//--> //--> //--> //-->
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
Short selling meets hedge fund...
Similar by subject
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Forecasting model
299
Prognoseverfahren
299
Theorie
176
Theory
176
Estimation theory
125
Schätztheorie
125
Time series analysis
119
Zeitreihenanalyse
119
Estimation
112
Schätzung
110
Börsenkurs
108
Volatility
108
Volatilität
108
Share price
107
Capital income
73
Kapitaleinkommen
73
Regression analysis
55
Regressionsanalyse
55
Bayes-Statistik
43
Bayesian inference
43
Stochastic process
41
Stochastischer Prozess
41
Statistical distribution
35
Statistische Verteilung
35
Forecasting
34
ARCH model
33
ARCH-Modell
33
Forecast
28
Statistical test
28
Statistischer Test
28
VAR model
28
VAR-Modell
28
Nichtparametrisches Verfahren
27
Nonparametric statistics
27
Factor analysis
26
Faktorenanalyse
26
Prognose
26
CAPM
25
Wirtschaftsprognose
24
Economic forecast
23
more ...
less ...
Online availability
All
Undetermined
216
Free
5
Type of publication
All
Article
383
Book / Working Paper
7
Type of publication (narrower categories)
All
Article in journal
383
Aufsatz in Zeitschrift
383
Conference paper
6
Konferenzbeitrag
6
Collection of articles of several authors
5
Sammelwerk
5
Aufsatzsammlung
2
Konferenzschrift
2
more ...
less ...
Language
All
English
389
Undetermined
1
Author
All
Timmermann, Allan
16
Patton, Andrew J.
11
Swanson, Norman R.
10
Ghysels, Eric
9
Andersen, Torben
8
Diebold, Francis X.
8
Bollerslev, Tim
7
Clark, Todd E.
7
Dijk, Herman K. van
7
Linton, Oliver
7
Todorov, Viktor
7
Xiu, Dacheng
7
Corradi, Valentina
6
Elliott, Graham
6
McCracken, Michael W.
6
Mykland, Per A.
6
Schorfheide, Frank
6
Tauchen, George Eugene
6
Taylor, Robert
6
Aït-Sahalia, Yacine
5
Lee, Ji Hyung
5
McAleer, Michael
5
Pesaran, M. Hashem
5
Pettenuzzo, Davide
5
Rossi, Barbara
5
Zhang, Lan
5
Zhang, Xinyu
5
Demetrescu, Matei
4
Engle, Robert F.
4
Giacomini, Raffaella
4
Hendry, David F.
4
Hong, Yongmiao
4
Kapetanios, George
4
Koop, Gary
4
Maheu, John M.
4
Renò, Roberto
4
Rodrigues, Paulo M. M.
4
Sekhposyan, Tatevik
4
West, Kenneth D.
4
Bandi, Federico M.
3
more ...
less ...
Institution
All
National Bureau of Economic Research
1
National Science Foundation
1
Symposium on Forecasting and Empirical Methods in Macroeconomics and Finance <1999, Cambridge, Mass.>
1
Published in...
All
Journal of econometrics
International journal of forecasting
1,614
Finance research letters
1,357
NBER working paper series
1,131
Journal of forecasting
1,053
Working paper / National Bureau of Economic Research, Inc.
941
Journal of banking & finance
935
NBER Working Paper
876
International review of financial analysis
849
Journal of financial economics
802
Applied economics
749
The journal of finance : the journal of the American Finance Association
721
Energy economics
680
International review of economics & finance : IREF
668
Applied economics letters
660
The journal of futures markets
628
Pacific-Basin finance journal
626
Economic modelling
539
The review of financial studies
534
Discussion paper / Centre for Economic Policy Research
527
Economics letters
519
Journal of financial and quantitative analysis : JFQA
514
Working paper
499
Journal of empirical finance
488
Applied financial economics
476
The North American journal of economics and finance : a journal of financial economics studies
464
Research in international business and finance
455
Management science : journal of the Institute for Operations Research and the Management Sciences
453
Review of quantitative finance and accounting
423
Journal of international financial markets, institutions & money
415
European journal of operational research : EJOR
382
The European journal of finance
370
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
359
CESifo working papers
347
Technological forecasting & social change : an international journal
347
Discussion paper / Tinbergen Institute
328
Journal of risk and financial management : JRFM
323
Discussion papers / CEPR
313
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
301
Journal of international money and finance
291
more ...
less ...
Source
All
ECONIS (ZBW)
390
Showing
1
-
10
of
390
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
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:
2
The wisdom of the crowd and prediction markets
Dai, Min
;
Jia, Yanwei
;
Kou, Steven
- In:
Journal of econometrics
222
(
2021
)
1,2
,
pp. 561-578
Persistent link: https://www.econbiz.de/10012619744
Saved in:
3
Mixture of distribution hypothesis : analyzing daily liquidity frictions and information flows
Darolles, Serge
;
LeFol, Gaëlle
;
Mero, Gulten
- In:
Journal of econometrics
201
(
2017
)
2
,
pp. 367-383
Persistent link: https://www.econbiz.de/10011920520
Saved in:
4
Words speak as loudly as actions : central bank communication and the response of equity prices to macroeconomic announcements
Gardner, Ben
;
Scotti, Chiara
;
Vega, Clara
- In:
Journal of econometrics
231
(
2022
)
2
,
pp. 387-409
Persistent link: https://www.econbiz.de/10013464819
Saved in:
5
Nonparametric assessment of hedge fund performance
Almeida, Caio
;
Ardison, Kym
;
Garcia, René
- In:
Journal of econometrics
214
(
2020
)
2
,
pp. 349-378
Persistent link: https://www.econbiz.de/10012438396
Saved in:
6
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:
7
A simple joint model for returns, volatility and volatility of volatility
Ding, Yashuang
- In:
Journal of econometrics
232
(
2023
)
2
,
pp. 521-543
Persistent link: https://www.econbiz.de/10014340096
Saved in:
8
Realized jumps on financial markets and predicting credit spreads
Tauchen, George Eugene
;
Zhou, Hao
- In:
Journal of econometrics
160
(
2011
)
1
,
pp. 102-118
Persistent link: https://www.econbiz.de/10009242533
Saved in:
9
Do high-frequency measures of volatility improve forecasts of return distributions?
Maheu, John M.
;
McCurdy, Thomas H.
- In:
Journal of econometrics
160
(
2011
)
1
,
pp. 69-76
Persistent link: https://www.econbiz.de/10009242544
Saved in:
10
Probabilistic forecasts of volatility and its risk premia
Maneesoonthorn, Worapree
;
Martin, Gael M.
;
Forbes, …
- In:
Journal of econometrics
171
(
2012
)
2
,
pp. 217-236
Persistent link: https://www.econbiz.de/10009691156
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...
//-->