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 business & economic statistics : JBES ; a publication of the American Statistical Association"
~isPartOf:"Journal of econometrics"
~isPartOf:"The review of financial studies"
~person:"Agudze, Komla M."
~person:"Andersen, Torben"
~person:"Asai, Manabu"
~person:"Bandi, Federico M."
~person:"Blasques, Francisco"
~person:"Chan, Joshua"
~person:"Edenhofer, Ottmar"
~person:"Heckman, James J."
~person:"Herwartz, Helmut"
~person:"Pelger, Markus"
~person:"Pettenuzzo, Davide"
~subject:"ARCH model"
~subject:"ARCH-Modell"
~subject:"EU-Staaten"
~subject:"Estimation"
~subject:"Innovation"
~subject:"Schätzung"
~subject:"Structural innovations"
~subject:"Theorie"
~subject:"Welt"
~subject:"Ökonometrisches Modell"
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
| 27 applied filters
Year of publication
From:
To:
Subject
All
ARCH model
ARCH-Modell
EU-Staaten
Estimation
Innovation
Schätzung
Structural innovations
Theorie
Welt
Ökonometrisches Modell
Theory
29
Time series analysis
15
Zeitreihenanalyse
15
Volatility
13
Volatilität
13
Stochastic process
11
Stochastischer Prozess
11
Bayes-Statistik
9
Bayesian inference
9
Forecasting model
8
Prognoseverfahren
8
Stochastic volatility
7
VAR model
7
VAR-Modell
7
Capital income
6
Kapitaleinkommen
6
Factor analysis
5
Faktorenanalyse
5
CAPM
4
Markov chain
4
Markov-Kette
4
Panel
4
Panel study
4
Inflation
3
Large vector autoregression
3
Monte Carlo simulation
3
Monte-Carlo-Simulation
3
Portfolio selection
3
Portfolio-Management
3
State space model
3
Zustandsraummodell
3
Business cycle
2
Börsenkurs
2
Causality analysis
2
Correlation
2
more ...
less ...
Online availability
All
Undetermined
Free
4
Type of publication
All
Article
29
Type of publication (narrower categories)
All
Article in journal
29
Aufsatz in Zeitschrift
29
Language
All
English
29
Author
All
Agudze, Komla M.
Andersen, Torben
Asai, Manabu
Bandi, Federico M.
Blasques, Francisco
Chan, Joshua
Edenhofer, Ottmar
Heckman, James J.
Herwartz, Helmut
Pelger, Markus
Pettenuzzo, Davide
Linton, Oliver
8
Patton, Andrew J.
8
Phillips, Peter C. B.
7
Yu, Jun
7
Aït-Sahalia, Yacine
6
Gao, Jiti
6
Marcellino, Massimiliano
6
Sasaki, Yuya
6
Casarin, Roberto
5
Chen, Rong
5
Diebold, Francis X.
5
Galvão Júnior, Antônio Fialho
5
Hallin, Marc
5
Koop, Gary
5
Liao, Yuan
5
Su, Liangjun
5
Tsionas, Efthymios G.
5
Arvanitis, Stelios
4
Barigozzi, Matteo
4
Catania, Leopoldo
4
Cavaliere, Giuseppe
4
Cong, Lin William
4
Ghysels, Eric
4
Hong, Yongmiao
4
Horváth, Lajos
4
Härdle, Wolfgang
4
Kräussl, Roman
4
Maasoumi, Esfandiar
4
Miller, J. Isaac
4
Perron, Pierre
4
Ravazzolo, Francesco
4
Rossi, Barbara
4
Schienle, Melanie
4
Schorfheide, Frank
4
Sentana, Enrique
4
Seo, Myung Hwan
4
more ...
less ...
Published in...
All
CESifo Forum
Environmental modeling & assessment
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
Journal of econometrics
The review of financial studies
Working paper / National Bureau of Economic Research, Inc.
12
International journal of forecasting
7
Journal of environmental economics and management : JEEM ; the official journal of the Association of Environmental and Resource Economists
7
Econometric reviews
5
Journal of economic dynamics & control
5
Discussion paper / Centre for Economic Policy Research
4
Environmental & resource economics : the official journal of the European Association of Environmental and Resource Economists
4
Handbooks in economics
4
Economics letters
3
FinanzArchiv : European journal of public finance
3
Journal of international money and finance
3
Applied quantitative finance
2
Climate policy
2
Discussion papers / CEPR
2
Energy economics
2
Handbook of econometrics : volume 6B
2
International tax and public finance
2
NBER working paper series
2
Oxford bulletin of economics and statistics
2
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
2
Climate change economics
1
Computational economics
1
De economist : Netherlands economic review ; quarterly review of the Royal Netherlands Economic Association
1
Econometric exercises
1
Econometric theory
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
European economic review : EER
1
Handbook of labor economics : volume 3, part A
1
International journal of finance & economics : IJFE
1
Internationale Politik : das Magazin für globales Denken
1
Journal of economic surveys
1
Journal of financial econometrics : official journal of the Society for Financial Econometrics
1
Journal of financial economics
1
Journal of forecasting
1
Journal of macroeconomics
1
Journal of money, credit and banking : JMCB
1
Journal of time series econometrics
1
more ...
less ...
Source
All
ECONIS (ZBW)
29
Showing
1
-
10
of
29
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
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:
2
Leverage and feedback effects on multifactor Wishart stochastic volatility for option pricing
Asai, Manabu
;
McAleer, Michael
- In:
Journal of econometrics
187
(
2015
)
2
,
pp. 436-446
Persistent link: https://www.econbiz.de/10011499703
Saved in:
3
Estimating latent asset-pricing factors
Lettau, Martin
;
Pelger, Markus
- In:
Journal of econometrics
218
(
2020
)
1
,
pp. 1-31
Persistent link: https://www.econbiz.de/10012482858
Saved in:
4
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:
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
Adaptive hierarchical priors for high-dimensional vector autoregressions
Korobilis, Dimitris
;
Pettenuzzo, Davide
- In:
Journal of econometrics
212
(
2019
)
1
,
pp. 241-271
Persistent link: https://www.econbiz.de/10012303926
Saved in:
7
The stochastic volatility in mean model with time-varying parameters : an application to inflation modeling
Chan, Joshua
- In:
Journal of business & economic statistics : JBES ; a …
35
(
2017
)
1
,
pp. 17-28
Persistent link: https://www.econbiz.de/10011704092
Saved in:
8
Forecasting macroeconomic variables under model instability
Pettenuzzo, Davide
;
Timmermann, Allan
- In:
Journal of business & economic statistics : JBES ; a …
35
(
2017
)
2
,
pp. 183-201
Persistent link: https://www.econbiz.de/10011704162
Saved in:
9
Contingent capital, tail risk, and debt-induced collapse
Chen, Nan
;
Glasserman, Paul
;
Nouri, Behzad
;
Pelger, Markus
- In:
The review of financial studies
30
(
2017
)
11
,
pp. 3921-3969
Persistent link: https://www.econbiz.de/10011755830
Saved in:
10
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:
1
2
3
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
