//--> //--> //--> //-->
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
~isPartOf:"Econometric reviews"
~language:"eng"
~subject:"Euro area"
~subject:"Internationales Währungssystem"
~subject:"Portfolio selection"
~subject:"Volatilität"
~subject:"Welt"
~subject:"World"
~type_genre:"Aufsatz in Zeitschrift"
~type_genre:"Bibliography included"
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:
Narrow search
Delete all filters
| 10 applied filters
Year of publication
From:
To:
Subject
All
Euro area
Internationales Währungssystem
Portfolio selection
Volatilität
Welt
World
Theorie
564
Theory
564
Estimation theory
446
Schätztheorie
446
Time series analysis
212
Zeitreihenanalyse
212
Estimation
145
Schätzung
145
Statistical test
135
Statistischer Test
135
Nichtparametrisches Verfahren
132
Nonparametric statistics
132
Panel
111
Panel study
111
Regression analysis
107
Regressionsanalyse
107
Volatility
89
Stochastic process
86
Stochastischer Prozess
86
Method of moments
68
Momentenmethode
68
Bayes-Statistik
67
Bayesian inference
67
USA
66
United States
66
Forecasting model
65
Prognoseverfahren
65
Cointegration
60
Kointegration
59
Bootstrap approach
58
Bootstrap-Verfahren
58
Modellierung
57
Scientific modelling
57
Statistical distribution
57
Statistische Verteilung
57
Autocorrelation
56
Autokorrelation
56
Monte Carlo simulation
54
Monte-Carlo-Simulation
54
more ...
less ...
Online availability
All
Undetermined
44
Free
3
Type of publication
All
Article
109
Book / Working Paper
2
Type of publication (narrower categories)
All
Aufsatz in Zeitschrift
Bibliography included
Article in journal
111
Bibliografie enthalten
2
Collection of articles of several authors
1
Sammelwerk
1
Systematic review
1
Übersichtsarbeit
1
more ...
less ...
Language
All
English
Author
All
McAleer, Michael
13
Maasoumi, Esfandiar
7
Asai, Manabu
6
Cavaliere, Giuseppe
4
Taylor, Robert
4
Gouriéroux, Christian
3
Teräsvirta, Timo
3
Anatolyev, Stanislav
2
Bordignon, Silvano
2
Caporin, Massimiliano
2
Chan, Joshua
2
Hoti, Suhejla
2
Jawadi, Fredj
2
Koopman, Siem Jan
2
Li, Qi
2
Medeiros, Marcelo C.
2
Meyer, Renate
2
Phillips, Peter C. B.
2
Yu, Jun
2
Alexander, Carol
1
Alghalith, Moawia
1
Amado, Cristina
1
Andreou, Panayiotis C.
1
Anyfantaki, Sofia
1
Atkinson, Anthony C.
1
Audrino, Francesco
1
Ausín, M. Concepción
1
Bandi, Federico M.
1
Beaulieu, Marie-Claude
1
Bennedsen, Mikkel
1
Bennett, Christopher, J.
1
Bera, Anil K.
1
Bermudez, P. de Zea
1
Bollerslev, Tim
1
Boswijk, Herman Peter
1
Bravo, Francesco
1
Brechmann, E. C.
1
Brownlees, Christian
1
Bu, Ruijun
1
Cai, Yuzhi
1
more ...
less ...
Published in...
