//--> //--> //--> //-->
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"
~person:"Aït-Sahalia, Yacine"
~person:"Firpo, Sérgio Pinheiro"
~person:"Herwartz, Helmut"
~person:"Patton, Andrew J."
~person:"Seo, Myung Hwan"
~subject:"ARCH model"
~subject:"ARCH-Modell"
~subject:"Autokorrelation"
~subject:"Bildungsertrag"
~subject:"EU-Staaten"
~subject:"Electronic trading"
~subject:"Estimation"
~subject:"Innovation"
~subject:"Regression analysis"
~subject:"Schätzung"
~subject:"Structural innovations"
~subject:"Volatilität"
~subject:"Welt"
~subject:"Ökonometrisches Modell"
~type_genre:"Article in journal"
~type_genre:"Conference paper"
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
| 25 applied filters
Year of publication
From:
To:
Subject
All
ARCH model
ARCH-Modell
Autokorrelation
Bildungsertrag
EU-Staaten
Electronic trading
Estimation
Innovation
Regression analysis
Schätzung
Structural innovations
Volatilität
Welt
Ökonometrisches Modell
Theorie
18
Theory
18
Forecasting model
7
Prognoseverfahren
7
Volatility
6
Regressionsanalyse
5
Time series analysis
4
Zeitreihenanalyse
4
Capital income
3
Forecasting
3
Kapitaleinkommen
3
Portfolio selection
3
Portfolio-Management
3
Analysis of variance
2
CAPM
2
Factor analysis
2
Faktorenanalyse
2
Jumps
2
Method of moments
2
Modellierung
2
Momentenmethode
2
Quantile regression
2
Risikomanagement
2
Risk management
2
Scientific modelling
2
Varianzanalyse
2
Asset allocation
1
Bayes-Statistik
1
Bayesian inference
1
Bayesian regularization
1
Beta risk
1
Betafaktor
1
Big data
1
more ...
less ...
Online availability
All
Undetermined
Type of publication
All
Article
12
Type of publication (narrower categories)
All
Article in journal
Conference paper
Aufsatz in Zeitschrift
12
Language
All
English
12
Author
All
Aït-Sahalia, Yacine
Firpo, Sérgio Pinheiro
Herwartz, Helmut
Patton, Andrew J.
Seo, Myung Hwan
Hallin, Marc
4
Asai, Manabu
3
Barigozzi, Matteo
3
Cavaliere, Giuseppe
3
Diebold, Francis X.
3
Galvão Júnior, Antônio Fialho
3
McAleer, Michael
3
Phillips, Peter C. B.
3
Schorfheide, Frank
3
Su, Liangjun
3
Zhang, Zhengjun
3
Bai, Jushan
2
Barnett, William A.
2
Boswijk, Herman Peter
2
Chan, Joshua
2
Chang, Chia-Lin
2
Chen, Rong
2
Christensen, Kim
2
Diewert, Walter E.
2
Fan, Jianqing
2
Frühwirth-Schnatter, Sylvia
2
Gao, Jiti
2
Hong, Yongmiao
2
Hwang, Jungbin
2
Härdle, Wolfgang
2
Kim, Dukpa
2
Koop, Gary
2
Ling, Shiqing
2
Linton, Oliver
2
Maasoumi, Esfandiar
2
Marcellino, Massimiliano
2
Oka, Tatsushi
2
Pelger, Markus
2
Poon, Aubrey
2
Rahbek, Anders
2
Sasaki, Yuya
2
more ...
less ...
Published in...
All
CESifo Forum
Environmental modeling & assessment
Journal of econometrics
Journal of international money and finance
2
Oxford bulletin of economics and statistics
2
Econometric reviews
1
Economics letters
1
Energy economics
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
Journal of economic dynamics & control
1
Journal of financial economics
1
Macroeconomic dynamics
1
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
1
The review of financial studies
1
more ...
less ...
Source
All
ECONIS (ZBW)
12
Showing
1
-
10
of
12
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
High frequency traders and the price process
Aït-Sahalia, Yacine
;
Brunetti, Celso
- In:
Journal of econometrics
217
(
2020
)
1
,
pp. 20-45
Persistent link: https://www.econbiz.de/10012482736
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-dimensional predictive regression in the presence of cointegration
Koo, Bonsoo
;
Anderson, Heather M.
;
Seo, Myung Hwan
; …
- In:
Journal of econometrics
219
(
2020
)
2
,
pp. 456-477
Persistent link: https://www.econbiz.de/10012483404
Saved in:
4
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:
5
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:
6
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:
7
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:
8
Dynamic panels with threshold effect and endogeneity
Seo, Myung Hwan
;
Shin, Yongcheol
- In:
Journal of econometrics
195
(
2016
)
2
,
pp. 169-186
Persistent link: https://www.econbiz.de/10011705247
Saved in:
9
Measurement errors in quantile regression models
Firpo, Sérgio Pinheiro
;
Galvão Júnior, Antônio Fialho
; …
- In:
Journal of econometrics
198
(
2017
)
1
,
pp. 146-164
Persistent link: https://www.econbiz.de/10011818373
Saved in:
10
Asymptotic inference about predictive accuracy using high frequency data
Li, Jia
;
Patton, Andrew J.
- In:
Journal of econometrics
203
(
2018
)
2
,
pp. 223-240
Persistent link: https://www.econbiz.de/10011974659
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->