//--> //--> //--> //-->
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:"Finance research letters"
~isPartOf:"Mélanges économiques : essais en l'honneur de Edmond Malinvaud"
~person:"Barua, Ronil"
~person:"Caldeira, João F."
~person:"Dijk, Herman K. van"
~person:"Gouriéroux, Christian"
~person:"Gupta, Rangan"
~person:"Wu, Xinyu"
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:"Theory"
Narrow search
Delete all filters
| 8 applied filters
Year of publication
From:
To:
Subject
All
Theorie
17
Theory
17
Capital income
10
Kapitaleinkommen
10
Forecasting model
9
Prognoseverfahren
9
Volatility
6
Volatilität
6
Estimation
4
Predictability
4
Risiko
4
Risk
4
Schätzung
4
ARCH model
3
ARCH-Modell
3
Aktienmarkt
3
Börsenkurs
3
Estimation theory
3
Risikoprämie
3
Risk premium
3
Schätztheorie
3
Share price
3
Stock market
3
Time series analysis
3
Zeitreihenanalyse
3
Economic uncertainty
2
Measurement
2
Messung
2
Portfolio selection
2
Portfolio-Management
2
Probability theory
2
Wahrscheinlichkeitsrechnung
2
Aktienindex
1
Anleihe
1
Autoregression tests
1
Bitcoin
1
Black-Litterman
1
Bond
1
Bond premia
1
CAPM
1
more ...
less ...
Online availability
All
Undetermined
13
Type of publication
All
Article
17
Type of publication (narrower categories)
All
Article in journal
13
Aufsatz in Zeitschrift
13
Aufsatz im Buch
4
Book section
4
Language
All
English
13
French
4
Author
All
Barua, Ronil
Caldeira, João F.
Dijk, Herman K. van
Gouriéroux, Christian
Gupta, Rangan
Wu, Xinyu
Jarrow, Robert A.
6
Sensoy, Ahmet
5
Bouri, Elie
4
Kim, Hwa-sung
4
Wei, Xu
4
Wohar, Mark E.
4
Bekiros, Stelios
3
Boudt, Kris
3
Giannikos, Christos
3
Jang, Bong-Gyu
3
Lee, Jaewook
3
Leirvik, Thomas
3
Lien, Da-hsiang Donald
3
Xiong, Xiong
3
Yang, Jinqiang
3
Zhang, Wei
3
Abid, Ilyes
2
Al-Yahyaee, Khamis Hamed
2
Božović, Miloš
2
Brennan, Michael J.
2
Carr, Peter
2
Casals, José
2
Castañeda, Pablo
2
Chen, Cathy W. S.
2
Chen, Jingnan
2
Chen, Rongda
2
Chen, Wenrui
2
Csóka, Péter
2
Demirer, Rıza
2
Deng, Chuang
2
Drobetz, Wolfgang
2
Dömötör, Barbara
2
Ferrer, Alex
2
Gan, Liu
2
Gauthier, Geneviève
2
Giannetti, Mariassunta
2
more ...
less ...
Published in...
All
Finance research letters
Mélanges économiques : essais en l'honneur de Edmond Malinvaud
Série des documents de travail / Centre de Recherche en Économie et Statistique
66
Discussion paper / Tinbergen Institute
63
Série des documents de travail du CREST / Institut National de la Statistique et des Etudes Economiques
28
Journal of econometrics
22
Centre d'Etudes Prospectives d'Economie Mathématique Appliquées à la Planification : CEPREMAP
17
Annales d'économie et de statistique
15
Econometric Institute research papers
14
Department of Economics working paper series
11
Working papers / University of Connecticut, Department of Economics
10
Econometric reviews
7
Report / Econometric Institute, Erasmus University Rotterdam
7
Applied economics
6
Discussion paper / Tinbergen Institute / Tinbergen Institute
6
Econometric theory
6
Journal of financial econometrics : official journal of the Society for Financial Econometrics
6
Journal of forecasting
6
Report / Econometric Institute, Erasmus University Rotterdam / Econometric Institute, Erasmus University Rotterdam
6
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
5
Journal of banking & finance
5
Journal of empirical finance
5
L' Actualité économique : revue trimest.
