//--> //--> //--> //-->
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"
~person:"Campbell, John Y."
~person:"Hassler, Uwe"
~person:"Härdle, Wolfgang"
~subject:"Risk measure"
~subject:"Stochastischer Prozess"
~type_genre:"Article in journal"
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
| 8 applied filters
Year of publication
From:
To:
Subject
All
Capital income
Zeitreihenanalyse
Risk measure
Stochastischer Prozess
Theorie
113
Theory
113
Time series analysis
37
Estimation theory
17
Schätztheorie
17
USA
17
United States
17
Estimation
13
Nichtparametrisches Verfahren
13
Nonparametric statistics
13
Portfolio selection
13
Portfolio-Management
13
Schätzung
13
Volatility
12
Volatilität
12
CAPM
10
Forecasting model
9
Prognoseverfahren
9
Börsenkurs
8
Kapitaleinkommen
8
Regression analysis
8
Regressionsanalyse
8
Risikomaß
8
Share price
8
Cointegration
7
Kointegration
7
Risikoprämie
6
Risk premium
6
Statistical distribution
6
Statistische Verteilung
6
Consumption theory
5
Factor analysis
5
Faktorenanalyse
5
Konsumtheorie
5
Yield curve
5
Zinsstruktur
5
Deutschland
4
more ...
less ...
Online availability
All
Undetermined
9
Free
1
Type of publication
All
Article
51
Type of publication (narrower categories)
All
Article in journal
Arbeitspapier
98
Working Paper
98
Graue Literatur
88
Non-commercial literature
88
Aufsatz in Zeitschrift
51
Lehrbuch
13
Textbook
13
Aufsatz im Buch
9
Book section
9
Collection of articles of several authors
5
Sammelwerk
5
Hochschulschrift
3
Systematic review
3
Thesis
3
Übersichtsarbeit
3
Aufsatzsammlung
2
Bibliografie enthalten
2
Bibliography included
2
Collection of articles written by one author
1
Einführung
1
Sammlung
1
more ...
less ...
Language
All
English
49
French
2
German
1
Author
All
Campbell, John Y.
Hassler, Uwe
Härdle, Wolfgang
Phillips, Peter C. B.
65
Franses, Philip Hans
55
Gil-Alaña, Luis A.
46
Escudero, Laureano F.
35
Taylor, Robert
33
Koopman, Siem Jan
29
McAleer, Michael
29
Perron, Pierre
29
Gupta, Rangan
27
Leybourne, Stephen James
27
Caporale, Guglielmo Maria
25
Ghysels, Eric
25
Koop, Gary
25
Granger, C. W. J.
24
Harvey, Andrew C.
24
Timmermann, Allan
24
Wang, Ruodu
24
Lütkepohl, Helmut
23
Fabozzi, Frank J.
22
Hecq, Alain W. J.
22
Gendreau, Michel
21
Hong, Yongmiao
21
Yu, Jun
21
Hendry, David F.
20
Mills, Terence C.
20
Newbold, Paul
20
Siu, Tak Kuen
20
Asai, Manabu
19
Engle, Robert F.
19
Herwartz, Helmut
19
Ruiz, Esther
19
Wong, Wing Keung
19
Chan, Joshua
18
Diebold, Francis X.
18
Pesaran, M. Hashem
18
Petropoulos, Fotios
18
Shapiro, Alexander
18
Swanson, Norman R.
18
more ...
less ...
Published in...
