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~isPartOf:"Journal of econometrics"
~language:"eng"
~language:"mkd"
~subject:"Statistical distribution"
~subject:"Stochastischer Prozess"
~type_genre:"Article in journal"
~type_genre:"Aufsatz in Zeitschrift"
~type_genre:"Collection of articles written by one author"
~type_genre:"Conference proceedings"
~type_genre:"Systematic review"
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Statistical distribution
Stochastischer Prozess
Estimation theory
1,600
Schätztheorie
1,600
Theorie
1,588
Theory
1,588
Time series analysis
665
Zeitreihenanalyse
665
Nichtparametrisches Verfahren
542
Nonparametric statistics
542
Estimation
464
Schätzung
459
Regression analysis
450
Regressionsanalyse
450
Statistical test
321
Statistischer Test
321
Volatility
320
Volatilität
320
Panel
305
Panel study
305
Forecasting model
278
Prognoseverfahren
278
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218
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218
Stochastic process
217
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203
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179
Bootstrap-Verfahren
179
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173
Bayesian inference
173
Statistische Verteilung
165
Cointegration
162
Kointegration
161
ARCH model
146
ARCH-Modell
146
Capital income
137
Kapitaleinkommen
137
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134
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134
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354
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1
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Article in journal
Aufsatz in Zeitschrift
Collection of articles written by one author
Conference proceedings
Systematic review
Conference paper
4
Konferenzbeitrag
4
Collection of articles of several authors
1
Festschrift
1
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1
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1
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Todorov, Viktor
12
Park, Joon Y.
10
Phillips, Peter C. B.
10
Tauchen, George Eugene
8
McAleer, Michael
7
Bollerslev, Tim
6
Linton, Oliver
6
Yu, Jun
6
Dufour, Jean-Marie
5
Maheu, John M.
5
Swanson, Norman R.
5
Amengual, Dante
4
Asai, Manabu
4
Aït-Sahalia, Yacine
4
Chang, Chia-Lin
4
Corradi, Valentina
4
Dijk, Herman K. van
4
Li, Jia
4
Lieberman, Offer
4
Ling, Shiqing
4
Meddahi, Nour
4
Renault, Eric
4
Zakoïan, Jean-Michel
4
Zhu, Ke
4
Andersen, Torben
3
Bondarenko, Oleg
3
Carriero, Andrea
3
Chan, Joshua
3
Chang, Yoosoon
3
Clark, Todd E.
3
Francq, Christian
3
Ghysels, Eric
3
Gouriéroux, Christian
3
Horváth, Lajos
3
Jin, Sainan
3
Kohn, Robert
3
Lewbel, Arthur
3
Li, Guodong
3
Marcellino, Massimiliano
3
Okhrin, Yarema
3
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Journal of econometrics
European journal of operational research : EJOR
690
Insurance / Mathematics & economics
461
International journal of theoretical and applied finance
366
Finance and stochastics
209
Quantitative finance
195
Operations research
193
Computers & operations research : and their applications to problems of world concern ; an international journal
192
Risks : open access journal
191
International journal of production research
189
Economics letters
185
Operations research letters
185
Mathematics of operations research
171
Journal of economic dynamics & control
166
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
162
Econometric reviews
139
Computational economics
138
International journal of production economics
133
Applied mathematical finance
132
Finance research letters
126
Journal of banking & finance
124
Economic modelling
121
Mathematical finance : an international journal of mathematics, statistics and financial theory
121
The journal of computational finance
116
Management science : journal of the Institute for Operations Research and the Management Sciences
111
Econometric theory
110
Journal of mathematical finance
109
Energy economics
107
International journal of forecasting
105
Applied economics
101
Journal of economic theory
93
International journal of financial engineering
88
INFORMS journal on computing : JOC
87
Scandinavian actuarial journal
87
The journal of futures markets
85
Omega : the international journal of management science
82
Transportation research / E : an international journal
82
Transportation science : a journal of the Institute for Operations Research and the Management Sciences
82
Mathematical methods of operations research
81
Applied economics letters
79
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ECONIS (ZBW)
355
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355
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1
Comparing stochastic volatility specifications for large Bayesian VARs
Chan, Joshua
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 1419-1446
Persistent link: https://www.econbiz.de/10014471398
Saved in:
2
CRPS learning
Berrisch, Jonathan
;
Ziel, Florian
- In:
Journal of econometrics
237
(
2023
)
2,3
,
pp. 1-24
Persistent link: https://www.econbiz.de/10014471798
Saved in:
3
A discrete-time hedging framework with multiple factors and fat tails : on what matters
Augustyniak, Maciej
;
Badescu, Alexandru
;
Bégin, …
- In:
Journal of econometrics
232
(
2023
)
2
,
pp. 416-444
Persistent link: https://www.econbiz.de/10014339997
Saved in:
4
Dynamic factor copula models with estimated cluster assignments
Oh, Dong Hwan
;
Patton, Andrew J.
- In:
Journal of econometrics
237
(
2023
)
2,3
,
pp. 1-23
Persistent link: https://www.econbiz.de/10014471820
Saved in:
5
Estimation and inference in a high-dimensional semiparametric Gaussian copula vector autoregressive model
Fan, Yanqin
;
Han, Fang
;
Park, Hyeonseok
- In:
Journal of econometrics
237
(
2023
)
1
,
pp. 1-28
Persistent link: https://www.econbiz.de/10014471479
Saved in:
6
A flexible predictive density combination for large financial data sets in regular and crisis periods
Casarin, Roberto
;
Grassi, Stefano
;
Ravazzolo, Francesco
; …
- In:
Journal of econometrics
237
(
2023
)
2,3
,
pp. 1-12
Persistent link: https://www.econbiz.de/10014471818
Saved in:
7
High-dimensional conditionally Gaussian state space models with missing data
Chan, Joshua
;
Poon, Aubrey
;
Zhu, Dan
- In:
Journal of econometrics
236
(
2023
)
1
,
pp. 1-21
Persistent link: https://www.econbiz.de/10014332310
Saved in:
8
Large stochastic volatility in mean VARs
Cross, Jamie
;
Hou, Chenghan
;
Koop, Gary
;
Poon, Aubrey
- In:
Journal of econometrics
236
(
2023
)
1
,
pp. 1-24
Persistent link: https://www.econbiz.de/10014332245
Saved in:
9
Machine learning panel data regressions with heavy-tailed dependent data : theory and application
Babii, Andrii
;
Ball, Ryan T.
;
Ghysels, Eric
;
Striaukas, …
- In:
Journal of econometrics
237
(
2023
)
2,3
,
pp. 1-25
Persistent link: https://www.econbiz.de/10014471811
Saved in:
10
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
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