//--> //--> //-->
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:"Time series analysis"
subject:"United States"
~isPartOf:"Journal of financial econometrics : official journal of the Society for Financial Econometrics"
~isPartOf:"Journal of financial economics"
~person:"Audrino, Francesco"
~person:"Engle, Robert F."
~subject:"Measurement"
~subject:"Prognoseverfahren"
~subject:"Systemic risk"
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:"Estimation"
Narrow search
Delete all filters
| 9 applied filters
Year of publication
From:
To:
Subject
All
Time series analysis
United States
Measurement
Prognoseverfahren
Systemic risk
Estimation
5
Schätzung
5
Estimation theory
3
Schätztheorie
3
Theorie
3
Theory
3
USA
3
Zeitreihenanalyse
3
ARCH model
2
ARCH-Modell
2
CAPM
2
Capital income
2
Kapitaleinkommen
2
Risikoprämie
2
Risk premium
2
Yield curve
2
Zinsstruktur
2
1992-1996
1
Anlageverhalten
1
Anleihe
1
Asset pricing
1
Behavioural finance
1
Beta risk
1
Betafaktor
1
Black-Scholes model
1
Black-Scholes-Modell
1
Bond
1
Bond market
1
Business cycle
1
Business cycles
1
Börsenkurs
1
Correlation
1
DCC
1
Forecasting model
1
GARCH
1
Geldpolitik
1
Konjunktur
1
Korrelation
1
more ...
less ...
Online availability
All
Undetermined
1
Type of publication
All
Article
5
Type of publication (narrower categories)
All
Article in journal
5
Aufsatz in Zeitschrift
5
Language
All
English
5
Author
All
Audrino, Francesco
Engle, Robert F.
Bali, Turan G.
4
Garcia, René
4
Almeida, Caio
3
Ardison, Kym
3
Bollerslev, Tim
3
Lo, Andrew W.
3
Moskowitz, Tobias J.
3
Nagel, Stefan
3
Scaillet, Olivier
3
Todorov, Viktor
3
Trojani, Fabio
3
Vicente, Jose
3
Bai, Jennie
2
Bandi, Federico M.
2
Booth, James R.
2
Brown, Stephen J.
2
Campbell, John Y.
2
Dobrev, Dobrislav
2
Frazzini, Andrea
2
Ghysels, Eric
2
Hong, Harrison G.
2
Huang, Shiyang
2
Jacobs, Kris
2
Kelly, Bryan T.
2
Kimmel, Robert
2
Lamont, Owen A.
2
Lanne, Markku
2
Lin, Tse-Chun
2
Malmendier, Ulrike
2
Narayan, Paresh Kumar
2
Okou, Cédric
2
Paye, Bradley S.
2
Pedersen, Lasse Heje
2
Santa-Clara, Pedro
2
Schaumburg, Ernst
2
Stein, Jeremy C.
2
Tamoni, Andrea
2
Valkanov, Rossen I.
2
more ...
less ...
Published in...
All
Journal of financial econometrics : official journal of the Society for Financial Econometrics
Journal of financial economics
Discussion paper / Department of Economics, University of California San Diego
10
Working paper / National Bureau of Economic Research, Inc.
9
Discussion paper / Universität St. Gallen, Volkswirtschaftliche Abteilung ; School of Economics and Political Science, Department of Economics
7
NBER Working Paper
3
NBER working paper series
3
Working papers on finance
3
Discussion paper / Centre for Economic Policy Research
2
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
2
Journal of monetary economics
2
The journal of finance : the journal of the American Finance Association
2
Working paper series / New York University, Salomon Center, Leonard N. Stern School of Business
2
Annals of finance
1
Econometric reviews
1
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
1
Forecasting volatility in the financial markets
1
International journal of forecasting
1
Journal of econometrics
1
Journal of economic literature
1
Journal of financial markets
1
Quantitative finance and economics
1
Review of derivatives research
1
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
1
The journal of computational finance
1
The journal of derivatives : the official publication of the International Association of Financial Engineers
1
The review of financial studies
1
Working paper series / Czech National Bank
1
more ...
less ...
Source
All
ECONIS (ZBW)
5
Showing
1
-
5
of
5
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Dynamic conditional beta
Engle, Robert F.
- In:
Journal of financial econometrics : official journal of …
14
(
2016
)
4
,
pp. 643-667
Persistent link: https://www.econbiz.de/10011623818
Saved in:
2
Monetary policy regimes : implications for the yield curve and bond pricing
Filipova, Kameliya
;
Audrino, Francesco
;
De Giorgi, Enrico
- In:
Journal of financial economics
113
(
2014
)
3
,
pp. 427-454
Persistent link: https://www.econbiz.de/10010495817
Saved in:
3
Realized covariance tick-by-tick in presence of rounded time stamps and general microstructure effects
Corsi, Fulvio
;
Audrino, Francesco
- In:
Journal of financial econometrics : official journal of …
10
(
2012
)
4
,
pp. 591-616
Persistent link: https://www.econbiz.de/10009671897
Saved in:
4
Accurate short-term yield curve forecasting using functional gradient descent
Audrino, Francesco
;
Trojani, Fabio
- In:
Journal of financial econometrics : official journal of …
5
(
2007
)
4
,
pp. 591-623
Persistent link: https://www.econbiz.de/10003570734
Saved in:
5
Empirical pricing kernels
Rosenberg, Joshua V.
;
Engle, Robert F.
- In:
Journal of financial economics
64
(
2002
)
3
,
pp. 341-372
Persistent link: https://www.econbiz.de/10001687813
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->