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"
~person:"Agudze, Komla M."
~person:"Andersen, Torben"
~person:"Bandi, Federico M."
~person:"Blasques, Francisco"
~person:"Edenhofer, Ottmar"
~person:"Heckman, James J."
~person:"McAleer, Michael"
~person:"Patton, Andrew J."
~person:"Pelger, Markus"
~subject:"ARCH-Modell"
~subject:"Autokorrelation"
~subject:"EU-Staaten"
~subject:"Estimation"
~subject:"High-dimensional data"
~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
| 27 applied filters
Year of publication
From:
To:
Subject
All
ARCH-Modell
Autokorrelation
EU-Staaten
Estimation
High-dimensional data
Innovation
Schätzung
Structural innovations
Theorie
Welt
Ökonometrisches Modell
Theory
19
Time series analysis
9
Zeitreihenanalyse
9
Forecasting model
8
Prognoseverfahren
8
Capital income
6
Kapitaleinkommen
6
Volatility
6
Volatilität
6
Factor analysis
5
Faktorenanalyse
5
CAPM
4
Correlation
4
Korrelation
4
Analysis of variance
3
Forecasting
3
Panel
3
Panel study
3
Stochastic process
3
Stochastischer Prozess
3
Varianzanalyse
3
Börsenkurs
2
High-frequency data
2
Jumps
2
Large-dimensional panel data
2
Leverage effects
2
Long memory
2
Martingal
2
Martingale
2
Multivariate Verteilung
2
Multivariate distribution
2
Multivariate stochastic volatility
2
Nichtparametrisches Verfahren
2
Nonparametric statistics
2
PCA
2
Portfolio selection
2
more ...
less ...
Online availability
All
Undetermined
Type of publication
All
Article
19
Type of publication (narrower categories)
All
Article in journal
Aufsatz in Zeitschrift
Language
All
English
19
Author
All
Agudze, Komla M.
Andersen, Torben
Bandi, Federico M.
Blasques, Francisco
Edenhofer, Ottmar
Heckman, James J.
McAleer, Michael
Patton, Andrew J.
Pelger, Markus
Linton, Oliver
7
Gao, Jiti
6
Marcellino, Massimiliano
6
Phillips, Peter C. B.
6
Yu, Jun
6
Casarin, Roberto
5
Chan, Joshua
5
Chen, Rong
5
Diebold, Francis X.
5
Hallin, Marc
5
Su, Liangjun
5
Tsionas, Efthymios G.
5
Arvanitis, Stelios
4
Aït-Sahalia, Yacine
4
Barigozzi, Matteo
4
Catania, Leopoldo
4
Cavaliere, Giuseppe
4
Galvão Júnior, Antônio Fialho
4
Herwartz, Helmut
4
Hong, Yongmiao
4
Horváth, Lajos
4
Koop, Gary
4
Liao, Yuan
4
Maasoumi, Esfandiar
4
Pettenuzzo, Davide
4
Ravazzolo, Francesco
4
Rossi, Barbara
4
Sasaki, Yuya
4
Schorfheide, Frank
4
Seo, Myung Hwan
4
Topaloglou, Nikolas
4
Westerlund, Joakim
4
Zhang, Zhengjun
4
Asai, Manabu
3
Billio, Monica
3
Boot, Tom
3
Carrasco, Marine
3
Carriero, Andrea
3
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
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
Annals of financial economics
3
FinanzArchiv : European journal of public finance
3
Climate policy
2
Econometric reviews
2
Econometrics : open access journal
2
Economic modelling
2
International review of economics & finance : IREF
2
International tax and public finance
2
Applied economics letters
1
Climate change economics
1
De economist : Netherlands economic review ; quarterly review of the Royal Netherlands Economic Association
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
Economics letters
1
European economic review : EER
1
Finance research letters
1
International journal of economic theory
1
International journal of innovation and technology management
1
Journal of applied econometrics
1
Journal of economic dynamics & control
1
Journal of financial economics
1
Journal of macroeconomics
1
Journal of travel research : a quarterly publication of the Travel and Tourism Research Association
1
Metroeconomica : international review of economics
1
NBER reporter online
1
Resource and energy economics
1
Review of economic dynamics
1
Structural change and economic dynamics : SC+ED
1
Technological forecasting & social change : an international journal
1
The American economic review
1
The North American journal of economics and finance : a journal of financial economics studies
1
The economic journal : the journal of the Royal Economic Society
1
The review of financial studies
1
more ...
less ...
Source
All
ECONIS (ZBW)
19
Showing
1
-
10
of
19
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
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:
5
Modeling dependence in high dimensions with factor copulas
Oh, Dong Hwan
;
Patton, Andrew J.
- In:
Journal of business & economic statistics : JBES ; a …
35
(
2017
)
1
,
pp. 139-154
Persistent link: https://www.econbiz.de/10011704143
Saved in:
6
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:
7
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:
8
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:
9
Asymptotic inference about predictive accuracy using high frequency data
Li, Jia
;
Patton, Andrew J.
- In:
Journal of econometrics
203
(
2018
)
2
,
pp. 223-240
Persistent link: https://www.econbiz.de/10011974659
Saved in:
10
Comparing possibly misspecified forecasts
Patton, Andrew J.
- In:
Journal of business & economic statistics : JBES ; a …
38
(
2020
)
4
,
pp. 796-809
Persistent link: https://www.econbiz.de/10012313371
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
