//--> //--> //--> //-->
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:"Statistics"
~isPartOf:"Journal of econometrics"
~subject:"Capital income"
~subject:"Financial crisis"
~type_genre:"Aufsatz in Zeitschrift"
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:"Börsenkurs"
Narrow search
Delete all filters
| 5 applied filters
Year of publication
From:
To:
Subject
All
Capital income
Financial crisis
Börsenkurs
104
Share price
104
Volatility
67
Volatilität
67
Estimation
54
Schätzung
54
Estimation theory
46
Schätztheorie
46
Kapitaleinkommen
42
Time series analysis
41
Zeitreihenanalyse
41
Theorie
39
Theory
39
Forecasting model
25
Prognoseverfahren
25
Stochastic process
25
Stochastischer Prozess
25
ARCH model
24
ARCH-Modell
24
Market microstructure
17
Marktmikrostruktur
17
High-frequency data
15
CAPM
13
Nichtparametrisches Verfahren
13
Nonparametric statistics
13
Stochastic volatility
12
Statistical distribution
10
Statistische Verteilung
10
Noise Trading
9
Noise trading
9
Regression analysis
9
Regressionsanalyse
9
Martingal
8
Martingale
8
Risikoprämie
8
Risk premium
8
Statistical test
8
Statistischer Test
8
Aktienmarkt
7
more ...
less ...
Online availability
All
Undetermined
35
Type of publication
All
Article
45
Type of publication (narrower categories)
All
Statistics
Aufsatz in Zeitschrift
Article in journal
45
Language
All
English
45
Author
All
Todorov, Viktor
6
Tauchen, George Eugene
3
Andersen, Torben
2
Bollerslev, Tim
2
Li, Jia
2
Mykland, Per A.
2
Rodrigues, Paulo M. M.
2
Shephard, Neil G.
2
Taylor, Robert
2
Xiu, Dacheng
2
Yang, Xiye
2
Ahsan, Nazmul
1
Andreou, Elena
1
Aït-Sahalia, Yacine
1
Bauer, Gregory H.
1
Bekaert, Geert
1
Bibinger, Markus
1
Boswijk, Herman Peter
1
Bouezmarni, Taoufik
1
Cai, Zongwu
1
Cederburg, Scott
1
Chen, Min
1
Chen, Richard Y.
1
Chen, Rui
1
Chen, Zhao
1
Cheng, Mingmian
1
Choi, Yongok
1
Christensen, Kim
1
Davis, Richard A.
1
Demetrescu, Matei
1
Dhaene, Geert
1
Ding, Yashuang
1
Drees, Holger
1
Dufour, Jean-Marie
1
El Ghouch, Anouar
1
Fleming, Jeff
1
Georgiev, Iliyan
1
Grynkiv, Iaryna
1
Gungor, Sermin
1
Harvey, David I.
1
more ...
less ...
Published in...
All
Journal of econometrics
Finance research letters
363
International review of financial analysis
284
Journal of banking & finance
235
Pacific-Basin finance journal
202
International review of economics & finance : IREF
180
Journal of financial economics
171
Applied economics letters
167
Applied economics
162
Journal of empirical finance
151
The North American journal of economics and finance : a journal of financial economics studies
145
Research in international business and finance
141
Review of quantitative finance and accounting
130
Journal of international financial markets, institutions & money
109
Economic modelling
104
International journal of economics and financial issues : IJEFI
94
The journal of finance : the journal of the American Finance Association
93
Journal of risk and financial management : JRFM
92
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
91
The European journal of finance
89
International journal of economics and finance
88
Economics letters
86
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
85
Energy economics
83
Investment management and financial innovations
83
Cogent economics & finance
80
The journal of corporate finance : contracting, governance and organization
80
Management science : journal of the Institute for Operations Research and the Management Sciences
79
Applied financial economics
74
Journal of financial markets
73
International journal of finance & economics : IJFE
60
Global finance journal
58
Journal of financial and quantitative analysis : JFQA
56
Emerging markets, finance and trade : EMFT
53
Journal of international money and finance
50
International Journal of Financial Studies : open access journal
49
Journal of economics and finance
48
The review of financial studies
44
Review of Pacific Basin financial markets and policies
41
The empirical economics letters : a monthly international journal of economics
41
more ...
less ...
Source
All
ECONIS (ZBW)
45
Showing
1
-
10
of
45
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
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
Tail index estimation in the presence of covariates : stock returns' tail risk dynamics
Nicolau, João
;
Rodrigues, Paulo M. M.
;
Stoykov, Marian Z.
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 2266-2284
Persistent link: https://www.econbiz.de/10014471455
Saved in:
3
Volatility measurement with pockets of extreme return persistence
Andersen, Torben
;
Li, Yingying
;
Todorov, Viktor
;
Zhou, Bo
- In:
Journal of econometrics
237
(
2023
)
2,3
,
pp. 1-27
Persistent link: https://www.econbiz.de/10014471793
Saved in:
4
Uniform predictive inference for factor models with instrumental and idiosyncratic betas
Cheng, Mingmian
;
Liao, Yuan
;
Yang, Xiye
- In:
Journal of econometrics
237
(
2023
)
2,3
,
pp. 1-28
Persistent link: https://www.econbiz.de/10014471816
Saved in:
5
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:
6
A simple joint model for returns, volatility and volatility of volatility
Ding, Yashuang
- In:
Journal of econometrics
232
(
2023
)
2
,
pp. 521-543
Persistent link: https://www.econbiz.de/10014340096
Saved in:
7
Identifying latent factors based on high-frequency data
Sun, Yucheng
;
Xu, Wen
;
Zhang, Chuanhai
- In:
Journal of econometrics
233
(
2023
)
1
,
pp. 251-270
Persistent link: https://www.econbiz.de/10014341048
Saved in:
8
Testing for episodic predictability in stock returns
Demetrescu, Matei
;
Georgiev, Iliyan
;
Rodrigues, Paulo M. M.
- In:
Journal of econometrics
227
(
2022
)
1
,
pp. 85-113
Persistent link: https://www.econbiz.de/10013441625
Saved in:
9
Asset selection based on high frequency Sharpe ratio
Wang, Christina Dan
;
Chen, Zhao
;
Lian, Yimin
;
Chen, Min
- In:
Journal of econometrics
227
(
2022
)
1
,
pp. 168-188
Persistent link: https://www.econbiz.de/10013441645
Saved in:
10
Dynamics and heterogeneity of subjective stock market expectations
Heiss, Florian
;
Hurd, Michael D.
;
Rooij, Maarten van
; …
- In:
Journal of econometrics
231
(
2022
)
1
,
pp. 213-231
Persistent link: https://www.econbiz.de/10013441982
Saved in:
1
2
3
4
5
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->