//--> //--> //-->
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 journal"
type_genre:"Survey"
~isPartOf:"Journal of empirical finance"
~isPartOf:"Journal of financial econometrics : official journal of the Society for Financial Econometrics"
~isPartOf:"The review of financial studies"
~person:"Phillips, Peter C. B."
~source:"econis"
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
5
Theory
5
Bias
2
Option pricing theory
2
Optionspreistheorie
2
Systematischer Fehler
2
Time series analysis
2
Zeitreihenanalyse
2
Asset pricing
1
Bubbles
1
Börsenkurs
1
CAPM
1
Derivat
1
Derivative
1
Estimation theory
1
Financial market
1
Financial market anomalies
1
Finanzmarkt
1
Interest rate derivative
1
Log linear approximation
1
Maximum likelihood estimation
1
Maximum-Likelihood-Schätzung
1
Mildly explosive time series
1
Nichtparametrisches Verfahren
1
Nonparametric statistics
1
Present value model
1
Resampling
1
Resampling method
1
Schätztheorie
1
Share price
1
Spekulationsblase
1
Statistical theory
1
Statistische Methodenlehre
1
Volatility
1
Volatilität
1
Yield curve
1
Zero-Bond
1
Zero-coupon bond
1
Zinsderivat
1
Zinsstruktur
1
more ...
less ...
Online availability
All
Undetermined
1
Type of publication
All
Article
5
Type of publication (narrower categories)
All
Article in journal
Survey
Aufsatz in Zeitschrift
5
Language
All
English
5
Author
All
Phillips, Peter C. B.
Gouriéroux, Christian
12
Noe, Thomas H.
11
Gallant, A. Ronald
10
Thakor, Anjan V.
10
Dybvig, Philip H.
9
Başak, Suleyman
8
Edmans, Alex
8
Garcia, René
8
Acharya, Viral V.
7
Bekaert, Geert
7
Detemple, Jérôme B.
7
Monfort, Alain
7
Zhou, Guofu
7
Zhu, Haoxiang
7
Back, Kerry E.
6
DeMarzo, Peter M.
6
Duffie, Darrell
6
Foucault, Thierry
6
Fulghieri, Paolo
6
He, Zhiguo
6
Hennessy, Christopher A.
6
Hirshleifer, David
6
Longstaff, Francis A.
6
Manso, Gustavo
6
Morellec, Erwan
6
O'Hara, Maureen
6
Parlour, Christine A.
6
Pfleiderer, Paul
6
Titman, Sheridan
6
Vayanos, Dimitri
6
Zapatero, Fernando
6
Admati, Anat R.
5
Almeida, Caio
5
Ardison, Kym
5
Banerjee, Snehal
5
Biais, Bruno
5
Bolton, Patrick
5
Boot, Arnoud W. A.
5
Cao, H. Henry
5
Christoffersen, Peter F.
5
more ...
less ...
Published in...
All
Journal of empirical finance
Journal of financial econometrics : official journal of the Society for Financial Econometrics
The review of financial studies
Journal of econometrics
36
Econometric theory
30
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
24
Econometric reviews
8
The econometrics journal
7
Journal of applied econometrics
5
Oxford bulletin of economics and statistics
5
The review of economic studies
3
Economics letters
2
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
2
International economic review
2
Journal of financial econometrics
2
New Zealand economic papers
2
Econometrics : open access journal
1
Economic time series with random walk and other nonstationary components
1
Información comercial española / Cuadernos económicos
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
Journal of economic surveys
1
Journal of international money and finance
1
Journal of quantitative economics
1
Papers in honor of Patrick C. McMahon
1
Practical issues in cointegration analysis
1
Research in economics : an international review of economics
1
Special issue on new developments in time series econometrics
1
Studies in econometrics in honor of Carl F. Christ
1
Testing integration and cointegration
1
The economic journal : the journal of the Royal Economic Society
1
The review of economics and statistics
1
more ...
less ...
Source
All
ECONIS (ZBW)
Showing
1
-
5
of
5
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Asset pricing with financial bubble risk
Lee, Ji Hyung
;
Phillips, Peter C. B.
- In:
Journal of empirical finance
38
(
2016
),
pp. 590-622
Persistent link: https://www.econbiz.de/10011663380
Saved in:
2
Simulation-based estimation of contingent-claims prices
Phillips, Peter C. B.
;
Yu, Jun
- In:
The review of financial studies
22
(
2009
)
9
,
pp. 3669-3705
Persistent link: https://www.econbiz.de/10003885728
Saved in:
3
Jackknifing bond option prices
Phillips, Peter C. B.
;
Yu, Jun
- In:
The review of financial studies
18
(
2005
)
2
,
pp. 707-742
Persistent link: https://www.econbiz.de/10002882119
Saved in:
4
Nonparametric estimation of a multifactor Heath-Jarrow-Morton model: an integrated approach
Jeffrey, Andrew
;
Kristensen, Dennis
;
Linton, Oliver
; …
- In:
Journal of financial econometrics : official journal of …
2
(
2004
)
2
,
pp. 251-289
Persistent link: https://www.econbiz.de/10002214284
Saved in:
5
Testing the covariance stationarity of heavy-tailed time series : an overview of the theory with applications to several financial datasets
Loretan, Mico
- In:
Journal of empirical finance
1
(
1993
)
2
,
pp. 211-248
Persistent link: https://www.econbiz.de/10001158653
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->