//--> //--> //--> //-->
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:"Review of economic dynamics"
~person:"Agudze, Komla M."
~person:"Andersen, Torben"
~person:"Asai, Manabu"
~person:"Bandi, Federico M."
~person:"Blasques, Francisco"
~person:"Chan, Joshua"
~person:"Edenhofer, Ottmar"
~person:"Heckman, James J."
~person:"Herwartz, Helmut"
~person:"Maasoumi, Esfandiar"
~person:"Pelger, Markus"
~subject:"ARCH model"
~subject:"ARCH-Modell"
~subject:"Aggregation"
~subject:"EU-Staaten"
~subject:"Estimation"
~subject:"Innovation"
~subject:"Schätzung"
~subject:"Stochastischer Prozess"
~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
EU-Staaten
Estimation
Innovation
Schätzung
Stochastischer Prozess
Structural innovations
Theorie
Welt
Ökonometrisches Modell
Theory
19
Time series analysis
10
Zeitreihenanalyse
10
Volatility
8
Volatilität
8
Stochastic process
7
Capital income
6
Kapitaleinkommen
6
Bayes-Statistik
4
Bayesian inference
4
CAPM
4
Factor analysis
3
Faktorenanalyse
3
Markov chain
3
Markov-Kette
3
Monte Carlo simulation
3
Monte-Carlo-Simulation
3
Portfolio selection
3
Portfolio-Management
3
Stochastic volatility
3
Börsenkurs
2
Correlation
2
Financial crisis
2
Finanzkrise
2
Forecasting model
2
High-dimensional data
2
High-frequency data
2
Korrelation
2
Leverage effects
2
Long memory
2
Markov chain Monte Carlo
2
Multivariate stochastic volatility
2
PCA
2
Panel
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
Chan, Joshua
Edenhofer, Ottmar
Heckman, James J.
Herwartz, Helmut
Maasoumi, Esfandiar
Pelger, Markus
Linton, Oliver
7
Phillips, Peter C. B.
6
Yu, Jun
6
Diebold, Francis X.
5
Gao, Jiti
5
Schorfheide, Frank
5
Tsionas, Efthymios G.
5
Aït-Sahalia, Yacine
4
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
Seo, Myung Hwan
4
Su, Liangjun
4
Arvanitis, Stelios
3
Bianchi, Francesco
3
Billio, Monica
3
Cavaliere, Giuseppe
3
Fan, Jianqing
3
Firpo, Sérgio Pinheiro
3
Gagliardini, Patrick
3
Härdle, Wolfgang
3
Kapetanios, George
3
Koo, Bonsoo
3
Lewbel, Arthur
3
Li, Yong
3
Lieberman, Offer
3
Marcellino, Massimiliano
3
McAleer, Michael
3
Nakata, Taisuke
3
Oka, Tatsushi
3
more ...
less ...
Published in...
All
CESifo Forum
Environmental modeling & assessment
Journal of econometrics
Review of economic dynamics
Econometric reviews
9
International journal of forecasting
7
Journal of environmental economics and management : JEEM ; the official journal of the Association of Environmental and Resource Economists
7
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
6
Journal of economic dynamics & control
5
Environmental & resource economics : the official journal of the European Association of Environmental and Resource Economists
4
Economics letters
3
FinanzArchiv : European journal of public finance
3
Journal of international money and finance
3
Climate policy
2
Energy economics
2
International tax and public finance
2
Oxford bulletin of economics and statistics
2
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
2
Climate change economics
1
Computational 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
Economic modelling
1
European economic review : EER
1
International journal of finance & economics : IJFE
1
Journal of economic surveys
1
Journal of financial econometrics : official journal of the Society for Financial Econometrics
1
Journal of financial economics
1
Journal of forecasting
1
Journal of macroeconomics
1
Journal of money, credit and banking : JMCB
1
Journal of time series econometrics
1
Macroeconomic dynamics
1
Metroeconomica : international review of economics
1
NBER reporter online
1
Resource and energy economics
1
Structural change and economic dynamics : SC+ED
1
Technological forecasting & social change : an international journal
1
The American economic review
1
The economic journal : the journal of the Royal Economic Society
1
The review of financial studies
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 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
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
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:
4
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:
5
Modelling regional patterns of inefficiency : a Bayesian approach to geoadditive panel stochastic frontier analysis with an application to cereal production in England and Wales
Klein, Nadja
;
Herwartz, Helmut
;
Kneib, Thomas
- In:
Journal of econometrics
214
(
2020
)
2
,
pp. 513-539
Persistent link: https://www.econbiz.de/10012439076
Saved in:
6
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:
7
A solution to aggregation and an application to multidimensional "well-being" frontiers
Maasoumi, Esfandiar
;
Racine, Jeffrey
- In:
Journal of econometrics
191
(
2016
)
2
,
pp. 374-383
Persistent link: https://www.econbiz.de/10011610586
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
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:
10
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:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->