//--> //--> //--> //-->
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
Corporate risk and financial a...
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
423
Schätztheorie
423
Time series analysis
328
Zeitreihenanalyse
328
Estimation
203
Schätzung
203
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
112
Panel study
112
Monte Carlo simulation
100
Monte-Carlo-Simulation
100
Bayes-Statistik
98
Bayesian inference
98
Ökonometrie
98
Econometrics
96
USA
90
United States
90
Portfolio selection
86
Portfolio-Management
86
Markov chain
81
Markov-Kette
81
Statistical distribution
81
Statistische Verteilung
81
Cointegration
78
Kointegration
78
Statistical theory
78
Statistische Methodenlehre
78
more ...
less ...
Online availability
All
Undetermined
412
Free
10
Type of publication
All
Article
1,736
Book / Working Paper
43
Type of publication (narrower categories)
All
Article in journal
1,744
Aufsatz in Zeitschrift
1,744
Collection of articles of several authors
53
Sammelwerk
53
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
1,776
Undetermined
3
Author
All
Phillips, Peter C. B.
31
Koop, Gary
18
Pesaran, M. Hashem
18
Lee, Lung-fei
16
Linton, Oliver
16
Timmermann, Allan
16
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
Baltagi, Badi H.
10
Corradi, Valentina
10
Dijk, Herman K. van
10
Maasoumi, Esfandiar
10
Patton, Andrew J.
10
Renault, Eric
10
Bollerslev, Tim
9
Kohn, Robert
9
Lütkepohl, Helmut
9
Ng, Serena
9
Robinson, Peter M.
9
Sentana, Enrique
9
Smith, Richard J.
9
Tsionas, Efthymios G.
9
White, Halbert
9
Bai, Jushan
8
Barnett, William A.
8
Dufour, Jean-Marie
8
Elliott, Graham
8
Hidalgo, Javier
8
Hong, Yongmiao
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
9,310
NBER Working Paper
8,499
Working paper / National Bureau of Economic Research, Inc.
7,951
European journal of operational research : EJOR
6,316
Economics letters
5,953
Discussion paper / Centre for Economic Policy Research
5,040
CESifo working papers
4,421
Working paper
3,607
Journal of economic theory
2,971
Discussion paper series / IZA
2,833
The American economic review
2,833
International journal of production research
2,783
Journal of economic dynamics & control
2,694
Discussion paper / Tinbergen Institute
2,687
Computers & operations research : and their applications to problems of world concern ; an international journal
2,614
Journal of economic behavior & organization : JEBO
2,547
Applied economics
2,428
SpringerLink / Bücher
2,411
Europäische Hochschulschriften / 5
2,338
Discussion paper
2,320
Finance research letters
2,318
CESifo Working Paper
2,288
The economic journal : the journal of the Royal Economic Society
2,288
Economic modelling
2,276
Journal of banking & finance
2,223
European economic review : EER
2,198
Management science : journal of the Institute for Operations Research and the Management Sciences
2,173
Discussion papers / CEPR
2,148
IZA Discussion Paper
2,058
CESifo Working Paper Series
2,012
Journal of public economics
1,925
Games and economic behavior
1,922
International journal of production economics
1,894
Economic theory : official journal of the Society for the Advancement of Economic Theory
1,812
IMF working papers
1,792
Applied economics letters
1,759
Discussion paper / Center for Economic Research, Tilburg University
1,750
Energy economics
1,712
Journal of monetary economics
1,630
more ...
less ...
Source
All
ECONIS (ZBW)
1,779
Showing
1
-
10
of
1,779
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
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:
3
Factor investing : a Bayesian hierarchical approach
Feng, Guanhao
;
He, Jingyu
- In:
Journal of econometrics
230
(
2022
)
1
,
pp. 183-200
Persistent link: https://www.econbiz.de/10013441934
Saved in:
4
PELVE : probability equivalent level of VaR and ES
Li, Hengxin
;
Wang, Ruodu
- In:
Journal of econometrics
234
(
2023
)
1
,
pp. 353-370
Persistent link: https://www.econbiz.de/10014364915
Saved in:
5
Modeling maxima with autoregressive conditional Fréchet model
Zhao, Zifeng
;
Zhang, Zhengjun
;
Chen, Rong
- In:
Journal of econometrics
207
(
2018
)
2
,
pp. 325-351
Persistent link: https://www.econbiz.de/10012116357
Saved in:
6
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:
7
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:
8
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:
9
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:
10
Predictable returns and asset allocation : should a skeptical investor time the market?
Wachter, Jessica
;
Warusawitharana, Missaka
- In:
Journal of econometrics
148
(
2009
)
2
,
pp. 162-178
Persistent link: https://www.econbiz.de/10003833758
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...
//-->