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~isPartOf:"Gabler Edition Wissenschaft"
~isPartOf:"Journal of econometrics"
~subject:"Arbitrage-Pricing-Theorie"
~subject:"Deutschland"
~subject:"Zeitreihenanalyse"
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Search: subject_exact:"Rendite"
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Subject
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Arbitrage-Pricing-Theorie
Deutschland
Zeitreihenanalyse
Capital income
150
Kapitaleinkommen
150
Volatility
72
Volatilität
72
Theorie
71
Theory
71
Estimation
60
Schätzung
60
Börsenkurs
54
Share price
54
Forecasting model
47
Prognoseverfahren
47
Estimation theory
46
Schätztheorie
46
Time series analysis
41
Portfolio selection
31
Portfolio-Management
31
CAPM
26
ARCH model
22
ARCH-Modell
22
Stochastic process
19
Stochastischer Prozess
19
Regression analysis
18
Regressionsanalyse
18
Risikoprämie
18
Correlation
17
Korrelation
17
Market microstructure
16
Marktmikrostruktur
16
Risk premium
16
High-frequency data
15
Rendite
15
Factor analysis
13
Faktorenanalyse
13
Yield
13
Statistical distribution
12
Statistische Verteilung
12
USA
12
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Undetermined
33
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Article
40
Book / Working Paper
15
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Article in journal
40
Aufsatz in Zeitschrift
40
Hochschulschrift
15
Thesis
13
Bibliografie enthalten
2
Bibliography included
2
Case study
1
Fallstudie
1
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Language
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English
44
German
11
Author
All
Todorov, Viktor
4
Andersen, Torben
3
Shephard, Neil G.
3
Asai, Manabu
2
Bollerslev, Tim
2
Demetrescu, Matei
2
Hesselmann, Christoph
2
Li, Jia
2
Li, Yingying
2
Liao, Yuan
2
McAleer, Michael
2
Meddahi, Nour
2
Morawietz, Markus
2
Mykland, Per A.
2
Patton, Andrew J.
2
Sheppard, Kevin
2
Tauchen, George Eugene
2
Xiu, Dacheng
2
Akitürk, Deniz
1
Akitürk, Deniz C.
1
Aussenegg, Wolfgang
1
Aït-Sahalia, Yacine
1
Bansal, Ravi
1
Bouezmarni, Taoufik
1
Breidt, F. Jay
1
Breitung, Jörg
1
Chang, Chia-Lin
1
Chen, Min
1
Chen, Richard Y.
1
Chen, Rui
1
Chen, Zhao
1
Cheng, Mingmian
1
Crato, Nuno
1
Davis, Richard A.
1
DeLima, Pedro J. F.
1
Dhaene, Geert
1
Diebold, Francis X.
1
Drees, Holger
1
Duong, Diep
1
El Ghouch, Anouar
1
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Gabler Edition Wissenschaft
Journal of econometrics
Journal of empirical finance
42
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
37
Finance research letters
30
International review of financial analysis
30
International journal of forecasting
29
Journal of banking & finance
29
Economic modelling
27
Applied economics
26
International review of economics & finance : IREF
26
Journal of forecasting
24
The European journal of finance
23
Applied financial economics
21
Economics letters
21
Europäische Hochschulschriften / 5
21
The North American journal of economics and finance : a journal of financial economics studies
21
Discussion paper / Tinbergen Institute
20
Journal of international financial markets, institutions & money
20
Working paper / National Bureau of Economic Research, Inc.
20
NBER working paper series
19
Kredit und Kapital
18
Research in international business and finance
18
The journal of finance : the journal of the American Finance Association
18
Applied economics letters
17
CFS working paper series
17
CESifo working papers
15
Journal of financial economics
15
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
15
Energy economics
14
Journal of financial econometrics
14
NBER Working Paper
14
Sonderforschungsbereich 504, Rationalitätskonzepte, Entscheidungsverhalten und Ökonomische Modellierung
14
SpringerLink / Bücher
14
Working paper / Centre for Financial Research
14
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
13
Finanz-Betrieb : FB ; Zeitschrift für Unternehmensfinanzierung und Finanzmanagement
13
Journal of financial econometrics : official journal of the Society for Financial Econometrics
13
Journal of risk and financial management : JRFM
13
Financial markets and portfolio management
12
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ECONIS (ZBW)
55
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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
Parametric estimation of long memory in factor models
Ergemen, Yunus Emre
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 1483-1499
Persistent link: https://www.econbiz.de/10014471404
Saved in:
3
Beta observation-driven models with exogenous regressors : a joint analysis of realized correlation and leverage effects
Gorgi, Paolo
;
Koopman, Siem Jan
- In:
Journal of econometrics
237
(
2023
)
2,2
,
pp. 1-21
Persistent link: https://www.econbiz.de/10014471518
Saved in:
4
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:
5
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:
6
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:
7
Modeling and forecasting realized volatility with the fractional Ornstein-Uhlenbeck process
Wang, Xiaohu
;
Xiao, Weilin
;
Yu, Jun
- In:
Journal of econometrics
232
(
2023
)
2
,
pp. 389-415
Persistent link: https://www.econbiz.de/10014339985
Saved in:
8
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:
9
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:
10
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
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