//--> //--> //--> //-->
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:"Schätzung"
~subject:"Stochastic process"
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
Schätzung
Stochastic process
Capital income
137
Kapitaleinkommen
137
Volatility
71
Volatilität
71
Estimation
55
Theorie
55
Theory
55
Estimation theory
46
Schätztheorie
46
Forecasting model
45
Prognoseverfahren
45
Börsenkurs
42
Share price
42
Time series analysis
38
Zeitreihenanalyse
38
Portfolio selection
24
Portfolio-Management
24
ARCH model
22
ARCH-Modell
22
CAPM
21
Stochastischer Prozess
20
Regression analysis
18
Regressionsanalyse
18
Correlation
17
Korrelation
17
Market microstructure
16
Marktmikrostruktur
16
Risikoprämie
16
Risk premium
16
High-frequency data
15
Factor analysis
13
Faktorenanalyse
13
Statistical distribution
13
Statistische Verteilung
13
USA
11
United States
11
Nichtparametrisches Verfahren
10
Nonparametric statistics
10
more ...
less ...
Online availability
All
Undetermined
48
Type of publication
All
Article
64
Type of publication (narrower categories)
All
Article in journal
64
Aufsatz in Zeitschrift
64
Language
All
English
64
Author
All
Todorov, Viktor
8
Bollerslev, Tim
6
Andersen, Torben
4
Tauchen, George Eugene
4
Xiu, Dacheng
4
Aït-Sahalia, Yacine
3
Meddahi, Nour
3
Bandi, Federico M.
2
Li, Jia
2
Li, Yingying
2
Paolella, Marc S.
2
Patton, Andrew J.
2
Pelger, Markus
2
Polak, Pawel
2
Ahsan, Nazmul
1
Andreou, Elena
1
Asai, Manabu
1
Bakalli, Gaetan
1
Baltagi, Badi H.
1
Bekaert, Geert
1
Bibinger, Markus
1
Bonomo, Marco Antonio
1
Bouezmarni, Taoufik
1
Breidt, F. Jay
1
Caginalp, Gunduz
1
Cederburg, Scott
1
Chan, Thomas W. C.
1
Chen, Rui
1
Choi, Yongok
1
Chu, Amanda M. Y.
1
Crato, Nuno
1
DeLima, Pedro J. F.
1
DeSantis, Mark
1
Demetrescu, Matei
1
Dhaene, Geert
1
Dufour, Jean-Marie
1
Duong, Diep
1
Durham, Garland B.
1
El Ghouch, Anouar
1
Ergemen, Yunus Emre
1
more ...
less ...
Published in...
All
Journal of econometrics
Discussion paper series / IZA
230
Finance research letters
164
NBER working paper series
152
Working paper / National Bureau of Economic Research, Inc.
151
Journal of banking & finance
147
International review of financial analysis
143
Journal of financial economics
140
International review of economics & finance : IREF
133
Journal of empirical finance
131
Applied economics
126
NBER Working Paper
119
Applied economics letters
107
Economic modelling
96
The North American journal of economics and finance : a journal of financial economics studies
92
Applied financial economics
91
Journal of international financial markets, institutions & money
81
Pacific-Basin finance journal
74
Research in international business and finance
74
The European journal of finance
74
IZA Discussion Paper
72
CESifo working papers
71
Working paper
66
Discussion paper / Centre for Economic Policy Research
63
Management science : journal of the Institute for Operations Research and the Management Sciences
60
Review of quantitative finance and accounting
60
Discussion paper
59
Journal of international money and finance
55
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
53
Economics letters
52
The journal of finance : the journal of the American Finance Association
50
Journal of risk and financial management : JRFM
46
International journal of finance & economics : IJFE
45
Research paper series / Swiss Finance Institute
45
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
45
ZEW discussion papers
45
Discussion papers / CEPR
44
Energy economics
42
International journal of economics and finance
42
Journal of financial markets
40
more ...
less ...
Source
All
ECONIS (ZBW)
Showing
1
-
10
of
64
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
The detection and estimation of long memory in stochastic volatility
Breidt, F. Jay
- In:
Journal of econometrics
83
(
1998
)
1
,
pp. 325-348
Persistent link: https://www.econbiz.de/10001336943
Saved in:
4
Does anything beat 5-minute RV? : a comparison of realized measures across multiple asset classes
Liu, Lily Y.
;
Patton, Andrew J.
;
Sheppard, Kevin
- In:
Journal of econometrics
187
(
2015
)
1
,
pp. 293-311
Persistent link: https://www.econbiz.de/10011499439
Saved in:
5
Stock return and cash flow predictability : the role of volatility risk
Bollerslev, Tim
;
Xu, Lai
;
Zhou, Hao
- In:
Journal of econometrics
187
(
2015
)
2
,
pp. 458-471
Persistent link: https://www.econbiz.de/10011499728
Saved in:
6
The long and the short of the risk-return trade-off
Bonomo, Marco Antonio
;
Garcia, René
;
Meddahi, Nour
; …
- In:
Journal of econometrics
187
(
2015
)
2
,
pp. 580-592
Persistent link: https://www.econbiz.de/10011499780
Saved in:
7
COMFORT: a common market factor non-Gaussian returns model
Paolella, Marc S.
;
Polak, Pawel
- In:
Journal of econometrics
187
(
2015
)
2
,
pp. 593-605
Persistent link: https://www.econbiz.de/10011499783
Saved in:
8
Empirical evidence on the importance of aggregation, asymmetry, and jumps for volatility prediction
Duong, Diep
;
Swanson, Norman R.
- In:
Journal of econometrics
187
(
2015
)
2
,
pp. 606-621
Persistent link: https://www.econbiz.de/10011499786
Saved in:
9
Forecasting co-volatilities via factor models with asymmetry and long memory in realized covariance
Asai, Manabu
;
McAleer, Michael
- In:
Journal of econometrics
189
(
2015
)
2
,
pp. 251-262
Persistent link: https://www.econbiz.de/10011504522
Saved in:
10
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:
1
2
3
4
5
6
7
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->