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 empirical finance"
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
Efficient estimation of parame...
Similar by person
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
ARCH model
2
ARCH-Modell
2
Capital income
2
Kapitaleinkommen
2
Ausreißer
1
Causality analysis
1
Expected shortfall
1
Extreme value theory
1
Financial market
1
Finanzmarkt
1
Forecasting model
1
GARCH models
1
Großunternehmen
1
KMU
1
Kausalanalyse
1
Large firm
1
Outliers
1
Portfolio selection
1
Portfolio-Management
1
Prognoseverfahren
1
Regularization
1
Risiko
1
Risikomaß
1
Risk
1
Risk measure
1
SME
1
Statistical distribution
1
Statistische Verteilung
1
Theorie
1
Theory
1
Time series analysis
1
USA
1
United States
1
Value-at-risk
1
Variable selection
1
Zeitreihenanalyse
1
more ...
less ...
Online availability
All
Undetermined
1
Type of publication
All
Article
2
Type of publication (narrower categories)
All
Article in journal
2
Aufsatz in Zeitschrift
2
Language
All
English
2
Author
All
Francis, Bill B.
1
James, Robert
1
Leung, Henry
1
Leung, Jessica Wai Yin
1
Mougoué, Mbodja
1
Panchenko, Valentyn
1
Prokhorov, Artem
1
more ...
less ...
Published in...
All
Journal of empirical finance
Working Papers / Department of Economics, Concordia University
59
Journal of econometrics
12
Journal of economic dynamics & control
11
Economics letters
9
Discussion paper / Tinbergen Institute
7
Tinbergen Institute Discussion Papers
7
Journal of banking & finance
6
Journal of Economic Dynamics and Control
5
Econometric reviews
4
Studies in Nonlinear Dynamics & Econometrics
4
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
4
Tinbergen Institute Discussion Paper
4
Working Papers / Business School, University of Sydney
4
Discussion Papers / School of Economics, UNSW Business School
3
Discussion paper / School of Economics, The University of New South Wales
3
Economics Letters
3
Journal of Econometrics
3
Australian School of Business working paper : Australian School of Business research paper
2
Computational economics
2
Computing in Economics and Finance 2004
2
Econometric Reviews
2
Empirical economics : a quarterly journal of the Institute for Advanced Studies
2
Journal of economic behavior & organization : JEBO
2
Journal of evolutionary economics : JEE
2
Post-Print / HAL
2
The European journal of finance
2
UNSW Business School Research Paper
2
Advances in artificial economics : the economy as a complex dynamic system; with 30 tables
1
Asymmetric dependence in finance : diversification, correlation and portfolio management in market downturns
1
CEFIR and NES working papers
1
CIFR Paper
1
Computational Economics
1
Computing in Economics and Finance 2005
1
Computing in Economics and Finance 2006
1
Covid economics : vetted and real-time papers
1
Essays in honor of Subal Kumbhakar
1
European Financial Management
1
European financial management : the journal of the European Financial Management Association
1
Experimental economics : a journal of the Economic Science Association
1
more ...
less ...
Source
All
ECONIS (ZBW)
2
Showing
1
-
2
of
2
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Forecasting tail risk measures for financial time series : an extreme value approach with covariates
James, Robert
;
Leung, Henry
;
Leung, Jessica Wai Yin
; …
- In:
Journal of empirical finance
71
(
2023
),
pp. 29-50
Persistent link: https://www.econbiz.de/10014292519
Saved in:
2
Is there a symmetric nonlinear causal relationship between large and small firms?
Francis, Bill B.
;
Mougoué, Mbodja
;
Panchenko, Valentyn
- In:
Journal of empirical finance
17
(
2010
)
1
,
pp. 23-38
Persistent link: https://www.econbiz.de/10003943922
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
