//--> //--> //--> //-->
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:"Environmental modeling & assessment"
~isPartOf:"Journal of econometrics"
~isPartOf:"Journal of financial economics"
~isPartOf:"The journal of corporate finance : contracting, governance and organization"
~isPartOf:"The review of financial studies"
~person:"Agudze, Komla M."
~person:"Andersen, Torben"
~person:"Bandi, Federico M."
~person:"Blasques, Francisco"
~person:"Edenhofer, Ottmar"
~person:"Giglio, Stefano"
~person:"Heckman, James J."
~person:"Li, Yong"
~person:"Lustig, Hanno"
~person:"Pelger, Markus"
~subject:"ARCH-Modell"
~subject:"Autokorrelation"
~subject:"CCAPM"
~subject:"EU-Staaten"
~subject:"Estimation"
~subject:"High-dimensional data"
~subject:"Innovation"
~subject:"Schätzung"
~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-Modell
Autokorrelation
CCAPM
EU-Staaten
Estimation
High-dimensional data
Innovation
Schätzung
Structural innovations
Theorie
Welt
Ökonometrisches Modell
Theory
18
CAPM
6
Capital income
6
Kapitaleinkommen
6
Volatility
6
Volatilität
6
World
5
Börsenkurs
4
Risikoprämie
4
Risk premium
4
Share price
4
Time series analysis
4
Zeitreihenanalyse
4
Bayes-Statistik
3
Bayesian inference
3
Business cycle
3
Konjunktur
3
Latent variable models
3
Markov chain
3
Markov-Kette
3
Risiko
3
Risk
3
Capital market returns
2
Decision theory
2
Factor analysis
2
Faktorenanalyse
2
Forecasting model
2
High-frequency data
2
Kapitalmarktrendite
2
Markov chain Monte Carlo
2
Monte Carlo simulation
2
Monte-Carlo-Simulation
2
PCA
2
Portfolio selection
2
Portfolio-Management
2
more ...
less ...
Online availability
All
Undetermined
Type of publication
All
Article
22
Type of publication (narrower categories)
All
Article in journal
Aufsatz in Zeitschrift
Language
All
English
22
Author
All
Agudze, Komla M.
Andersen, Torben
Bandi, Federico M.
Blasques, Francisco
Edenhofer, Ottmar
Giglio, Stefano
Heckman, James J.
Li, Yong
Lustig, Hanno
Pelger, Markus
Morellec, Erwan
8
Linton, Oliver
7
Aït-Sahalia, Yacine
6
Guedhami, Omrane
6
Phillips, Peter C. B.
6
Yu, Jun
6
Cong, Lin William
5
Diebold, Francis X.
5
Edmans, Alex
5
El Ghoul, Sadok
5
Gao, Jiti
5
Hong, Harrison G.
5
Kelly, Bryan T.
5
Liao, Yuan
5
Opp, Christian
5
Pedersen, Lasse Heje
5
Tsionas, Efthymios G.
5
Barigozzi, Matteo
4
Bolton, Patrick
4
Boubakri, Narjess
4
Casarin, Roberto
4
Chen, Rong
4
Della Corte, Pasquale
4
Galvão Júnior, Antônio Fialho
4
Garlappi, Lorenzo
4
Gryglewicz, Sebastian
4
Hallin, Marc
4
Harvey, Campbell R.
4
Hong, Yongmiao
4
Koop, Gary
4
Kräussl, Roman
4
Lin, Xiaoji
4
Linnainmaa, Juhani
4
Liu, Yan
4
Malamud, Semyon
4
Oehmke, Martin
4
Patton, Andrew J.
4
more ...
less ...
Published in...
All
Environmental modeling & assessment
Journal of econometrics
Journal of financial economics
The journal of corporate finance : contracting, governance and organization
The review of financial studies
Journal of environmental economics and management : JEEM ; the official journal of the Association of Environmental and Resource Economists
7
Environmental & resource economics : the official journal of the European Association of Environmental and Resource Economists
4
FinanzArchiv : public finance analysis
3
International journal of forecasting
3
The American economic review
3
Annual review of financial economics
2
Applied economics letters
2
Climate policy
2
International tax and public finance
2
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
2
Journal of monetary economics
2
Review of economic dynamics
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
Finance research letters
1
Journal of economic dynamics & control
1
Journal of empirical finance
1
Journal of macroeconomics
1
Journal of mathematical finance
1
Journal of political economy
1
Mathematical social sciences
1
Metroeconomica : international review of economics
1
NBER reporter online
1
Public performance & management review
1
Resource and energy economics
1
Strategic entrepreneurship journal : SEJ
1
Structural change and economic dynamics : SC+ED
1
Technological forecasting & social change : an international journal
1
The economic journal : the journal of the Royal Economic Society
1
The quarterly journal of economics
1
The review of economic studies : RES
1
more ...
less ...
Source
All
ECONIS (ZBW)
22
Showing
1
-
10
of
22
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Asset pricing in the frequency domain :
theory
and empirics
Dew-Becker, Ian
;
Giglio, Stefano
- In:
The review of financial studies
29
(
2016
)
8
,
pp. 2029-2068
Persistent link: https://www.econbiz.de/10011578958
Saved in:
2
Foreign institutional ownership and liquidity commonality around the
world
Deng, Baijun
;
Li, Zhongfei
;
Li, Yong
- In:
The journal of corporate finance : contracting, …
51
(
2018
),
pp. 20-49
Persistent link: https://www.econbiz.de/10011902750
Saved in:
3
Equity is cheap for large financial institutions
Gandhi, Priyank
;
Lustig, Hanno
;
Plazzi, Alberto
- In:
The review of financial studies
33
(
2020
)
9
,
pp. 4231-4271
Persistent link: https://www.econbiz.de/10012387369
Saved in:
4
Thousands of alpha tests
Giglio, Stefano
;
Liao, Yuan
;
Xiu, Dacheng
- In:
The review of financial studies
34
(
2021
)
7
,
pp. 3456-3496
Persistent link: https://www.econbiz.de/10012546389
Saved in:
5
Gravity in the exchange rate factor structure
Lustig, Hanno
;
Richmond, Robert J.
- In:
The review of financial studies
33
(
2020
)
8
,
pp. 3492-3540
Persistent link: https://www.econbiz.de/10012249740
Saved in:
6
A Bayesian chi-squared test for hypothesis testing
Li, Yong
;
Liu, Xiao-Bin
;
Yu, Jun
- In:
Journal of econometrics
189
(
2015
)
1
,
pp. 54-69
Persistent link: https://www.econbiz.de/10011502408
Saved in:
7
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:
8
The common factor in idiosyncratic volatility : quantitative asset pricing implications
Herskovic, Bernard
;
Kelly, Bryan T.
;
Lustig, Hanno
; …
- In:
Journal of financial economics
119
(
2016
)
2
,
pp. 249-283
Persistent link: https://www.econbiz.de/10011589843
Saved in:
9
Systemic risk and the macroeconomy : an empirical evaluation
Giglio, Stefano
;
Kelly, Bryan T.
;
Pruitt, Seth
- In:
Journal of financial economics
119
(
2016
)
3
,
pp. 457-471
Persistent link: https://www.econbiz.de/10011589904
Saved in:
10
Deflation risk
Fleckenstein, Matthias
;
Longstaff, Francis A.
;
Lustig, Hanno
- In:
The review of financial studies
30
(
2017
)
8
,
pp. 2719-2760
Persistent link: https://www.econbiz.de/10011755601
Saved in:
1
2
3
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->