//--> //--> //--> //-->
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
type_genre:"Article in book"
type_genre:"Rezension"
~isPartOf:"Journal of econometrics"
~isPartOf:"The journal of derivatives : the official publication of the International Association of Financial Engineers"
~person:"Jarrow, Robert A."
~person:"Taylor, Robert"
~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
| 7 applied filters
Year of publication
From:
To:
Subject
All
Theorie
12
Theory
12
Einheitswurzeltest
5
Unit root test
5
Time series analysis
4
Zeitreihenanalyse
4
Saisonale Schwankungen
3
Seasonal variations
3
Statistical test
2
Statistischer Test
2
Stochastic process
2
Stochastischer Prozess
2
Volatility
2
Volatilität
2
1988-1996
1
ARMA model
1
ARMA-Modell
1
Bayes-Statistik
1
Bayesian inference
1
Black-Scholes model
1
Black-Scholes-Modell
1
Bootstrap
1
Bootstrap approach
1
Bootstrap-Verfahren
1
Börsenkurs
1
CAPM
1
Capital income
1
Cointegration
1
Commodity derivative
1
Commodity market
1
Commodity price
1
Deposit banking
1
Efficient market hypothesis
1
Effizienzmarkthypothese
1
Einlagengeschäft
1
Endogeneity
1
Estimation
1
Forecasting model
1
Fractional integration
1
Hedging
1
more ...
less ...
Online availability
All
Undetermined
2
Type of publication
All
Article
12
Type of publication (narrower categories)
All
Article in book
Rezension
Article in journal
Aufsatz in Zeitschrift
12
Language
All
English
12
Author
All
Jarrow, Robert A.
Taylor, Robert
Phillips, Peter C. B.
36
Koop, Gary
16
Lee, Lung-fei
16
Yu, Jun
16
Gouriéroux, Christian
15
Swanson, Norman R.
15
Linton, Oliver
14
Pesaran, M. Hashem
14
Ghysels, Eric
13
Diebold, Francis X.
12
Aït-Sahalia, Yacine
11
Chib, Siddhartha
11
Granger, C. W. J.
11
McAleer, Michael
11
Renault, Eric
11
Schmidt, Peter
11
Steel, Mark F. J.
11
Xiao, Zhijie
11
Corradi, Valentina
10
Hsiao, Cheng
10
Timmermann, Allan
10
Dufour, Jean-Marie
9
Hong, Yongmiao
9
Li, Qi
9
Robinson, Peter M.
9
Tsionas, Efthymios G.
9
Whang, Yoon-jae
9
Baltagi, Badi H.
8
Barnett, William A.
8
Hidalgo, Javier
8
Hull, John
8
Kohn, Robert
8
Kumbhakar, Subal
8
Lewbel, Arthur
8
Lütkepohl, Helmut
8
Magnus, Jan R.
8
Ng, Serena
8
Park, Joon Y.
8
Teräsvirta, Timo
8
more ...
less ...
Published in...
All
Journal of econometrics
The journal of derivatives : the official publication of the International Association of Financial Engineers
Econometric theory
11
Mathematical finance : an international journal of mathematics, statistics and financial theory
11
Review of derivatives research
10
Econometric reviews
9
Finance research letters
6
Mathematics and financial economics
6
The quarterly journal of finance
6
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
5
Journal of financial and quantitative analysis : JFQA
5
Annual review of financial economics
4
Journal of banking & finance
4
Oxford bulletin of economics and statistics
4
The econometrics journal
4
The journal of finance : the journal of the American Finance Association
4
The review of financial studies
4
Finance and stochastics
3
International journal of theoretical and applied finance
3
Annals of finance
2
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
2
Journal of empirical finance
2
Journal of risk
2
Quantitative finance
2
The economic journal : the journal of the Royal Economic Society
2
The journal of fixed income
2
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
2
Advances in futures and options research : a research annual
1
Agricultural finance review
1
Estudios de economía aplicada : revista promovida por Asepelt, Asociación de Economía Aplicada
1
European finance review : the official journal of the European Finance Association
1
Financial analysts' journal : FAJ
1
International journal of theoretical and applied finance : IJTAF
1
Journal of economic surveys
1
Journal of financial econometrics
1
Journal of financial economics
1
Journal of financial markets
1
Journal of financial services research : JFSR
1
Journal of financial stability
1
Journal of international money and finance
1
more ...
less ...
Source
All
ECONIS (ZBW)
12
Showing
1
-
10
of
12
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Simple tests for stock return predictability with good size and power properties
Harvey, David I.
;
Leybourne, Stephen James
;
Taylor, Robert
- In:
Journal of econometrics
224
(
2021
)
1
,
pp. 198-214
Persistent link: https://www.econbiz.de/10013275372
Saved in:
2
Bootstrap score tests for fractional integration in heteroskedastic ARFIMA models, with an application to price dynamics in commodity spot and futures markets
Cavaliere, Giuseppe
;
Nielsen, Morten Ørregaard
; …
- In:
Journal of econometrics
187
(
2015
)
2
,
pp. 557-579
Persistent link: https://www.econbiz.de/10011499761
Saved in:
3
Risk management models : construction, testing, usage
Jarrow, Robert A.
- In:
The journal of derivatives : the official publication …
18
(
2011
)
3
,
pp. 89-98
Persistent link: https://www.econbiz.de/10009229659
Saved in:
4
Testing for co-integration in vector autoregressions with non-stationary volatility
Cavaliere, Giuseppe
;
Rahbek, Anders
;
Taylor, Robert
- In:
Journal of econometrics
158
(
2010
)
1
,
pp. 7-24
Persistent link: https://www.econbiz.de/10008826880
Saved in:
5
Efficient tests of the seasonal unit root hypothesis
Rodrigues, Paulo M. M.
;
Taylor, Robert
- In:
Journal of econometrics
141
(
2007
)
2
,
pp. 548-573
Persistent link: https://www.econbiz.de/10003571323
Saved in:
6
Tests of stationarity against a change in persistence
Busetti, Fabio
;
Taylor, Robert
- In:
Journal of econometrics
123
(
2004
)
1
,
pp. 33-66
Persistent link: https://www.econbiz.de/10002223712
Saved in:
7
Testing against stochastic trend and seasonality in the presence of unattended breaks and unit roots
Busetti, Fabio
;
Taylor, Robert
- In:
Journal of econometrics
117
(
2003
)
1
,
pp. 21-53
Persistent link: https://www.econbiz.de/10001787600
Saved in:
8
On regression-based tests for seasonal unit roots in the presence of periodic heteroscedasticity
Burridge, Peter
;
Taylor, Robert
- In:
Journal of econometrics
104
(
2001
)
1
,
pp. 91-117
Persistent link: https://www.econbiz.de/10001589527
Saved in:
9
Recursive and rolling regression-based tests of the seasonal unit root hypothesis
Smith, Richard J.
;
Taylor, Robert
- In:
Journal of econometrics
105
(
2001
)
2
,
pp. 309-336
Persistent link: https://www.econbiz.de/10001633661
Saved in:
10
Bayesian analysis of contingent claim model error
Jacquier, Eric
;
Jarrow, Robert A.
- In:
Journal of econometrics
94
(
2000
)
1/2
,
pp. 145-180
Persistent link: https://www.econbiz.de/10001437752
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->