//--> //--> //--> //-->
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
~isPartOf:"Adaptive information systems and modelling in economics and management science"
~isPartOf:"CEPR - EABCN"
~isPartOf:"Economic modelling"
~isPartOf:"Journal of econometrics"
~person:"Al-Azzam, Moh’d"
~person:"Frühwirth-Schnatter, Sylvia"
~person:"Gallant, A. Ronald"
~person:"Schorfheide, Frank"
~person:"Todorov, Viktor"
~subject:"Bayes-Statistik"
~subject:"Dynamisches Gleichgewicht"
~subject:"Volatilität"
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
Umlagesystem versus Kapitaldec...
Similar by subject
Narrow search
Delete all filters
| 12 applied filters
Year of publication
From:
To:
Subject
All
Bayes-Statistik
Dynamisches Gleichgewicht
Volatilität
Theorie
25
Theory
25
Bayesian inference
13
Estimation
11
Schätzung
11
Volatility
10
Time series analysis
8
Zeitreihenanalyse
8
Forecasting model
6
Prognoseverfahren
6
DSGE model
5
DSGE-Modell
5
Dynamic equilibrium
5
Börsenkurs
4
Capital income
4
Kapitaleinkommen
4
Method of moments
4
Momentenmethode
4
Nichtparametrisches Verfahren
4
Nonparametric statistics
4
Share price
4
CAPM
3
DSGE models
3
Economic forecast
3
Factor analysis
3
Faktorenanalyse
3
State space model
3
Stochastic process
3
Stochastischer Prozess
3
Wirtschaftsprognose
3
Zustandsraummodell
3
Bayesian estimation
2
Beta risk
2
Betafaktor
2
Estimation theory
2
High-frequency data
2
Induktive Statistik
2
more ...
less ...
Online availability
All
Undetermined
12
Type of publication
All
Article
21
Book / Working Paper
1
Type of publication (narrower categories)
All
Article in journal
19
Aufsatz in Zeitschrift
19
Aufsatz im Buch
2
Book section
2
Arbeitspapier
1
Graue Literatur
1
Non-commercial literature
1
Working Paper
1
more ...
less ...
Language
All
English
22
Author
All
Al-Azzam, Moh’d
Frühwirth-Schnatter, Sylvia
Gallant, A. Ronald
Schorfheide, Frank
Todorov, Viktor
Aït-Sahalia, Yacine
6
Bollerslev, Tim
6
Koop, Gary
6
Yu, Jun
6
Li, Yong
5
Pisani, Massimiliano
5
Renault, Eric
5
Tauchen, George Eugene
5
Andersen, Torben
4
Casarin, Roberto
4
Hallin, Marc
4
Jensen, Mark J.
4
Kolasa, Marcin
4
McAleer, Michael
4
Asai, Manabu
3
Barigozzi, Matteo
3
Billio, Monica
3
Cavaliere, Giuseppe
3
Chan, Joshua
3
Diebold, Francis X.
3
Griffin, Jim E.
3
Jacquinot, Pascal
3
Korobilis, Dimitris
3
Maheu, John M.
3
Mykland, Per A.
3
Nielsen, Morten Ørregaard
3
Norets, Andriy
3
Patton, Andrew J.
3
Pettenuzzo, Davide
3
Poon, Aubrey
3
Stähler, Nikolai
3
Swanson, Norman R.
3
Zhang, Xinyu
3
Badarau, Cristina
2
Banerjee, Anindya
2
Boswijk, Herman Peter
2
more ...
less ...
Published in...
All
Adaptive information systems and modelling in economics and management science
CEPR - EABCN
Economic modelling
Journal of econometrics
NBER working paper series
9
Working paper / National Bureau of Economic Research, Inc.
