//--> //--> //--> //-->
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"
subject:"Schätztheorie"
~isPartOf:"Journal of econometrics"
~isPartOf:"Working paper / National Bureau of Economic Research, Inc."
~subject:"Monte Carlo simulation"
~subject:"Volatilität"
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
Search: subject_exact:"Theory"
Narrow search
Delete all filters
| 6 applied filters
Year of publication
From:
To:
Subject
All
Schätztheorie
Monte Carlo simulation
Volatilität
Theory
8,089
Theorie
8,088
USA
1,484
United States
1,465
Schätzung
723
Estimation
721
Estimation theory
454
Geldpolitik
447
Monetary policy
445
Time series analysis
381
Zeitreihenanalyse
381
Welt
351
World
351
Welfare analysis
297
Wohlfahrtsanalyse
297
Volatility
285
Business cycle
254
Konjunktur
254
Börsenkurs
241
Share price
240
Capital income
237
Kapitaleinkommen
237
Portfolio selection
222
Portfolio-Management
222
CAPM
217
Forecasting model
214
Prognoseverfahren
214
Schock
212
Shock
212
Produktivität
202
Risiko
202
Risk
202
Productivity
200
Wirkungsanalyse
196
Impact assessment
195
Financial market
189
Finanzmarkt
189
Allgemeines Gleichgewicht
187
more ...
less ...
Online availability
All
Undetermined
119
Free
99
Type of publication
All
Article
534
Book / Working Paper
247
Type of publication (narrower categories)
All
Article in journal
532
Aufsatz in Zeitschrift
532
Arbeitspapier
244
Working Paper
244
Graue Literatur
219
Non-commercial literature
219
Collection of articles of several authors
8
Sammelwerk
8
Conference proceedings
3
Konferenzschrift
3
Systematic review
3
Übersichtsarbeit
3
Case study
1
Fallstudie
1
more ...
less ...
Language
All
English
781
Author
All
Diebold, Francis X.
14
Andersen, Torben
12
Aït-Sahalia, Yacine
12
Bollerslev, Tim
11
Chib, Siddhartha
11
Aizenman, Joshua
8
Bekaert, Geert
7
Koop, Gary
7
Engel, Charles
6
Engle, Robert F.
6
Gouriéroux, Christian
6
Granger, C. W. J.
6
Imbens, Guido
6
King, Maxwell L.
6
Kohn, Robert
6
Lee, Lung-fei
6
Li, Qi
6
Phillips, Peter C. B.
6
Schorfheide, Frank
6
Yu, Jun
6
Campbell, John Y.
5
Cochrane, John H.
5
Todorov, Viktor
5
Baltagi, Badi H.
4
Bates, David S.
4
Chen, Songnian
4
Gertler, Mark
4
Hallin, Marc
4
Heckman, James J.
4
McAleer, Michael
4
Ng, Serena
4
Powell, James
4
Renault, Eric
4
Rose, Andrew
4
Schmidt, Peter
4
Swanson, Norman R.
4
Tauchen, George Eugene
4
Abadie, Alberto
3
Abrevaya, Jason
3
Agénor, Pierre-Richard
3
more ...
less ...
Published in...
All
Journal of econometrics
Working paper / National Bureau of Economic Research, Inc.
Economics letters
494
Econometric theory
305
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
284
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
254
Econometric reviews
197
Discussion paper / Tinbergen Institute
191
Série des documents de travail / Centre de Recherche en Économie et Statistique
181
Journal of applied econometrics
178
NBER working paper series
178
NBER Working Paper
158
Journal of quantitative economics : official journal of the Indian Econometric Society
144
The review of economics and statistics
135
Journal of banking & finance
126
Journal of economic dynamics & control
123
Applied economics
122
Working paper
119
Oxford bulletin of economics and statistics
116
Discussion paper / Centre for Economic Policy Research
112
Journal of forecasting
111
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
108
International journal of forecasting
107
Discussion paper / Center for Economic Research, Tilburg University
106
Economic modelling
100
Journal of empirical finance
100
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
97
Finance research letters
95
Série des documents de travail du CREST / Institut National de la Statistique et des Etudes Economiques
90
Journal of international money and finance
89
Statistical papers
89
CORE discussion paper : DP
88
Mathematical finance : an international journal of mathematics, statistics and financial theory
88
International journal of theoretical and applied finance
85
Journal of financial economics
80
International economic review
76
The review of financial studies
76
Discussion paper series / IZA
71
SFB 649 discussion paper
70
American journal of agricultural economics
69
more ...
less ...
Source
All
ECONIS (ZBW)
Showing
1
-
10
of
781
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Intraday cross-sectional distributions of systematic risk
Andersen, Torben
;
Riva, Raul
;
Thyrsgaard, Martin
; …
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 1394-1418
Persistent link: https://www.econbiz.de/10014471397
Saved in:
2
Comparing stochastic volatility specifications for large Bayesian VARs
Chan, Joshua
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 1419-1446
Persistent link: https://www.econbiz.de/10014471398
Saved in:
3
Large volatility matrix analysis using global and national factor models
Choi, Sung Hoon
;
Kim, Donggyu
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 1917-1933
Persistent link: https://www.econbiz.de/10014471436
Saved in:
4
Score-driven models for realized volatility
Harvey, Andrew C.
;
Palumbo, Dario
- In:
Journal of econometrics
237
(
2023
)
2,2
,
pp. 1-14
Persistent link: https://www.econbiz.de/10014471522
Saved in:
5
Large stochastic volatility in mean VARs
Cross, Jamie
;
Hou, Chenghan
;
Koop, Gary
;
Poon, Aubrey
- In:
Journal of econometrics
236
(
2023
)
1
,
pp. 1-24
Persistent link: https://www.econbiz.de/10014332245
Saved in:
6
High-dimensional conditionally Gaussian state space models with missing data
Chan, Joshua
;
Poon, Aubrey
;
Zhu, Dan
- In:
Journal of econometrics
236
(
2023
)
1
,
pp. 1-21
Persistent link: https://www.econbiz.de/10014332310
Saved in:
7
Moments, shocks and spillovers in Markov-switching VAR models
Kole, Erik
;
Dijk, Dick van
- In:
Journal of econometrics
236
(
2023
)
2
,
pp. 1-26
Persistent link: https://www.econbiz.de/10014365495
Saved in:
8
Modeling and forecasting realized volatility with the fractional Ornstein-Uhlenbeck process
Wang, Xiaohu
;
Xiao, Weilin
;
Yu, Jun
- In:
Journal of econometrics
232
(
2023
)
2
,
pp. 389-415
Persistent link: https://www.econbiz.de/10014339985
Saved in:
9
Scalable inference for a full multivariate stochastic volatility model
Dellaportas, Petros
;
Titsias, Michalis K.
;
Petrova, Katerina
- In:
Journal of econometrics
232
(
2023
)
2
,
pp. 501-520
Persistent link: https://www.econbiz.de/10014340078
Saved in:
10
A simple joint model for returns, volatility and volatility of volatility
Ding, Yashuang
- In:
Journal of econometrics
232
(
2023
)
2
,
pp. 521-543
Persistent link: https://www.econbiz.de/10014340096
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...
//-->