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
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
Asset pricing using block-chol...
Similar by subject
Narrow search
Narrow search
Year of publication
From:
To:
Subject
All
Schätzung
128,734
Estimation
122,583
Theorie
72,600
Theory
71,171
Börsenkurs
55,246
Share price
53,762
Schätztheorie
40,737
Estimation theory
40,108
Zeitreihenanalyse
31,915
Time series analysis
30,906
USA
26,793
United States
25,736
Volatilität
22,417
Volatility
22,097
Kapitaleinkommen
21,859
Capital income
21,808
CAPM
20,205
Deutschland
18,928
Welt
17,463
Germany
16,881
World
16,785
Aktienmarkt
16,465
Stock market
16,230
Prognoseverfahren
15,310
Forecasting model
14,989
ARCH-Modell
11,746
ARCH model
11,565
Portfolio-Management
10,953
Portfolio selection
10,853
Wirtschaftswachstum
9,326
Risiko
9,094
Risk
9,062
Economic growth
8,984
Wirkungsanalyse
8,370
Regressionsanalyse
8,324
Regression analysis
8,274
Panel
8,252
Impact assessment
8,148
Panel study
8,013
Großbritannien
7,734
more ...
less ...
Online availability
All
Free
101,876
Undetermined
44,930
CC license
3,761
Type of publication
All
Book / Working Paper
131,230
Article
120,090
Journal
170
Other
48
Database
2
Type of publication (narrower categories)
All
Article in journal
106,705
Aufsatz in Zeitschrift
106,705
Working Paper
62,503
Graue Literatur
56,955
Non-commercial literature
56,955
Arbeitspapier
54,732
Aufsatz im Buch
8,758
Book section
8,758
Hochschulschrift
7,288
Thesis
5,921
Collection of articles written by one author
1,440
Sammlung
1,440
Collection of articles of several authors
914
Sammelwerk
914
Conference paper
906
Konferenzbeitrag
906
Bibliografie enthalten
895
Bibliography included
895
Aufsatzsammlung
506
Konferenzschrift
475
Amtsdruckschrift
441
Government document
441
Systematic review
388
Übersichtsarbeit
388
Article
370
Lehrbuch
353
Textbook
306
Forschungsbericht
243
Dissertation u.a. Prüfungsschriften
201
Conference proceedings
200
Rezension
166
Case study
164
Fallstudie
164
Statistik
153
research-article
141
Reprint
111
Mikroform
107
Statistics
107
Mehrbändiges Werk
75
Multi-volume publication
75
more ...
less ...
Language
All
English
236,783
German
8,266
Undetermined
3,573
French
1,257
Spanish
709
Italian
419
Polish
157
Portuguese
137
Russian
98
Hungarian
58
Dutch
55
Czech
41
Danish
38
Swedish
34
Norwegian
29
Finnish
25
Turkish
18
Croatian
17
Chinese
17
Romanian
15
Slovak
9
Bulgarian
5
Slovenian
5
Japanese
4
Malay (macrolanguage)
4
Lithuanian
3
Afrikaans
2
Indonesian
2
Serbian
2
Ukrainian
2
Arabic
1
Bosnian
1
Valencian
1
Modern Greek (1453-)
1
Korean
1
more ...
less ...
Author
All
Caporale, Guglielmo Maria
752
Gil-Alaña, Luis A.
578
McAleer, Michael
562
Phillips, Peter C. B.
534
Gupta, Rangan
470
Pesaran, M. Hashem
415
Härdle, Wolfgang
365
Wagner, Joachim
356
Franses, Philip Hans
332
Koopman, Siem Jan
328
Linton, Oliver
321
Belke, Ansgar
303
Heckman, James J.
288
Gao, Jiti
280
Kapetanios, George
244
Lütkepohl, Helmut
236
Engle, Robert F.
234
Marcellino, Massimiliano
226
Schneider, Friedrich
218
Narayan, Paresh Kumar
212
Diebold, Francis X.
208
Teräsvirta, Timo
207
Herwartz, Helmut
205
Lucas, André
203
Campbell, John Y.
202
Lechner, Michael
200
Baltagi, Badi H.
198
Swanson, Norman R.
193
Buch, Claudia M.
192
Egger, Peter
191
Schnabel, Claus
190
Pierdzioch, Christian
188
Bahmani-Oskooee, Mohsen
187
Fitzenberger, Bernd
174
Bollerslev, Tim
173
Chen, Xiaohong
171
Addison, John T.
170
Hautsch, Nikolaus
170
Chang, Chia-Lin
168
Ghysels, Eric
166
more ...
less ...