5
Research paper series / Swiss Finance Institute
5
CORE discussion paper : DP
4
Swiss Finance Institute Research Paper
4
Working paper / Norges Bank
4
Annals of economics and finance
3
Annals of economics and statistics
3
Computational economics
3
Documents de travail / Banque de France
3
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
3
Econometrics : open access journal
3
Empirical economics. - 1990. - VI, 260 S. - Enth. 10 Beitr.
3
Energy economics
3
International review of economics & finance : IREF
3
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
3
Journal of macroeconomics
3
Mathematical finance : an international journal of mathematics, statistics and financial theory
3
South African journal of economic and management sciences
3
more ...
less ...
Source
All
ECONIS (ZBW)
17
Showing
1
-
10
of
17
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
A real-rime GARCH-MIDAS model
Wu, Xinyu
;
Zhao, An
;
Cheng, Tengfei
- In:
Finance research letters
56
(
2023
),
pp. 1-9
Persistent link: https://www.econbiz.de/10014473667
Saved in:
2
Dynamic Black Litterman portfolios with views derived via CNN-BiLSTM predictions
Barua, Ronil
;
Sharma, Anil Kumar
- In:
Finance research letters
49
(
2022
),
pp. 1-7
Persistent link: https://www.econbiz.de/10013479200
Saved in:
3
Gold, platinum and the predictability of bond risk premia
Bouri, Elie
;
Demirer, Rıza
;
Gupta, Rangan
;
Wohar, Mark E.
- In:
Finance research letters
38
(
2021
),
pp. 1-7
Persistent link: https://www.econbiz.de/10012487757
Saved in:
4
Predicting Bitcoin returns : comparing the roles of newspaper- and internet search-based measures of uncertainty
Bouri, Elie
;
Gupta, Rangan
- In:
Finance research letters
38
(
2021
),
pp. 1-7
Persistent link: https://www.econbiz.de/10012485208
Saved in:
5
Forecasting VaR using realized EGARCH model with skewness and kurtosis
Wu, Xinyu
;
Xia, Michelle
;
Zhang, Huanming
- In:
Finance research letters
32
(
2020
),
pp. 1-7
Persistent link: https://www.econbiz.de/10012430736
Saved in:
6
Time-varying risk aversion and the predictability of bond premia
Çepni, Oğguzhan
;
Demirer, Rıza
;
Gupta, Rangan
; …
- In:
Finance research letters
34
(
2020
),
pp. 1-7
Persistent link: https://www.econbiz.de/10012436600
Saved in:
7
Testing for mean reversion in Bitcoin returns with Gibbs-sampling-augmented randomization
Turatti, Douglas Eduardo
;
Mendes, Fernando Henrique de …
- In:
Finance research letters
34
(
2020
),
pp. 1-8
Persistent link: https://www.econbiz.de/10012436908
Saved in:
8
Forecasting volatility using realized stochastic volatility model with time-varying leverage effect
Wu, Xinyu
;
Wang, Xiaona
- In:
Finance research letters
34
(
2020
),
pp. 1-7
Persistent link: https://www.econbiz.de/10012436997
Saved in:
9
Solving the index tracking problem based on a convex reformulation for cointegration
Sant'Anna, Leonardo Riegel
;
Oliveira, Alan Delgado de
; …
- In:
Finance research letters
37
(
2020
),
pp. 1-6
Persistent link: https://www.econbiz.de/10012484879
Saved in:
10
Stock market efficiency analysis using long spans of Data : a multifractal detrended fluctuation approach
Tiwari, Aviral Kumar
;
Aye, Goodness C.
;
Gupta, Rangan
- In:
Finance research letters
28
(
2019
),
pp. 398-411
Persistent link: https://www.econbiz.de/10012388354
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->