//--> //--> //--> //-->
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 macroeconomics"
~isPartOf:"Review of economic dynamics"
~isPartOf:"Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet"
~person:"Agudze, Komla M."
~person:"Andersen, Torben"
~person:"Asai, Manabu"
~person:"Bandi, Federico M."
~person:"Blasques, Francisco"
~person:"Gupta, Rangan"
~person:"Heckman, James J."
~person:"Herwartz, Helmut"
~person:"Pelger, Markus"
~subject:"ARCH model"
~subject:"ARCH-Modell"
~subject:"Aggregation"
~subject:"Autokorrelation"
~subject:"EU-Staaten"
~subject:"Estimation"
~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
| 30 applied filters
Year of publication
From:
To:
Subject
All
ARCH model
ARCH-Modell
Aggregation
Autokorrelation
EU-Staaten
Estimation
Innovation
Schätzung
Structural innovations
Theorie
Welt
Ökonometrisches Modell
Theory
20
Time series analysis
8
Zeitreihenanalyse
8
Volatility
7
Volatilität
7
Capital income
6
Kapitaleinkommen
6
CAPM
4
Bayes-Statistik
3
Bayesian inference
3
Börsenkurs
3
Exchange rate
3
Factor analysis
3
Faktorenanalyse
3
Forecasting model
3
Geldpolitik
3
Monetary policy
3
Prognoseverfahren
3
Share price
3
Stochastic process
3
Stochastischer Prozess
3
Wechselkurs
3
Business cycle
2
Correlation
2
High-dimensional data
2
High-frequency data
2
Konjunktur
2
Korrelation
2
Leverage effects
2
Long memory
2
Markov chain
2
Markov-Kette
2
Monte Carlo simulation
2
Monte-Carlo-Simulation
2
more ...
less ...
Online availability
All
Undetermined
Type of publication
All
Article
20
Type of publication (narrower categories)
All
Article in journal
Aufsatz in Zeitschrift
Language
All
English
20
Author
All
Agudze, Komla M.
Andersen, Torben
Asai, Manabu
Bandi, Federico M.
Blasques, Francisco
Gupta, Rangan
Heckman, James J.
Herwartz, Helmut
Pelger, Markus
Linton, Oliver
7
Chu, Angus C.
6
Phillips, Peter C. B.
6
Semmler, Willi
6
Yu, Jun
6
Barnett, William A.
5
Casarin, Roberto
5
Chiarella, Carl
5
Diebold, Francis X.
5
Gao, Jiti
5
Koop, Gary
5
Schorfheide, Frank
5
Tsionas, Efthymios G.
5
Aït-Sahalia, Yacine
4
Barigozzi, Matteo
4
Billio, Monica
4
Chen, Rong
4
Escribano, Álvaro
4
Galvão Júnior, Antônio Fialho
4
Hallin, Marc
4
Hong, Yongmiao
4
Jawadi, Fredj
4
Kapetanios, George
4
Lai, Ching-chong
4
Liao, Yuan
4
Patton, Andrew J.
4
Ramsey, James B.
4
Reichlin, Pietro
4
Seo, Myung Hwan
4
Serletis, Apostolos
4
Sola, Martin
4
Su, Liangjun
4
Wied, Dominik
4
Agénor, Pierre-Richard
3
Arvanitis, Stelios
3
Bianchi, Francesco
3
Blazsek, Szabolcs
3
more ...
less ...
Published in...
All
CESifo Forum
Environmental modeling & assessment
Journal of econometrics
Journal of macroeconomics
Review of economic dynamics
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
Finance research letters
19
Energy economics
10
Research in international business and finance
6
The North American journal of economics and finance : a journal of financial economics studies
6
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
6
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
5
International journal of forecasting
5
International review of economics & finance : IREF
5
Journal of forecasting
5
Applied economics
4
Economics letters
4
The European journal of finance
4
Annals of financial economics
3
Computational economics
3
Defence and peace economics
3
Econometric reviews
3
Emerging markets, finance and trade : EMFT
3
International review of financial analysis
3
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
3
Journal of international money and finance
3
Structural change and economic dynamics : SC+ED
3
Applied economics letters
2
Economic systems
2
Empirical economics : a quarterly journal of the Institute for Advanced Studies
2
International finance : the only journal bridging the gap between theory and policy in macroeconomics and microfinance
2
International journal of finance & economics : IJFE
2
Journal of economic dynamics & control
2
Macroeconomic dynamics
2
OPEC energy review
2
Oxford bulletin of economics and statistics
2
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
International economics : a journal published by CEPII (Center for research and expertise on the world economy)
1
International economics and economic policy : IEEP
1
Journal of behavioral and experimental finance
1
Journal of central banking theory and practice
1
more ...
less ...
Source
All
ECONIS (ZBW)
20
Showing
1
-
10
of
20
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
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:
2
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:
3
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:
4
Common business cycles and volatilities in US states and MSAs : the role of economic uncertainty
Gupta, Rangan
;
Ma, Jun
;
Risse, Marian
;
Wohar, Mark E.
- In:
Journal of macroeconomics
57
(
2018
),
pp. 317-337
Persistent link: https://www.econbiz.de/10012127992
Saved in:
5
Is the response of the bank of England to exchange rate movements frequency-dependent?
Caraiani, Petre
;
Gupta, Rangan
- In:
Journal of macroeconomics
63
(
2020
),
pp. 1-10
Persistent link: https://www.econbiz.de/10012243170
Saved in:
6
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:
7
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:
8
Inequality in human capital and endogenous credit constraints
Hai, Rong
;
Heckman, James J.
- In:
Review of economic dynamics
25
(
2017
),
pp. 4-36
Persistent link: https://www.econbiz.de/10011893676
Saved in:
9
Local/import - and foreign currency prices : inflation, uncertainty and pass through endogeneity
Herwartz, Helmut
;
Roestel, Jan
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
22
(
2018
)
3
,
pp. 1-17
Persistent link: https://www.econbiz.de/10011897540
Saved in:
10
Monetary independence under floating exchange rates : evidence based on international breakeven inflation rates
Herwartz, Helmut
;
Roestel, Jan
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
13
(
2009
)
4
,
pp. 1-23
Persistent link: https://www.econbiz.de/10009514157
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->