//--> //--> //--> //-->
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
Market segmentation, liquidity...
Similar by subject
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
CAPM
94
Theorie
49
Theory
49
Volatility
42
Volatilität
42
Estimation
40
Estimation theory
40
Schätztheorie
40
Schätzung
40
Risikoprämie
37
Risk premium
37
Capital income
36
Kapitaleinkommen
36
Börsenkurs
25
Share price
25
Portfolio selection
23
Portfolio-Management
23
Forecasting model
21
Prognoseverfahren
21
Stochastic process
19
Stochastischer Prozess
19
Time series analysis
18
Zeitreihenanalyse
18
Factor analysis
17
Faktorenanalyse
17
Risiko
15
Risk
15
Nichtparametrisches Verfahren
12
Nonparametric statistics
12
Beta risk
10
Betafaktor
10
Option pricing theory
10
Optionspreistheorie
10
Method of moments
9
Momentenmethode
9
Statistical test
9
Statistischer Test
9
Bayes-Statistik
8
Bayesian inference
8
Regression analysis
8
more ...
less ...
Online availability
All
Undetermined
64
Free
1
Type of publication
All
Article
122
Type of publication (narrower categories)
All
Article in journal
121
Aufsatz in Zeitschrift
121
Collection of articles of several authors
2
Conference paper
2
Konferenzbeitrag
2
Sammelwerk
2
Language
All
English
122
Author
All
Aït-Sahalia, Yacine
7
Xiu, Dacheng
5
Bandi, Federico M.
4
Bollerslev, Tim
4
Mykland, Per A.
4
Tauchen, George Eugene
4
Todorov, Viktor
4
Engle, Robert F.
3
Hansen, Lars Peter
3
Zhang, Lan
3
Zhou, Hao
3
Bai, Jushan
2
Christensen, Jens H. E.
2
Fisher, Mark
2
Forbes, Catherine Scipione
2
Francq, Christian
2
Garcia, René
2
Ghysels, Eric
2
Gospodinov, Nikolaj
2
Grammig, Joachim
2
Jensen, Mark J.
2
Kleibergen, Frank
2
Laurent, Sébastien
2
Li, Jia
2
Liao, Yuan
2
Mancini, Loriano
2
Maneesoonthorn, Worapree
2
Martin, Gael M.
2
McAleer, Michael
2
Pelger, Markus
2
Renault, Eric
2
Sargent, Thomas J.
2
Scaillet, Olivier
2
Stutzer, Michael J.
2
Wachter, Jessica
2
Warusawitharana, Missaka
2
Almeida, Caio
1
Anatolyev, Stanislav
1
Andersen, Torben
1
Andreasen, Martin Møller
1
more ...
less ...
Published in...
All
Journal of econometrics
NBER working paper series
826
Working paper / National Bureau of Economic Research, Inc.
713
NBER Working Paper
629
Journal of banking & finance
610
Journal of financial economics
567
The review of financial studies
430
The journal of finance : the journal of the American Finance Association
428
Finance research letters
424
Journal of empirical finance
312
International review of financial analysis
301
Discussion paper / Centre for Economic Policy Research
283
Journal of financial and quantitative analysis : JFQA
282
Management science : journal of the Institute for Operations Research and the Management Sciences
252
International review of economics & finance : IREF
236
Pacific-Basin finance journal
224
Journal of international money and finance
221
Journal of economic dynamics & control
215
Discussion papers / CEPR
213
Economics letters
202
Journal of international financial markets, institutions & money
194
Research paper series / Swiss Finance Institute
190
Applied economics
180
Applied financial economics
175
The European journal of finance
169
Working paper
161
Review of quantitative finance and accounting
152
The North American journal of economics and finance : a journal of financial economics studies
152
Economic modelling
151
Working paper / Centre for Financial Research
145
The journal of futures markets
143
The journal of asset management
140
Review of finance : journal of the European Finance Association
139
Applied economics letters
138
Research in international business and finance
136
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
127
Finance and economics discussion series
118
Journal of monetary economics
118
International journal of theoretical and applied finance
116
Journal of financial markets
112
more ...
less ...
Source
All
ECONIS (ZBW)
122
Showing
1
-
10
of
122
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Asset pricing with neural networks : significance tests
Fallahgoul, Hasan
;
Franstianto, Vincentius
;
Lin, Xin
- In:
Journal of econometrics
238
(
2024
)
1
,
pp. 1-24
Persistent link: https://www.econbiz.de/10015073811
Saved in:
2
Examining macroeconomic models through the lens of asset pricing
Borovička, Jaroslav
;
Hansen, Lars Peter
- In:
Journal of econometrics
183
(
2014
)
1
,
pp. 67-90
Persistent link: https://www.econbiz.de/10010506087
Saved in:
3
Long-run risk-return trade-offs
Bandi, Federico M.
;
Perron, Benoit
- In:
Journal of econometrics
143
(
2008
)
2
,
pp. 349-374
Persistent link: https://www.econbiz.de/10003722606
Saved in:
4
A non-linear dynamic model of the variance risk premium
Eraker, Bjørn
;
Wang, Jiakou
- In:
Journal of econometrics
187
(
2015
)
2
,
pp. 547-556
Persistent link: https://www.econbiz.de/10011499758
Saved in:
5
Ex-post risk premia estimation and asset pricing tests using large cross sections : the regression-calibration approach
Kim, Soohun
;
Skoulakis, Georgios
- In:
Journal of econometrics
204
(
2018
)
2
,
pp. 159-188
Persistent link: https://www.econbiz.de/10011974727
Saved in:
6
Asymptotics of Cholesky GARCH models and time-varying conditional betas
Darolles, Serge
;
Francq, Christian
;
Laurent, Sébastien
- In:
Journal of econometrics
204
(
2018
)
2
,
pp. 223-247
Persistent link: https://www.econbiz.de/10011974730
Saved in:
7
Empirical asset pricing with multi-period disaster risk : a simulation-based approach
Sönksen, Jantje
;
Grammig, Joachim
- In:
Journal of econometrics
222
(
2021
)
1,3
,
pp. 805-832
Persistent link: https://www.econbiz.de/10012619790
Saved in:
8
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:
9
Predicting the VIX and the volatility risk premium : the role of short-run funding spreads Volatility Factors
Andreou, Elena
;
Ghysels, Eric
- In:
Journal of econometrics
220
(
2021
)
2
,
pp. 366-398
Persistent link: https://www.econbiz.de/10012618520
Saved in:
10
Dynamics of variance risk premia : a new model for disentangling the price of risk
Rombouts, Jeroen V. K.
;
Stentoft, Lars
;
Violante, Francesco
- In:
Journal of econometrics
217
(
2020
)
2
,
pp. 312-334
Persistent link: https://www.econbiz.de/10012482765
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...
//-->