9
Journal of financial econometrics : official journal of the Society for Financial Econometrics
8
NBER Working Paper
8
Working papers / Federal Reserve Bank of Philadelphia, Research Department
7
Econometric reviews
5
FRB of Philadelphia Working Paper
5
Working paper / Austrian Center for Labor Economics and the Analysis of the Welfare State
5
Discussion paper / Centre for Economic Policy Research
4
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
4
Quantitative economics : QE ; journal of the Econometric Society
4
CREATES research paper
3
ERID working paper
3
Working papers / Penn Institute for Economic Research
3
Discussion paper series / IZA
2
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
2
Economic Research Initiatives at Duke (ERID) Working Paper
2
FEDS Working Paper
2
FRB Philadelphia Working Paper
2
Finance and economics discussion series
2
Insper working paper / Insper, Instituto de Ensino e Pesquisa
2
International finance discussion papers
2
Journal of applied econometrics
2
Journal of the European Economic Association
2
Review of economic dynamics
2
Staff reports / Federal Reserve Bank of New York
2
Working Paper
2
Working paper series / Federal Reserve Bank of Atlanta
2
Working papers / Federal Reserve Bank of Atlanta
2
American economic journal : a journal of the American Economic Association
1
CEMMAP working papers / Centre for Microdata Methods and Practice
1
CFS Working Paper
1
CFS working paper series
1
CREATES Research Paper
1
Cowles Foundation discussion paper
1
Discussion papers / CEPR
1
Econometrics
1
more ...
less ...
Source
All
ECONIS (ZBW)
22
Showing
1
-
10
of
22
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Variation and
efficiency
of high-frequency betas
Zhang, Congshan
;
Li, Jia
;
Todorov, Viktor
;
Tauchen, …
- In:
Journal of econometrics
228
(
2022
)
1
,
pp. 156-175
Persistent link: https://www.econbiz.de/10013441735
Saved in:
2
Panel forecasts of country-level Covid-19 infections
Liu, Laura
;
Moon, Hyungsik Roger
;
Schorfheide, Frank
- In:
Journal of econometrics
220
(
2021
)
1
,
pp. 2-22
Persistent link: https://www.econbiz.de/10012618232
Saved in:
3
Capturing unobserved consumer heterogeneity using the Bayesian heterogeneity model
Frühwirth-Schnatter, Sylvia
;
Tüchler, Regina
;
Otter, …
- In:
Adaptive information systems and modelling in economics …
,
(pp. 57-70)
.
2005
Persistent link: https://www.econbiz.de/10003319808
Saved in:
4
Non-linear volatility modeling in classical and Bayesian frameworks with applications to risk management
Miazhynskaia, Tatiana
;
Dockner, Engelbert J.
; …
- In:
Adaptive information systems and modelling in economics …
,
(pp. 73-98)
.
2005
Persistent link: https://www.econbiz.de/10003319811
Saved in:
5
Forming priors for DSGE models (and how it affects the assessment of nominal rigidities)
Del Negro, Marco
;
Schorfheide, Frank
-
2007
Persistent link: https://www.econbiz.de/10003432564
Saved in:
6
Jumps and betas : a new framework for disentangling and estimating systematic risks
Todorov, Viktor
;
Bollerslev, Tim
- In:
Journal of econometrics
157
(
2010
)
2
,
pp. 220-235
Persistent link: https://www.econbiz.de/10008663039
Saved in:
7
Econometric analysis of jump-driven stochastic volatility models
Todorov, Viktor
- In:
Journal of econometrics
160
(
2011
)
1
,
pp. 12-21
Persistent link: https://www.econbiz.de/10009242565
Saved in:
8
Evaluating DSGE model forecasts of comovements
Herbst, Edward P.
;
Schorfheide, Frank
- In:
Journal of econometrics
171
(
2012
)
2
,
pp. 152-166
Persistent link: https://www.econbiz.de/10009691168
Saved in:
9
Jump tails, extreme dependencies, and the distribution of stock returns
Bollerslev, Tim
;
Todorov, Viktor
;
Li, Sophia Zhengzi
- In:
Journal of econometrics
172
(
2013
)
2
,
pp. 307-324
Persistent link: https://www.econbiz.de/10009706199
Saved in:
10
A Markov-switching multifractal inter-trade duration model, with application to US equities
Chen, Fei
;
Diebold, Francis X.
;
Schorfheide, Frank
- In:
Journal of econometrics
177
(
2013
)
2
,
pp. 320-342
Persistent link: https://www.econbiz.de/10010255140
Saved in:
1
2
3
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->