//--> //--> //--> //-->
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:"Estimation"
subject:"Public choice"
~person:"Baillie, Richard"
~person:"Ghysels, Eric"
~person:"Hautsch, Nikolaus"
~source:"econis"
~subject:"CAPM"
~subject:"Capital income"
~subject:"Schätzung"
~subject:"Spieltheorie"
~subject:"Trading volume"
~subject:"Volatility"
~type_genre:"Aufsatz in Zeitschrift"
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
| 13 applied filters
Year of publication
From:
To:
Subject
All
Estimation
Public choice
CAPM
Capital income
Schätzung
Spieltheorie
Trading volume
Volatility
Theorie
102
Theory
102
Time series analysis
28
Zeitreihenanalyse
28
Estimation theory
22
Schätztheorie
22
Volatilität
18
Börsenkurs
14
Forecasting model
14
Prognoseverfahren
14
Share price
14
Saisonale Schwankungen
13
Seasonal variations
13
USA
13
United States
13
Financial market
9
Finanzmarkt
9
ARCH model
8
ARCH-Modell
8
Exchange rate
8
Kapitaleinkommen
8
Wechselkurs
8
Handelsvolumen der Börse
7
Market microstructure
7
Marktmikrostruktur
7
Regression analysis
7
Regressionsanalyse
7
Welt
7
World
7
Deutschland
6
Devisenmarkt
6
Econometrics
6
Foreign exchange market
6
Germany
6
more ...
less ...
Online availability
All
Undetermined
11
Type of publication
All
Article
44
Book / Working Paper
2
Type of publication (narrower categories)
All
Aufsatz in Zeitschrift
Arbeitspapier
55
Graue Literatur
55
Non-commercial literature
55
Working Paper
55
Article in journal
46
Amtsdruckschrift
4
Aufsatz im Buch
4
Book section
4
Government document
4
Systematic review
3
Übersichtsarbeit
3
Collection of articles of several authors
2
Sammelwerk
2
Collection of articles written by one author
1
Conference proceedings
1
Hochschulschrift
1
Konferenzschrift
1
Mehrbändiges Werk
1
Multi-volume publication
1
Sammlung
1
Thesis
1
more ...
less ...
Language
All
English
45
French
1
Author
All
Baillie, Richard
Ghysels, Eric
Hautsch, Nikolaus
Güth, Werner
41
Gupta, Rangan
39
Gil-Alaña, Luis A.
37
Caporale, Guglielmo Maria
36
Kelly, Jerry S.
35
Le Breton, Michel
35
Campbell, Donald E.
34
Fudenberg, Drew
33
Jarrow, Robert A.
32
Madan, Dilip B.
31
Samuelson, Larry
31
Fabozzi, Frank J.
30
Palfrey, Thomas R.
29
Serletis, Apostolos
29
Tijs, Stef
28
Bollerslev, Tim
27
Levine, David K.
26
McAleer, Michael
26
Peleg, Bezalel
26
Wohar, Mark E.
26
Binmore, Ken
25
Jackson, Matthew O.
25
Kumbhakar, Subal
25
Timmermann, Allan
25
Sen, Arunava
24
Renault, Eric
23
Alesina, Alberto
22
Frey, Bruno S.
22
Morris, Stephen
22
Nitsan, Shemuʾel
22
Saari, Donald
22
Buchanan, James M.
21
Gersbach, Hans
21
Hansen, Lars Peter
21
Peters, Hans J. M.
21
Roth, Alvin E.
21
Zhou, Guofu
21
Chiarella, Carl
20
Dutta, Bhaskar
20
more ...
less ...
Institution
All
HFDF <2, 1998, Zürich>
1
Published in...
