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:"Hong, Yongmiao"
~person:"Patton, Andrew J."
~subject:"ARCH model"
~subject:"ARCH-Modell"
~subject:"Autokorrelation"
~subject:"Bildungsertrag"
~subject:"EU-Staaten"
~subject:"Estimation"
~subject:"Forecasting model"
~subject:"Innovation"
~subject:"Regression analysis"
~subject:"Schätzung"
~subject:"Structural innovations"
~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
| 22 applied filters
Year of publication
From:
To:
Subject
All
ARCH model
ARCH-Modell
Autokorrelation
Bildungsertrag
EU-Staaten
Estimation
Forecasting model
Innovation
Regression analysis
Schätzung
Structural innovations
Welt
Ökonometrisches Modell
Theorie
12
Theory
12
Prognoseverfahren
7
Volatility
5
Volatilität
5
Time series analysis
4
Zeitreihenanalyse
4
Factor analysis
3
Faktorenanalyse
3
Analysis of variance
2
CAPM
2
Capital income
2
Factor model
2
Forecasting
2
Jumps
2
Kapitaleinkommen
2
Nichtparametrisches Verfahren
2
Nonparametric statistics
2
Portfolio selection
2
Portfolio-Management
2
Regressionsanalyse
2
Risikomanagement
2
Risk management
2
Structural change
2
Varianzanalyse
2
Asset allocation
1
Asymptotic optimality
1
Bayes-Statistik
1
Bayesian inference
1
Beta risk
1
Betafaktor
1
Big data
1
Börsenkurs
1
Common risks
1
Correlation
1
Crashes
1
more ...
less ...
Online availability
All
Undetermined
Type of publication
All
Article
9
Type of publication (narrower categories)
All
Article in journal
Conference paper
Aufsatz in Zeitschrift
9
Language
All
English
9
Author
All
Aït-Sahalia, Yacine
Hong, Yongmiao
Patton, Andrew J.
Diebold, Francis X.
5
Hallin, Marc
4
Su, Liangjun
4
Barigozzi, Matteo
3
Galvão Júnior, Antônio Fialho
3
Herwartz, Helmut
3
Koop, Gary
3
Linton, Oliver
3
Oka, Tatsushi
3
Pettenuzzo, Davide
3
Phillips, Peter C. B.
3
Schorfheide, Frank
3
Seo, Myung Hwan
3
Xiu, Dacheng
3
Zhang, Xinyu
3
Zhang, Zhengjun
3
Asai, Manabu
2
Bai, Jushan
2
Barnett, William A.
2
Boot, Tom
2
Casarin, Roberto
2
Cavaliere, Giuseppe
2
Chen, Rong
2
Diewert, Walter E.
2
Fan, Jianqing
2
Firpo, Sérgio Pinheiro
2
Frühwirth-Schnatter, Sylvia
2
Gao, Jiti
2
Ghysels, Eric
2
Hwang, Jungbin
2
Härdle, Wolfgang
2
Jin, Xin
2
Kapetanios, George
2
Kim, Dukpa
2
Koo, Bonsoo
2
Korobilis, Dimitris
2
Liao, Yuan
2
more ...
less ...
Published in...
All
CESifo Forum
Environmental modeling & assessment
Journal of econometrics
Econometric theory
2
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
2
Econometric reviews
1
International economic review
1
Journal of applied econometrics
1
Quantitative finance
1
more ...
less ...
Source
All
ECONIS (ZBW)
9
Showing
1
-
9
of
9
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Time-varying model averaging
Sun, Yuying
;
Hong, Yongmiao
;
Lee, Tae-hwy
;
Wang, Shouyang
; …
- In:
Journal of econometrics
222
(
2021
)
2
,
pp. 974-992
Persistent link: https://www.econbiz.de/10012619810
Saved in:
2
Solving Euler equations via two-stage nonparametric penalized splines
Cui, Liyuan
;
Hong, Yongmiao
;
Li, Yingxing
- In:
Journal of econometrics
222
(
2021
)
2
,
pp. 1024-1056
Persistent link: https://www.econbiz.de/10012619815
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-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:
5
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:
6
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:
7
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:
8
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:
9
Dynamic factor copula models with estimated cluster assignments
Oh, Dong Hwan
;
Patton, Andrew J.
- In:
Journal of econometrics
237
(
2023
)
2,3
,
pp. 1-23
Persistent link: https://www.econbiz.de/10014471820
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
