//--> //--> //--> //-->
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 financial economics"
~person:"Agudze, Komla M."
~person:"Andersen, Torben"
~person:"Arvanitis, Stelios"
~person:"Bandi, Federico M."
~person:"Blasques, Francisco"
~person:"Edenhofer, Ottmar"
~person:"Giglio, Stefano"
~person:"Heckman, James J."
~person:"Li, Yong"
~person:"Pelger, Markus"
~person:"Yu, Jun"
~subject:"ARCH-Modell"
~subject:"Autokorrelation"
~subject:"CCAPM"
~subject:"EU-Staaten"
~subject:"Estimation"
~subject:"High-dimensional data"
~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
| 28 applied filters
Year of publication
From:
To:
Subject
All
ARCH-Modell
Autokorrelation
CCAPM
EU-Staaten
Estimation
High-dimensional data
Innovation
Schätzung
Structural innovations
Theorie
Welt
Ökonometrisches Modell
Theory
20
Stochastic process
7
Stochastischer Prozess
7
Time series analysis
7
Zeitreihenanalyse
7
Capital income
6
Kapitaleinkommen
6
Volatility
6
Volatilität
6
CAPM
5
Portfolio selection
4
Portfolio-Management
4
Bayes-Statistik
3
Bayesian inference
3
Business cycle
3
Forecasting model
3
Konjunktur
3
Latent variable models
3
Markov chain
3
Markov-Kette
3
Prognoseverfahren
3
Statistical test
3
Statistischer Test
3
Börsenkurs
2
Decision theory
2
Factor analysis
2
Faktorenanalyse
2
High-frequency data
2
Markov chain Monte Carlo
2
Mathematical programming
2
Mathematische Optimierung
2
Monte Carlo simulation
2
Monte-Carlo-Simulation
2
PCA
2
Risiko
2
Risk
2
more ...
less ...
Online availability
All
Undetermined
Free
4
Type of publication
All
Article
20
Type of publication (narrower categories)
All
Article in journal
20
Aufsatz in Zeitschrift
20
Language
All
English
20
Author
All
Agudze, Komla M.
Andersen, Torben
Arvanitis, Stelios
Bandi, Federico M.
Blasques, Francisco
Edenhofer, Ottmar
Giglio, Stefano
Heckman, James J.
Li, Yong
Pelger, Markus
Yu, Jun
Linton, Oliver
7
Phillips, Peter C. B.
6
Aït-Sahalia, Yacine
5
Diebold, Francis X.
5
Gao, Jiti
5
Kelly, Bryan T.
5
Morellec, Erwan
5
Tsionas, Efthymios G.
5
Barigozzi, Matteo
4
Casarin, Roberto
4
Chen, Rong
4
Galvão Júnior, Antônio Fialho
4
Hallin, Marc
4
Hong, Yongmiao
4
Koop, Gary
4
Liao, Yuan
4
Patton, Andrew J.
4
Pedersen, Lasse Heje
4
Scaillet, Olivier
4
Schorfheide, Frank
4
Seo, Myung Hwan
4
Su, Liangjun
4
Asai, Manabu
3
Billio, Monica
3
Boons, Martijn
3
Cavaliere, Giuseppe
3
Chan, Joshua
3
Della Corte, Pasquale
3
Edmans, Alex
3
Fan, Jianqing
3
Firpo, Sérgio Pinheiro
3
Gagliardini, Patrick
3
Garlappi, Lorenzo
3
Herwartz, Helmut
3
Hong, Harrison G.
3
Härdle, Wolfgang
3
Kapetanios, George
3
more ...
less ...
Published in...
All
CESifo Forum
Environmental modeling & assessment
Journal of econometrics
Journal of financial economics
Working paper / National Bureau of Economic Research, Inc.
17
Journal of environmental economics and management : JEEM ; the official journal of the Association of Environmental and Resource Economists
7
International journal of forecasting
5
Environmental & resource economics : the official journal of the European Association of Environmental and Resource Economists
4
Handbooks in economics
4
Discussion papers / CEPR
3
FinanzArchiv : public finance analysis
3
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
3
NBER working paper series
3
The review of financial studies
3
Applied economics letters
2
Climate policy
2
Handbook of econometrics : volume 6B
2
International tax and public finance
2
Management science : journal of the Institute for Operations Research and the Management Sciences
2
Annual review of financial economics
1
Climate change economics
1
Computational economics
1
De economist : Netherlands economic review ; quarterly review of the Royal Netherlands Economic Association
1
Decisions in economics and finance : a journal of applied mathematics
1
Econometric reviews
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 inquiry : journal of the Western Economic Association International
1
Economic modelling
1
Essays in honor of Cheng Hsiao
1
European economic review : EER
1
Finance research letters
1
Games and economic behavior
1
Global economy journal : GEJ
1
Handbook of labor economics : volume 3, part A
1
Internationale Politik : das Magazin für globales Denken
1
Journal of economic dynamics & control
1
Journal of empirical finance
1
Journal of financial econometrics
1
Journal of macroeconomics
1
Journal of mathematical finance
1
Mathematical social sciences
1
more ...
less ...
Source
All
ECONIS (ZBW)
20
Showing
1
-
10
of
20
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
A Bayesian chi-squared test for hypothesis testing
Li, Yong
;
Liu, Xiao-Bin
;
Yu, Jun
- In:
Journal of econometrics
189
(
2015
)
1
,
pp. 54-69
Persistent link: https://www.econbiz.de/10011502408
Saved in:
2
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:
3
Portfolio optimization based on stochastic dominance and empirical likelihood
Post, Thierry
;
Karabati, Selcuk
;
Arvanitis, Stelios
- In:
Journal of econometrics
206
(
2018
)
1
,
pp. 167-186
Persistent link: https://www.econbiz.de/10012110374
Saved in:
4
Systemic risk and the macroeconomy : an empirical evaluation
Giglio, Stefano
;
Kelly, Bryan T.
;
Pruitt, Seth
- In:
Journal of financial economics
119
(
2016
)
3
,
pp. 457-471
Persistent link: https://www.econbiz.de/10011589904
Saved in:
5
Double asymptotics for explosive continuous time models
Wang, XiaoHu
;
Yu, Jun
- In:
Journal of econometrics
193
(
2016
)
1
,
pp. 35-53
Persistent link: https://www.econbiz.de/10011704761
Saved in:
6
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:
7
Testing for prospect and Markowitz stochastic dominance efficiency
Arvanitis, Stelios
;
Topaloglou, Nikolas
- In:
Journal of econometrics
198
(
2017
)
2
,
pp. 253-270
Persistent link: https://www.econbiz.de/10011818790
Saved in:
8
An intertemporal CAPM with stochastic volatility
Campbell, John Y.
;
Giglio, Stefano
;
Polk, Christopher
; …
- In:
Journal of financial economics
128
(
2018
)
2
,
pp. 207-233
Persistent link: https://www.econbiz.de/10011971041
Saved in:
9
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:
10
Stochastic properties of nonlinear locally-nonstationary filters
Blasques, Francisco
;
Nientker, Marc
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 2082-2095
Persistent link: https://www.econbiz.de/10014471445
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->