//--> //--> //--> //-->
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:"restricted"
~isPartOf:"CESifo Forum"
~isPartOf:"Econometric theory"
~isPartOf:"Environmental modeling & assessment"
~isPartOf:"Journal of econometrics"
~isPartOf:"Structural change and economic dynamics : SC+ED"
~person:"Agudze, Komla M."
~person:"Andersen, Torben"
~person:"Aït-Sahalia, Yacine"
~person:"Bandi, Federico M."
~person:"Blasques, Francisco"
~person:"Edenhofer, Ottmar"
~person:"Heckman, James J."
~person:"Herwartz, Helmut"
~person:"Liao, Yuan"
~person:"Pelger, Markus"
~subject:"ARCH model"
~subject:"ARCH-Modell"
~subject:"Autokorrelation"
~subject:"Börsenkurs"
~subject:"EU-Staaten"
~subject:"Estimation"
~subject:"Innovation"
~subject:"Schätzung"
~subject:"Structural innovations"
~subject:"Theorie"
~subject:"Welt"
~subject:"Ökonometrisches Modell"
~type_genre:"Article in journal"
~type_genre:"Aufsatz in Zeitschrift"
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
Bounded rationality and compet...
Similar by subject
Narrow search
Delete all filters
| 30 applied filters
Year of publication
From:
To:
Subject
All
ARCH model
ARCH-Modell
Autokorrelation
Börsenkurs
EU-Staaten
Estimation
Innovation
Schätzung
Structural innovations
Theorie
Welt
Ökonometrisches Modell
Theory
21
Time series analysis
10
Zeitreihenanalyse
10
Capital income
8
Kapitaleinkommen
8
Volatility
7
Volatilität
7
CAPM
6
Factor analysis
6
Faktorenanalyse
6
Forecasting model
4
High-frequency data
4
Induktive Statistik
4
Prognoseverfahren
4
Share price
4
Statistical inference
4
Bayes-Statistik
3
Bayesian inference
3
Financial market
3
Finanzmarkt
3
High-dimensional data
3
Portfolio selection
3
Portfolio-Management
3
Risikoprämie
3
Risk premium
3
Business cycle
2
Jumps
2
Konjunktur
2
Latent factor model
2
Markov chain
2
Markov-Kette
2
PCA
2
Principal components
2
Risikomaß
2
Risk measure
2
more ...
less ...
Online availability
All
Undetermined
Type of publication
All
Article
21
Type of publication (narrower categories)
All
Article in journal
Aufsatz in Zeitschrift
Conference paper
1
Konferenzbeitrag
1
Language
All
English
21
Author
All
Agudze, Komla M.
Andersen, Torben
Aït-Sahalia, Yacine
Bandi, Federico M.
Blasques, Francisco
Edenhofer, Ottmar
Heckman, James J.
Herwartz, Helmut
Liao, Yuan
Pelger, Markus
Phillips, Peter C. B.
12
Linton, Oliver
8
Gao, Jiti
7
Hong, Yongmiao
7
Sasaki, Yuya
6
Yu, Jun
6
Diebold, Francis X.
5
Härdle, Wolfgang
5
Taylor, Robert
5
Tsionas, Efthymios G.
5
Barigozzi, Matteo
4
Cardinale, Ivano
4
Casarin, Roberto
4
Cavaliere, Giuseppe
4
Chen, Rong
4
Galvão Júnior, Antônio Fialho
4
Hallin, Marc
4
Koop, Gary
4
Lieberman, Offer
4
Lima, Gilberto Tadeu
4
Patton, Andrew J.
4
Schorfheide, Frank
4
Seo, Myung Hwan
4
Su, Liangjun
4
Whang, Yoon-jae
4
Zhang, Xinyu
4
Anatolyev, Stanislav
3
Arvanitis, Stelios
3
Asai, Manabu
3
Billio, Monica
3
Chan, Joshua
3
Fan, Jianqing
3
Firpo, Sérgio Pinheiro
3
Gagliardini, Patrick
3
Gonçalves, Sílvia
3
Gupta, Rangan
3
Hidalgo, Javier
3
more ...
less ...
Published in...
