Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~source:"econis"
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
The Shape of the Risk Premium:...
Similar by person
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Theorie
186
Theory
186
Nichtparametrisches Verfahren
174
Nonparametric statistics
174
Estimation theory
149
Schätztheorie
149
Estimation
70
Schätzung
70
Time series analysis
70
Zeitreihenanalyse
70
Regression analysis
65
Regressionsanalyse
65
Panel
43
Panel study
43
Bootstrap approach
33
Bootstrap-Verfahren
33
Forecasting model
33
Prognoseverfahren
33
Statistical test
32
Statistischer Test
32
Stochastic process
30
Stochastischer Prozess
30
Volatility
30
Volatilität
30
ARCH model
29
ARCH-Modell
29
Börsenkurs
26
Share price
26
Capital income
25
Kapitaleinkommen
25
Statistical distribution
23
Statistische Verteilung
23
Core
19
Correlation
19
Einheitswurzeltest
19
Korrelation
19
Unit root test
19
Method of moments
17
Momentenmethode
17
Factor analysis
15
more ...
less ...
Online availability
All
Free
207
Undetermined
59
Type of publication
All
Book / Working Paper
264
Article
153
Type of publication (narrower categories)
All
Graue Literatur
214
Non-commercial literature
214
Arbeitspapier
187
Working Paper
187
Article in journal
163
Aufsatz in Zeitschrift
163
Aufsatz im Buch
6
Book section
6
Conference paper
4
Konferenzbeitrag
4
Collection of articles of several authors
3
Sammelwerk
3
Konferenzschrift
2
Lehrbuch
2
Bibliografie
1
Hochschulschrift
1
Nachschlagewerk
1
Reference book
1
Rezension
1
Systematic review
1
Textbook
1
Thesis
1
Übersichtsarbeit
1
more ...
less ...
Language
All
English
409
French
5
Undetermined
3
Author
All
Linton, Oliver
363
Perron, Benoit
57
Whang, Yoon-jae
47
Gao, Jiti
23
Moon, Hyungsik Roger
22
Lewbel, Arthur
17
Li, Degui
16
Dong, Chaohua
13
Xiao, Zhijie
13
Gonçalves, Sílvia
12
Hafner, Christian M.
11
Lu, Zu-di
11
Mammen, Enno
11
Chen, Jia
10
Härdle, Wolfgang
10
Anderson, Gordon
9
Boneva, Lena
9
Chen, Xiaohong
9
Connor, Gregory
9
Tang, Haihan
9
Vogt, Michael
9
Hong, Seok Young
8
Maasoumi, Esfandiar
8
Nielsen, Jens Perch
8
Peng, Bin
8
Zhang, Zheng
8
Bandi, Federico M.
7
Kim, Woocheol
7
Koo, Bonsoo
7
Phillips, Peter C. B.
7
Cheng, Tingting
6
Li, Shaoran
6
Song, Kyungchul
6
Srisuma, Sorawoot
6
Xia, Yingcun
6
Gaglianone, Wagner Piazza
5
Lima, Luiz Renato
5
Shintani, Mototsugu
5
Wang, Qihua
5
Wu, Jianbin
5
more ...
less ...
Institution
All
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
6
Centre for Microdata Methods and Practice <London>
5
Boston College / Department of Economics
2
Escola de Pós-Graduação em Economia <Rio de Janeiro>
1
Harvard Institute of Economic Research
1
International Symposium on Financial Engineering and Risk Management <2018, Schanghai>
1
Université de Montréal / Département de sciences économiques
1
more ...
less ...
Published in...
