//--> //--> //--> //-->
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:"Journal of econometrics"
~subject:"Schätzung"
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
Family status and mutual fund...
Similar by subject
Narrow search
Delete all filters
| 3 applied filters
Year of publication
From:
To:
Subject
All
Schätzung
Capital income
89
Kapitaleinkommen
89
Volatility
44
Volatilität
44
Estimation
43
Estimation theory
41
Schätztheorie
41
Forecasting model
35
Prognoseverfahren
35
Theorie
35
Theory
35
Börsenkurs
34
Share price
34
Time series analysis
32
Zeitreihenanalyse
32
Portfolio selection
18
Portfolio-Management
18
CAPM
17
Correlation
16
Korrelation
16
Market microstructure
16
Marktmikrostruktur
16
ARCH model
15
ARCH-Modell
15
Regression analysis
15
Regressionsanalyse
15
High-frequency data
14
Stochastic process
13
Stochastischer Prozess
13
Factor analysis
12
Faktorenanalyse
12
High frequency data
9
Nichtparametrisches Verfahren
9
Nonparametric statistics
9
Risiko
9
Risk
9
Analysis of variance
8
Noise Trading
8
Noise trading
8
more ...
less ...
Online availability
All
Undetermined
Type of publication
All
Article
43
Type of publication (narrower categories)
All
Article in journal
43
Aufsatz in Zeitschrift
43
Language
All
English
43
Author
All
Todorov, Viktor
5
Andersen, Torben
3
Bollerslev, Tim
3
Xiu, Dacheng
3
Aït-Sahalia, Yacine
2
Li, Jia
2
Li, Yingying
2
Meddahi, Nour
2
Paolella, Marc S.
2
Patton, Andrew J.
2
Pelger, Markus
2
Polak, Pawel
2
Tauchen, George Eugene
2
Asai, Manabu
1
Bakalli, Gaetan
1
Bandi, Federico M.
1
Bibinger, Markus
1
Bonomo, Marco Antonio
1
Chan, Thomas W. C.
1
Chen, Rui
1
Choi, Yongok
1
Chu, Amanda M. Y.
1
Demetrescu, Matei
1
Dhaene, Geert
1
Duong, Diep
1
Ergemen, Yunus Emre
1
Fan, Jianqing
1
Francq, Christian
1
Fulop, Andras
1
Garcia, René
1
Gaudecker, Hans-Martin von
1
Georgiev, Iliyan
1
Guerrier, Stéphane
1
Gungor, Sermin
1
Harvey, Andrew C.
1
Hollstein, Fabian
1
Hong, Harrison G.
1
Huang, Dashan
1
Jacewitz, Stefan
1
Jacod, Jean
1
more ...
less ...
Published in...
All
Journal of econometrics
Finance research letters
176
International review of economics & finance : IREF
106
International review of financial analysis
106
Journal of banking & finance
97
Journal of financial economics
91
The North American journal of economics and finance : a journal of financial economics studies
87
Journal of empirical finance
79
Applied economics
75
Pacific-Basin finance journal
71
Economic modelling
69
Research in international business and finance
63
Journal of international financial markets, institutions & money
56
Discussion paper / Centre for Economic Policy Research
52
Applied economics letters
51
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
46
Management science : journal of the Institute for Operations Research and the Management Sciences
45
Energy economics
43
Working paper / National Bureau of Economic Research, Inc.
40
Review of quantitative finance and accounting
38
Discussion papers / CEPR
37
The European journal of finance
37
Journal of international money and finance
36
Journal of financial markets
32
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
32
International journal of finance & economics : IJFE
30
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
30
Economics letters
29
International journal of forecasting
28
International journal of economics and finance
25
Quantitative finance
24
Emerging markets, finance & trade : a journal of the Society for the Study of Emerging Markets
22
Journal of financial econometrics
22
Journal of economic dynamics & control
20
Review of finance : journal of the European Finance Association
19
Theoretical economics letters
18
Global finance journal
17
The journal of asset management
17
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
16
Journal of forecasting
16
more ...
less ...
Source
All
ECONIS (ZBW)
43
Showing
1
-
10
of
43
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Heterogeneity in households' stock market beliefs : levels, dynamics, and epistemic uncertainty
Gaudecker, Hans-Martin von
;
Wogrolly, Axel
- In:
Journal of econometrics
231
(
2022
)
1
,
pp. 232-247
Persistent link: https://www.econbiz.de/10013441983
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
Does anything beat 5-minute RV? : a comparison of realized measures across multiple asset classes
Liu, Lily Y.
;
Patton, Andrew J.
;
Sheppard, Kevin
- In:
Journal of econometrics
187
(
2015
)
1
,
pp. 293-311
Persistent link: https://www.econbiz.de/10011499439
Saved in:
4
Stock return and cash flow predictability : the role of volatility risk
Bollerslev, Tim
;
Xu, Lai
;
Zhou, Hao
- In:
Journal of econometrics
187
(
2015
)
2
,
pp. 458-471
Persistent link: https://www.econbiz.de/10011499728
Saved in:
5
The long and the short of the risk-return trade-off
Bonomo, Marco Antonio
;
Garcia, René
;
Meddahi, Nour
; …
- In:
Journal of econometrics
187
(
2015
)
2
,
pp. 580-592
Persistent link: https://www.econbiz.de/10011499780
Saved in:
6
COMFORT: a common market factor non-Gaussian returns model
Paolella, Marc S.
;
Polak, Pawel
- In:
Journal of econometrics
187
(
2015
)
2
,
pp. 593-605
Persistent link: https://www.econbiz.de/10011499783
Saved in:
7
Empirical evidence on the importance of aggregation, asymmetry, and jumps for volatility prediction
Duong, Diep
;
Swanson, Norman R.
- In:
Journal of econometrics
187
(
2015
)
2
,
pp. 606-621
Persistent link: https://www.econbiz.de/10011499786
Saved in:
8
Augmented factor models with applications to validating market risk factors and forecasting bond risk premia
Fan, Jianqing
;
Ke, Yuan
;
Liao, Yuan
- In:
Journal of econometrics
222
(
2021
)
1,2
,
pp. 269-294
Persistent link: https://www.econbiz.de/10012619418
Saved in:
9
Tail risk and return predictability for the Japanese equity market
Andersen, Torben
;
Todorov, Viktor
;
Ubukata, Masato
- In:
Journal of econometrics
222
(
2021
)
1,2
,
pp. 344-363
Persistent link: https://www.econbiz.de/10012619430
Saved in:
10
Dynamics of variance risk premia : a new model for disentangling the price of risk
Rombouts, Jeroen V. K.
;
Stentoft, Lars
;
Violante, Francesco
- In:
Journal of econometrics
217
(
2020
)
2
,
pp. 312-334
Persistent link: https://www.econbiz.de/10012482765
Saved in:
1
2
3
4
5
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->