All
CESifo Forum
Econometric theory
Environmental modeling & assessment
Journal of econometrics
Structural change and economic dynamics : SC+ED
Journal of environmental economics and management : JEEM ; the official journal of the Association of Environmental and Resource Economists
7
Environmental & resource economics : the official journal of the European Association of Environmental and Resource Economists
4
International journal of forecasting
4
FinanzArchiv : public finance analysis
3
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
3
Journal of international money and finance
3
The review of financial studies
3
Climate policy
2
Econometric reviews
2
Economics letters
2
International tax and public finance
2
Journal of economic dynamics & control
2
Journal of financial economics
2
Oxford bulletin of economics and statistics
2
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
2
Annual review of financial economics
1
Climate change economics
1
De economist : Netherlands economic review ; quarterly review of the Royal Netherlands Economic Association
1
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
1
Economic modelling
1
Energy economics
1
European economic review : EER
1
Journal of financial econometrics : official journal of the Society for Financial Econometrics
1
Journal of macroeconomics
1
Macroeconomic dynamics
1
Management international review : mir ; journal of international business
1
Metroeconomica : international review of economics
1
NBER reporter online
1
Resource and energy economics
1
Review of economic dynamics
1
Technological forecasting & social change : an international journal
1
The American economic review
1
The economic journal : the journal of the Royal Economic Society
1
more ...
less ...
Source
All
ECONIS (ZBW)
21
Showing
1
-
10
of
21
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Large-dimensional factor modeling based on high-frequency observations
Pelger, Markus
- In:
Journal of econometrics
208
(
2019
)
1
,
pp. 23-42
Persistent link: https://www.econbiz.de/10012139775
Saved in:
2
The factor-Lasso and K-step bootstrap approach for inference in high-dimensional economic applications
Hansen, Christian Bailey
;
Liao, Yuan
- In:
Econometric theory
35
(
2019
)
3
,
pp. 465-509
Persistent link: https://www.econbiz.de/10012146146
Saved in:
3
Innovations in multiple time series analysis
Breitung, Jörg
;
Herwartz, Helmut
- In:
Journal of econometrics
192
(
2016
)
2
,
pp. 329-331
Persistent link: https://www.econbiz.de/10011704644
Saved in:
4
Spillover dynamics for systemic risk measurement using spatial financial time series models
Blasques, Francisco
;
Koopman, Siem Jan
;
Lucas, André
; …
- In:
Journal of econometrics
195
(
2016
)
2
,
pp. 211-223
Persistent link: https://www.econbiz.de/10011705251
Saved in:
5
Using principal component analysis to estimate a high dimensional factor model with high-frequency data
Aït-Sahalia, Yacine
;
Xiu, Dacheng
- In:
Journal of econometrics
201
(
2017
)
2
,
pp. 384-399
Persistent link: https://www.econbiz.de/10011920525
Saved in:
6
Intraday cross-sectional distributions of systematic risk
Andersen, Torben
;
Riva, Raul
;
Thyrsgaard, Martin
; …
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 1394-1418
Persistent link: https://www.econbiz.de/10014471397
Saved in:
7
Stochastic properties of nonlinear locally-nonstationary filters
Blasques, Francisco
;
Nientker, Marc
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 2082-2095
Persistent link: https://www.econbiz.de/10014471445
Saved in:
8
Uniform predictive inference for factor models with instrumental and idiosyncratic betas
Cheng, Mingmian
;
Liao, Yuan
;
Yang, Xiye
- In:
Journal of econometrics
237
(
2023
)
2,3
,
pp. 1-28
Persistent link: https://www.econbiz.de/10014471816
Saved in:
9
Business-cycle consumption risk and asset prices
Bandi, Federico M.
;
Tamoni, Andrea
- In:
Journal of econometrics
237
(
2023
)
2,3
,
pp. 1-23
Persistent link: https://www.econbiz.de/10014471828
Saved in:
10
High frequency traders and the price process
Aït-Sahalia, Yacine
;
Brunetti, Celso
- In:
Journal of econometrics
217
(
2020
)
1
,
pp. 20-45
Persistent link: https://www.econbiz.de/10012482736
Saved in:
1
2
3
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->