//--> //--> //-->
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:"Capital income"
subject:"Zeitreihenanalyse"
~isPartOf:"Journal of econometrics"
~isPartOf:"The journal of finance : the journal of the American Finance Association"
~person:"Aït-Sahalia, Yacine"
~person:"Timmermann, Allan"
~subject:"Kapitaleinkommen"
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
| 7 applied filters
Year of publication
From:
To:
Subject
All
Capital income
Zeitreihenanalyse
Kapitaleinkommen
Theorie
27
Theory
27
Estimation
9
Schätzung
9
Volatility
7
Volatilität
7
CAPM
6
Forecasting model
6
Prognoseverfahren
6
USA
5
United States
5
Option pricing theory
4
Optionspreistheorie
4
Regression analysis
4
Regressionsanalyse
4
Market microstructure
3
Markov chain
3
Markov-Kette
3
Marktmikrostruktur
3
Portfolio selection
3
Portfolio-Management
3
Time series analysis
3
Bayes-Statistik
2
Bayesian inference
2
Bootstrap approach
2
Bootstrap-Verfahren
2
Business cycle
2
Factor analysis
2
Faktorenanalyse
2
Forecast
2
Konjunktur
2
Prognose
2
Risikoprämie
2
Risk premium
2
Stochastic volatility
2
Structural break
2
Strukturbruch
2
more ...
less ...
Online availability
All
Undetermined
2
Type of publication
All
Article
8
Type of publication (narrower categories)
All
Article in journal
8
Aufsatz in Zeitschrift
8
Language
All
English
8
Author
All
Aït-Sahalia, Yacine
Timmermann, Allan
Phillips, Peter C. B.
16
Koop, Gary
8
Swanson, Norman R.
7
Yu, Jun
7
Mariano, Roberto S.
6
Xiao, Zhijie
6
Chen, Xiaohong
5
Hallin, Marc
5
Linton, Oliver
5
Taylor, Robert
5
Teräsvirta, Timo
5
Barigozzi, Matteo
4
Chen, Rong
4
Diebold, Francis X.
4
Fan, Yanqin
4
Ferson, Wayne E.
4
Gonzalo, Jesús
4
Hong, Yongmiao
4
Liao, Yuan
4
Lütkepohl, Helmut
4
McAleer, Michael
4
Perron, Benoit
4
Stambaugh, Robert F.
4
Todorov, Viktor
4
Velasco, Carlos
4
Andersen, Torben
3
Bai, Jushan
3
Baillie, Richard
3
Bauwens, Luc
3
Breitung, Jörg
3
Chan, Joshua
3
Corradi, Valentina
3
Franses, Philip Hans
3
Gouriéroux, Christian
3
Hansen, Lars Peter
3
Harvey, Campbell R.
3
Hendry, David F.
3
Herwartz, Helmut
3
more ...
less ...
Published in...
All
Journal of econometrics
The journal of finance : the journal of the American Finance Association
International journal of forecasting
7
Discussion paper / Department of Economics, University of California San Diego
6
Working paper / National Bureau of Economic Research, Inc.
6
Discussion paper / Centre for Economic Policy Research
5
Discussion paper series / LSE Financial Markets Group
5
CESifo working papers
4
Cambridge working papers in economics
4
Discussion paper in financial economics : FE
3
Journal of financial economics
3
NBER working paper series
3
CESifo working papers : the international platform of Ludwig-Maximilians University's Center for Economic Studies and the Ifo Institute
2
Discussion papers / CEPR
2
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
2
The economic journal : the journal of the Royal Economic Society
2
Birkbeck working papers in economics and finance : BWPEF
1
CEA_372Cass working paper series
1
CESifo Working Paper Series
1
DAE working paper
1
DNB working paper
1
Discussion paper / Deutsche Bundesbank
1
Discussion paper series / IZA
1
Discussion papers in economics
1
Economic policy : a European forum
1
Economics letters
1
Essays in honor of M. Hashem Pesaran : prediction and macro modeling
1
IMF working paper
1
Información comercial española / Cuadernos económicos
1
Journal of forecasting
1
Journal of the American Statistical Association : JASA
1
Management science : journal of the Institute for Operations Research and the Management Sciences
1
Nonlinear dynamics and economics : proceedings of the Tenth Internat. Symposium in Economic Theory and Econometrics
1
Technical working paper / National Bureau of Economic Research
1
The Manchester School
1
The review of economic studies
1
Working paper series / European Central Bank
1
Working paper series / European Central Bank ; Eurosystem
1
Working papers / Brandeis University, Department of Economics and International Business School
1
Working papers / Financial Institutions Center
1
more ...
less ...
Source
All
ECONIS (ZBW)
8
Showing
1
-
8
of
8
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
High-frequency factor models and regressions
Aït-Sahalia, Yacine
;
Kalnina, Ilze
;
Xiu, Dacheng
- In:
Journal of econometrics
216
(
2020
)
1
,
pp. 86-105
Persistent link: https://www.econbiz.de/10012439640
Saved in:
2
Using principal component analysis to estimate a high dimensional factor model with high-frequency data
Aït-Sahalia, Yacine
;
Xiu, Dacheng
- In:
Journal of econometrics
201
(
2017
)
2
,
pp. 384-399
Persistent link: https://www.econbiz.de/10011920525
Saved in:
3
Ultra high frequency volatility estimation with dependent microstructure noise
Aït-Sahalia, Yacine
;
Mykland, Per A.
;
Zhang, Lan
- In:
Journal of econometrics
160
(
2011
)
1
,
pp. 160-175
Persistent link: https://www.econbiz.de/10009242527
Saved in:
4
Luxury goods and the equity premium
Aït-Sahalia, Yacine
;
Parker, Jonathan A.
;
Yogo, Motohiro
- In:
The journal of finance : the journal of the American …
59
(
2004
)
6
,
pp. 2959-3004
Persistent link: https://www.econbiz.de/10002504180
Saved in:
5
Business cycle asymmetries in stock returns : evidence from higher order moments and conditional densities
Pérez-Quirós, Gabriel
;
Timmermann, Allan
- In:
Journal of econometrics
103
(
2001
)
1/2
,
pp. 259-306
Persistent link: https://www.econbiz.de/10001585367
Saved in:
6
Dangers of data mining : the case of calendar effects in stock returns
Sullivan, Ryan
;
Timmermann, Allan
;
White, Halbert
- In:
Journal of econometrics
105
(
2001
)
1
,
pp. 249-286
Persistent link: https://www.econbiz.de/10001617167
Saved in:
7
Moments of Markov switching models
Timmermann, Allan
- In:
Journal of econometrics
96
(
2000
)
1
,
pp. 75-111
Persistent link: https://www.econbiz.de/10001466745
Saved in:
8
Data-snooping, technical trading rule performance, and the bootstrap
Sullivan, Ryan
;
Timmermann, Allan
;
White, Halbert
- In:
The journal of finance : the journal of the American …
54
(
1999
)
5
,
pp. 1647-1691
Persistent link: https://www.econbiz.de/10001430863
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->