//--> //--> //-->
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
subject:"USA"
~isPartOf:"Journal of econometrics"
~person:"Bansal, Ravi"
~person:"Li, Jia"
~source:"econis"
~subject:"Capital income"
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
Die Informationseffizienz der...
Similar by subject
Narrow search
Delete all filters
| 6 applied filters
Year of publication
From:
To:
Subject
All
USA
Capital income
Volatility
7
Volatilität
7
Estimation theory
6
Schätztheorie
6
Börsenkurs
5
Estimation
5
Schätzung
5
Share price
5
Time series analysis
5
Zeitreihenanalyse
5
High-frequency data
4
Kapitaleinkommen
3
Nichtparametrisches Verfahren
3
Nonparametric statistics
3
Stochastic process
3
Stochastic volatility
3
Stochastischer Prozess
3
Adaptive estimation
2
Beta
2
Beta risk
2
Betafaktor
2
Martingal
2
Martingale
2
Semimartingale
2
Semiparametric efficiency
2
Specification test
2
1973-1998
1
Bootstrap
1
Bootstrap approach
1
Bootstrap-Verfahren
1
CAPM
1
Cash Flow
1
Cash flow
1
Deutschland
1
Efficiency
1
Efficient market hypothesis
1
Effizienz
1
Effizienzmarkthypothese
1
France
1
more ...
less ...
Online availability
All
Undetermined
2
Type of publication
All
Article
3
Type of publication (narrower categories)
All
Article in journal
3
Aufsatz in Zeitschrift
3
Language
All
English
3
Author
All
Bansal, Ravi
Li, Jia
Todorov, Viktor
8
Bollerslev, Tim
6
Andersen, Torben
5
Aït-Sahalia, Yacine
4
Xiu, Dacheng
4
Koop, Gary
3
Tauchen, George Eugene
3
Baltagi, Badi H.
2
Demetrescu, Matei
2
Fulop, Andras
2
Harvey, Andrew C.
2
Li, Yingying
2
Mayer, Walter James
2
McAleer, Michael
2
Meddahi, Nour
2
Mroz, Thomas A.
2
Paolella, Marc S.
2
Park, Joon Y.
2
Patton, Andrew J.
2
Pelger, Markus
2
Polak, Pawel
2
Ryu, Hang-keun
2
Slottje, Daniel Jonathan
2
Steel, Mark F. J.
2
Taylor, Robert
2
Zhou, Hao
2
Altissimo, Filippo
1
Andreou, Elena
1
Aruoba, S. Borağan
1
Asai, Manabu
1
Ashenfelter, Orley
1
Ashmore, David
1
Atkinson, Scott Estes
1
Bakalli, Gaetan
1
Bandi, Federico M.
1
Bates, David S.
1
Bekaert, Geert
1
Belzil, Christian
1
more ...
less ...
Published in...
All
Journal of econometrics
Working paper / National Bureau of Economic Research, Inc.
5
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
3
Finance and economics discussion series
2
Quantitative economics : QE ; journal of the Econometric Society
2
The journal of finance : the journal of the American Finance Association
2
Cowles Foundation discussion paper
1
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
1
Faculty research papers / The Fuqua School of Business, Duke University
1
Journal of political economy
1
Macroeconomic dynamics
1
Working paper
1
Working papers / Rodney L. White Center for Financial Research
1
more ...
less ...
Source
All
ECONIS (ZBW)
Showing
1
-
3
of
3
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Market efficiency, asset returns, and the size of the risk premium in global equity markets
Bansal, Ravi
;
Lundblad, Christian
- In:
Journal of econometrics
109
(
2002
)
2
,
pp. 195-237
Persistent link: https://www.econbiz.de/10001689009
Saved in:
2
Mixed-scale jump regressions with bootstrap inference
Li, Jia
;
Todorov, Viktor
;
Tauchen, George Eugene
;
Chen, Rui
- In:
Journal of econometrics
201
(
2017
)
2
,
pp. 417-432
Persistent link: https://www.econbiz.de/10011920538
Saved in:
3
Adaptive
estimation
of continuous-time regression models using high-frequency data
Li, Jia
;
Todorov, Viktor
;
Tauchen, George Eugene
- In:
Journal of econometrics
200
(
2017
)
1
,
pp. 36-47
Persistent link: https://www.econbiz.de/10011897689
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->