//--> //--> //-->
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 econometrics"
~isPartOf:"Journal of economic behavior & organization : JEBO"
~person:"Aït-Sahalia, Yacine"
~person:"Maasoumi, Esfandiar"
~subject:"ARCH model"
~subject:"Anlageverhalten"
~subject:"Autokorrelation"
~subject:"Bildungsertrag"
~subject:"EU-Staaten"
~subject:"Estimation"
~subject:"Innovation"
~subject:"Kapitaleinkommen"
~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
| 20 applied filters
Year of publication
From:
To:
Subject
All
ARCH model
Anlageverhalten
Autokorrelation
Bildungsertrag
EU-Staaten
Estimation
Innovation
Kapitaleinkommen
Schätzung
Structural innovations
Welt
Ökonometrisches Modell
Theorie
6
Theory
6
Volatility
4
Volatilität
4
CAPM
2
Capital income
2
Factor analysis
2
Faktorenanalyse
2
Portfolio selection
2
Portfolio-Management
2
Aggregation
1
Basel Accord
1
Basel III Accord
1
Basler Akkord
1
Beta risk
1
Betafaktor
1
Big data
1
Börsenkurs
1
Concentration measurement
1
Daily capital charges
1
Econometrics
1
Electronic trading
1
Elektronisches Handelssystem
1
Equity risk premium
1
Factor model
1
Fama-French factors
1
Financial crisis
1
Financial market
1
Finanzkrise
1
Finanzmarkt
1
Forecasting model
1
Global financial crisis
1
High frequency trading
1
High-dimensional data
1
High-frequency data
1
Idiosyncratic risk
1
Indonesia
1
more ...
less ...
Online availability
All
Undetermined
Type of publication
All
Article
5
Type of publication (narrower categories)
All
Article in journal
Aufsatz in Zeitschrift
5
Language
All
English
5
Author
All
Aït-Sahalia, Yacine
Maasoumi, Esfandiar
Hallin, Marc
4
Asai, Manabu
3
Barigozzi, Matteo
3
Beckmann, Joscha
3
He, Xue-zhong
3
Herwartz, Helmut
3
Hwang, Jungbin
3
Lugovskyy, Volodymyr
3
McAleer, Michael
3
Phillips, Peter C. B.
3
Spyrou, Spyros I.
3
Su, Liangjun
3
Xiu, Dacheng
3
Zhang, Zhengjun
3
Angerer, Martin
2
Barnett, William A.
2
Berggren, Niclas
2
Bjørnskov, Christian
2
Cavaliere, Giuseppe
2
Chang, Chia-Lin
2
Chen, Rong
2
Czudaj, Robert
2
Diebold, Francis X.
2
Diewert, Walter E.
2
Frühwirth-Schnatter, Sylvia
2
Gao, Jiti
2
Hong, Yongmiao
2
Kim, Dukpa
2
Li, Kai
2
Liao, Yuan
2
Ling, Shiqing
2
Makrychoriti, Panagiota
2
Neugebauer, Tibor
2
Oka, Tatsushi
2
Pelger, Markus
2
Sasaki, Yuya
2
Schmitt, Noemi
2
Schorfheide, Frank
2
more ...
less ...
Published in...
All
CESifo Forum
Environmental modeling & assessment
Journal of econometrics
Journal of economic behavior & organization : JEBO
Econometric reviews
1
Journal of financial economics
1
Source
All
ECONIS (ZBW)
5
Showing
1
-
5
of
5
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
A stochastic dominance approach to financial risk management strategies
Chang, Chia-Lin
;
Jiménez-Martín, Juan-Ángel
; …
- In:
Journal of econometrics
187
(
2015
)
2
,
pp. 472-485
Persistent link: https://www.econbiz.de/10011499744
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
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:
4
Innovations in measurement in economics and econometrics: an overview
Barnett, William A.
;
Diewert, Walter E.
;
Maasoumi, Esfandiar
- In:
Journal of econometrics
191
(
2016
)
2
,
pp. 237-275
Persistent link: https://www.econbiz.de/10011598134
Saved in:
5
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:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->