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~isPartOf:"Annual review of financial economics"
~isPartOf:"Econometric reviews"
~isPartOf:"Journal of econometrics"
~isPartOf:"Journal of empirical finance"
~isPartOf:"The econometrics journal"
~isPartOf:"The journal of fixed income"
~language:"eng"
~language:"est"
~language:"spa"
~person:"Gouriéroux, Christian"
~person:"Jarrow, Robert A."
~person:"Taylor, Robert"
~subject:"Börsenkurs"
~subject:"Collateral"
~subject:"EU countries"
~subject:"Economic growth"
~subject:"Entwicklungsländer"
~subject:"Schätzung"
~subject:"Supply chain"
~subject:"Theory"
~subject:"United Kingdom"
~type_genre:"Article in journal"
~type_genre:"Aufsatz in Zeitschrift"
~type_genre:"Collection of articles of several authors"
~type_genre:"Collection of articles written by one author"
~type_genre:"Sammelwerk"
~type_genre:"Statistik"
~type_genre:"Systematic review"
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Börsenkurs
Collateral
EU countries
Economic growth
Entwicklungsländer
Schätzung
Supply chain
Theory
United Kingdom
Theorie
54
Time series analysis
36
Zeitreihenanalyse
36
Estimation theory
27
Schätztheorie
27
Einheitswurzeltest
26
Unit root test
26
Volatility
17
Volatilität
17
Bootstrap approach
14
Bootstrap-Verfahren
14
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11
Statistical test
10
Statistischer Test
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Stochastic process
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Stochastischer Prozess
10
Saisonale Schwankungen
9
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9
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Derivative
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Prognoseverfahren
7
Regression analysis
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Regressionsanalyse
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Yield curve
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Zinsstruktur
7
Bubbles
6
Capital income
6
Cointegration
6
Financial market
6
Finanzmarkt
6
Kapitaleinkommen
6
Kointegration
6
Option pricing theory
6
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64
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Article in journal
Aufsatz in Zeitschrift
Collection of articles of several authors
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Statistik
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Gouriéroux, Christian
Jarrow, Robert A.
Taylor, Robert
Phillips, Peter C. B.
58
McAleer, Michael
29
Linton, Oliver
27
Lee, Lung-fei
26
Koop, Gary
25
Pesaran, M. Hashem
25
Maasoumi, Esfandiar
24
Baltagi, Badi H.
22
Yu, Jun
22
Ghysels, Eric
20
Li, Qi
20
Schmidt, Peter
19
Leybourne, Stephen James
18
Swanson, Norman R.
18
Bollerslev, Tim
17
Hsiao, Cheng
17
Kumbhakar, Subal
17
Tauchen, George Eugene
17
Xiao, Zhijie
17
Diebold, Francis X.
16
Park, Joon Y.
16
Todorov, Viktor
16
Aït-Sahalia, Yacine
15
Gao, Jiti
15
Granger, C. W. J.
15
Magnus, Jan R.
15
Timmermann, Allan
15
Kapetanios, George
14
Lütkepohl, Helmut
14
Renault, Eric
14
Steel, Mark F. J.
14
Su, Liangjun
14
Teräsvirta, Timo
14
Ullah, Aman
14
White, Halbert
14
Chib, Siddhartha
13
Corradi, Valentina
13
Dufour, Jean-Marie
13
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Annual review of financial economics
Econometric reviews
Journal of econometrics
Journal of empirical finance
The econometrics journal
The journal of fixed income
Econometric theory
17
Mathematical finance : an international journal of mathematics, statistics and financial theory
14
Review of derivatives research
11
Journal of banking & finance
9
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
7
Annales d'économie et de statistique
6
Finance research letters
6
Journal of financial econometrics : official journal of the Society for Financial Econometrics
6
Mathematics and financial economics
6
The quarterly journal of finance
6
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
5
International journal of theoretical and applied finance
5
Journal of financial and quantitative analysis : JFQA
5
Oxford bulletin of economics and statistics
5
The journal of finance : the journal of the American Finance Association
5
The review of financial studies
5
Annals of economics and statistics
3
Finance and stochastics
3
Journal of financial econometrics
3
Quantitative finance
3
The journal of derivatives : the official publication of the International Association of Financial Engineers
3
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
3
Annals of finance
2
Economics letters
2
Journal of financial markets
2
Journal of risk
2
The economic journal : the journal of the Royal Economic Society
2
The journal of credit risk : published quarterly by Incisive Media
2
The journal of portfolio management : a publication of Institutional Investor
2
Advances in futures and options research : a research annual
1
Agricultural finance review
1
Duration transition and count data models
1
Dynamique des marchés financiers et prévisions
1
Estudios de economía aplicada : revista promovida por Asepelt, Asociación de Economía Aplicada
1
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ECONIS (ZBW)
65
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1
Futures contract collateralization and its implications
Jarrow, Robert A.
;
Kwok, Simon Sai Man
- In:
Journal of empirical finance
74
(
2023
),
pp. 1-25
Persistent link: https://www.econbiz.de/10014477096
Saved in:
2
Improved tests for stock return predictability
Harvey, David I.
;
Leybourne, Stephen James
;
Taylor, Robert
- In:
Econometric reviews
42
(
2023
)
9/10
,
pp. 834-861
Persistent link: https://www.econbiz.de/10014420348
Saved in:
3
In memory of Michael McAleer : special issue of Econometric Reviews
Maasoumi, Esfandiar
;
Taylor, Robert
- In:
Econometric reviews
42
(
2023
)
9/10
,
pp. 700-702
Persistent link: https://www.econbiz.de/10014420353
Saved in:
4
Inflation-adjusted bonds, swaps, and derivatives
Jarrow, Robert A.
;
Yildirim, Yildiray
- In:
Annual review of financial economics
15
(
2023
),
pp. 449-471
Persistent link: https://www.econbiz.de/10014426345
Saved in:
5
Using covariates to improve the efficacy of univariate bubble detection methods
Astill, Sam
;
Taylor, Robert
;
Kellard, Neil
;
Korkos, Ioannis
- In:
Journal of empirical finance
70
(
2023
),
pp. 342-366
Persistent link: https://www.econbiz.de/10014423733
Saved in:
6
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:
7
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:
8
Level shift estimation in the presence of non-stationary volatility with an application to the unit root testing problem
Harris, David
;
Kew, Hsein
;
Taylor, Robert
- In:
Journal of econometrics
219
(
2020
)
2
,
pp. 354-388
Persistent link: https://www.econbiz.de/10012483394
Saved in:
9
Identification by Laplace transforms in nonlinear time series and panel models with unobserved stochastic dynamic effects
Gagliardini, Patrick
;
Gouriéroux, Christian
- In:
Journal of econometrics
208
(
2019
)
2
,
pp. 613-637
Persistent link: https://www.econbiz.de/10012149372
Saved in:
10
Wild bootstrap seasonal unit root tests for time series with periodic nonstationary volatility
Cavaliere, Giuseppe
;
Skrobotov, Anton
;
Taylor, Robert
- In:
Econometric reviews
38
(
2019
)
5
,
pp. 509-532
Persistent link: https://www.econbiz.de/10012181330
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