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~isPartOf:"Journal of econometrics"
~isPartOf:"Journal of empirical finance"
~isPartOf:"The journal of fixed income"
~language:"eng"
~language:"est"
~language:"spa"
~person:"Gouriéroux, Christian"
~person:"Hidalgo, Javier"
~person:"Jarrow, Robert A."
~person:"Swanson, Norman R."
~person:"Taylor, Robert"
~person:"Todorov, Viktor"
~subject:"Bootstrap approach"
~subject:"Börsenkurs"
~subject:"Collateral"
~subject:"EU countries"
~subject:"Economic growth"
~subject:"Entwicklungsländer"
~subject:"Supply chain"
~subject:"Theory"
~subject:"United Kingdom"
~type_genre:"Article in journal"
~type_genre:"Aufsatz in Zeitschrift"
~type_genre:"Collection of articles of several authors"
~type_genre:"Collection of articles written by one author"
~type_genre:"Sammelwerk"
~type_genre:"Statistik"
~type_genre:"Systematic review"
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Bootstrap approach
Börsenkurs
Collateral
EU countries
Economic growth
Entwicklungsländer
Supply chain
Theory
United Kingdom
Theorie
64
Time series analysis
47
Zeitreihenanalyse
47
Estimation theory
44
Schätztheorie
44
Volatility
32
Volatilität
32
Estimation
24
Schätzung
24
Bootstrap-Verfahren
21
Stochastic process
21
Stochastischer Prozess
21
Einheitswurzeltest
19
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Prognoseverfahren
19
Unit root test
19
Capital income
15
Kapitaleinkommen
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Regressionsanalyse
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Nichtparametrisches Verfahren
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Nonparametric statistics
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Option pricing theory
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Optionspreistheorie
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Share price
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Statistical test
10
Statistischer Test
10
Statistical distribution
9
Statistische Verteilung
9
Structural break
8
Strukturbruch
8
Credit risk
7
High-frequency data
7
Kreditrisiko
7
Cointegration
6
Induktive Statistik
6
Kointegration
6
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23
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84
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1
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Aufsatz in Zeitschrift
Collection of articles of several authors
Collection of articles written by one author
Sammelwerk
Statistik
Systematic review
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2
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2
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1
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Gouriéroux, Christian
Hidalgo, Javier
Jarrow, Robert A.
Swanson, Norman R.
Taylor, Robert
Todorov, Viktor
Phillips, Peter C. B.
38
Koop, Gary
19
Lee, Lung-fei
16
Linton, Oliver
16
Yu, Jun
16
Ghysels, Eric
15
Pesaran, M. Hashem
15
Tauchen, George Eugene
14
Aït-Sahalia, Yacine
13
Diebold, Francis X.
13
Dufour, Jean-Marie
13
Granger, C. W. J.
13
Chib, Siddhartha
12
Corradi, Valentina
12
McAleer, Michael
12
Park, Joon Y.
12
Renault, Eric
12
Timmermann, Allan
12
Xiao, Zhijie
12
Bollerslev, Tim
11
Fabozzi, Frank J.
11
Inoue, Atsushi
11
Scaillet, Olivier
11
Schmidt, Peter
11
Steel, Mark F. J.
11
Hong, Yongmiao
10
Hsiao, Cheng
10
Li, Qi
10
Tsionas, Efthymios G.
10
Whang, Yoon-jae
10
Chen, Ren-Raw
9
Chen, Xiaohong
9
Horowitz, Joel
9
Magnus, Jan R.
9
Nielsen, Morten Ørregaard
9
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Journal of econometrics
Journal of empirical finance
The journal of fixed income
Econometric theory
22
Econometric reviews
17
Mathematical finance : an international journal of mathematics, statistics and financial theory
14
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
11
Review of derivatives research
11
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
10
Journal of banking & finance
8
Annales d'économie et de statistique
6
Finance research letters
6
Journal of financial econometrics : official journal of the Society for Financial Econometrics
6
Mathematics and financial economics
6
Oxford bulletin of economics and statistics
6
The journal of finance : the journal of the American Finance Association
6
The quarterly journal of finance
6
Annual review of financial economics
5
International journal of theoretical and applied finance
5
Journal of financial and quantitative analysis : JFQA
5
The review of financial studies
5
Economics letters
4
Journal of financial econometrics
4
The econometrics journal
4
Annals of economics and statistics
3
Finance and stochastics
3
International journal of forecasting
3
Journal of financial economics
3
The journal of derivatives : the official publication of the International Association of Financial Engineers
3
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
3
Annals of finance
2
Econometrics : open access journal
2
Journal of applied econometrics
2
Journal of financial markets
2
Journal of risk
2
Macroeconomic dynamics
2
Quantitative economics : QE ; journal of the Econometric Society
2
Quantitative finance
2
Quantitative finance and economics
2
The economic journal : the journal of the Royal Economic Society
2
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ECONIS (ZBW)
85
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85
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1
Extensions to IVX methods of inference for return predictability
Demetrescu, Matei
;
Georgiev, Iliyan
;
Rodrigues, Paulo M. M.
- In:
Journal of econometrics
237
(
2023
)
2,3
,
pp. 1-30
Persistent link: https://www.econbiz.de/10014471800
Saved in:
2
Futures contract collateralization and its implications
Jarrow, Robert A.
;
Kwok, Simon Sai Man
- In:
Journal of empirical finance
74
(
2023
),
pp. 1-25
Persistent link: https://www.econbiz.de/10014477096
Saved in:
3
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:
4
Using covariates to improve the efficacy of univariate bubble detection methods
Astill, Sam
;
Taylor, Robert
;
Kellard, Neil
;
Korkos, Ioannis
- In:
Journal of empirical finance
70
(
2023
),
pp. 342-366
Persistent link: https://www.econbiz.de/10014423733
Saved in:
5
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:
6
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:
7
Variation and efficiency of high-frequency betas
Zhang, Congshan
;
Li, Jia
;
Todorov, Viktor
;
Tauchen, …
- In:
Journal of econometrics
228
(
2022
)
1
,
pp. 156-175
Persistent link: https://www.econbiz.de/10013441735
Saved in:
8
Forecasting volatility using double shrinkage methods
Cheng, Mingmian
;
Swanson, Norman R.
;
Yang, Xiye
- In:
Journal of empirical finance
62
(
2021
),
pp. 46-61
Persistent link: https://www.econbiz.de/10012693319
Saved in:
9
Inference without smoothing for large panels with cross-sectional and temporal dependence
Hidalgo, Javier
;
Schafgans, Marcia M. A.
- In:
Journal of econometrics
223
(
2021
)
1
,
pp. 125-160
Persistent link: https://www.econbiz.de/10012619963
Saved in:
10
Simple tests for stock return predictability with good size and power properties
Harvey, David I.
;
Leybourne, Stephen James
;
Taylor, Robert
- In:
Journal of econometrics
224
(
2021
)
1
,
pp. 198-214
Persistent link: https://www.econbiz.de/10013275372
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