//--> //--> //--> //-->
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:"Frühwirth-Schnatter, Sylvia"
~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:"Forecasting model"
~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
| 26 applied filters
Year of publication
From:
To:
Subject
All
ARCH model
ARCH-Modell
Autokorrelation
Bildungsertrag
EU-Staaten
Electronic trading
Estimation
Forecasting model
Innovation
Regression analysis
Schätzung
Structural innovations
Volatilität
Welt
Ökonometrisches Modell
Theorie
17
Theory
17
Prognoseverfahren
8
Volatility
6
Time series analysis
5
Zeitreihenanalyse
5
Bayes-Statistik
3
Bayesian inference
3
Capital income
3
Factor analysis
3
Faktorenanalyse
3
Forecasting
3
Kapitaleinkommen
3
Modellierung
3
Portfolio selection
3
Portfolio-Management
3
Regressionsanalyse
3
Scientific modelling
3
Analysis of variance
2
CAPM
2
Jumps
2
Markov chain
2
Markov-Kette
2
Monte Carlo simulation
2
Monte-Carlo-Simulation
2
Panel
2
Panel study
2
Risikomanagement
2
Risk management
2
State space model
2
Statistical distribution
2
Statistische Verteilung
2
Varianzanalyse
2
Zustandsraummodell
2
more ...
less ...
Online availability
All
Undetermined
Type of publication
All
Article
16
Type of publication (narrower categories)
All
Article in journal
Conference paper
Aufsatz in Zeitschrift
16
Language
All
English
16
Author
All
Aït-Sahalia, Yacine
Frühwirth-Schnatter, Sylvia
Herwartz, Helmut
Patton, Andrew J.
Seo, Myung Hwan
Diebold, Francis X.
5
Hallin, Marc
4
Su, Liangjun
4
Asai, Manabu
3
Barigozzi, Matteo
3
Cavaliere, Giuseppe
3
Galvão Júnior, Antônio Fialho
3
Koop, Gary
3
Linton, Oliver
3
Marcellino, Massimiliano
3
McAleer, Michael
3
Oka, Tatsushi
3
Pettenuzzo, Davide
3
Phillips, Peter C. B.
3
Schorfheide, Frank
3
Xiu, Dacheng
3
Zhang, Xinyu
3
Zhang, Zhengjun
3
Bai, Jushan
2
Barnett, William A.
2
Boot, Tom
2
Boswijk, Herman Peter
2
Carriero, Andrea
2
Casarin, Roberto
2
Chan, Joshua
2
Chang, Chia-Lin
2
Chen, Rong
2
Christensen, Kim
2
Diewert, Walter E.
2
Fan, Jianqing
2
Firpo, Sérgio Pinheiro
2
Gao, Jiti
2
Ghysels, Eric
2
Hong, Yongmiao
2
Hwang, Jungbin
2
more ...
less ...
Published in...
All
CESifo Forum
Environmental modeling & assessment
Journal of econometrics
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
3
Energy economics
2
Journal of international money and finance
2
Oxford bulletin of economics and statistics
2
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
2
Econometric reviews
1
Economics letters
1
International journal of forecasting
1
Journal of applied econometrics
1
Journal of economic dynamics & control
1
Journal of financial economics
1
Macroeconomic dynamics
1
The review of financial studies
1
more ...
less ...
Source
All
ECONIS (ZBW)
16
Showing
1
-
10
of
16
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Structural-break models under mis-specification : implications for forecasting
Koo, Bonsoo
;
Seo, Myung Hwan
- In:
Journal of econometrics
188
(
2015
)
1
,
pp. 166-181
Persistent link: https://www.econbiz.de/10011500287
Saved in:
2
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:
3
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:
4
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:
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
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:
7
Achieving shrinkage in a time-varying parameter model framework
Bitto, Angela
;
Frühwirth-Schnatter, Sylvia
- In:
Journal of econometrics
210
(
2019
)
1
,
pp. 75-97
Persistent link: https://www.econbiz.de/10012303379
Saved in:
8
Dynamic semiparametric models for expected shortfall (and Value-at-Risk)
Patton, Andrew J.
;
Ziegel, Johanna F.
;
Chen, Rui
- In:
Journal of econometrics
211
(
2019
)
2
,
pp. 388-413
Persistent link: https://www.econbiz.de/10012303806
Saved in:
9
Modeling and forecasting (un)reliable realized covariances for more reliable financial decisions
Bollerslev, Tim
;
Patton, Andrew J.
;
Quaedvlieg, Rogier
- In:
Journal of econometrics
207
(
2018
)
1
,
pp. 71-91
Persistent link: https://www.econbiz.de/10012116125
Saved in:
10
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:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->