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~isPartOf:"Journal of financial econometrics : official journal of the Society for Financial Econometrics"
~language:"eng"
~person:"Chan, Kam C."
~person:"Hong, Yongmiao"
~person:"Härdle, Wolfgang"
~person:"Moosa, Imad A."
~person:"Phillips, Peter C. B."
~person:"Shogren, Jason F."
~subject:"Capital income"
~subject:"Kapitaleinkommen"
~subject:"Nonparametric statistics"
~subject:"Statistische Verteilung"
~subject:"Stochastic process"
~subject:"Theorie"
~subject:"Time series analysis"
~type_genre:"Article in journal"
~type_genre:"Bibliografie enthalten"
~type_genre:"Konferenzbeitrag"
~type_genre:"Textbook"
~type_genre:"Working Paper"
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Capital income
Kapitaleinkommen
Nonparametric statistics
Statistische Verteilung
Stochastic process
Theorie
Time series analysis
Theory
4
Volatility
4
Volatilität
4
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Nichtparametrisches Verfahren
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1998-2001
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Risikoaversion
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Risk aversion
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Article in journal
Bibliografie enthalten
Konferenzbeitrag
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Aufsatz in Zeitschrift
5
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English
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Chan, Kam C.
Hong, Yongmiao
Härdle, Wolfgang
Moosa, Imad A.
Phillips, Peter C. B.
Shogren, Jason F.
Gallant, A. Ronald
8
Garcia, René
8
Almeida, Caio
7
Ardison, Kym
7
Gouriéroux, Christian
6
Vicente, Jose
6
Ghysels, Eric
5
Monfort, Alain
5
Olmo, Jose
5
Engle, Robert F.
4
Jacod, Jean
4
Barndorff-Nielsen, Ole E.
3
Chen, Yi-ting
3
Corsi, Fulvio
3
Gagliardini, Patrick
3
Hautsch, Nikolaus
3
Koopman, Siem Jan
3
Linton, Oliver
3
Lunde, Asger
3
Paolella, Marc S.
3
Ruiz, Esther
3
Scaillet, Olivier
3
Shephard, Neil G.
3
Trojani, Fabio
3
Voev, Valeri
3
Westerlund, Joakim
3
White, Halbert
3
Wu, Liuren
3
Bali, Turan G.
2
Camponovo, Lorenzo
2
Carr, Peter
2
Chen, Song Xi
2
Dijk, Dick van
2
Dobrev, Dobrislav
2
Fengler, Matthias R.
2
Franses, Philip Hans
2
Frederiksen, Per
2
Geweke, John
2
Gonzalo, Jesús
2
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
Cowles Foundation discussion paper
132
SFB 649 discussion paper
123
Journal of econometrics
70
Econometric theory
56
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
33
Discussion papers of interdisciplinary research project 373
31
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
30
CORE discussion paper : DP
24
Applied economics
22
The econometrics journal
12
Econometric reviews
11
Economics letters
11
Working paper series / Department of Economics, Auckland Business School, The University of Auckland
10
Ecological economics : the transdisciplinary journal of the International Society for Ecological Economics
9
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
9
Journal of environmental economics and management : JEEM ; the official journal of the Association of Environmental and Resource Economists
9
Discussion paper / A
8
Economia internazionale
8
American journal of agricultural economics
7
Environmental & resource economics : the official journal of the European Association of Environmental and Resource Economists
7
Journal of applied econometrics
7
Universitext
7
IRTG 1792 discussion paper
6
Journal of economic behavior & organization : JEBO
6
Resource and energy economics
6
Discussion paper / Center for Economic Research, Tilburg University
5
Journal of banking & finance
5
Oxford bulletin of economics and statistics
5
Public choice
5
The review of economic studies
5
Working paper
5
Applied economics letters
4
Economic modelling
4
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
4
International economic review
4
Journal of empirical finance
4
Journal of post-Keynesian economics : JPKE
4
Journal of the American Statistical Association : JASA
4
OPEC review : energy economics and related issues
4
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ECONIS (ZBW)
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1
Uniform confidence bands for pricing kernels
Härdle, Wolfgang
;
Okhrin, Yarema
;
Wang, Weining
- In:
Journal of financial econometrics : official journal of …
13
(
2015
)
2
,
pp. 376-413
Persistent link: https://www.econbiz.de/10011339301
Saved in:
2
Shape invariant modeling of pricing kernels and risk aversion
Grith, Maria
;
Härdle, Wolfgang
;
Park, Juhyun
- In:
Journal of financial econometrics : official journal of …
11
(
2013
)
2
,
pp. 370-399
Persistent link: https://www.econbiz.de/10009745814
Saved in:
3
A semiparametric factor model for implied volatility surface dynamics
Fengler, Matthias R.
;
Härdle, Wolfgang
;
Mammen, Enno
- In:
Journal of financial econometrics : official journal of …
5
(
2007
)
2
,
pp. 189-218
Persistent link: https://www.econbiz.de/10003518308
Saved in:
4
Nonparametric estimation of a multifactor Heath-Jarrow-Morton model: an integrated approach
Jeffrey, Andrew
;
Kristensen, Dennis
;
Linton, Oliver
; …
- In:
Journal of financial econometrics : official journal of …
2
(
2004
)
2
,
pp. 251-289
Persistent link: https://www.econbiz.de/10002214284
Saved in:
5
Time inhomogenous multiple volatility modeling
Härdle, Wolfgang
;
Herwartz, Helmut
;
Spokojnyj, Vladimir G.
- In:
Journal of financial econometrics : official journal of …
1
(
2003
)
1
,
pp. 55-95
Persistent link: https://www.econbiz.de/10002220931
Saved in:
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