//--> //--> //--> //-->
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:"Environmental modeling & assessment"
~isPartOf:"Journal of applied econometrics"
~isPartOf:"Journal of econometrics"
~person:"Aït-Sahalia, Yacine"
~person:"Herwartz, Helmut"
~person:"Koop, Gary"
~person:"Patton, Andrew J."
~subject:"ARCH model"
~subject:"ARCH-Modell"
~subject:"Autokorrelation"
~subject:"Bildungsertrag"
~subject:"EU-Staaten"
~subject:"Electronic trading"
~subject:"Estimation"
~subject:"Forecasting model"
~subject:"Forecasting"
~subject:"Innovation"
~subject:"Regression analysis"
~subject:"Schätzung"
~subject:"Volatilität"
~subject:"Welt"
~subject:"Ökonometrisches Modell"
~type_genre:"Article in journal"
~type_genre:"Conference 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
Bounded rationality and compet...
Similar by subject
Narrow search
Delete all filters
| 26 applied filters
Year of publication
From:
To:
Subject
All
ARCH model
ARCH-Modell
Autokorrelation
Bildungsertrag
EU-Staaten
Electronic trading
Estimation
Forecasting model
Forecasting
Innovation
Regression analysis
Schätzung
Volatilität
Welt
Ökonometrisches Modell
Theorie
16
Theory
16
Prognoseverfahren
9
Time series analysis
7
Volatility
7
Zeitreihenanalyse
7
Bayes-Statistik
5
Bayesian inference
5
Portfolio selection
3
Portfolio-Management
3
VAR model
3
VAR-Modell
3
Analysis of variance
2
Bayesian
2
CAPM
2
Capital income
2
Factor analysis
2
Faktorenanalyse
2
Jumps
2
Kapitaleinkommen
2
Macroeconomic forecasting
2
Markov chain
2
Markov chain Monte Carlo
2
Markov-Kette
2
Monte Carlo simulation
2
Monte-Carlo-Simulation
2
Multivariate Analyse
2
Multivariate analysis
2
Nichtparametrisches Verfahren
2
Nonparametric statistics
2
Regressionsanalyse
2
Risikomanagement
2
Risk management
2
more ...
less ...
Online availability
All
Undetermined
Free
1
Type of publication
All
Article
15
Type of publication (narrower categories)
All
Article in journal
Conference paper
Aufsatz in Zeitschrift
15
Language
All
English
15
Author
All
Aït-Sahalia, Yacine
Herwartz, Helmut
Koop, Gary
Patton, Andrew J.
Marcellino, Massimiliano
7
Carriero, Andrea
5
Diebold, Francis X.
5
Clark, Todd E.
4
Hallin, Marc
4
Lucas, André
4
Su, Liangjun
4
Asai, Manabu
3
Barigozzi, Matteo
3
Cavaliere, Giuseppe
3
Galvão Júnior, Antônio Fialho
3
Kapetanios, George
3
Koopman, Siem Jan
3
Linton, Oliver
3
McAleer, Michael
3
Oka, Tatsushi
3
Pettenuzzo, Davide
3
Phillips, Peter C. B.
3
Schorfheide, Frank
3
Seo, Myung Hwan
3
Xiu, Dacheng
3
Zhang, Xinyu
3
Zhang, Zhengjun
3
Bai, Jushan
2
Bailey, Natalia
2
Barnett, William A.
2
Bollerslev, Tim
2
Boot, Tom
2
Boswijk, Herman Peter
2
Casarin, Roberto
2
Chan, Joshua
2
Chang, Chia-Lin
2
Chen, Rong
2
Chernozhukov, Victor
2
Christensen, Kim
2
Diewert, Walter E.
2
more ...
less ...
Published in...
All
CESifo Forum
Environmental modeling & assessment
Journal of applied econometrics
Journal of econometrics
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
3
Journal of international money and finance
3
Energy economics
2
International journal of forecasting
2
Oxford bulletin of economics and statistics
2
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
2
Econometric reviews
1
Economics letters
1
Journal of economic dynamics & control
1
Journal of financial economics
1
Macroeconomic dynamics
1
The review of financial studies
1
more ...
less ...
Source
All
ECONIS (ZBW)
15
Showing
1
-
10
of
15
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
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:
2
The term structure of equity and variance risk premia
Aït-Sahalia, Yacine
;
Karamann, Mustafa
;
Mancini, Loriano
- In:
Journal of econometrics
219
(
2020
)
2
,
pp. 204-230
Persistent link: https://www.econbiz.de/10012483319
Saved in:
3
Modelling regional patterns of inefficiency : a Bayesian approach to geoadditive panel stochastic frontier analysis with an application to cereal production in England and Wales
Klein, Nadja
;
Herwartz, Helmut
;
Kneib, Thomas
- In:
Journal of econometrics
214
(
2020
)
2
,
pp. 513-539
Persistent link: https://www.econbiz.de/10012439076
Saved in:
4
High-frequency factor models and regressions
Aït-Sahalia, Yacine
;
Kalnina, Ilze
;
Xiu, Dacheng
- In:
Journal of econometrics
216
(
2020
)
1
,
pp. 86-105
Persistent link: https://www.econbiz.de/10012439640
Saved in:
5
Bayesian compressed vector autoregressions
Koop, Gary
;
Korobilis, Dimitris
;
Pettenuzzo, Davide
- In:
Journal of econometrics
210
(
2019
)
1
,
pp. 135-154
Persistent link: https://www.econbiz.de/10012303386
Saved in:
6
Dynamic semiparametric models for expected shortfall (and Value-at-Risk)
Patton, Andrew J.
;
Ziegel, Johanna F.
;
Chen, Rui
- In:
Journal of econometrics
211
(
2019
)
2
,
pp. 388-413
Persistent link: https://www.econbiz.de/10012303806
Saved in:
7
Daily house price indices : construction, modeling, and longer-run predictions
Bollerslev, Tim
;
Patton, Andrew J.
;
Wang, Wenjing
- In:
Journal of applied econometrics
31
(
2016
)
6
,
pp. 1005-1025
Persistent link: https://www.econbiz.de/10011686220
Saved in:
8
Modeling and forecasting (un)reliable realized covariances for more reliable financial decisions
Bollerslev, Tim
;
Patton, Andrew J.
;
Quaedvlieg, Rogier
- In:
Journal of econometrics
207
(
2018
)
1
,
pp. 71-91
Persistent link: https://www.econbiz.de/10012116125
Saved in:
9
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:
10
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:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->