//--> //--> //--> //-->
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 econometrics"
~isPartOf:"Journal of international economics"
~person:"Bollerslev, Tim"
~person:"Li, Qi"
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
| 4 applied filters
Year of publication
From:
To:
Subject
All
Theorie
17
Theory
17
Estimation theory
6
Schätztheorie
6
Volatility
5
Volatilität
5
Capital income
2
Econometrics
2
Exchange rate
2
Forecasting model
2
Kapitaleinkommen
2
Microeconometrics
2
Mikroökonometrie
2
Nichtparametrisches Verfahren
2
Nonparametric statistics
2
Prognoseverfahren
2
Wechselkurs
2
Welt
2
World
2
Ökonometrie
2
1989
1
ARCH model
1
ARCH-Modell
1
ARMA model
1
ARMA-Modell
1
Aktienindex
1
Aktienmarkt
1
Analysis of variance
1
Asset allocation
1
Beta risk
1
Betafaktor
1
Bias
1
Bootstrap approach
1
Bootstrap-Verfahren
1
Budget deficit
1
Börsenkurs
1
CAPM
1
Common risks
1
Correlation
1
Deutsche Mark
1
more ...
less ...
Online availability
All
Undetermined
2
Type of publication
All
Article
16
Book / Working Paper
1
Type of publication (narrower categories)
All
Article in journal
17
Aufsatz in Zeitschrift
17
Collection of articles of several authors
1
Conference proceedings
1
Konferenzschrift
1
Sammelwerk
1
Systematic review
1
Übersichtsarbeit
1
more ...
less ...
Language
All
English
17
Author
All
Bollerslev, Tim
Li, Qi
Phillips, Peter C. B.
36
Koop, Gary
16
Lee, Lung-fei
16
Swanson, Norman R.
16
Yu, Jun
16
Gouriéroux, Christian
15
Linton, Oliver
15
Ghysels, Eric
14
Pesaran, M. Hashem
14
Diebold, Francis X.
13
Devereux, Michael B.
12
Granger, C. W. J.
12
McAleer, Michael
12
Saggi, Kamal
12
Schmidt, Peter
12
Aït-Sahalia, Yacine
11
Chib, Siddhartha
11
Markusen, James R.
11
Renault, Eric
11
Staiger, Robert W.
11
Steel, Mark F. J.
11
Xiao, Zhijie
11
Corradi, Valentina
10
Hsiao, Cheng
10
Timmermann, Allan
10
Van Wincoop, Eric
10
Whang, Yoon-jae
10
Dinopoulos, Elias
9
Dufour, Jean-Marie
9
Feenstra, Robert C.
9
Hong, Yongmiao
9
Lütkepohl, Helmut
9
Robinson, Peter M.
9
Spencer, Barbara J.
9
Taylor, Robert
9
Tsionas, Efthymios G.
9
Baltagi, Badi H.
8
Barnett, William A.
8
more ...
less ...
Published in...
All
Journal of econometrics
Journal of international economics
Economics letters
9
NBER working paper series
9
Econometric reviews
7
NBER Working Paper
7
Working paper / National Bureau of Economic Research, Inc.
7
CREATES research paper
5
ERID working paper
5
Econometric theory
5
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
5
International economic review
5
Journal of applied econometrics
5
Economic Research Initiatives at Duke (ERID) Working Paper
4
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
4
The journal of finance : the journal of the American Finance Association
4
The review of economics and statistics
4
Working papers / Financial Institutions Center
4
CFS working paper series
3
Journal of international money and finance
3
Annals of economics and finance
2
Finance and economics discussion series
2
Financial Institutions Center
2
Games and economic behavior
2
Journal of economic theory
2
Journal of empirical finance
2
Michigan Retirement Research Center Research Paper
2
Working paper
2
Working papers / Rodney L. White Center for Financial Research
2
Advanced texts in econometrics
1
Advances in econometrics
1
Ageing in advanced industrial states
1
Annales d'économie et de statistique
1
Applied economics
1
Applying Kernel and nonparametric estimation to economic topics
1
CREATES Research Paper
1
Cahier / Départment de Sciences Économiques, Université de Montréal
1
Discussion paper / Center for Economic Research, Tilburg University
1
Discussion paper series / University of Guelph, Department of Economics
1
Discussion papers / CEPR
1
Economic modelling
1
more ...
less ...
Source
All
ECONIS (ZBW)
17
Showing
1
-
10
of
17
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Modeling and forecasting (un)reliable realized covariances for more reliable financial decisions
Bollerslev, Tim
;
Patton, Andrew J.
;
Quaedvlieg, Rogier
- In:
Journal of econometrics
207
(
2018
)
1
,
pp. 71-91
Persistent link: https://www.econbiz.de/10012116125
Saved in:
2
Efficiency of thin and thick markets
Gan, Li
;
Li, Qi
- In:
Journal of econometrics
192
(
2016
)
1
,
pp. 40-54
Persistent link: https://www.econbiz.de/10011610655
Saved in:
3
Jump tails, extreme dependencies, and the distribution of stock returns
Bollerslev, Tim
;
Todorov, Viktor
;
Li, Sophia Zhengzi
- In:
Journal of econometrics
172
(
2013
)
2
,
pp. 307-324
Persistent link: https://www.econbiz.de/10009706199
Saved in:
4
Nonlinear and nonparametric methods in econometrics : [this special issue ... is based upon an international conference held 2005 in Beijing. The theme of the conference was "nonli...
Chen, Songnian
(
contributor
);
Li, Qi
(
contributor
)
-
2010
Persistent link: https://www.econbiz.de/10008661942
Saved in:
5
Jumps and betas : a new framework for disentangling and estimating systematic risks
Todorov, Viktor
;
Bollerslev, Tim
- In:
Journal of econometrics
157
(
2010
)
2
,
pp. 220-235
Persistent link: https://www.econbiz.de/10008663039
Saved in:
6
A reduced form framework for modeling volatility of speculative prices based on realized variation measures
Andersen, Torben
;
Bollerslev, Tim
;
Huang, Xin
- In:
Journal of econometrics
160
(
2011
)
1
,
pp. 176-189
Persistent link: https://www.econbiz.de/10009242526
Saved in:
7
Fiscal policy and asset markets : a semiparametric analysis
Jansen, Dennis W.
;
Li, Qi
;
Wang, Zijun
;
Yang, Jian
- In:
Journal of econometrics
147
(
2008
)
1
,
pp. 141-150
Persistent link: https://www.econbiz.de/10003783794
Saved in:
8
Volatility puzzles: a simple framework for gauging return-volatility regressions
Bollerslev, Tim
;
Zhou, Hao
- In:
Journal of econometrics
131
(
2006
)
1/2
,
pp. 123-150
Persistent link: https://www.econbiz.de/10003298567
Saved in:
9
Consistent specification tests for semiparametric/nonparametric models based on series estimation methods
Li, Qi
;
Hsiao, Cheng
;
Zinn, Joel
- In:
Journal of econometrics
112
(
2003
)
2
,
pp. 295-325
Persistent link: https://www.econbiz.de/10001731319
Saved in:
10
Financial econometrics: past developments and future challenges
Bollerslev, Tim
- In:
Journal of econometrics
100
(
2001
)
1
,
pp. 41-51
Persistent link: https://www.econbiz.de/10001546139
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->