//--> //--> //-->
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 research : JBR"
~isPartOf:"Journal of econometrics"
~person:"Zhang, Zhengjun"
~subject:"ARCH model"
~subject:"ARCH-Modell"
~subject:"Autokorrelation"
~subject:"Bildungsertrag"
~subject:"EU-Staaten"
~subject:"Estimation"
~subject:"Schätzung"
~subject:"Structural innovations"
~subject:"Welt"
~subject:"Ökonometrisches Modell"
~type_genre:"Article in journal"
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
| 17 applied filters
Year of publication
From:
To:
Subject
All
ARCH model
ARCH-Modell
Autokorrelation
Bildungsertrag
EU-Staaten
Estimation
Schätzung
Structural innovations
Welt
Ökonometrisches Modell
Theorie
3
Theory
3
Ausreißer
2
Financial market
2
Finanzmarkt
2
Outliers
2
Time series analysis
2
Zeitreihenanalyse
2
Bayes-Statistik
1
Bayesian inference
1
Bayesian statistics
1
Börsenkurs
1
Capital income
1
Dynamic modeling
1
Extreme value theory
1
Extreme values
1
Finance
1
Financial risk management
1
GMM estimator
1
Generalized extreme value distribution
1
High frequency
1
High-frequency data
1
Kapitaleinkommen
1
Method of moments
1
Momentenmethode
1
Multivariate Analyse
1
Multivariate Verteilung
1
Multivariate analysis
1
Multivariate distribution
1
Portfolio selection
1
Portfolio-Management
1
Probability theory
1
Risikomanagement
1
Risikomaß
1
Risk management
1
Risk measure
1
more ...
less ...
Online availability
All
Undetermined
Type of publication
All
Article
3
Type of publication (narrower categories)
All
Article in journal
Aufsatz in Zeitschrift
3
Language
All
English
3
Author
All
Zhang, Zhengjun
Hallin, Marc
4
Jiménez, Alfredo
4
Laroche, Michel
4
Aït-Sahalia, Yacine
3
Barigozzi, Matteo
3
Cleveland, Mark
3
Huarng, Kun-Huang
3
McDowell, William C.
3
Phillips, Peter C. B.
3
Su, Liangjun
3
Škare, Marinko
3
Asai, Manabu
2
Bendickson, Joshua S.
2
Caby, Jérôme
2
Cavaliere, Giuseppe
2
Chen, Rong
2
Choi, Sunmee
2
Diebold, Francis X.
2
Driffield, Nigel L.
2
Esperança, José Paulo
2
Forcadell, Francisco Javier
2
Frühwirth-Schnatter, Sylvia
2
Gaio, Cristina
2
Gao, Jiti
2
Gonçalves, Tiago Cruz
2
Herwartz, Helmut
2
Hong, Yongmiao
2
Hwang, Jungbin
2
Kim, Dukpa
2
Kumar, Vikas
2
Ling, Shiqing
2
Liou, Ru-Shiun
2
Malik, Ashish
2
McAleer, Michael
2
Oka, Tatsushi
2
Park, Byung Il
2
Pelger, Markus
2
Piñeiro Chousa, Juan Ramón
2
Sasaki, Yuya
2
more ...
less ...
Published in...
All
CESifo Forum
Environmental modeling & assessment
Journal of business research : JBR
Journal of econometrics
Economic modelling
1
Energy economics
1
Finance research letters
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
Journal of international money and finance
1
Source
All
ECONIS (ZBW)
3
Showing
1
-
3
of
3
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Stochastic tail index model for high frequency financial data with Bayesian analysis
Mao, Guangyu
;
Zhang, Zhengjun
- In:
Journal of econometrics
205
(
2018
)
2
,
pp. 470-487
Persistent link: https://www.econbiz.de/10012110325
Saved in:
2
Modeling maxima with autoregressive conditional Fréchet model
Zhao, Zifeng
;
Zhang, Zhengjun
;
Chen, Rong
- In:
Journal of econometrics
207
(
2018
)
2
,
pp. 325-351
Persistent link: https://www.econbiz.de/10012116357
Saved in:
3
Copula structured M4 processes with application to high-frequency financial data
Zhang, Zhengjun
;
Zhu, Bin
- In:
Journal of econometrics
194
(
2016
)
2
,
pp. 231-241
Persistent link: https://www.econbiz.de/10011705118
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->