//--> //--> //-->
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"
~person:"Aït-Sahalia, Yacine"
~person:"Frühwirth-Schnatter, Sylvia"
~subject:"ARCH model"
~subject:"ARCH-Modell"
~subject:"Autokorrelation"
~subject:"Bildungsertrag"
~subject:"EU-Staaten"
~subject:"Estimation"
~subject:"Innovation"
~subject:"Schätzung"
~subject:"Structural innovations"
~subject:"Welt"
~subject:"Ökonometrisches Modell"
~type_genre:"Article in journal"
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
| 15 applied filters
Year of publication
From:
To:
Subject
All
ARCH model
ARCH-Modell
Autokorrelation
Bildungsertrag
EU-Staaten
Estimation
Innovation
Schätzung
Structural innovations
Welt
Ökonometrisches Modell
Theorie
10
Theory
10
Volatility
6
Volatilität
6
Capital income
4
Kapitaleinkommen
4
Bayes-Statistik
3
Bayesian inference
3
Factor analysis
3
Faktorenanalyse
3
Financial market
3
Finanzmarkt
3
Forecasting model
3
Prognoseverfahren
3
Ansteckungseffekt
2
CAPM
2
Contagion effect
2
Hawkes process
2
Jumps
2
Portfolio selection
2
Portfolio-Management
2
Time series analysis
2
Zeitreihenanalyse
2
2007-2017
1
Aktienmarkt
1
Aktienoption
1
Bayes Factor
1
Bayesian Lasso
1
Bayesian control function approach
1
Beta risk
1
Betafaktor
1
Big data
1
Börsenkurs
1
Contagion
1
Crisis
1
Double gamma prior
1
Electronic trading
1
Elektronisches Handelssystem
1
more ...
less ...
Online availability
All
Undetermined
Type of publication
All
Article
6
Type of publication (narrower categories)
All
Article in journal
Aufsatz in Zeitschrift
6
Language
All
English
6
Author
All
Aït-Sahalia, Yacine
Frühwirth-Schnatter, Sylvia
Gupta, Rangan
95
Bouri, Elie
66
Lee, Chien-chiang
55
Tiwari, Aviral Kumar
50
Hammoudeh, Shawkat
48
Ji, Qiang
47
Lucey, Brian M.
46
Apergēs, Nikolaos
43
Xuan Vinh Vo
41
Zaremba, Adam
41
Hassan, M. Kabir
40
Gozgor, Giray
37
Shahzad, Syed Jawad Hussain
36
Naeem, Muhammad Abubakr
35
Shahbaz, Muhammad
35
Goel, Rajeev K.
34
Goodell, John W.
34
Kang, Sang Hoon
34
Ma, Feng
33
Mensi, Walid
33
Saunoris, James W.
33
Umar, Zaghum
32
Asongu, Simplice
31
Nguyen Phuc Canh
31
Salisu, Afees A.
31
Wohar, Mark E.
31
Guedhami, Omrane
30
Guesmi, Khaled
30
Uddin, Mohammed Gazi Salah
30
Chang, Chun Ping
28
Roubaud, David
28
Su, Chi-Wei
28
Wang, Yudong
28
El Ghoul, Sadok
27
Umar, Muhammad
27
Yarovaya, Larisa
27
Balcilar, Mehmet
26
Gil-Alaña, Luis A.
26
Jawadi, Fredj
26
Aizenman, Joshua
25
more ...
less ...
Published in...
All
Journal of econometrics
5
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
1
Source
All
ECONIS (ZBW)
6
Showing
1
-
6
of
6
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
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:
2
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:
3
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:
4
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:
5
Bayesian treatment effects models with variable selection for panel outcomes with an application to earnings effects of maternity leave
Jacobi, Liana
;
Wagner, Helga
;
Frühwirth-Schnatter, Sylvia
- In:
Journal of econometrics
193
(
2016
)
1
,
pp. 234-250
Persistent link: https://www.econbiz.de/10011704803
Saved in:
6
Bayesian reconciliation of return predictability
Koval, Borys
;
Frühwirth-Schnatter, Sylvia
;
Sögner, Leopold
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
28
(
2024
)
2
,
pp. 337-378
Persistent link: https://www.econbiz.de/10014631938
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->