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subject:"Capital income"
subject:"Zeitreihenanalyse"
~isPartOf:"International journal of theoretical and applied finance"
~isPartOf:"Journal of econometrics"
~isPartOf:"The journal of finance : the journal of the American Finance Association"
~subject:"Stochastic process"
~type_genre:"Aufsatz in Zeitschrift"
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Subject
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Capital income
Zeitreihenanalyse
Stochastic process
Theorie
2,951
Theory
2,951
Estimation theory
397
Schätztheorie
397
Time series analysis
353
USA
317
United States
317
Portfolio selection
268
Portfolio-Management
268
Estimation
260
Schätzung
260
Volatility
243
Volatilität
243
CAPM
241
Stochastischer Prozess
231
Börsenkurs
207
Share price
207
Kapitaleinkommen
161
Option pricing theory
154
Optionspreistheorie
154
Forecasting model
152
Prognoseverfahren
152
Nichtparametrisches Verfahren
143
Nonparametric statistics
143
Statistical test
138
Statistischer Test
138
Regression analysis
116
Regressionsanalyse
116
Yield curve
113
Zinsstruktur
113
Statistical distribution
109
Statistische Verteilung
109
Derivat
105
Derivative
105
Markov chain
103
Markov-Kette
103
Bayes-Statistik
94
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Online availability
All
Undetermined
190
Type of publication
All
Article
662
Book / Working Paper
8
Type of publication (narrower categories)
All
Aufsatz in Zeitschrift
Article in journal
670
Collection of articles of several authors
14
Sammelwerk
14
Konferenzschrift
9
Conference proceedings
6
Conference paper
3
Festschrift
3
Konferenzbeitrag
3
Mehrbändiges Werk
2
Multi-volume publication
2
Aufsatzsammlung
1
Systematic review
1
Übersichtsarbeit
1
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Language
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English
670
Author
All
Phillips, Peter C. B.
19
Yu, Jun
9
Koop, Gary
8
Swanson, Norman R.
7
Linton, Oliver
6
Mariano, Roberto S.
6
McAleer, Michael
6
Taylor, Robert
6
Xiao, Zhijie
6
Chen, Xiaohong
5
Diebold, Francis X.
5
Gonzalo, Jesús
5
Gouriéroux, Christian
5
Hallin, Marc
5
Renault, Eric
5
Teräsvirta, Timo
5
Timmermann, Allan
5
Todorov, Viktor
5
Aït-Sahalia, Yacine
4
Barigozzi, Matteo
4
Bauwens, Luc
4
Chen, Rong
4
Fan, Yanqin
4
Ferson, Wayne E.
4
Hansen, Lars Peter
4
Hong, Yongmiao
4
Jong, Robert M. de
4
Liao, Yuan
4
Lütkepohl, Helmut
4
Perron, Benoit
4
Robinson, Peter M.
4
Schorfheide, Frank
4
Stambaugh, Robert F.
4
Steel, Mark F. J.
4
Velasco, Carlos
4
Whang, Yoon-jae
4
Asai, Manabu
3
Bai, Jushan
3
Baillie, Richard
3
Boswijk, Herman Peter
3
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Institution
All
Sir Clive Granger Memorial Conference <2010, Nottingham>
1
Spectral and Cubature Methods in Finance and Econometrics, an Interdisciplinary International Research Workshop <2009, Leicester>
1
Published in...
All
International journal of theoretical and applied finance
Journal of econometrics
The journal of finance : the journal of the American Finance Association
European journal of operational research : EJOR
491
Economics letters
356
International journal of forecasting
341
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
293
Journal of forecasting
263
Econometric theory
215
Insurance / Mathematics & economics
193
Journal of economic dynamics & control
176
Economic modelling
174
Econometric reviews
173
Journal of banking & finance
170
Applied economics
165
Computers & operations research : and their applications to problems of world concern ; an international journal
154
Journal of empirical finance
152
International journal of production research
143
Journal of financial economics
143
Finance and stochastics
138
Finance research letters
135
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
122
Operations research
118
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
117
Computational economics
116
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
116
Applied economics letters
112
Management science : journal of the Institute for Operations Research and the Management Sciences
112
Operations research letters
106
Journal of applied econometrics
105
The review of financial studies
103
Risks : open access journal
99
International journal of production economics
95
International review of financial analysis
94
Quantitative finance
91
International review of economics & finance : IREF
89
Energy economics
88
The European journal of finance
88
Mathematical finance : an international journal of mathematics, statistics and financial theory
86
Mathematics of operations research
80
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ECONIS (ZBW)
670
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1
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10
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670
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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
Stochastic properties of nonlinear locally-nonstationary filters
Blasques, Francisco
;
Nientker, Marc
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 2082-2095
Persistent link: https://www.econbiz.de/10014471445
Saved in:
4
Estimation and inference in a high-dimensional semiparametric Gaussian copula vector autoregressive model
Fan, Yanqin
;
Han, Fang
;
Park, Hyeonseok
- In:
Journal of econometrics
237
(
2023
)
1
,
pp. 1-28
Persistent link: https://www.econbiz.de/10014471479
Saved in:
5
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:
6
CRPS learning
Berrisch, Jonathan
;
Ziel, Florian
- In:
Journal of econometrics
237
(
2023
)
2,3
,
pp. 1-24
Persistent link: https://www.econbiz.de/10014471798
Saved in:
7
Uniform predictive inference for factor models with instrumental and idiosyncratic betas
Cheng, Mingmian
;
Liao, Yuan
;
Yang, Xiye
- In:
Journal of econometrics
237
(
2023
)
2,3
,
pp. 1-28
Persistent link: https://www.econbiz.de/10014471816
Saved in:
8
A flexible predictive density combination for large financial data sets in regular and crisis periods
Casarin, Roberto
;
Grassi, Stefano
;
Ravazzolo, Francesco
; …
- In:
Journal of econometrics
237
(
2023
)
2,3
,
pp. 1-12
Persistent link: https://www.econbiz.de/10014471818
Saved in:
9
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:
10
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
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