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
source:"econis"
~isPartOf:"Journal of econometrics"
~subject:"Portfolio selection"
~subject:"Schätzung"
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
Investing in talents : manager...
Similar by subject
Narrow search
Delete all filters
| 4 applied filters
Year of publication
From:
To:
Subject
All
Portfolio selection
Schätzung
Capital income
142
Kapitaleinkommen
142
Volatility
72
Volatilität
72
Estimation
57
Theorie
55
Theory
55
Estimation theory
50
Schätztheorie
50
Forecasting model
48
Prognoseverfahren
48
Börsenkurs
44
Share price
44
Time series analysis
41
Zeitreihenanalyse
41
Portfolio-Management
26
CAPM
23
ARCH model
22
ARCH-Modell
22
Regression analysis
20
Regressionsanalyse
20
Stochastic process
20
Stochastischer Prozess
20
Correlation
18
Korrelation
18
Market microstructure
17
Marktmikrostruktur
17
Risikoprämie
16
Risk premium
16
High-frequency data
15
Statistical distribution
15
Statistische Verteilung
15
Factor analysis
14
Faktorenanalyse
14
Nichtparametrisches Verfahren
11
Nonparametric statistics
11
Risiko
11
Risikomaß
11
more ...
less ...
Online availability
All
Undetermined
54
Free
2
Type of publication
All
Article
74
Type of publication (narrower categories)
All
Article in journal
74
Aufsatz in Zeitschrift
74
Language
All
English
74
Author
All
Todorov, Viktor
8
Bollerslev, Tim
5
Tauchen, George Eugene
4
Xiu, Dacheng
4
Andersen, Torben
3
Li, Yingying
3
Aït-Sahalia, Yacine
2
Bandi, Federico M.
2
Hollstein, Fabian
2
Li, Jia
2
Meddahi, Nour
2
Paolella, Marc S.
2
Patton, Andrew J.
2
Pelger, Markus
2
Polak, Pawel
2
Wachter, Jessica
2
Warusawitharana, Missaka
2
Zheng, Xinghua
2
Andreou, Elena
1
Asai, Manabu
1
Bakalli, Gaetan
1
Baltagi, Badi H.
1
Bekaert, Geert
1
Bibinger, Markus
1
Blake, David
1
Bonomo, Marco Antonio
1
Bouezmarni, Taoufik
1
Breidt, F. Jay
1
Caginalp, Gunduz
1
Cai, T. Tony
1
Caulfield, Tristan
1
Cederburg, Scott
1
Chan, Kung-sik
1
Chan, Thomas W. C.
1
Chen, Dachuan
1
Chen, Min
1
Chen, Rong
1
Chen, Rui
1
Chen, Zhao
1
Choi, Yongok
1
more ...
less ...
Published in...
All
Journal of econometrics
Finance research letters
273
Journal of banking & finance
268
NBER working paper series
242
Discussion paper series / IZA
234
Journal of financial economics
230
Working paper / National Bureau of Economic Research, Inc.
230
International review of financial analysis
225
Journal of empirical finance
190
NBER Working Paper
182
Applied economics
174
International review of economics & finance : IREF
171
Applied economics letters
152
The North American journal of economics and finance : a journal of financial economics studies
127
Pacific-Basin finance journal
119
Research in international business and finance
118
The European journal of finance
117
Economic modelling
114
Journal of international financial markets, institutions & money
112
Applied financial economics
111
Management science : journal of the Institute for Operations Research and the Management Sciences
107
Review of quantitative finance and accounting
97
Discussion paper / Centre for Economic Policy Research
93
The journal of asset management
93
CESifo working papers
90
The journal of finance : the journal of the American Finance Association
83
Economics letters
80
Working paper
80
Journal of risk and financial management : JRFM
79
Research paper series / Swiss Finance Institute
78
Journal of international money and finance
73
IZA Discussion Paper
72
Journal of financial and quantitative analysis : JFQA
72
Journal of financial markets
72
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
71
International journal of economics and finance
69
Discussion papers / CEPR
68
Discussion paper
65
Investment management and financial innovations
62
Energy economics
61
more ...
less ...
Source
All
ECONIS (ZBW)
Showing
1
-
10
of
74
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
ß in the tails
Bandi, Federico M.
;
Renò, Roberto
- In:
Journal of econometrics
227
(
2022
)
1
,
pp. 134-150
Persistent link: https://www.econbiz.de/10013441641
Saved in:
2
Skill-biased technical change in US manufacturing : a general index approach
Baltagi, Badi H.
;
Rich, Daniel P.
- In:
Journal of econometrics
126
(
2005
)
2
,
pp. 549-570
Persistent link: https://www.econbiz.de/10002647899
Saved in:
3
Predictable returns and asset allocation : should a skeptical investor time the market?
Wachter, Jessica
;
Warusawitharana, Missaka
- In:
Journal of econometrics
148
(
2009
)
2
,
pp. 162-178
Persistent link: https://www.econbiz.de/10003833758
Saved in:
4
Multivariate locationscale mixtures of normals and meanvarianceskewness portfolio allocation
Mencía, Javier
;
Sentana, Enrique
- In:
Journal of econometrics
153
(
2009
)
2
,
pp. 105-121
Persistent link: https://www.econbiz.de/10003920279
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
Nonparametric predictive regression
Kasparis, Ioannis
;
Andreou, Elena
;
Phillips, Peter C. B.
- In:
Journal of econometrics
185
(
2015
)
2
,
pp. 468-494
Persistent link: https://www.econbiz.de/10011348962
Saved in:
7
Asset-pricing anomalies at the firm level
Cederburg, Scott
;
O'Doherty, Michael
- In:
Journal of econometrics
186
(
2015
)
1
,
pp. 113-128
Persistent link: https://www.econbiz.de/10011349540
Saved in:
8
What is the chance that the equity premium varies over time? : evidence from regressions on the dividend-price ratio
Wachter, Jessica
;
Warusawitharana, Missaka
- In:
Journal of econometrics
186
(
2015
)
1
,
pp. 74-93
Persistent link: https://www.econbiz.de/10011349544
Saved in:
9
Time-varying sparsity in dynamic regression models
Kalli, Maria
;
Griffin, Jim E.
- In:
Journal of econometrics
178
(
2014
)
2
,
pp. 779-793
Persistent link: https://www.econbiz.de/10010257660
Saved in:
10
Volatility activity : specification and estimation
Todorov, Viktor
;
Tauchen, George Eugene
;
Grynkiv, Iaryna
- In:
Journal of econometrics
178
(
2014
)
1
,
pp. 180-193
Persistent link: https://www.econbiz.de/10010255447
Saved in:
1
2
3
4
5
6
7
8
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
