//--> //--> //--> //-->
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
~accessRights:"free"
~isPartOf:"CREATES research paper"
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
An additive property of the in...
Similar by subject
Narrow search
Delete all filters
| 2 applied filters
Year of publication
From:
To:
Subject
All
Theorie
211
Theory
211
Time series analysis
70
Zeitreihenanalyse
70
Forecasting model
48
Prognoseverfahren
48
Volatility
43
Volatilität
43
Stochastic process
36
Stochastischer Prozess
36
Estimation
33
Schätzung
33
Estimation theory
23
Schätztheorie
23
USA
21
United States
21
Statistical distribution
18
Statistische Verteilung
18
Capital income
17
Kapitaleinkommen
17
Yield curve
17
Zinsstruktur
17
VAR model
16
VAR-Modell
16
Börsenkurs
15
Share price
15
CAPM
14
Cointegration
13
Kointegration
13
Risikoprämie
13
Risk premium
13
ARCH model
12
ARCH-Modell
12
Statistical test
12
Statistischer Test
12
Factor analysis
10
Faktorenanalyse
10
Martingal
10
Martingale
10
Nichtlineare Regression
9
more ...
less ...
Online availability
All
Free
Type of publication
All
Book / Working Paper
220
Type of publication (narrower categories)
All
Arbeitspapier
220
Graue Literatur
220
Non-commercial literature
220
Working Paper
220
Language
All
English
220
Author
All
Podolskij, Mark
17
Johansen, Søren
11
Santucci de Magistris, Paolo
10
Nielsen, Morten Ørregaard
8
Andreasen, Martin Møller
7
Hansen, Peter Reinhard
7
Todorov, Viktor
7
Andersen, Torben
6
Christoffersen, Peter F.
6
Ergemen, Yunus Emre
6
Grassi, Stefano
6
Haldrup, Niels
6
Kruse, Robinson
6
Lunde, Asger
6
Veraart, Almut E. D.
6
Barndorff-Nielsen, Ole E.
5
Bennedsen, Mikkel
5
Bollerslev, Tim
5
Borup, Daniel
5
Bredahl Kock, Anders
5
Christensen, Bent Jesper
5
Christensen, Kim
5
Pakkanen, Mikko S.
5
Veliyev, Bezirgen
5
Christiansen, Charlotte
4
Engsted, Tom
4
Fusari, Nicola
4
Hounyo, Ulrich
4
Kristensen, Dennis
4
Nielsen, Bent
4
Nonejad, Nima
4
Parra-Alvarez, Juan Carlos
4
Pedersen, Thomas Q.
4
Posch, Olaf
4
Proietti, Tommaso
4
Rossi, Eduardo
4
Teräsvirta, Timo
4
Varneskov, Rasmus Tangsgaard
4
Callot, Laurent
3
Dias, Gustavo Fruet
3
more ...
less ...
Published in...
All
CREATES research paper
NBER working paper series
6,683
NBER Working Paper
6,266
CESifo working papers
3,098
Working paper / National Bureau of Economic Research, Inc.
2,349
Discussion paper series / IZA
2,186
CESifo Working Paper
1,859
Working paper
1,737
CESifo Working Paper Series
1,579
Discussion paper / Tinbergen Institute
1,579
IZA Discussion Paper
1,497
IMF working papers
1,148
IZA Discussion Papers
1,072
Discussion paper
1,005
Tinbergen Institute Discussion Paper
921
Working Paper
804
ECB Working Paper
669
Discussion paper / Center for Economic Research, Tilburg University
573
Working paper series / European Central Bank
568
IMF working paper
550
Nota di Lavoro
541
Cowles Foundation discussion paper
497
Working papers
495
CORE discussion paper : DP
494
Finance and economics discussion series
494
Working paper series
494
Manuskripte aus den Instituten für Betriebswirtschaftslehre der Universität Kiel
415
Risks : open access journal
406
IMF Working Paper
402
Kiel Working Paper
397
CORE discussion papers : DP
395
SFB 649 discussion paper
387
Working papers / Universitat Pompeu Fabra, Department of Economics and Business
377
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
363
Discussion paper series
359
Research paper series / Swiss Finance Institute
349
Cambridge working papers in economics
346
Working papers / TSE : WP
334
FEEM Working Paper
319
Discussion papers / Deutsches Institut für Wirtschaftsforschung
317
ZEW discussion papers
297
more ...
less ...
Source
All
ECONIS (ZBW)
220
Showing
1
-
10
of
220
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
On spectral distribution of high dimensional covariation matrices
Heinrich, Claudio
;
Podolskij, Mark
-
2014
Persistent link: https://www.econbiz.de/10010442408
Saved in:
2
Inference for local distributions at high sampling frequencies : a bootstrap approach
Hounyo, Ulrich
;
Varneskov, Rasmus Tangsgaard
-
2018
Persistent link: https://www.econbiz.de/10011864974
Saved in:
3
The realized empirical distribution function of stochastic variance with application to goodness-of-fit testing
Christensen, Kim
;
Thyrsgaard, Martin
;
Veliyev, Bezirgen
-
2018
Persistent link: https://www.econbiz.de/10011913657
Saved in:
4
Tails, fears and risk premia
Bollerslev, Tim
;
Todorov, Viktor
-
2009
Persistent link: https://www.econbiz.de/10003849565
Saved in:
5
A simple test for spurious regressions
Noriega-Muro, Antonio E.
;
Ventosa-Santaulària, Daniel
-
2011
Persistent link: https://www.econbiz.de/10009006821
Saved in:
6
Do realized skewness and kurtosis predict the cross-section of equity returns?
Amaya, Diego
(
contributor
)
-
2011
Persistent link: https://www.econbiz.de/10009385117
Saved in:
7
Jump tails, extreme dependencies, and the distribution of stock returns
Bollerslev, Tim
;
Todorov, Viktor
-
2010
Persistent link: https://www.econbiz.de/10008659419
Saved in:
8
An extension of cointegration to fractional autoregressive processes
Johansen, Søren
-
2011
Persistent link: https://www.econbiz.de/10008810484
Saved in:
9
Comparing tests for identification of bubbles
Bertelsen, Kristoffer Pons
-
2019
-
This version: October 9, 2019
Persistent link: https://www.econbiz.de/10012316443
Saved in:
10
Option valuation with volatility components, fat tails, and nonlinear pricing kernels
Babaoğlu, Kadir
;
Christoffersen, Peter F.
;
Heston, …
-
2015
Persistent link: https://www.econbiz.de/10011398641
Saved in:
1
2
3
4
5
6
7
8
9
10
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->