//--> //--> //--> //-->
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 empirical finance"
~subject:"ARCH-Modell"
~subject:"Bootstrap-Verfahren"
~type_genre:"Aufsatz in Zeitschrift"
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:"Statistik"
Narrow search
Delete all filters
| 4 applied filters
Year of publication
From:
To:
Subject
All
ARCH-Modell
Bootstrap-Verfahren
Theorie
58
Theory
58
Capital income
49
Kapitaleinkommen
49
Estimation
39
Schätzung
39
Regression analysis
31
Regressionsanalyse
31
Forecasting model
30
Prognoseverfahren
30
Volatility
27
Volatilität
27
Estimation theory
26
Schätztheorie
26
Nichtparametrisches Verfahren
24
Nonparametric statistics
24
Portfolio selection
24
Portfolio-Management
24
Bayes-Statistik
23
Bayesian inference
23
Statistical test
20
Statistischer Test
20
Börsenkurs
19
Share price
19
Bootstrap approach
18
Time series analysis
17
Zeitreihenanalyse
17
ARCH model
14
CAPM
13
Aktienmarkt
12
Correlation
12
Korrelation
12
Sampling
12
Stichprobenerhebung
12
Stock market
12
Statistical distribution
11
Statistische Verteilung
11
USA
11
more ...
less ...
Online availability
All
Undetermined
9
Type of publication
All
Article
32
Type of publication (narrower categories)
All
Aufsatz in Zeitschrift
Article in journal
32
Language
All
English
32
Author
All
Bauwens, Luc
2
Wolf, Michael
2
Aragó Manzana, Vicent
1
Astill, Sam
1
Ayadi, Mohamed A.
1
Bu, Ruijun
1
Cahan, Jared M.
1
Cahan, Rochester H.
1
Chan, Chia-ying
1
Chow, William W.
1
Chung, San-lin
1
Conrad, Christian
1
Contessi, Silvio
1
Cuthbertson, Keith
1
Dark, Jonathan
1
De Backer, Bruno
1
De Nard, Gianluca
1
De Pace, Pierangelo
1
Dufays, Arnaud
1
Floros, Christos
1
Fong, Wai-mun
1
Fung, Michael Ka-yiu
1
Guidolin, Massimo
1
Hamill, Philip
1
Harvey, Andrew C.
1
Hizmeri, Rodrigo
1
Hung, Chi-hsiou
1
Hwang, Inwook
1
Izzeldin, Marwan
1
Janus, Paweł
1
Karanasos, Menelaos
1
Karolyi, G. Andrew
1
Kellard, Neil
1
Kho, Bong-Chan
1
Kiliç, Rehim
1
Kim, Hyeongwoo
1
Kim, Jaebeom
1
Koopman, Siem Jan
1
Korkos, Ioannis
1
Kryzanowski, Lawrence
1
more ...
less ...
Published in...
All
Journal of empirical finance
Journal of econometrics
225
Economics letters
83
Econometric reviews
81
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
74
Econometric theory
58
Economic modelling
51
Applied economics
48
International journal of forecasting
44
The econometrics journal
42
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
39
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
38
Applied economics letters
31
Energy economics
31
Journal of forecasting
31
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
31
Journal of banking & finance
30
Computational economics
28
Finance research letters
26
Journal of applied econometrics
25
European journal of operational research : EJOR
24
Journal of financial econometrics : official journal of the Society for Financial Econometrics
23
Econometrics : open access journal
22
The North American journal of economics and finance : a journal of financial economics studies
19
Journal of productivity analysis
18
Research in international business and finance
18
International review of financial analysis
15
Insurance / Mathematics & economics
14
Journal of financial econometrics
14
The European journal of finance
14
International review of economics & finance : IREF
13
Journal of the American Statistical Association : JASA
13
Journal of risk and financial management : JRFM
12
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
12
Applied financial economics
11
Quantitative finance
11
Review of quantitative finance and accounting
11
Statistics in transition : an international journal of the Polish Statistical Association
11
Journal of international money and finance
10
Organizational research methods : ORM
10
more ...
less ...
Source
All
ECONIS (ZBW)
32
Showing
1
-
10
of
32
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Equity markets volatility clustering : a multiscale analysis of intraday and overnight returns
Zhao, Xiaojun
;
Zhang, Na
;
Zhang, Yali
;
Xu, Chao
;
Shang, …
- In:
Journal of empirical finance
77
(
2024
),
pp. 1-
Persistent link: https://www.econbiz.de/10014578531
Saved in:
2
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:
3
Using, taming or avoiding the factor zoo? : a double-shrinkage estimator for covariance matrices
De Nard, Gianluca
;
Zhao, Zhao
- In:
Journal of empirical finance
72
(
2023
),
pp. 23-35
Persistent link: https://www.econbiz.de/10014476795
Saved in:
4
The contribution of jump signs and activity to forecasting stock price volatility
Bu, Ruijun
;
Hizmeri, Rodrigo
;
Izzeldin, Marwan
;
Murphy, …
- In:
Journal of empirical finance
70
(
2023
),
pp. 144-164
Persistent link: https://www.econbiz.de/10014423623
Saved in:
5
Testing for explosive bubbles in the presence of autocorrelated innovations
Pedersen, Thomas Quistgaard
;
Montes Schütte, Erik Christian
- In:
Journal of empirical finance
58
(
2020
),
pp. 207-225
Persistent link: https://www.econbiz.de/10012430675
Saved in:
6
How did the financial crisis alter the correlations of US yield spreads?
Contessi, Silvio
;
De Pace, Pierangelo
;
Guidolin, Massimo
- In:
Journal of empirical finance
28
(
2014
),
pp. 362-385
Persistent link: https://www.econbiz.de/10011285619
Saved in:
7
Oil price shocks and the US stock market : a nonlinear approach
Hwang, Inwook
;
Kim, Jaebeom
- In:
Journal of empirical finance
64
(
2021
),
pp. 23-36
Persistent link: https://www.econbiz.de/10013259395
Saved in:
8
The economic value of volatility timing with realized jumps
Nolte, Ingmar
;
Xu, Qi
- In:
Journal of empirical finance
34
(
2015
),
pp. 45-59
Persistent link: https://www.econbiz.de/10011556992
Saved in:
9
A Bayesian method of change-point estimation with recurrent regimes : application to GARCH models
Bauwens, Luc
;
De Backer, Bruno
;
Dufays, Arnaud
- In:
Journal of empirical finance
29
(
2014
),
pp. 207-229
Persistent link: https://www.econbiz.de/10011300484
Saved in:
10
Multivariate models with long memory dependence in conditional correlation and volatility
Dark, Jonathan
- In:
Journal of empirical finance
48
(
2018
),
pp. 162-180
Persistent link: https://www.econbiz.de/10012109291
Saved in:
1
2
3
4
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->