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:"Asai, Manabu"
~person:"Aït-Sahalia, Yacine"
~person:"Oka, Tatsushi"
~person:"Zhang, Zhengjun"
~subject:"ARCH model"
~subject:"ARCH-Modell"
~subject:"Autokorrelation"
~subject:"Bildungsertrag"
~subject:"EU-Staaten"
~subject:"Estimation"
~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
Innovation
Regression analysis
Schätzung
Structural innovations
Welt
Ökonometrisches Modell
Theorie
12
Theory
12
Volatility
8
Volatilität
8
Time series analysis
7
Zeitreihenanalyse
7
Capital income
5
Kapitaleinkommen
5
Factor analysis
3
Faktorenanalyse
3
Financial market
3
Finanzmarkt
3
Forecasting model
3
Prognoseverfahren
3
Ausreißer
2
Börsenkurs
2
CAPM
2
Factor model
2
High-frequency data
2
Leverage effects
2
Long memory
2
Multivariate Analyse
2
Multivariate Verteilung
2
Multivariate analysis
2
Multivariate distribution
2
Multivariate stochastic volatility
2
Outliers
2
Portfolio selection
2
Portfolio-Management
2
Share price
2
Stochastic process
2
Stochastic volatility
2
Stochastischer Prozess
2
Asymmetry
1
Bayes-Statistik
1
Bayesian inference
1
more ...
less ...
Online availability
All
Undetermined
Type of publication
All
Article
10
Type of publication (narrower categories)
All
Article in journal
Conference paper
Aufsatz in Zeitschrift
10
Language
All
English
10
Author
All
Asai, Manabu
Aït-Sahalia, Yacine
Oka, Tatsushi
Zhang, Zhengjun
Hallin, Marc
4
Barigozzi, Matteo
3
Galvão Júnior, Antônio Fialho
3
Herwartz, Helmut
3
Phillips, Peter C. B.
3
Su, Liangjun
3
Bai, Jushan
2
Barnett, William A.
2
Cavaliere, Giuseppe
2
Chen, Rong
2
Diebold, Francis X.
2
Diewert, Walter E.
2
Fan, Jianqing
2
Firpo, Sérgio Pinheiro
2
Frühwirth-Schnatter, Sylvia
2
Gao, Jiti
2
Hong, Yongmiao
2
Hwang, Jungbin
2
Härdle, Wolfgang
2
Kim, Dukpa
2
Ling, Shiqing
2
Linton, Oliver
2
Maasoumi, Esfandiar
2
McAleer, Michael
2
Pelger, Markus
2
Sasaki, Yuya
2
Schorfheide, Frank
2
Seo, Myung Hwan
2
Shin, Yongcheol
2
Sun, Yixiao
2
Taylor, Robert
2
Thyrsgaard, Martin
2
Timmermann, Allan
2
Tsay, Ruey S.
2
Vogt, Michael
2
Wang, Weining
2
more ...
less ...
Published in...
All
CESifo Forum
Environmental modeling & assessment
Journal of econometrics
Computational economics
1
Econometric reviews
1
Economic modelling
1
Energy economics
1
Finance research letters
1
Insurance / Mathematics & economics
1
International journal of finance & economics : IJFE
1
International journal of forecasting
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
Journal of international money and finance
1
Journal of time series econometrics
1
more ...
less ...
Source
All
ECONIS (ZBW)
10
Showing
1
-
10
of
10
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Inference related to common breaks in a multivariate system with joined segmented trends with applications to global and hemispheric temperatures
Kim, Dukpa
;
Oka, Tatsushi
;
Estrada, Francisco
;
Perron, …
- In:
Journal of econometrics
214
(
2020
)
1
,
pp. 130-152
Persistent link: https://www.econbiz.de/10012438315
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
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:
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
Stochastic tail index model for high frequency financial data with Bayesian analysis
Mao, Guangyu
;
Zhang, Zhengjun
- In:
Journal of econometrics
205
(
2018
)
2
,
pp. 470-487
Persistent link: https://www.econbiz.de/10012110325
Saved in:
7
Quantile treatment effects in difference in differences models under dependence restrictions and with only two time periods
Callaway, Brantly
;
Li, Tong
;
Oka, Tatsushi
- In:
Journal of econometrics
206
(
2018
)
2
,
pp. 395-413
Persistent link: https://www.econbiz.de/10012110398
Saved in:
8
Modeling maxima with autoregressive conditional Fréchet model
Zhao, Zifeng
;
Zhang, Zhengjun
;
Chen, Rong
- In:
Journal of econometrics
207
(
2018
)
2
,
pp. 325-351
Persistent link: https://www.econbiz.de/10012116357
Saved in:
9
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:
10
Copula structured M4 processes with application to high-frequency financial data
Zhang, Zhengjun
;
Zhu, Bin
- In:
Journal of econometrics
194
(
2016
)
2
,
pp. 231-241
Persistent link: https://www.econbiz.de/10011705118
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
