//--> //--> //--> //-->
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:"CESifo Forum"
~isPartOf:"Environmental modeling & assessment"
~isPartOf:"Journal of econometrics"
~person:"Aït-Sahalia, Yacine"
~person:"Barigozzi, Matteo"
~person:"Herwartz, Helmut"
~person:"Koop, Gary"
~person:"Patton, Andrew J."
~subject:"ARCH model"
~subject:"ARCH-Modell"
~subject:"Autokorrelation"
~subject:"Bildungsertrag"
~subject:"EU-Staaten"
~subject:"Electronic trading"
~subject:"Estimation"
~subject:"Forecasting model"
~subject:"Forecasting"
~subject:"Innovation"
~subject:"Regression analysis"
~subject:"Schätzung"
~subject:"Structural innovations"
~subject:"Volatilität"
~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
| 26 applied filters
Year of publication
From:
To:
Subject
All
ARCH model
ARCH-Modell
Autokorrelation
Bildungsertrag
EU-Staaten
Electronic trading
Estimation
Forecasting model
Forecasting
Innovation
Regression analysis
Schätzung
Structural innovations
Volatilität
Welt
Ökonometrisches Modell
Theorie
44
Theory
44
Time series analysis
19
Zeitreihenanalyse
19
Prognoseverfahren
13
Volatility
13
Markov chain
8
Markov-Kette
8
Bayes-Statistik
7
Bayesian inference
7
VAR model
6
VAR-Modell
6
CAPM
5
Factor analysis
5
Faktorenanalyse
5
Monte Carlo simulation
5
Monte-Carlo-Simulation
5
Portfolio selection
4
Portfolio-Management
4
USA
4
United States
4
Cointegration
3
Jumps
3
Kointegration
3
Market microstructure
3
Marktmikrostruktur
3
Nichtparametrisches Verfahren
3
Nonparametric statistics
3
Regressionsanalyse
3
Technical efficiency
3
Technische Effizienz
3
more ...
less ...
Online availability
All
Undetermined
17
Type of publication
All
Article
29
Book / Working Paper
1
Type of publication (narrower categories)
All
Article in journal
Conference paper
Aufsatz in Zeitschrift
30
Collection of articles of several authors
1
Sammelwerk
1
Language
All
English
30
Author
All
Aït-Sahalia, Yacine
Barigozzi, Matteo
Herwartz, Helmut
Koop, Gary
Patton, Andrew J.
Phillips, Peter C. B.
12
Bollerslev, Tim
7
Diebold, Francis X.
7
Linton, Oliver
7
Swanson, Norman R.
7
Galvão Júnior, Antônio Fialho
6
Lee, Lung-fei
6
Maasoumi, Esfandiar
6
Timmermann, Allan
6
Bai, Jushan
5
Gallant, A. Ronald
5
Gao, Jiti
5
Ghysels, Eric
5
McAleer, Michael
5
Ng, Serena
5
Park, Joon Y.
5
Pesaran, M. Hashem
5
Schorfheide, Frank
5
Steel, Mark F. J.
5
Su, Liangjun
5
Tauchen, George Eugene
5
Teräsvirta, Timo
5
Cavaliere, Giuseppe
4
Corradi, Valentina
4
Giacomini, Raffaella
4
Gouriéroux, Christian
4
Hallin, Marc
4
Härdle, Wolfgang
4
Maheu, John M.
4
Rahbek, Anders
4
Renault, Eric
4
Robinson, Peter M.
4
Seo, Myung Hwan
4
Todorov, Viktor
4
West, Kenneth D.
4
Whang, Yoon-jae
4
more ...
less ...
Published in...
All
CESifo Forum
Environmental modeling & assessment
Journal of econometrics
International journal of forecasting
7
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
6
Journal of international money and finance
5
Journal of applied econometrics
4
Journal of forecasting
4
The journal of finance : the journal of the American Finance Association
4
International economic review
3
Journal of productivity analysis
3
The econometrics journal
3
Annales d'économie et de statistique
2
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
2
Journal of empirical finance
2
Journal of financial econometrics : official journal of the Society for Financial Econometrics
2
Journal of financial economics
2
Journal of the American Statistical Association : JASA
2
Macroeconomic dynamics
2
Oxford bulletin of economics and statistics
2
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
2
The review of financial studies
2
Allgemeines statistisches Archiv : AStA ; journal of the German Statistical Society
1
Econometric reviews
1
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
1
Econometrics of imperfect competition
1
Economic modelling
1
Economics letters
1
Energy economics
1
European economic review : EER
1
German economic review
1
International journal of theoretical and applied finance
1
Journal of banking & finance
1
Journal of economic dynamics & control
1
Journal of financial econometrics
1
Journal of international trade & economic development : an international and comparative review
1
Structural change and economic dynamics : SC+ED
1
The review of economic studies
1
more ...
less ...
Source
All
ECONIS (ZBW)
30
Showing
1
-
10
of
30
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Mutual excitation in Eurozone sovereign CDS
Aït-Sahalia, Yacine
;
Laeven, Roger J. A.
;
Pelizzon, Loriana
- In:
Journal of econometrics
183
(
2014
)
2
,
pp. 151-167
Persistent link: https://www.econbiz.de/10010506073
Saved in:
2
Dynamic equilibrium and volatility in financial asset markets
Aït-Sahalia, Yacine
- In:
Journal of econometrics
84
(
1998
)
1
,
pp. 93-127
Persistent link: https://www.econbiz.de/10001234470
Saved in:
3
Bayesian efficiency analysis through individual effects : hospital cost frontiers
Koop, Gary
- In:
Journal of econometrics
76
(
1997
)
1
,
pp. 77-105
Persistent link: https://www.econbiz.de/10001211369
Saved in:
4
Parameter uncertainty and impulse response analysis
Koop, Gary
- In:
Journal of econometrics
72
(
1996
)
1
,
pp. 135-149
Persistent link: https://www.econbiz.de/10001198021
Saved in:
5
Modeling and forecasting (un)reliable realized covariances for more reliable financial decisions
Bollerslev, Tim
;
Patton, Andrew J.
;
Quaedvlieg, Rogier
- In:
Journal of econometrics
207
(
2018
)
1
,
pp. 71-91
Persistent link: https://www.econbiz.de/10012116125
Saved in:
6
Innovations in multiple time series analysis
Breitung, Jörg
(
ed.
);
Herwartz, Helmut
(
ed.
)
-
2016
Persistent link: https://www.econbiz.de/10011704621
Saved in:
7
Innovations in multiple time series analysis
Breitung, Jörg
;
Herwartz, Helmut
- In:
Journal of econometrics
192
(
2016
)
2
,
pp. 329-331
Persistent link: https://www.econbiz.de/10011704644
Saved in:
8
Generalized dynamic factor models and volatilities : estimation and forecasting
Barigozzi, Matteo
;
Hallin, Marc
- In:
Journal of econometrics
201
(
2017
)
2
,
pp. 307-321
Persistent link: https://www.econbiz.de/10011920497
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
Asymptotic inference about predictive accuracy using high frequency data
Li, Jia
;
Patton, Andrew J.
- In:
Journal of econometrics
203
(
2018
)
2
,
pp. 223-240
Persistent link: https://www.econbiz.de/10011974659
Saved in:
1
2
3
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->