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 financial 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
Risk, return, and volatility f...
Similar by person
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Dirichlet process mixture
2
Estimation theory
2
Nichtparametrisches Verfahren
2
Nonparametric statistics
2
Schätztheorie
2
ARCH model
1
ARCH-Modell
1
Analysis of variance
1
Bayes-Statistik
1
Bayesian inference
1
Beta risk
1
Betafaktor
1
CAPM
1
Core
1
GARCH
1
Monte Carlo simulation
1
Monte-Carlo-Simulation
1
Nichtparametrische Schätzung
1
Nonparametric estimation
1
Varianzanalyse
1
beta
1
nonparametric
1
pooling
1
realized kernel
1
shrinkage
1
more ...
less ...
Online availability
All
Undetermined
2
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
Maheu, John M.
2
Griffin, Jim
1
Liu, Jia
1
Zamenjani, Azam Shamsi
1
Published in...
All
Journal of financial econometrics
Working Paper Series / Rimini Centre for Economic Analysis (RCEA)
15
Journal of econometrics
13
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
8
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
8
Working papers / Federal Reserve Bank of Atlanta
8
Econometrics
7
Working Paper
7
Journal of applied econometrics
6
Journal of empirical finance
6
Journal of Econometrics
5
Working Paper / Federal Reserve Bank of Atlanta
5
FRB Atlanta Working Paper
4
ShanghaiTech SEM Working Paper
4
Journal of Applied Econometrics
3
Journal of Financial Econometrics
3
Journal of financial econometrics : official journal of the Society for Financial Econometrics
3
Journal of forecasting
3
CIRANO Working Papers
2
Econometric reviews
2
Econometric theory
2
FRB Atlanta Working Paper Series
2
International journal of forecasting
2
Journal of Business & Economic Statistics
2
Journal of financial economics
2
Journal of macroeconomics
2
Journal of monetary economics
2
Macroeconomics
2
Pacific-Basin finance journal
2
The journal of finance : the journal of the American Finance Association
2
The review of economics and statistics
2
Working papers series in theoretical and applied economics
2
22-327
1
Bank of Canada Working Paper
1
Cahiers de recherche
1
Computational Economics
1
Computational Statistics & Data Analysis
1
Computational economics
1
Computing in Economics and Finance 1999
1
Econometric Society World Congress 2000 Contributed Papers
1
more ...
less ...
Source
All
ECONIS (ZBW)
2
Showing
1
-
2
of
2
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Nonparametric dynamic conditional beta
Maheu, John M.
;
Zamenjani, Azam Shamsi
- In:
Journal of financial econometrics
19
(
2021
)
4
,
pp. 583-613
Persistent link: https://www.econbiz.de/10012654975
Saved in:
2
Bayesian nonparametric estimation of ex post variance
Griffin, Jim
;
Liu, Jia
;
Maheu, John M.
- In:
Journal of financial econometrics
19
(
2021
)
5
,
pp. 823-859
Persistent link: https://www.econbiz.de/10012799051
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