Institution
All
National Bureau of Economic Research
3,971
Forschungsinstitut zur Zukunft der Arbeit
354
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
280
Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
175
Ekonomiska forskningsinstitutet <Stockholm>
159
OECD
124
Christian-Albrechts-Universität zu Kiel / Institut für Weltwirtschaft
100
Zentrum für Europäische Wirtschaftsforschung
78
Springer Fachmedien Wiesbaden
77
C.E.P.R. Discussion Papers
68
European University Institute / Department of Economics
66
Federal Reserve Bank of St. Louis
66
EconWPA
59
William Davidson Institute <Ann Arbor, Mich.>
54
European Central Bank
49
International Monetary Fund (IMF)
49
Internationaler Währungsfonds / Research Department
49
Federal Reserve Bank of New York
48
Federal Reserve Bank of San Francisco
48
Center for Economic Research <Tilburg>
47
Tilburg University, Center for Economic Research
46
Centre for Analytical Finance <Århus>
44
Organisation for Economic Co-operation and Development
39
Society for Computational Economics - SCE
39
Deutsches Institut für Wirtschaftsforschung
38
Umeå universitet
38
European Commission / Joint Research Centre
37
Birkbeck College / Department of Economics
36
Federal Reserve System / Division of Research and Statistics
36
Bank of Canada
34
Federal Reserve System / Board of Governors
33
Centre for Economic Policy Research
32
Econometrisch Instituut <Rotterdam>
32
European Commission / Statistical Office of the European Communities
32
Centre for Economic Performance
31
Centre for Quantitative Economics & Computing
29
Institute of Finance and Accounting <London>
29
Trinity College Dublin / Department of Economics
29
Chambre de commerce et d'industrie de Paris
28
Federal Reserve Bank of Cleveland
28
more ...
less ...
Published in...
All
NBER working paper series
3,792
Working paper / National Bureau of Economic Research, Inc.
3,612
NBER Working Paper
3,400
Discussion paper series / IZA
2,916
Journal of econometrics
2,630
Applied economics
2,413
Economics letters
2,224
Discussion paper / Centre for Economic Policy Research
1,814
Applied economics letters
1,754
CESifo working papers
1,629
IZA Discussion Papers
1,605
Finance research letters
1,544
IZA Discussion Paper
1,521
Working paper
1,331
Economic modelling
1,303
Journal of banking & finance
1,217
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1,189
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
1,051
Discussion paper / Tinbergen Institute
1,016
The journal of finance : the journal of the American Finance Association
1,009
Discussion paper
1,008
Econometric theory
981
Journal of financial economics
963
International review of financial analysis
950
Energy economics
935
International review of economics & finance : IREF
920
Applied financial economics
879
International journal of forecasting
837
CESifo Working Paper
803
Econometric reviews
731
Journal of empirical finance
720
Journal of applied econometrics
710
Journal of international money and finance
669
The review of financial studies
664
CESifo Working Paper Series
663
Pacific-Basin finance journal
650
Journal of forecasting
649
Journal of economic dynamics & control
637
Journal of financial and quantitative analysis : JFQA
630
The North American journal of economics and finance : a journal of financial economics studies
614
more ...
less ...
Source
All
ECONIS (ZBW)
239,091
EconStor
8,258
RePEc
3,157
USB Cologne (EcoSocSci)
580
Other ZBW resources
172
BASE
166
OLC EcoSci
58
USB Cologne (business full texts)
47
ArchiDok
11
more ...
less ...
Showing
1
-
10
of
251,540
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Asset pricing using Block-Cholesky GARCH and time-varying betas
Grassi, Stefano
;
Violante, Francesco
-
2021
Persistent link: https://www.econbiz.de/10012487978
Saved in:
2
Asset pricing using Block-Cholesky GARCH and time-varying betas
Grassi, Stefano
;
Violante, Francesco
-
2021
Persistent link: https://www.econbiz.de/10012543884
Saved in:
3
Dynamic conditional beta
Engle, Robert F.
- In:
Journal of financial econometrics : official journal of …
14
(
2016
)
4
,
pp. 643-667
Persistent link: https://www.econbiz.de/10011623818
Saved in:
4
Multivariate time-varying parameter modelling for stock markets
Neslihanoglu, Serdar
;
Bekiros, Stelios
;
McColl, John H.
; …
- In:
Empirical economics : a quarterly journal of the …
61
(
2021
)
2
,
pp. 947-972
Persistent link: https://www.econbiz.de/10012616913
Saved in:
5
Testing of a market fraction model and power-law behaviour in the DAX 30
He, Xue-zhong
;
Li, Youwei
- In:
Journal of empirical finance
31
(
2015
),
pp. 1-17
Persistent link: https://www.econbiz.de/10011489318
Saved in:
6
Testing of a market fraction model and power-law behaviour in the Dax 30
He, Xue-zhong
;
Li, Youwei
-
2015
Persistent link: https://www.econbiz.de/10011344322
Saved in:
7
Return sign forecasts based on conditional risk : evidence from the UK stock market index
Chevapatrakul, Thanaset
- In:
Journal of banking & finance
37
(
2013
)
7
,
pp. 2342-2353
Persistent link: https://www.econbiz.de/10009760654
Saved in:
8
New estimates of time-varying currency betas : a trivariate BEKK approach
Jayasinghe, Prabhath
;
Tsui, Albert K.
;
Zhang, Zhaoyong
- In:
Economic modelling
42
(
2014
),
pp. 128-139
Persistent link: https://www.econbiz.de/10010478223
Saved in:
9
Improved beta modeling and forecasting : an unobserved component approach with conditional heteroscedastic disturbances
Ortas, E.
;
Salvador, Manuel
;
Moneva, J. M.
- In:
The North American journal of economics and finance : a …
31
(
2015
),
pp. 27-51
Persistent link: https://www.econbiz.de/10011511029
Saved in:
10
Factor models of stock returns : GARCH errors versus time-varying betas
Koundouri, Phoebe
;
Kourogenis, Nikolaos
;
Pittis, Nikitas
; …
- In:
Journal of forecasting
35
(
2016
)
5
,
pp. 445-461
Persistent link: https://www.econbiz.de/10011580985
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...