All
Econometric reviews
Energy economics
1,458
Journal of banking & finance
1,442
Finance research letters
1,403
Applied economics
1,209
Journal of international money and finance
1,130
Economic modelling
1,082
International review of financial analysis
954
Applied economics letters
929
Intereconomics : review of European economic policy
918
Economics letters
866
International review of economics & finance : IREF
841
Journal of international financial markets, institutions & money
673
The North American journal of economics and finance : a journal of financial economics studies
641
Research in international business and finance
606
Ecological economics : the transdisciplinary journal of the International Society for Ecological Economics
601
Journal of financial economics
598
The world economy : the leading journal on international economic relations
583
World development : the multi-disciplinary international journal devoted to the study and promotion of world development
580
International Journal of Energy Economics and Policy : IJEEP
576
Journal of international economics
551
Journal of empirical finance
538
Technological forecasting & social change : an international journal
505
European journal of operational research : EJOR
503
The journal of futures markets
492
Journal of risk and financial management : JRFM
491
Climate policy
483
Journal of economic dynamics & control
475
Applied financial economics
467
International journal of theoretical and applied finance
459
The review of financial studies
441
Journal of world trade : law, economic policy, public policy
440
The journal of finance : the journal of the American Finance Association
440
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
427
Insurance / Mathematics & economics
425
Journal of international economic law
424
The European journal of finance
416
Journal of econometrics
408
European economic review : EER
398
The American economic review
384
Pacific-Basin finance journal
383
more ...
less ...
Source
All
ECONIS (ZBW)
111
Showing
1
-
10
of
111
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Adaptive information-based methods for determining the co-integration rank in heteroskedastic VAR models
Boswijk, Herman Peter
;
Cavaliere, Giuseppe
;
De Angelis, Luca
- In:
Econometric reviews
42
(
2023
)
9/10
,
pp. 725-757
Persistent link: https://www.econbiz.de/10014420355
Saved in:
2
Dynamic factor, leverage and realized covariances in multivariate stochastic volatility
Yamauchi, Yuta
;
Omori, Yasuhiro
- In:
Econometric reviews
42
(
2023
)
6
,
pp. 513-539
Persistent link: https://www.econbiz.de/10014305574
Saved in:
3
Extremal quantiles and stock price crashes
Andreou, Panayiotis C.
;
Anyfantaki, Sofia
;
Maasoumi, …
- In:
Econometric reviews
42
(
2023
)
9/10
,
pp. 703-724
Persistent link: https://www.econbiz.de/10014420354
Saved in:
4
Finite sample inference in multivariate instrumental regressions with an application to Catastrophe bonds
Beaulieu, Marie-Claude
;
Khalaf, Lynda
;
Kichian, Maral
; …
- In:
Econometric reviews
41
(
2022
)
10
,
pp. 1205-1242
Persistent link: https://www.econbiz.de/10013490702
Saved in:
5
Large dimensional portfolio allocation based on a mixed frequency dynamic factor model
Peng, Siyang
;
Shaojun, Guo
;
Long, Yonghong
- In:
Econometric reviews
41
(
2022
)
5
,
pp. 539-563
Persistent link: https://www.econbiz.de/10013364893
Saved in:
6
A new Bayesian model for contagion and interdependence
Poon, Aubrey
;
Zhu, Dan
- In:
Econometric reviews
41
(
2022
)
7
,
pp. 806-826
Persistent link: https://www.econbiz.de/10013364908
Saved in:
7
Reconciling negative return skewness with positive time-varying risk premia
Kyriakopoulou, Dimitra
;
Hafner, Christian M.
- In:
Econometric reviews
41
(
2022
)
8
,
pp. 877-894
Persistent link: https://www.econbiz.de/10013364913
Saved in:
8
The continuous limit of weak GARCH
Alexander, Carol
;
Lazar, Emese
- In:
Econometric reviews
40
(
2021
)
2
,
pp. 197-216
Persistent link: https://www.econbiz.de/10012483807
Saved in:
9
Forecasting crude oil price intervals and return volatility via autoregressive conditional interval models
He, Yanan
;
Han, Ai
;
Hong, Yongmiao
;
Sun, Yuying
;
Wang, …
- In:
Econometric reviews
40
(
2021
)
6
,
pp. 584-606
Persistent link: https://www.econbiz.de/10012624525
Saved in:
10
Bayesian analysis of moving average stochastic volatility models : modeling in-mean effects and leverage for financial time series
Dimitrakopoulos, Stefanos
;
Kolossiatis, Michalis
- In:
Econometric reviews
39
(
2020
)
4
,
pp. 319-343
Persistent link: https://www.econbiz.de/10012181420
Saved in:
1
2
3
4
5
6
7
8
9
10
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->