//--> //--> //--> //-->
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:"Computational economics"
~isPartOf:"Journal of econometrics"
~subject:"Bayes-Statistik"
~subject:"Portfolio-Management"
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
Liberalization of Opening Hour...
Similar by subject
Narrow search
Delete all filters
| 4 applied filters
Year of publication
From:
To:
Subject
All
Bayes-Statistik
Portfolio-Management
Theorie
2,159
Theory
2,159
Time series analysis
402
Zeitreihenanalyse
402
Estimation theory
370
Schätztheorie
370
Forecasting model
219
Prognoseverfahren
219
Estimation
202
Schätzung
201
Volatility
171
Volatilität
171
Nichtparametrisches Verfahren
149
Nonparametric statistics
149
Stochastic process
148
Stochastischer Prozess
148
Statistical test
136
Statistischer Test
136
Regression analysis
129
Regressionsanalyse
129
USA
116
United States
116
Bayesian inference
106
Portfolio selection
103
Monte Carlo simulation
100
Monte-Carlo-Simulation
100
Statistical distribution
100
Statistische Verteilung
100
Markov chain
92
Markov-Kette
92
Panel
92
Panel study
92
Ökonometrie
90
Econometrics
88
Method of moments
84
Momentenmethode
84
Mathematical programming
82
Mathematische Optimierung
82
more ...
less ...
Online availability
All
Undetermined
134
Free
9
Type of publication
All
Article
208
Type of publication (narrower categories)
All
Article in journal
207
Aufsatz in Zeitschrift
207
Conference paper
1
Konferenzbeitrag
1
Language
All
English
208
Author
All
Koop, Gary
6
Li, Yong
6
Casarin, Roberto
4
Gallant, A. Ronald
4
Jensen, Mark J.
4
Billio, Monica
3
Frühwirth-Schnatter, Sylvia
3
Korobilis, Dimitris
3
Maheu, John M.
3
Pettenuzzo, Davide
3
Yu, Jun
3
Zhang, Xinyu
3
Zhang, Zhengjun
3
Arvanitis, Stelios
2
Aït-Sahalia, Yacine
2
Carriero, Andrea
2
Ceffer, Attila
2
Chan, Joshua
2
Chib, Siddhartha
2
Diebold, Francis X.
2
Dijk, Herman K. van
2
Fan, Jianqing
2
Fisher, Mark
2
Griffin, Jim E.
2
Han, Liyan
2
Herwartz, Helmut
2
Kalli, Maria
2
Kleibergen, Frank
2
Lahiri, Kajal
2
Li, Handong
2
Liang, Rubing
2
Liao, Yuan
2
Lo, Andrew W.
2
Luo, Qixuan
2
Marcellino, Massimiliano
2
Norets, Andriy
2
Pelenis, Justinas
2
Prigent, Jean-Luc
2
Ravazzolo, Francesco
2
Schorfheide, Frank
2
more ...
less ...
Published in...
All
Computational economics
Journal of econometrics
European journal of operational research : EJOR
321
Insurance / Mathematics & economics
308
NBER working paper series
255
Journal of banking & finance
248
Working paper / National Bureau of Economic Research, Inc.
207
NBER Working Paper
203
Journal of economic dynamics & control
200
Finance research letters
187
Mathematical finance : an international journal of mathematics, statistics and financial theory
155
Finance and stochastics
153
International journal of theoretical and applied finance
147
Quantitative finance
138
Discussion paper / Tinbergen Institute
136
Research paper series / Swiss Finance Institute
125
Management science : journal of the Institute for Operations Research and the Management Sciences
123
Risks : open access journal
119
Economic modelling
114
Discussion paper / Centre for Economic Policy Research
108
Journal of empirical finance
108
Economics letters
107
Journal of financial economics
104
The review of financial studies
100
The journal of portfolio management : a publication of Institutional Investor
99
The journal of finance : the journal of the American Finance Association
97
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
96
Journal of economic theory
95
International journal of forecasting
88
Swiss Finance Institute Research Paper
85
Working paper
84
The European journal of finance
81
International review of economics & finance : IREF
76
Mathematics and financial economics
76
The North American journal of economics and finance : a journal of financial economics studies
75
Discussion papers / CEPR
74
International review of financial analysis
74
Journal of risk and financial management : JRFM
72
CESifo working papers
71
Mathematical methods of operations research
70
more ...
less ...
Source
All
ECONIS (ZBW)
208
Showing
1
-
10
of
208
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Evolution of forecast disagreement in a Bayesian learning model
Lahiri, Kajal
;
Sheng, Xuguang
- In:
Journal of econometrics
144
(
2008
)
2
,
pp. 325-340
Persistent link: https://www.econbiz.de/10003774622
Saved in:
2
A flexible prior distribution for Markov switching autoregressions with student-t errors
Deschamps, Jean-Philippe
- In:
Journal of econometrics
133
(
2006
)
1
,
pp. 153-190
Persistent link: https://www.econbiz.de/10003354563
Saved in:
3
Multivariate locationscale mixtures of normals and meanvarianceskewness portfolio allocation
Mencía, Javier
;
Sentana, Enrique
- In:
Journal of econometrics
153
(
2009
)
2
,
pp. 105-121
Persistent link: https://www.econbiz.de/10003920279
Saved in:
4
Bayesian non-parametric signal extraction for Gaussian time series
Macaro, Christian
- In:
Journal of econometrics
157
(
2010
)
2
,
pp. 381-395
Persistent link: https://www.econbiz.de/10008662988
Saved in:
5
Bayesian semiparametric stochastic volatility modeling
Jensen, Mark J.
;
Maheu, John M.
- In:
Journal of econometrics
157
(
2010
)
2
,
pp. 306-316
Persistent link: https://www.econbiz.de/10008663011
Saved in:
6
Mean-VaR portfolio selection under real constraints
Baixauli-Soler, J. Samuel
;
Alfaro-Cid, Eva
;
Fernández …
- In:
Computational economics
37
(
2011
)
2
,
pp. 113-131
Persistent link: https://www.econbiz.de/10008902939
Saved in:
7
Possibilistic approaches to portfolio selection problem with general transaction costs and a CLPSO algorithm
Zhang, Xi-li
;
Zhang, Wei-guo
;
Xu, Wei-jun
;
Xiao, Wei-lin
- In:
Computational economics
36
(
2010
)
3
,
pp. 191-200
Persistent link: https://www.econbiz.de/10008903155
Saved in:
8
A direct Monte Carlo approach for Bayesian analysis of the seemingly unrelated regression model
Zellner, Arnold
;
Ando, Tomohiro
- In:
Journal of econometrics
159
(
2010
)
1
,
pp. 33-45
Persistent link: https://www.econbiz.de/10008839945
Saved in:
9
Tailored randomized block MCMC methods with application to DSGE models
Chib, Siddhartha
;
Ramamurthy, Srikanth
- In:
Journal of econometrics
155
(
2010
)
1
,
pp. 19-38
Persistent link: https://www.econbiz.de/10003965375
Saved in:
10
Quantile cointegrating regression
Xiao, Zhijie
- In:
Journal of econometrics
150
(
2009
)
2
,
pp. 248-260
Persistent link: https://www.econbiz.de/10003858602
Saved in:
1
2
3
4
5
6
7
8
9
10
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->