//--> //--> //--> //-->
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
International financial integr...
Similar by subject
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Theorie
1,684
Theory
1,684
Estimation theory
502
Schätztheorie
502
Time series analysis
366
Zeitreihenanalyse
366
Estimation
223
Schätzung
223
Volatility
178
Volatilität
178
Forecasting model
153
Prognoseverfahren
153
Correlation
143
Korrelation
143
Nichtparametrisches Verfahren
141
Nonparametric statistics
141
Regression analysis
132
Regressionsanalyse
132
Stochastic process
130
Stochastischer Prozess
130
Panel
127
Panel study
127
Statistical test
127
Statistischer Test
127
Bayes-Statistik
101
Bayesian inference
101
Monte Carlo simulation
100
Monte-Carlo-Simulation
100
Ökonometrie
98
Econometrics
97
USA
92
United States
92
ARCH model
89
ARCH-Modell
89
Portfolio selection
86
Portfolio-Management
86
Statistical distribution
86
Statistische Verteilung
86
Cointegration
85
Kointegration
85
more ...
less ...
Online availability
All
Undetermined
483
Free
12
Type of publication
All
Article
1,832
Book / Working Paper
46
Type of publication (narrower categories)
All
Article in journal
1,852
Aufsatz in Zeitschrift
1,852
Collection of articles of several authors
55
Sammelwerk
55
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
1,878
Author
All
Phillips, Peter C. B.
34
Pesaran, M. Hashem
20
Koop, Gary
18
Linton, Oliver
18
Lee, Lung-fei
17
Timmermann, Allan
17
Ghysels, Eric
16
Gouriéroux, Christian
14
Granger, C. W. J.
14
Swanson, Norman R.
14
Taylor, Robert
14
Aït-Sahalia, Yacine
13
Diebold, Francis X.
13
Hsiao, Cheng
13
Li, Qi
13
Yu, Jun
13
Bai, Jushan
12
Bollerslev, Tim
12
Renault, Eric
12
Schmidt, Peter
12
Baltagi, Badi H.
11
Chib, Siddhartha
11
Corradi, Valentina
11
Patton, Andrew J.
11
Robinson, Peter M.
11
Steel, Mark F. J.
11
Dijk, Herman K. van
10
Maasoumi, Esfandiar
10
McAleer, Michael
10
Ng, Serena
10
Teräsvirta, Timo
10
Hidalgo, Javier
9
Kohn, Robert
9
Koopman, Siem Jan
9
Lütkepohl, Helmut
9
Mykland, Per A.
9
Sentana, Enrique
9
Smith, Richard J.
9
Tsionas, Efthymios G.
9
White, Halbert
9
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
9,581
NBER Working Paper
8,719
Working paper / National Bureau of Economic Research, Inc.
8,154
European journal of operational research : EJOR
6,218
Economics letters
5,993
Discussion paper / Centre for Economic Policy Research
5,216
CESifo working papers
4,443
Working paper
3,667
Journal of economic theory
3,007
Discussion paper series / IZA
2,791
International journal of production research
2,767
Discussion paper / Tinbergen Institute
2,719
Journal of economic dynamics & control
2,705
The American economic review
2,665
Computers & operations research : and their applications to problems of world concern ; an international journal
2,616
Journal of economic behavior & organization : JEBO
2,547
SpringerLink / Bücher
2,517
Journal of banking & finance
2,467
Applied economics
2,450
Economic modelling
2,379
Europäische Hochschulschriften / 5
2,346
Discussion paper
2,310
CESifo Working Paper
2,295
IMF working papers
2,223
Finance research letters
2,221
The economic journal : the journal of the Royal Economic Society
2,218
European economic review : EER
2,196
Discussion papers / CEPR
2,160
IZA Discussion Paper
2,034
CESifo Working Paper Series
2,024
Management science : journal of the Institute for Operations Research and the Management Sciences
2,007
Games and economic behavior
1,907
Journal of public economics
1,891
International journal of production economics
1,868
Applied economics letters
1,835
Economic theory : official journal of the Society for the Advancement of Economic Theory
1,819
Discussion paper / Center for Economic Research, Tilburg University
1,759
Energy economics
1,706
Journal of monetary economics
1,653
more ...
less ...
Source
All
ECONIS (ZBW)
1,877
USB Cologne (EcoSocSci)
1
Showing
1
-
10
of
1,878
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
On the network topology of variance decompositions : measuring the connectedness of financial firms
Diebold, Francis X.
;
Yılmaz, Kamil
- In:
Journal of econometrics
182
(
2014
)
1
,
pp. 119-134
Persistent link: https://www.econbiz.de/10010497110
Saved in:
2
Efficient estimation of high-dimensional dynamic covariance by
risk
factor mapping : applications for financial
risk
management
So, Mike Ka-pui
;
Chan, Thomas W. C.
;
Chu, Amanda M. Y.
- In:
Journal of econometrics
227
(
2022
)
1
,
pp. 151-167
Persistent link: https://www.econbiz.de/10013441642
Saved in:
3
Mark to market value at
risk
Chen, Yu
;
Wang, Zhicheng
;
Zhang, Zhengjun
- In:
Journal of econometrics
208
(
2019
)
1
,
pp. 299-321
Persistent link: https://www.econbiz.de/10012145015
Saved in:
4
Econometric modelling in finance and
risk
management : an overview
Gao, Jiti
(
contributor
)
-
2008
Persistent link: https://www.econbiz.de/10003783777
Saved in:
5
Special issue on financial engineering and
risk
management
Zhang, Zhengjun
(
ed.
);
Linton, Oliver
(
ed.
)
-
2019
Persistent link: https://www.econbiz.de/10012140255
Saved in:
6
Volatility prediction comparison via robust volatility proxies : an empirical deviation perspective
Wang, Weichen
;
An, Ran
;
Zhu, Ziwei
- In:
Journal of econometrics
239
(
2024
)
2
,
pp. 1-29
Persistent link: https://www.econbiz.de/10015074492
Saved in:
7
Robust inference of risks of large portfolios
Fan, Jianqing
;
Han, Fang
;
Liu, Han
;
Vickers, Byron
- In:
Journal of econometrics
194
(
2016
)
2
,
pp. 298-308
Persistent link: https://www.econbiz.de/10011705149
Saved in:
8
ExpectHill estimation, extreme
risk
and heavy tails
Daouia, Abdelaati
;
Girard, Stéphane
;
Stupfler, Gilles
- In:
Journal of econometrics
221
(
2021
)
1
,
pp. 97-117
Persistent link: https://www.econbiz.de/10012618802
Saved in:
9
ß in the tails
Bandi, Federico M.
;
Renò, Roberto
- In:
Journal of econometrics
227
(
2022
)
1
,
pp. 134-150
Persistent link: https://www.econbiz.de/10013441641
Saved in:
10
Bad environments, good environments : a non-Gaussian asymmetric volatility model
Bekaert, Geert
;
Engstrom, Eric
;
Ermolov, Andrey
- In:
Journal of econometrics
186
(
2015
)
1
,
pp. 258-275
Persistent link: https://www.econbiz.de/10011349501
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...
//-->