//--> //--> //-->
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
The market price of risk and t...
Similar by person
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Asset prices
2
CAPM
2
Entropie
2
Entropy
2
Risiko
2
Risk
2
Robustness
2
Anlageverhalten
1
Behavioural finance
1
Charles R. Nelson
1
Decision under risk
1
Discounting
1
Diskontierung
1
Entscheidung unter Risiko
1
Erwartungsbildung
1
Expectation formation
1
Exponential quadratic stochastic discount factor
1
Financial econometrics
1
Financial economics
1
Finanzmarktökonometrie
1
Kapitalmarkttheorie
1
Model uncertainty
1
Option pricing theory
1
Optionspreistheorie
1
Probability theory
1
Relative and Chernoff entropy
1
Relative entropy
1
Risikoprämie
1
Risk premium
1
Stochastic process
1
Stochastischer Prozess
1
Uncertainty
1
Wahrscheinlichkeitsrechnung
1
more ...
less ...
Online availability
All
Undetermined
2
Type of publication
All
Article
5
Book / Working Paper
1
Type of publication (narrower categories)
All
Article in journal
3
Aufsatz in Zeitschrift
3
Collection of articles of several authors
1
Festschrift
1
Sammelwerk
1
Language
All
English
3
Undetermined
3
Author
All
Cogley, Timothy
3
Hansen, Lars Peter
3
Sargent, Thomas J.
3
Durlauf, Steven N.
2
Nason, James M.
2
Han, Lloyd S.
1
Nelson, Charles R.
1
Szőke, Bálint
1
more ...
less ...
Published in...
All
Journal of econometrics
Journal of monetary economics
37
Journal of political economy
27
The American economic review
27
Journal of Monetary Economics
23
Journal of economic dynamics & control
21
Working Papers / Federal Reserve Bank of Minneapolis
21
NBER working paper series
20
Journal of money, credit and banking : JMCB
19
Review of economic dynamics
19
Staff Report / Federal Reserve Bank of Minneapolis
19
NBER Working Paper
17
Staff report / Research Department, Federal Reserve Bank of Minneapolis
16
Working paper / National Bureau of Economic Research, Inc.
16
Journal of economic theory
15
Discussion paper / University of British Columbia, Department of Economics
14
FRBSF Economic Letter
14
Journal of Economic Dynamics and Control
13
Discussion paper / Centre for Economic Policy Research
12
International economic review
12
Economic review : an annual report of the Economic Research Department
11
Journal of economic literature
11
American Economic Review
10
Working Papers in Applied Economic Theory
10
Review of Economic Dynamics
9
The economic journal : the journal of the Royal Economic Society
9
Macroeconomic dynamics
8
NBER Working Papers
8
The quarterly journal of economics
8
Working Paper
8
Working paper series / Federal Reserve Bank of San Francisco, Economic Research Department
8
Journal of Economic Theory
7
Rational expectations and econometric practice ; 1
7
Economic Review
6
Economica
6
Federal Reserve Bank of Minneapolis quarterly review
6
Papers / Hoover Institution on War Revolution & Peace, Stanford University
6
Quarterly Review
6
Rational expectations and econometric practice ; Vol. 2
6
Working Paper / Federal Reserve Bank of Atlanta
6
more ...
less ...
Source
All
ECONIS (ZBW)
3
OLC EcoSci
3
Showing
1
-
6
of
6
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Macroeconomic uncertainty prices when beliefs are tenuous
Hansen, Lars Peter
;
Sargent, Thomas J.
- In:
Journal of econometrics
223
(
2021
)
1
,
pp. 222-250
Persistent link: https://www.econbiz.de/10012619969
Saved in:
2
Twisted probabilities, uncertainty, and prices
Hansen, Lars Peter
;
Szőke, Bálint
;
Han, Lloyd S.
; …
- In:
Journal of econometrics
216
(
2020
)
1
,
pp. 151-174
Persistent link: https://www.econbiz.de/10012439662
Saved in:
3
Honoring the research contributions of Charles R. Nelson
Cogley, Timothy
(
contributor
);
Nelson, Charles R.
(
honouree
)
-
2008
Persistent link: https://www.econbiz.de/10003783443
Saved in:
4
Introduction: Journal of Econometrics special issue honoring the research contributions of Charles R. Nelson
Cogley, Timothy
;
Durlauf, Steven N.
;
Nason, James M.
- In:
Journal of econometrics
146
(
2008
)
2
,
pp. 199-202
Persistent link: https://www.econbiz.de/10008898226
Saved in:
5
Introduction: Journal of Econometrics special issue honoring the research contributions of Charles R. Nelson
Cogley, Timothy
;
Durlauf, Steven N.
;
Nason, James M.
- In:
Journal of econometrics
146
(
2008
)
2
,
pp. 199-201
Persistent link: https://www.econbiz.de/10008135106
Saved in:
6
Seasonality and approximation errors in rational expectations models
Hansen, Lars Peter
;
Sargent, Thomas J.
- In:
Journal of econometrics
55
(
1993
)
1-2
,
pp. 21-56
Persistent link: https://www.econbiz.de/10006805340
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->