All
Economics letters
5
Journal of econometrics
5
Allgemeines statistisches Archiv : AStA ; journal of the German Statistical Society
3
Econometric theory
2
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
2
International statistical review : a journal of the International Statistical Institute and its associations
2
Journal of financial economics
2
Journal of political economy
2
Progress in economics research
2
The review of economic studies
2
Advances in statistical analysis : AStA ; a journal of the German Statistical Society
1
Annales d'économie et de statistique
1
Computational economics
1
Digital finance : smart data analytics, investment innovation, and financial technology
1
IFO-Studien : Zeitschrift für empirische Wirtschaftsforschung
1
Journal of economic dynamics & control
1
Journal of empirical finance
1
Journal of financial econometrics
1
Journal of financial econometrics : official journal of the Society for Financial Econometrics
1
Journal of the American Statistical Association : JASA
1
NBER macroeconomics annual
1
Nonparametric dynamic modelling
1
Oxford bulletin of economics and statistics
1
Quantitative finance
1
Research in international business and finance
1
Review of derivatives research
1
Spatial economic analysis : the journal of the Regional Studies Association
1
Special issue on new developments in time series econometrics
1
Statistical papers
1
The American economic review
1
The Singapore economic review
1
The econometrics journal
1
The journal of asset management
1
The journal of finance : the journal of the American Finance Association
1
The quarterly journal of economics
1
Wirtschaftsdienst : Zeitschrift für Wirtschaftspolitik
1
more ...
less ...
Source
All
ECONIS (ZBW)
51
Showing
1
-
10
of
51
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
An AI approach to measuring financial risk
Yu, Lining
;
Härdle, Wolfgang
;
Borke, Lukas
;
Benschop, Thijs
- In:
The Singapore economic review
68
(
2023
)
5
,
pp. 1529-1549
Persistent link: https://www.econbiz.de/10014436192
Saved in:
2
Forecasting under long memory
Hassler, Uwe
;
Pohle, Marc-Oliver
- In:
Journal of financial econometrics
21
(
2023
)
3
,
pp. 742-778
Persistent link: https://www.econbiz.de/10014314818
Saved in:
3
Financial Risk Meter for emerging markets
Ben Amor, Souhir
;
Althof, Michael
;
Härdle, Wolfgang
- In:
Research in international business and finance
60
(
2022
),
pp. 1-26
Persistent link: https://www.econbiz.de/10013411139
Saved in:
4
Risk-constrained Kelly portfolios under alpha-stable laws
Wesselhöfft, Niels
;
Härdle, Wolfgang
- In:
Computational economics
55
(
2020
)
3
,
pp. 801-826
Persistent link: https://www.econbiz.de/10012223676
Saved in:
5
Forex exchange rate forecasting using deep recurrent neural networks
Dautel, Alexander Jakob
;
Härdle, Wolfgang
;
Lessmann, Stefan
- In:
Digital finance : smart data analytics, investment …
2
(
2020
)
1/2
,
pp. 69-96
Persistent link: https://www.econbiz.de/10012284950
Saved in:
6
Network quantile autoregression
Zhu, Xuening
;
Wang, Weining
;
Wang, Hansheng
;
Härdle, …
- In:
Journal of econometrics
212
(
2019
)
1
,
pp. 345-358
Persistent link: https://www.econbiz.de/10012303979
Saved in:
7
Forecasting limit order book liquidity supply-demand curves with functional autoregressive dynamics
Chen, Ying
;
Chua, Wee Song
;
Härdle, Wolfgang
- In:
Quantitative finance
19
(
2019
)
9
,
pp. 1473-1489
Persistent link: https://www.econbiz.de/10012194799
Saved in:
8
An intertemporal CAPM with stochastic volatility
Campbell, John Y.
;
Giglio, Stefano
;
Polk, Christopher
; …
- In:
Journal of financial economics
128
(
2018
)
2
,
pp. 207-233
Persistent link: https://www.econbiz.de/10011971041
Saved in:
9
Tail Event Driven ASset allocation: evidence from equity and mutual funds' markets
Härdle, Wolfgang
;
Lee, David Kuo Chuen
;
Nasekin, Sergey
; …
- In:
The journal of asset management
19
(
2018
)
1
,
pp. 49-63
Persistent link: https://www.econbiz.de/10011847640
Saved in:
10
TENET : Tail-Event driven NETwork risk
Härdle, Wolfgang
;
Wang, Weining
;
Yu, Lining
- In:
Journal of econometrics
192
(
2016
)
2
,
pp. 499-513
Persistent link: https://www.econbiz.de/10011704738
Saved in:
1
2
3
4
5
6
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->