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subject:"Estimation"
subject:"Public choice"
~person:"Baillie, Richard"
~person:"Hansen, Lars Peter"
~person:"Hautsch, Nikolaus"
~person:"Madan, Dilip B."
~person:"Rösch, Daniel"
~person:"Serletis, Apostolos"
~source:"econis"
~subject:"CAPM"
~subject:"Capital income"
~subject:"Schätzung"
~subject:"Spieltheorie"
~subject:"Trading volume"
~subject:"Volatility"
~type_genre:"Aufsatz in Zeitschrift"
~type_genre:"Bibliografie enthalten"
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Estimation
Public choice
CAPM
Capital income
Schätzung
Spieltheorie
Trading volume
Volatility
Theorie
260
Theory
260
USA
30
United States
30
Geldmenge
25
Money supply
25
Risiko
25
Risk
25
Estimation theory
22
Schätztheorie
22
Volatilität
22
Geldpolitik
21
Monetary policy
20
Time series analysis
20
Zeitreihenanalyse
20
Portfolio selection
18
Portfolio-Management
18
Börsenkurs
17
Markov chain
17
Markov-Kette
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Share price
17
Aggregation
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Financial market
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Option pricing theory
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Optionspreistheorie
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Risk premium
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ARCH model
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ARCH-Modell
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Stochastic process
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Stochastischer Prozess
12
Credit risk
11
Decision under uncertainty
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114
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60
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60
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58
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4
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English
109
German
6
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Baillie, Richard
Hansen, Lars Peter
Hautsch, Nikolaus
Madan, Dilip B.
Rösch, Daniel
Serletis, Apostolos
Güth, Werner
43
Gupta, Rangan
41
Gil-Alaña, Luis A.
39
Caporale, Guglielmo Maria
36
Kelly, Jerry S.
35
Le Breton, Michel
35
Campbell, Donald E.
34
Fudenberg, Drew
33
Jarrow, Robert A.
33
Samuelson, Larry
31
Fabozzi, Frank J.
30
Palfrey, Thomas R.
29
Tijs, Stef
28
Bollerslev, Tim
27
Peleg, Bezalel
27
Binmore, Ken
26
Levine, David K.
26
McAleer, Michael
26
Wohar, Mark E.
26
Jackson, Matthew O.
25
Kumbhakar, Subal
25
Timmermann, Allan
25
Frey, Bruno S.
24
Sen, Arunava
24
Buchanan, James M.
23
Ghysels, Eric
23
Renault, Eric
23
Alesina, Alberto
22
Gersbach, Hans
22
Morris, Stephen
22
Nitsan, Shemuʾel
22
Saari, Donald
22
Peters, Hans J. M.
21
Roth, Alvin E.
21
Suzumura, Kōtarō
21
Zhou, Guofu
21
Chiarella, Carl
20
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HFDF <2, 1998, Zürich>
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Annals of finance
8
The review of financial studies
7
Journal of banking & finance
5
Journal of economic dynamics & control
5
Macroeconomic dynamics
5
Journal of econometrics
4
Journal of empirical finance
4
Allgemeines statistisches Archiv : AStA ; journal of the German Statistical Society
3
Finance and stochastics
3
International journal of theoretical and applied finance
3
Journal of applied econometrics
3
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
3
Journal of financial econometrics : official journal of the Society for Financial Econometrics
3
Mathematical finance : an international journal of mathematics, statistics and financial theory
3
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
2
Economics letters
2
Empirical economics : a quarterly journal of the Institute for Advanced Studies
2
Journal of economic studies
2
Journal of economic theory
2
Journal of financial econometrics
2
Journal of financial markets
2
Journal of macroeconomics
2
Journal of money, credit and banking : JMCB
2
Journal of political economy
2
Open economies review
2
The energy journal
2
The journal of finance : the journal of the American Finance Association
2
Annual review of financial economics
1
Applied economics
1
Asia Pacific financial markets
1
Asia-Pacific financial markets
1
Die Betriebswirtschaft : DBW
1
Econometric methods and financial time series
1
Economic inquiry : journal of the Western Economic Association International
1
Economic modelling
1
European finance review : the official journal of the European Finance Association
1
Finance research letters
1
Finanzmarkt und Portfolio-Management
1
Gabler Edition Wissenschaft
1
International journal of financial engineering
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ECONIS (ZBW)
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1
Inflation uncertainty
Serletis, Apostolos
;
Xu, Libo
- In:
Empirical economics : a quarterly journal of the …
66
(
2024
)
5
,
pp. 1903-1920
Persistent link: https://www.econbiz.de/10014520073
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
Macroeconomic fluctuations in the United States : the role of monetary and fiscal policy shocks
Dery, Cosmas
;
Serletis, Apostolos
- In:
Open economies review
34
(
2023
)
5
,
pp. 961-977
Persistent link: https://www.econbiz.de/10014439842
Saved in:
4
Measuring dependence in a set of asset returns
Madan, Dilip B.
;
Wang, King
- In:
Asia Pacific financial markets
30
(
2023
)
2
,
pp. 363-385
Persistent link: https://www.econbiz.de/10014342359
Saved in:
5
The complex relationship between inflation and equity returns
Liu, Jinan
;
Serletis, Apostolos
- In:
Journal of economic studies
49
(
2022
)
1
,
pp. 159-184
Persistent link: https://www.econbiz.de/10012798614
Saved in:
6
The demand for assets : evidence from the Markov switching normalized quadratic model
Xu, Libo
;
Serletis, Apostolos
- In:
Journal of money, credit and banking : JMCB
54
(
2022
)
4
,
pp. 989-1025
Persistent link: https://www.econbiz.de/10013281375
Saved in:
7
Dependence structure between money and economic activity : a Markov-switching copula VEC approach
Serletis, Apostolos
;
Xu, Libo
- In:
Macroeconomic dynamics
26
(
2022
)
8
,
pp. 2141-2160
Persistent link: https://www.econbiz.de/10013469790
Saved in:
8
Credit cards, the demand for money, and monetary aggregation
Liu, Jinan
;
Serletis, Apostolos
- In:
Macroeconomic dynamics
26
(
2022
)
8
,
pp. 2161-2203
Persistent link: https://www.econbiz.de/10013469791
Saved in:
9
Systematic credit risk in securitised mortgage portfolios
Lee, Yong Woong
;
Rösch, Daniel
;
Scheule, Harald
- In:
Journal of banking & finance
122
(
2021
),
pp. 1-19
Persistent link: https://www.econbiz.de/10012659310
Saved in:
10
The welfare cost of inflation
Serletis, Apostolos
;
Xu, Libo
- In:
Journal of economic dynamics & control
128
(
2021
),
pp. 1-19
Persistent link: https://www.econbiz.de/10012628262
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