, Ruodu
- In:
Journal of econometrics
234
(
2023
)
1
,
pp. 353-370
Persistent link: https://www.econbiz.de/10014364915
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...
//-->