//--> //--> //--> //-->
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:"Econometric reviews"
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
Die langfristige Rendite von I...
Similar by subject
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Capital income
36
Kapitaleinkommen
36
Theorie
22
Theory
22
Volatility
19
Volatilität
19
Estimation
16
Schätzung
16
Forecasting model
15
Prognoseverfahren
15
Stochastic process
11
Stochastischer Prozess
11
Portfolio selection
9
Portfolio-Management
9
Börsenkurs
8
Correlation
8
Korrelation
8
Share price
8
Time series analysis
8
Zeitreihenanalyse
8
ARCH model
7
ARCH-Modell
7
Estimation theory
6
Regression analysis
6
Regressionsanalyse
6
Schätztheorie
6
USA
6
United States
6
CAPM
4
Multivariate Analyse
4
Multivariate analysis
4
Statistical distribution
4
Statistische Verteilung
4
Markov chain
3
Markov-Kette
3
Noise Trading
3
Noise trading
3
Risikomaß
3
Risk measure
3
Statistical test
3
more ...
less ...
Online availability
All
Undetermined
21
Free
2
Type of publication
All
Article
36
Type of publication (narrower categories)
All
Article in journal
36
Aufsatz in Zeitschrift
36
Language
All
English
36
Author
All
Anatolyev, Stanislav
2
Hafner, Christian M.
2
Maasoumi, Esfandiar
2
Račev, Svetlozar T.
2
Xiao, Zhijie
2
Alghalith, Moawia
1
Ando, Tomohiro
1
Andreou, Panayiotis C.
1
Anyfantaki, Sofia
1
Asai, Manabu
1
Audrino, Francesco
1
Bandi, Federico M.
1
Bermudez, P. de Zea
1
Bordignon, Silvano
1
Brechmann, E. C.
1
Brownlees, Christian
1
Cartea, Álvaro
1
Chan, David
1
Chung, Y. Peter
1
Corsi, Fulvio
1
Fabozzi, Frank J.
1
Feng, Dingan
1
Filipova, Kameliya
1
Franses, Philip Hans
1
Glickman, Mark E.
1
Gospodinov, Nikolaj
1
Grigoletto, Matteo
1
Halunga, Andreea G.
1
Hansen, Peter Reinhard
1
Harvey, David I.
1
Heiden, M.
1
Huang, Xiao
1
Jiang, Chuanliang
1
Karyampas, Dimitrios
1
Kiliç, Rehim
1
Kirby, Chris
1
Kobotaev, Nikita
1
Kohn, Robert
1
Kyriakopoulou, Dimitra
1
Large, Jeremy
1
more ...
less ...
Published in...
All
Econometric reviews
NBER working paper series
785
Working paper / National Bureau of Economic Research, Inc.
753
Finance research letters
691
Journal of banking & finance
613
NBER Working Paper
584
International review of financial analysis
535
Journal of financial economics
496
The journal of finance : the journal of the American Finance Association
418
Pacific-Basin finance journal
397
Journal of empirical finance
395
Applied financial economics
376
International review of economics & finance : IREF
361
Applied economics
338
The review of financial studies
297
Applied economics letters
296
Research in international business and finance
281
The European journal of finance
274
Journal of financial and quantitative analysis : JFQA
268
Journal of international financial markets, institutions & money
265
Discussion paper / Centre for Economic Policy Research
258
The North American journal of economics and finance : a journal of financial economics studies
257
Review of quantitative finance and accounting
253
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
219
Economics letters
214
Management science : journal of the Institute for Operations Research and the Management Sciences
203
Economic modelling
200
International journal of economics and finance
191
The journal of real estate finance and economics
180
Journal of risk and financial management : JRFM
178
Energy economics
168
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
163
International journal of economics and financial issues : IJEFI
163
Investment management and financial innovations
162
The journal of asset management
161
Journal of international money and finance
152
Research paper series / Swiss Finance Institute
152
Journal of financial markets
150
Working paper
143
The journal of portfolio management : a publication of Institutional Investor
142
Journal of econometrics
140
more ...
less ...
Source
All
ECONIS (ZBW)
36
Showing
1
-
10
of
36
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Multivariate stochastic volatility models with correlated errors
Chan, David
;
Kohn, Robert
;
Kirby, Chris
- In:
Econometric reviews
25
(
2006
)
2/3
,
pp. 245-274
Persistent link: https://www.econbiz.de/10003355764
Saved in:
2
Factor multivariate stochastic volatility via Wishart processes
Philipov, Alexander
;
Glickman, Mark E.
- In:
Econometric reviews
25
(
2006
)
2/3
,
pp. 311-334
Persistent link: https://www.econbiz.de/10003355767
Saved in:
3
A generalized dynamic conditional correlation model : simulation and application to many assets
Hafner, Christian M.
;
Franses, Philip Hans
- In:
Econometric reviews
28
(
2009
)
6
,
pp. 612-631
Persistent link: https://www.econbiz.de/10003881196
Saved in:
4
Testing covariance stationarity
Xiao, Zhijie
;
Lima, Luiz Renato
- In:
Econometric reviews
26
(
2007
)
6
,
pp. 643-667
Persistent link: https://www.econbiz.de/10003605818
Saved in:
5
A comparison of the runs test for volatility forecastability and the LM test for GARCH using aggregated returns
Ulu, Yasemin
- In:
Econometric reviews
26
(
2007
)
5
,
pp. 557-566
Persistent link: https://www.econbiz.de/10003549312
Saved in:
6
Time-deformation modeling of stock returns directed by duration processes
Feng, Dingan
;
Song, Peter X.-K.
;
Wirjanto, Tony S.
- In:
Econometric reviews
34
(
2015
)
1/5
,
pp. 480-511
Persistent link: https://www.econbiz.de/10011373264
Saved in:
7
Modeling conditional correlations of asset returns : a smooth transition approach
Silvennoinen, Annastiina
;
Teräsvirta, Timo
- In:
Econometric reviews
34
(
2015
)
1/5
,
pp. 174-197
Persistent link: https://www.econbiz.de/10011373298
Saved in:
8
Bond risk premia forecasting : a simple approach for extracting macroeconomic information from a panel of indicators
Audrino, Francesco
;
Corsi, Fulvio
;
Filipova, Kameliya
- In:
Econometric reviews
35
(
2016
)
1/4
,
pp. 232-256
Persistent link: https://www.econbiz.de/10011549916
Saved in:
9
Estimating the stock/portfolio volatility and the volatility of volatility : a new simple method
Alghalith, Moawia
- In:
Econometric reviews
35
(
2016
)
1/4
,
pp. 257-262
Persistent link: https://www.econbiz.de/10011549920
Saved in:
10
Volatility, jumps, and predictability of returns : a sequential analysis
Raggi, Davide
;
Bordignon, Silvano
- In:
Econometric reviews
30
(
2011
)
6
,
pp. 669-695
Persistent link: https://www.econbiz.de/10009269794
Saved in:
1
2
3
4
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->