//--> //--> //--> //-->
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
subject:"CAPM"
subject:"Estimation theory"
~isPartOf:"Journal of econometrics"
~isPartOf:"Management science : journal of the Institute for Operations Research and the Management Sciences"
~subject:"Cointegration"
~subject:"Monte-Carlo-Simulation"
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
CAPM
Estimation theory
Cointegration
Monte-Carlo-Simulation
Theorie
3,060
Theory
3,060
Schätztheorie
385
Time series analysis
353
Zeitreihenanalyse
353
Estimation
211
Schätzung
211
Forecasting model
193
Prognoseverfahren
193
Mathematical programming
162
Mathematische Optimierung
162
USA
160
United States
160
Stochastic process
146
Stochastischer Prozess
146
Nichtparametrisches Verfahren
145
Nonparametric statistics
145
Volatility
143
Volatilität
143
Statistical test
133
Statistischer Test
133
Portfolio selection
129
Portfolio-Management
129
Preismanagement
127
Pricing strategy
127
Regression analysis
119
Regressionsanalyse
119
Risiko
118
Risk
118
Bayes-Statistik
109
Bayesian inference
109
Decision
109
Entscheidung
109
Capital income
104
Kapitaleinkommen
104
Statistical distribution
96
Statistische Verteilung
96
Experiment
92
more ...
less ...
Online availability
All
Undetermined
83
Free
1
Type of publication
All
Article
615
Book / Working Paper
2
Type of publication (narrower categories)
All
Article in journal
612
Aufsatz in Zeitschrift
612
Collection of articles of several authors
8
Sammelwerk
8
Conference proceedings
3
Konferenzschrift
3
Bibliografie enthalten
1
Bibliography included
1
more ...
less ...
Language
All
English
617
Author
All
Chib, Siddhartha
12
Phillips, Peter C. B.
10
Lütkepohl, Helmut
8
Gouriéroux, Christian
6
King, Maxwell L.
6
Kohn, Robert
6
Koop, Gary
6
Lee, Lung-fei
6
Li, Qi
6
Robinson, Peter M.
6
Saikkonen, Pentti
6
Swanson, Norman R.
6
Aït-Sahalia, Yacine
5
Baltagi, Badi H.
5
Granger, C. W. J.
5
Chen, Songnian
4
Corradi, Valentina
4
Gonzalo, Jesús
4
Johansen, Søren
4
Khalaf, Lynda
4
Kleibergen, Frank
4
Lucas, André
4
Paap, Richard
4
Pesaran, M. Hashem
4
Schmidt, Peter
4
Abrevaya, Jason
3
Ali, Mukhtar M.
3
Andersen, Torben
3
Andrews, Donald W. K.
3
Boswijk, Herman Peter
3
Chao, John C.
3
Diebold, Francis X.
3
Donald, Stephen G.
3
Franses, Philip Hans
3
Ghysels, Eric
3
Godfrey, L. G.
3
Golan, Amos
3
Greenberg, Edward S.
3
Haldrup, Niels
3
Hasler, Michael
3
more ...
less ...
Published in...
All
Journal of econometrics
Management science : journal of the Institute for Operations Research and the Management Sciences
Economics letters
530
Econometric theory
332
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
293
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
262
Working paper / National Bureau of Economic Research, Inc.
259
NBER working paper series
224
Econometric reviews
193
Série des documents de travail / Centre de Recherche en Économie et Statistique
190
Journal of economic dynamics & control
181
Journal of applied econometrics
177
The journal of finance : the journal of the American Finance Association
171
NBER Working Paper
169
Discussion paper / Tinbergen Institute
168
Journal of financial economics
161
The review of financial studies
160
Journal of banking & finance
152
Journal of quantitative economics : official journal of the Indian Econometric Society
144
Applied economics
143
The review of economics and statistics
138
Oxford bulletin of economics and statistics
130
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
118
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
109
Economic modelling
109
Journal of empirical finance
106
Working paper
106
Discussion paper / Center for Economic Research, Tilburg University
105
Finance research letters
95
Mathematical finance : an international journal of mathematics, statistics and financial theory
95
Discussion paper / Centre for Economic Policy Research
92
Statistical papers
91
Série des documents de travail du CREST / Institut National de la Statistique et des Etudes Economiques
90
CORE discussion paper : DP
85
Journal of financial and quantitative analysis : JFQA
84
Journal of international money and finance
83
Journal of monetary economics
83
Journal of forecasting
82
International economic review
73
The review of economic studies
73
more ...
less ...
Source
All
ECONIS (ZBW)
617
Showing
1
-
10
of
617
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
The distortion in prices due to passive investing
Baruch, Shmuel
;
Zhang, Xiaodi
- In:
Management science : journal of the Institute for …
68
(
2022
)
8
,
pp. 6219-6234
Persistent link: https://www.econbiz.de/10013372951
Saved in:
2
Testing pricing errors of models with latent factors and firm characteristics as covariances
Zhang, Chu
- In:
Management science : journal of the Institute for …
70
(
2024
)
3
,
pp. 1706-1728
Persistent link: https://www.econbiz.de/10014515107
Saved in:
3
A one-factor model of corporate bond premia
Elkamhi, Redouane
;
Jo, Chanik
;
Nozawa, Yoshio
- In:
Management science : journal of the Institute for …
70
(
2024
)
3
,
pp. 1875-1900
Persistent link: https://www.econbiz.de/10014515157
Saved in:
4
The utilization premium
Grigoris, Fotis
;
Segal, Gill
- In:
Management science : journal of the Institute for …
70
(
2024
)
1
,
pp. 207-224
Persistent link: https://www.econbiz.de/10014469940
Saved in:
5
Winners from winners : a tale of risk factors
Chib, Siddhartha
;
Zhao, Lingxiao
;
Zhou, Guofu
- In:
Management science : journal of the Institute for …
70
(
2024
)
1
,
pp. 396-414
Persistent link: https://www.econbiz.de/10014470017
Saved in:
6
Financial contagion in network economies and asset prices
Buraschi, Andrea
;
Tebaldi, Claudio
- In:
Management science : journal of the Institute for …
70
(
2024
)
1
,
pp. 484-506
Persistent link: https://www.econbiz.de/10014470034
Saved in:
7
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:
8
Business-cycle consumption risk and asset prices
Bandi, Federico M.
;
Tamoni, Andrea
- In:
Journal of econometrics
237
(
2023
)
2,3
,
pp. 1-23
Persistent link: https://www.econbiz.de/10014471828
Saved in:
9
Score-driven asset pricing : predicting time-varying risk premia based on cross-sectional model performance
Umlandt, Dennis
- In:
Journal of econometrics
237
(
2023
)
2,3
,
pp. 1-26
Persistent link: https://www.econbiz.de/10014471829
Saved in:
10
Identification-robust beta pricing, spanning, mimicking portfolios, and the benchmark neutrality of catastrophe bonds
Beaulieu, Marie-Claude
;
Dufour, Jean-Marie
;
Khalaf, Lynda
; …
- In:
Journal of econometrics
236
(
2023
)
1
,
pp. 1-19
Persistent link: https://www.econbiz.de/10014332237
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...
//-->