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Journal of econometrics
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1
Large-scale portfolio allocation under transaction costs and model uncertainty
Hautsch, Nikolaus
;
Voigt, Stefan
- In:
Journal of econometrics
212
(
2019
)
1
,
pp. 221-240
Persistent link: https://www.econbiz.de/10012303923
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
Surveying business uncertainty
Altig, David
;
Barrero, Jose Maria
;
Bloom, Nicholas
; …
- In:
Journal of econometrics
231
(
2022
)
1
,
pp. 282-303
Persistent link: https://www.econbiz.de/10013441986
Saved in:
4
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:
5
An evaluation of financial institutions : impact on consumption and investment using panel data and the
theory
of
risk
-bearing
Alem, Mauro
;
Townsend, Robert M.
- In:
Journal of econometrics
183
(
2014
)
1
,
pp. 91-103
Persistent link: https://www.econbiz.de/10010506082
Saved in:
6
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:
7
TENET : Tail-Event driven NETwork
risk
Härdle, Wolfgang
;
Wang, Weining
;
Yu, Lining
- In:
Journal of econometrics
192
(
2016
)
2
,
pp. 499-513
Persistent link: https://www.econbiz.de/10011704738
Saved in:
8
On the predictive
risk
in misspecified quantile regression
Giessing, Alexander
;
He, Xuming
- In:
Journal of econometrics
213
(
2019
)
1
,
pp. 235-260
Persistent link: https://www.econbiz.de/10012304550
Saved in:
9
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:
10
Mixture models of choice under
risk
Conte, Anna
;
Hey, John Denis
;
Moffatt, Peter G.
- In:
Journal of econometrics
162
(
2011
)
1
,
pp. 79-88
Persistent link: https://www.econbiz.de/10009270700
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