//--> //--> //--> //-->
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:"Edenhofer, Ottmar"
~person:"Heckman, James J."
~person:"Herwartz, Helmut"
~person:"Pelger, Markus"
~person:"Pettenuzzo, Davide"
~person:"Timmermann, Allan"
~subject:"ARCH model"
~subject:"ARCH-Modell"
~subject:"Autokorrelation"
~subject:"EU-Staaten"
~subject:"Estimation"
~subject:"Forecasting model"
~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
| 29 applied filters
Year of publication
From:
To:
Subject
All
ARCH model
ARCH-Modell
Autokorrelation
EU-Staaten
Estimation
Forecasting model
Innovation
Schätzung
Structural innovations
Theorie
Welt
Ökonometrisches Modell
Theory
22
Time series analysis
11
Zeitreihenanalyse
11
Volatility
8
Volatilität
8
Bayes-Statistik
6
Bayesian inference
6
Capital income
6
Kapitaleinkommen
6
Prognoseverfahren
6
Factor analysis
5
Faktorenanalyse
5
Stochastic process
5
Stochastischer Prozess
5
CAPM
4
Panel
4
Panel study
4
Markov chain
3
Markov-Kette
3
Portfolio selection
3
Portfolio-Management
3
Stochastic volatility
3
VAR model
3
VAR-Modell
3
Business cycle
2
Börsenkurs
2
Capital structure
2
Correlation
2
Economic forecast
2
Financial crisis
2
Finanzkrise
2
High-dimensional data
2
High-frequency data
2
Inflation
2
more ...
less ...
Online availability
All
Undetermined
Free
4
Type of publication
All
Article
23
Type of publication (narrower categories)
All
Article in journal
23
Aufsatz in Zeitschrift
23
Language
All
English
23
Author
All
Agudze, Komla M.
Andersen, Torben
Asai, Manabu
Bandi, Federico M.
Blasques, Francisco
Edenhofer, Ottmar
Heckman, James J.
Herwartz, Helmut
Pelger, Markus
Pettenuzzo, Davide
Timmermann, Allan
Linton, Oliver
7
Patton, Andrew J.
7
Gao, Jiti
6
Marcellino, Massimiliano
6
Phillips, Peter C. B.
6
Yu, Jun
6
Aït-Sahalia, Yacine
5
Casarin, Roberto
5
Chan, Joshua
5
Chen, Rong
5
Diebold, Francis X.
5
Hallin, Marc
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
Galvão Júnior, Antônio Fialho
4
Ghysels, Eric
4
Hong, Yongmiao
4
Horváth, Lajos
4
Koop, Gary
4
Kräussl, Roman
4
Maasoumi, Esfandiar
4
Ravazzolo, Francesco
4
Rossi, Barbara
4
Sasaki, Yuya
4
Schorfheide, Frank
4
Seo, Myung Hwan
4
Topaloglou, Nikolas
4
Westerlund, Joakim
4
Xiu, Dacheng
4
Zhang, Zhengjun
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
Discussion paper / Centre for Economic Policy Research
18
Working paper / National Bureau of Economic Research, Inc.
13
Journal of environmental economics and management : JEEM ; the official journal of the Association of Environmental and Resource Economists
7
Handbooks in economics
6
International journal of forecasting
6
Discussion papers / CEPR
4
Environmental & resource economics : the official journal of the European Association of Environmental and Resource Economists
4
Econometric reviews
3
FinanzArchiv : public finance analysis
3
Journal of economic dynamics & control
3
Journal of international money and finance
3
Advances in econometrics : a research annual
2
Applied quantitative finance
2
Climate policy
2
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
2
Economics letters
2
Emerald insight
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 theory
1
Economic modelling
1
Energy economics
1
Essays in honor of M. Hashem Pesaran : prediction and macro modeling
1
European economic review : EER
1
Handbook of economic forecasting ; 1
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 financial economics
1
Journal of forecasting
1
Journal of macroeconomics
1
more ...
less ...
Source
All
ECONIS (ZBW)
23
Showing
1
-
10
of
23
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Investor information acquisition and money market fund risk rebalancing during the 2011-2012 Eurozone crisis
Gallagher, Emily A.
;
Schmidt, Lawrence
;
Timmermann, Allan
; …
- In:
The review of financial studies
33
(
2020
)
4
,
pp. 1445-1483
Persistent link: https://www.econbiz.de/10012198385
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
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:
4
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:
5
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:
6
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:
7
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:
8
A MIDAS approach to modeling first and second moment dynamics
Pettenuzzo, Davide
;
Timmermann, Allan
;
Valkanov, Rossen I.
- In:
Journal of econometrics
193
(
2016
)
2
,
pp. 315-334
Persistent link: https://www.econbiz.de/10011704952
Saved in:
9
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:
10
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:
1
2
3
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->