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~isPartOf:"Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics"
~source:"econis"
~subject:"ARCH model"
~subject:"Aktienmarkt"
~subject:"Bayes-Statistik"
~type_genre:"Aufsatz in Zeitschrift"
~type_genre:"Collection of articles written by one author"
~type_genre:"Sammlung"
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ARCH model
Aktienmarkt
Bayes-Statistik
Markov chain
23
Markov-Kette
23
Theorie
18
Theory
18
Bayesian inference
5
Estimation theory
4
Game theory
4
Schätztheorie
4
Spieltheorie
4
Equilibrium model
3
Gleichgewichtsmodell
3
Statistical test
3
Statistischer Test
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Stochastic game
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Stochastisches Spiel
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Asymmetric information
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Markov chains
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Time series analysis
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ARCH-Modell
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Bootstrap-Verfahren
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CAPM
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Capital income
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Dauer
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Decision theory
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Aufsatz in Zeitschrift
Collection of articles written by one author
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Angelo, Mele
1
Athey, Susan
1
Chib, Siddhartha
1
Ching, Andrew
1
Elerian, Ola
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Escobar, Juan F.
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Hussey, Robert Miller
1
Imai, Susumu
1
Jain, Neelam
1
Segal, Ilya
1
Shephard, Neil G.
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Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
Journal of econometrics
39
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
29
Energy economics
23
Economic modelling
22
International journal of forecasting
22
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
21
Journal of empirical finance
18
Applied economics
16
The North American journal of economics and finance : a journal of financial economics studies
15
Economics letters
14
Finance research letters
13
Journal of forecasting
13
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
12
European journal of operational research : EJOR
11
International review of financial analysis
11
Journal of economic dynamics & control
10
Applied economics letters
9
Econometric reviews
9
International review of economics & finance : IREF
9
Journal of risk and financial management : JRFM
9
Quantitative finance
9
Research in international business and finance
9
Computational economics
8
Journal of applied econometrics
8
Journal of banking & finance
8
Journal of financial econometrics : official journal of the Society for Financial Econometrics
8
Journal of the American Statistical Association : JASA
8
Econometrics : open access journal
7
International journal of economics and finance
7
Marketing science : the marketing journal of the Institute for Operations Research and the Management Sciences
7
The European journal of finance
7
Insurance / Mathematics & economics
6
International Journal of Financial Studies : open access journal
6
International journal of theoretical and applied finance
6
Management science : journal of the Institute for Operations Research and the Management Sciences
6
Quantitative marketing and economics : QME
6
Risks : open access journal
6
The journal of futures markets
6
Economic research
5
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ECONIS (ZBW)
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1
A structural model of dense network formation
Angelo, Mele
- In:
Econometrica : journal of the Econometric Society, an …
85
(
2017
)
3
,
pp. 825-850
Persistent link: https://www.econbiz.de/10011778815
Saved in:
2
Efficiency in games with Markovian private information
Escobar, Juan F.
;
Toikka, Juuso
- In:
Econometrica : journal of the Econometric Society, an …
81
(
2013
)
5
,
pp. 1887-1934
Persistent link: https://www.econbiz.de/10010230620
Saved in:
3
An efficient dynamic mechanism
Athey, Susan
;
Segal, Ilya
- In:
Econometrica : journal of the Econometric Society, an …
81
(
2013
)
6
,
pp. 2463-2485
Persistent link: https://www.econbiz.de/10010237405
Saved in:
4
Bayesian estimation of dynamic discrete choice models
Imai, Susumu
;
Jain, Neelam
;
Ching, Andrew
- In:
Econometrica : journal of the Econometric Society, an …
77
(
2009
)
6
,
pp. 1865-1899
Persistent link: https://www.econbiz.de/10003943433
Saved in:
5
Likelihood inference for discretely observed nonlinear diffusions
Elerian, Ola
;
Chib, Siddhartha
;
Shephard, Neil G.
- In:
Econometrica : journal of the Econometric Society, an …
69
(
2001
)
4
,
pp. 959-993
Persistent link: https://www.econbiz.de/10001594726
Saved in:
6
Quadrature-based methods for obtaining approximate solutions to nonlinear asset pricing models
Tauchen, George Eugene
- In:
Econometrica : journal of the Econometric Society, an …
59
(
1991
)
2
,
pp. 371-396
Persistent link: https://www.econbiz.de/10001101891
Saved in:
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