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
Fair Valuation and Risk Assess...
Similar by subject
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Theorie
1,691
Theory
1,691
Estimation theory
417
Schätztheorie
417
Time series analysis
328
Zeitreihenanalyse
328
Estimation
201
Schätzung
201
Volatility
154
Volatilität
154
Forecasting model
151
Prognoseverfahren
151
Nichtparametrisches Verfahren
130
Nonparametric statistics
130
Regression analysis
127
Regressionsanalyse
127
Stochastic process
121
Stochastischer Prozess
121
Statistical test
115
Statistischer Test
115
Panel
110
Panel study
110
Monte Carlo simulation
100
Monte-Carlo-Simulation
100
Bayes-Statistik
98
Bayesian inference
98
Ökonometrie
97
Econometrics
95
USA
88
United States
88
Portfolio selection
86
Portfolio-Management
86
Markov chain
80
Markov-Kette
80
Statistical distribution
79
Statistische Verteilung
79
Cointegration
78
Kointegration
78
ARCH model
77
ARCH-Modell
77
more ...
less ...
Online availability
All
Undetermined
406
Free
10
Type of publication
All
Article
1,719
Book / Working Paper
41
Type of publication (narrower categories)
All
Article in journal
1,728
Aufsatz in Zeitschrift
1,728
Collection of articles of several authors
51
Sammelwerk
51
Konferenzschrift
17
Conference proceedings
13
Festschrift
9
Aufsatzsammlung
7
Conference paper
7
Konferenzbeitrag
7
Systematic review
3
Übersichtsarbeit
3
Bibliografie enthalten
1
Bibliography included
1
more ...
less ...
Language
All
English
1,760
Author
All
Phillips, Peter C. B.
31
Koop, Gary
18
Pesaran, M. Hashem
18
Lee, Lung-fei
16
Timmermann, Allan
16
Linton, Oliver
15
Ghysels, Eric
14
Granger, C. W. J.
14
Swanson, Norman R.
14
Gouriéroux, Christian
13
Yu, Jun
13
Aït-Sahalia, Yacine
12
Hsiao, Cheng
12
Li, Qi
12
Schmidt, Peter
12
Taylor, Robert
12
Chib, Siddhartha
11
Diebold, Francis X.
11
Steel, Mark F. J.
11
Corradi, Valentina
10
Dijk, Herman K. van
10
Maasoumi, Esfandiar
10
Patton, Andrew J.
10
Renault, Eric
10
Baltagi, Badi H.
9
Bollerslev, Tim
9
Kohn, Robert
9
Lütkepohl, Helmut
9
Robinson, Peter M.
9
Smith, Richard J.
9
Tsionas, Efthymios G.
9
White, Halbert
9
Barnett, William A.
8
Dufour, Jean-Marie
8
Elliott, Graham
8
Hidalgo, Javier
8
Koopman, Siem Jan
8
Kumbhakar, Subal
8
Magnus, Jan R.
8
McAleer, Michael
8
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
8,732
NBER Working Paper
8,011
Working paper / National Bureau of Economic Research, Inc.
7,385
European journal of operational research : EJOR
6,220
Economics letters
5,831
Discussion paper / Centre for Economic Policy Research
4,806
CESifo working papers
4,274
Working paper
3,397
Journal of economic theory
2,984
Discussion paper series / IZA
2,728
The American economic review
2,684
Journal of economic dynamics & control
2,652
Discussion paper / Tinbergen Institute
2,646
Computers & operations research : and their applications to problems of world concern ; an international journal
2,602
International journal of production research
2,580
Journal of economic behavior & organization : JEBO
2,497
Europäische Hochschulschriften / 5
2,227
The economic journal : the journal of the Royal Economic Society
2,219
Applied economics
2,213
CESifo Working Paper
2,193
Discussion paper
2,193
Economic modelling
2,150
European economic review : EER
2,137
Journal of banking & finance
2,084
SpringerLink / Bücher
2,084
Discussion papers / CEPR
2,031
Management science : journal of the Institute for Operations Research and the Management Sciences
2,006
Finance research letters
1,999
IZA Discussion Paper
1,982
CESifo Working Paper Series
1,923
Games and economic behavior
1,906
Journal of public economics
1,899
Economic theory : official journal of the Society for the Advancement of Economic Theory
1,805
Discussion paper / Center for Economic Research, Tilburg University
1,725
International journal of production economics
1,722
Applied economics letters
1,650
IMF working papers
1,592
Journal of monetary economics
1,586
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
1,569
more ...
less ...
Source
All
ECONIS (ZBW)
1,760
Showing
1
-
10
of
1,760
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Nonparametric
risk
management and implied
risk
aversion
Aït-Sahalia, Yacine
;
Lo, Andrew W.
- In:
Journal of econometrics
94
(
2000
)
1/2
,
pp. 9-51
Persistent link: https://www.econbiz.de/10001437741
Saved in:
2
Residual
risk
revisited
Lehmann, Bruce Neal
- In:
Journal of econometrics
45
(
1990
)
1
,
pp. 71-92
Persistent link: https://www.econbiz.de/10001332079
Saved in:
3
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:
4
Risks of large portfolios
Fan, Jianqing
;
Liao, Yuan
;
Shi, Xiaofeng
- In:
Journal of econometrics
186
(
2015
)
2
,
pp. 367-387
Persistent link: https://www.econbiz.de/10011349458
Saved in:
5
What is the chance that the equity premium varies over time? : evidence from regressions on the dividend-price ratio
Wachter, Jessica
;
Warusawitharana, Missaka
- In:
Journal of econometrics
186
(
2015
)
1
,
pp. 74-93
Persistent link: https://www.econbiz.de/10011349544
Saved in:
6
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:
7
Variance disparity and market frictions
Park, Yang-Ho
- In:
Journal of econometrics
214
(
2020
)
2
,
pp. 326-348
Persistent link: https://www.econbiz.de/10012438393
Saved in:
8
High-frequency factor models and regressions
Aït-Sahalia, Yacine
;
Kalnina, Ilze
;
Xiu, Dacheng
- In:
Journal of econometrics
216
(
2020
)
1
,
pp. 86-105
Persistent link: https://www.econbiz.de/10012439640
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
An econometric life
Hausman, Jerry A.
- In:
Journal of econometrics
211
(
2019
)
1
,
pp. 4-10
Persistent link: https://www.econbiz.de/10012303590
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...