All
Journal of econometrics
58
CEMMAP working papers / Centre for Microdata Methods and Practice
51
Cambridge working papers in economics
45
Econometric theory
29
Discussion paper / Suntory-Toyota International Centre for Economics and Related Disciplines
23
Cambridge-INET working papers
22
Econometrics papers
20
Discussion paper series / LSE Financial Markets Group
13
Working paper / Department of Econometrics and Business Statistics, Monash University
13
Cowles Foundation discussion paper
11
Janeway Institute working paper series
9
Econometric reviews
7
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
7
Discussion papers of interdisciplinary research project 373
6
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
6
Boston College working papers in economics
5
Discussion paper / LSE Financial Markets Group
5
Journal of financial econometrics : official journal of the Society for Financial Econometrics
5
The econometrics journal
5
Working paper / Department of Economics, Universidad Carlos III de Madrid
5
Working papers / Department of Economics, Universidad Carlos III de Madrid
5
Cahier / Département de Sciences Économiques, Université de Montréal
4
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
4
Journal of applied econometrics
4
Journal of empirical finance
4
Staff working papers / Bank of England
4
Cahier / Départment de Sciences Économiques, Université de Montréal
3
Discussion papers in economics
3
Rapport de projet
3
Série scientifique / CIRANO, Centre Interuniversitaire de Recherche en Analyse des Organisations
3
Working paper
3
CIRANO - Scientific Publications
2
CORE discussion papers : DP
2
Discussion papers in economics / Nuffield College
2
Economics letters
2
International journal of forecasting
2
Journal of the American Statistical Association : JASA
2
L' Actualité économique : revue trimest.
2
Quantitative economics : QE ; journal of the Econometric Society
2
The Oxford handbook of panel data
2
more ...
less ...
Source
All
ECONIS (ZBW)
RePEc
846
OLC EcoSci
76
EconStor
48
BASE
16
USB Cologne (business full texts)
2
Other ZBW resources
1
more ...
less ...
Showing
1
-
10
of
417
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
The shape of the risk premium : evidence from a semiparametric GARCH model
Perron, Benoit
;
Linton, Oliver
-
2004
Persistent link: https://www.econbiz.de/10002815578
Saved in:
2
The shape of the risk premium : evidence from a semiparametric generalized autoregressive conditional heteroscedasticity model
Linton, Oliver
;
Perron, Benoit
- In:
Journal of business & economic statistics : JBES ; a …
21
(
2003
)
3
,
pp. 354-367
Persistent link: https://www.econbiz.de/10001785807
Saved in:
3
The shape of the risk premium : evidence from a semiparametric GARCH model
Linton, Oliver
;
Perron, Benoit
-
1999
Persistent link: https://www.econbiz.de/10001504846
Saved in:
4
Détection non paramétrique de sauts dans la volatilité des marchés financiers
Perron, Benoit
- In:
L' Actualité économique : revue trimest.
80
(
2004
)
2/3
,
pp. 229-251
Persistent link: https://www.econbiz.de/10003086172
Saved in:
5
Semi-parametric weak instrument regressions with an application to the risk-return trade-off
Perron, Benoit
-
1999
Persistent link: https://www.econbiz.de/10001614510
Saved in:
6
Semiparametric weak-instrument regressions with an application to rhe risk-return tradeoff
Perron, Benoit
- In:
The review of economics and statistics
85
(
2003
)
2
,
pp. 424-443
Persistent link: https://www.econbiz.de/10001762827
Saved in:
7
Jumps in the volatility of financial markets
Perron, Benoit
-
1999
Persistent link: https://www.econbiz.de/10001504842
Saved in:
8
Asymptotic local power of pooled t-ratio tests for unit roots in panels with fixed effects
Moon, Hyungsik Roger
;
Perron, Benoit
- In:
The econometrics journal
11
(
2008
)
1
,
pp. 80-104
Persistent link: https://www.econbiz.de/10003648625
Saved in:
9
Annals journal of econometrics: resampling methods in econometrics
Dufour, Jean-Marie
(
contributor
);
Perron, Benoit
(
contributor
)
-
2006
Persistent link: https://www.econbiz.de/10003359524
Saved in:
10
Resampling methods in econometrics : editors' introduction
Dufour, Jean-Marie
;
Perron, Benoit
- In:
Journal of econometrics
133
(
2006
)
2
,
pp. 411-419
Persistent link: https://www.econbiz.de/10003359534
Saved in:
1
2
3
4
5
6
7
8
9
10
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