All
Journal of econometrics
6
Journal of financial econometrics : official journal of the Society for Financial Econometrics
5
Journal of empirical finance
4
Journal of applied econometrics
3
The journal of finance : the journal of the American Finance Association
3
Journal of banking & finance
2
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
2
Journal of economic dynamics & control
2
Journal of financial markets
2
Journal of international money and finance
2
Allgemeines statistisches Archiv : AStA ; journal of the German Statistical Society
1
Annales d'économie et de statistique
1
Duration transition and count data models
1
Econometric methods and financial time series
1
Econometric reviews
1
Empirical economics : a quarterly journal of the Institute for Advanced Studies
1
Journal of economic behavior & organization : JEBO
1
Journal of financial econometrics
1
Journal of financial economics
1
Journal of forecasting
1
Journal of time series econometrics
1
L' Actualité économique : revue trimest.
1
L' économétrie appliquée
1
Macroeconomic dynamics
1
Management science : journal of the Institute for Operations Research and the Management Sciences
1
Market microstructure and liquidity
1
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
1
The Canadian journal of economics
1
more ...
less ...
Source
All
ECONIS (ZBW)
Showing
1
-
10
of
46
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Machine learning panel data regressions with heavy-tailed dependent data : theory and application
Babii, Andrii
;
Ball, Ryan T.
;
Ghysels, Eric
;
Striaukas, …
- In:
Journal of econometrics
237
(
2023
)
2,3
,
pp. 1-25
Persistent link: https://www.econbiz.de/10014471811
Saved in:
2
Approximating long-memory processes with low-order autoregressions : implications for modeling realized volatility
Baillie, Richard
;
Cho, Dooyeon
;
Rho, Seunghwa
- In:
Empirical economics : a quarterly journal of the …
64
(
2023
)
6
,
pp. 2911-2937
Persistent link: https://www.econbiz.de/10014329017
Saved in:
3
Mixed-frequency macro-finance factor models : theory and applications
Andreou, Elena
;
Gagliardini, Patrick
;
Ghysels, Eric
; …
- In:
Journal of financial econometrics
18
(
2020
)
3
,
pp. 585-628
Persistent link: https://www.econbiz.de/10012316703
Saved in:
4
Order exposure and liquidity coordination : does hidden liquidity harm price efficiency?
Cebiroglu, Gökhan
;
Hautsch, Nikolaus
;
Horst, Ulrich
- In:
Market microstructure and liquidity
5
(
2019
)
1/4
,
pp. 1-52
Persistent link: https://www.econbiz.de/10012819933
Saved in:
5
Large-scale portfolio allocation under transaction costs and model uncertainty
Hautsch, Nikolaus
;
Voigt, Stefan
- In:
Journal of econometrics
212
(
2019
)
1
,
pp. 221-240
Persistent link: https://www.econbiz.de/10012303923
Saved in:
6
Automated earnings forecasts : beat analysts or combine and conquer?
Ball, Ryan T.
;
Ghysels, Eric
- In:
Management science : journal of the Institute for …
64
(
2018
)
10
,
pp. 4936-4952
Persistent link: https://www.econbiz.de/10011932653
Saved in:
7
Indirect inference estimation of mixed frequency stochastic volatility state space models using MIDAS regressions and ARCH models
Gagliardini, Patrick
;
Ghysels, Eric
;
Rubin, M.
- In:
Journal of financial econometrics : official journal of …
15
(
2017
)
4
,
pp. 509-560
Persistent link: https://www.econbiz.de/10011987633
Saved in:
8
Assessing Euro crises from a time varying international CAPM approach
Baillie, Richard
;
Cho, Dooyeon
- In:
Journal of empirical finance
39
(
2016
),
pp. 197-208
Persistent link: https://www.econbiz.de/10011663843
Saved in:
9
Was it risk? Or was it fundamentals? Explaining excess currency returns with kernel smoothed regressions
Baillie, Richard
;
Kim, Kun Ho
- In:
Journal of empirical finance
34
(
2015
),
pp. 99-111
Persistent link: https://www.econbiz.de/10011557073
Saved in:
10
Local adaptive multiplicative error models for high-frequency forecasts
Härdle, Wolfgang
;
Hautsch, Nikolaus
;
Mihoci, Andrija
- In:
Journal of applied econometrics
30
(
2015
)
4
,
pp. 529-550
Persistent link: https://www.econbiz.de/10011332871
Saved in:
1
2
3
4
5
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->