//--> //--> //-->
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:"Journal of business & economic statistics : JBES ; a publication of the American Statistical Association"
~person:"Engle, Robert F."
~subject:"Estimation theory"
~subject:"Schätztheorie"
~subject:"Statistical distribution"
~subject:"Zeitreihenanalyse"
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:"Theoretisches Modell"
Narrow search
Delete all filters
| 6 applied filters
Year of publication
From:
To:
Subject
All
Estimation theory
Schätztheorie
Statistical distribution
Zeitreihenanalyse
Theorie
6
Theory
6
Portfolio selection
3
Portfolio-Management
3
Time series analysis
3
ARCH model
2
ARCH-Modell
2
Capital income
2
Correlation
2
Kapitaleinkommen
2
Korrelation
2
Composite likelihood
1
Dynamic conditional correlation
1
Estimation
1
GARCH
1
Markowitz portfolio selection
1
Measurement
1
Messung
1
Nonlinear shrinkage.
1
Regression analysis
1
Regressionsanalyse
1
Risiko
1
Risikomanagement
1
Risikomaß
1
Risk
1
Risk management
1
Risk measure
1
Schätzung
1
Statistical test
1
Statistical theory
1
Statistische Methodenlehre
1
Statistischer Test
1
USA
1
United States
1
more ...
less ...
Type of publication
All
Article
3
Type of publication (narrower categories)
All
Article in journal
3
Aufsatz in Zeitschrift
3
Language
All
English
3
Author
All
Engle, Robert F.
Ghysels, Eric
8
Harvey, Andrew C.
6
Leybourne, Stephen James
5
Andrews, Donald W. K.
4
Gregory, Allan W.
4
Hall, Alastair R.
4
Hamilton, James D.
4
Li, Wai Keung
4
Lucas, André
4
Marcellino, Massimiliano
4
Perron, Pierre
4
Taylor, Robert
4
Cheung, Yin-Wong
3
Clark, Todd E.
3
Diebold, Francis X.
3
Dijk, Herman K. van
3
Franses, Philip Hans
3
Granger, C. W. J.
3
Hansen, Bruce E.
3
Hansen, Lars Peter
3
Kim, Chang-jin
3
Koop, Gary
3
Koopman, Siem Jan
3
Lechner, Michael
3
McCabe, Brendan Peter Martin
3
Nijman, Theodore E.
3
Palm, Franz C.
3
Pantula, Sastry G.
3
Pfeffermann, Danny
3
Ravazzolo, Francesco
3
Steel, Mark F. J.
3
Stock, James H.
3
Tsay, Ruey S.
3
Zhu, Ke
3
Zivot, Eric
3
Aastveit, Knut Are
2
Alba, Enrique de
2
Andersen, Torben
2
Bauwens, Luc
2
more ...
less ...
Published in...
All
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
Discussion paper / Department of Economics, University of California San Diego
10
Working paper / National Bureau of Economic Research, Inc.
7
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
4
NBER Working Paper
4
Advanced texts in econometrics
3
NBER working paper series
3
Advances in futures and options research : a research annual
1
Chung-hua series of lectures by invited eminent economists
1
Econometric theory
1
HKUST Business School Research Paper
1
Handbook of econometrics ; Vol. 4
1
Jingji-lunwen
1
Journal of applied econometrics
1
Journal of econometrics
1
Journal of economic literature
1
Journal of financial econometrics : official journal of the Society for Financial Econometrics
1
Journal of international money and finance
1
Journal of monetary economics
1
NBER technical working paper series
1
Oxford bulletin of economics and statistics
1
The econometrics of economic policy
1
The journal of finance : the journal of the American Finance Association
1
The review of economics and statistics
1
Wirtschaftsdienst : Zeitschrift für Wirtschaftspolitik
1
Working paper / Department of Economics, University of Aarhus
1
more ...
less ...
Source
All
ECONIS (ZBW)
3
Showing
1
-
3
of
3
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Testing and valuing dynamic correlations for asset allocation
Engle, Robert F.
;
Colacito, Riccardo
- In:
Journal of business & economic statistics : JBES ; a …
24
(
2006
)
2
,
pp. 238-253
Persistent link: https://www.econbiz.de/10003317174
Saved in:
2
Testing for common features
Engle, Robert F.
- In:
Journal of business & economic statistics : JBES ; a …
11
(
1993
)
4
,
pp. 369-380
Persistent link: https://www.econbiz.de/10001155992
Saved in:
3
Semiparametric ARCH models
Engle, Robert F.
- In:
Journal of business & economic statistics : JBES ; a …
9
(
1991
)
4
,
pp. 345-359
Persistent link: https://www.econbiz.de/10001113395
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->