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type_genre:"Article in journal"
~isPartOf:"An Elgar reference collection"
~isPartOf:"Journal of econometrics"
~subject:"CAPM"
~subject:"Stochastischer Prozess"
~subject:"World"
~type_genre:"Reprint"
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Search: subject_exact:"Theory"
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Subject
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CAPM
Stochastischer Prozess
World
Theorie
1,705
Theory
1,705
Estimation theory
367
Schätztheorie
367
Time series analysis
324
Zeitreihenanalyse
324
Estimation
169
Schätzung
169
Nichtparametrisches Verfahren
139
Nonparametric statistics
139
Forecasting model
128
Prognoseverfahren
128
Statistical test
128
Statistischer Test
128
Volatility
124
Volatilität
124
Regression analysis
113
Regressionsanalyse
113
Stochastic process
103
USA
99
United States
98
Panel
92
Panel study
92
Bayes-Statistik
87
Bayesian inference
87
Ökonometrie
82
Econometrics
81
Statistical distribution
78
Statistische Verteilung
78
Method of moments
77
Momentenmethode
77
Cointegration
72
Kointegration
72
Monte Carlo simulation
72
Monte-Carlo-Simulation
72
Markov chain
71
Markov-Kette
71
Bootstrap approach
68
Bootstrap-Verfahren
68
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Undetermined
66
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Article
155
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53
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Article in journal
Reprint
Aufsatz in Zeitschrift
158
Collection of articles of several authors
81
Sammelwerk
81
Aufsatzsammlung
39
Mehrbändiges Werk
39
Multi-volume publication
39
Bibliografie enthalten
1
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1
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1
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1
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English
208
Author
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Phillips, Peter C. B.
7
Yu, Jun
6
Aït-Sahalia, Yacine
5
McAleer, Michael
4
Renault, Eric
4
Chan, Joshua
3
Hartley, Keith
3
Todorov, Viktor
3
Aliber, Robert Z.
2
Arvanitis, Stelios
2
Asai, Manabu
2
Bollerslev, Tim
2
Boswijk, Herman Peter
2
Cantwell, John
2
Eijffinger, Sylvester C. W.
2
Fiorentini, Gianluca
2
Ghysels, Eric
2
Gonzalo, Jesús
2
Gouriéroux, Christian
2
Greenaway, David
2
Griffin, J. E.
2
Hansen, Lars Peter
2
Horváth, Lajos
2
Hu, Ling
2
Jensen, Mark J.
2
Jin, Sainan
2
Kleibergen, Frank
2
Koop, Gary
2
Lieberman, Offer
2
Linton, Oliver
2
Maheu, John M.
2
Mancini, Loriano
2
Mykland, Per A.
2
Park, Joon Y.
2
Pelger, Markus
2
Poon, Aubrey
2
Rice, Gregory
2
Sandler, Todd
2
Schorfheide, Frank
2
Shephard, Neil G.
2
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Published in...
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An Elgar reference collection
Journal of econometrics
European journal of operational research : EJOR
471
Journal of economic dynamics & control
199
Economics letters
195
Journal of banking & finance
194
Finance and stochastics
176
Journal of financial economics
176
Insurance / Mathematics & economics
171
The review of financial studies
170
The journal of finance : the journal of the American Finance Association
165
International journal of theoretical and applied finance
157
Journal of international money and finance
154
Mathematical finance : an international journal of mathematics, statistics and financial theory
153
Computers & operations research : and their applications to problems of world concern ; an international journal
147
Economic modelling
143
Journal of international economics
142
International journal of production research
129
Operations research
116
Finance research letters
114
Applied economics
113
Journal of empirical finance
109
Operations research letters
108
Journal of economic theory
106
Management science : journal of the Institute for Operations Research and the Management Sciences
106
Journal of monetary economics
101
Energy economics
96
International review of economics & finance : IREF
95
European economic review : EER
93
Applied economics letters
88
Ecological economics : the transdisciplinary journal of the International Society for Ecological Economics
84
Mathematics of operations research
81
International journal of production economics
79
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
78
Journal of financial and quantitative analysis : JFQA
75
Risks : open access journal
75
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
72
International review of financial analysis
70
Macroeconomic dynamics
70
Quantitative finance
70
Annals of finance
67
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ECONIS (ZBW)
208
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1
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10
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208
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1
Intraday cross-sectional distributions of systematic risk
Andersen, Torben
;
Riva, Raul
;
Thyrsgaard, Martin
; …
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 1394-1418
Persistent link: https://www.econbiz.de/10014471397
Saved in:
2
Comparing stochastic volatility specifications for large Bayesian VARs
Chan, Joshua
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 1419-1446
Persistent link: https://www.econbiz.de/10014471398
Saved in:
3
Stochastic properties of nonlinear locally-nonstationary filters
Blasques, Francisco
;
Nientker, Marc
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 2082-2095
Persistent link: https://www.econbiz.de/10014471445
Saved in:
4
Estimation and inference in a high-dimensional semiparametric Gaussian copula vector autoregressive model
Fan, Yanqin
;
Han, Fang
;
Park, Hyeonseok
- In:
Journal of econometrics
237
(
2023
)
1
,
pp. 1-28
Persistent link: https://www.econbiz.de/10014471479
Saved in:
5
Business-cycle consumption risk and asset prices
Bandi, Federico M.
;
Tamoni, Andrea
- In:
Journal of econometrics
237
(
2023
)
2,3
,
pp. 1-23
Persistent link: https://www.econbiz.de/10014471828
Saved in:
6
Score-driven asset pricing : predicting time-varying risk premia based on cross-sectional model performance
Umlandt, Dennis
- In:
Journal of econometrics
237
(
2023
)
2,3
,
pp. 1-26
Persistent link: https://www.econbiz.de/10014471829
Saved in:
7
Identification-robust beta pricing, spanning, mimicking portfolios, and the benchmark neutrality of catastrophe bonds
Beaulieu, Marie-Claude
;
Dufour, Jean-Marie
;
Khalaf, Lynda
; …
- In:
Journal of econometrics
236
(
2023
)
1
,
pp. 1-19
Persistent link: https://www.econbiz.de/10014332237
Saved in:
8
Large stochastic volatility in mean VARs
Cross, Jamie
;
Hou, Chenghan
;
Koop, Gary
;
Poon, Aubrey
- In:
Journal of econometrics
236
(
2023
)
1
,
pp. 1-24
Persistent link: https://www.econbiz.de/10014332245
Saved in:
9
High-dimensional conditionally Gaussian state space models with missing data
Chan, Joshua
;
Poon, Aubrey
;
Zhu, Dan
- In:
Journal of econometrics
236
(
2023
)
1
,
pp. 1-21
Persistent link: https://www.econbiz.de/10014332310
Saved in:
10
A solution to the global identification problem in DSGE models
Kocięcki, Andrzej
;
Kolasa, Marcin
- In:
Journal of econometrics
236
(
2023
)
2
,
pp. 1-27
Persistent link: https://www.econbiz.de/10014365479
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