//--> //--> //--> //-->
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:"Economic modelling"
~isPartOf:"Journal of econometrics"
~isPartOf:"NBER working paper series"
~language:"eng"
~person:"Al-Azzam, Moh’d"
~person:"Frühwirth-Schnatter, Sylvia"
~person:"Gallant, A. Ronald"
~person:"Hong, Harrison"
~person:"Lo, Andrew W."
~subject:"Bayes-Statistik"
~subject:"Börsenkurs"
~subject:"CAPM"
~subject:"Dynamisches Gleichgewicht"
~subject:"Spekulation"
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
| 14 applied filters
Year of publication
From:
To:
Subject
All
Bayes-Statistik
Börsenkurs
CAPM
Dynamisches Gleichgewicht
Spekulation
Theorie
46
Theory
46
Share price
15
Estimation
13
Schätzung
13
Portfolio selection
11
Portfolio-Management
11
Bayesian inference
9
Capital income
8
Kapitaleinkommen
8
Time series analysis
6
Zeitreihenanalyse
6
Anlageverhalten
5
Behavioural finance
5
Handelsvolumen der Börse
5
Trading volume
5
Forecasting model
4
Method of moments
4
Momentenmethode
4
Prognoseverfahren
4
Volatility
4
Volatilität
4
Bubbles
3
Risiko
3
Risk
3
Sampling
3
Spekulationsblase
3
Stichprobenerhebung
3
Aktienmarkt
2
Arbitrage
2
Arzneimittel
2
Costs
2
Disease
2
Dynamic equilibrium
2
Factor analysis
2
Faktorenanalyse
2
more ...
less ...
Online availability
All
Free
20
Undetermined
6
Type of publication
All
Book / Working Paper
20
Article
9
Type of publication (narrower categories)
All
Article in journal
9
Aufsatz in Zeitschrift
9
Language
All
English
Author
All
Al-Azzam, Moh’d
Frühwirth-Schnatter, Sylvia
Gallant, A. Ronald
Hong, Harrison
Lo, Andrew W.
Campbell, John Y.
14
Schorfheide, Frank
12
Cochrane, John H.
10
Bansal, Ravi
9
Stambaugh, Robert F.
9
Aït-Sahalia, Yacine
8
Bekaert, Geert
8
MacKinlay, A. Craig
8
Summers, Lawrence H.
8
Xiong, Wei
8
Dumas, Bernard
7
Gorton, Gary
7
Shleifer, Andrei
7
Engel, Charles
6
Ferson, Wayne E.
6
Harvey, Campbell R.
6
Koop, Gary
6
Pastor, Lubos
6
Yaron, Amir
6
Bollerslev, Tim
5
De Long, J. Bradford
5
Dow, James
5
Lehmann, Bruce N.
5
Lettau, Martin
5
Longstaff, Francis A.
5
Lustig, Hanno
5
Obstfeld, Maurice
5
Pisani, Massimiliano
5
Shanken, Jay
5
Shiller, Robert J.
5
Stein, Jeremy C.
5
Veronesi, Pietro
5
Wang, Jiang
5
Yang, Chunpeng
5
Zhang, Lu
5
Abel, Andrew B.
4
Alvarez, Fernando
4
Ang, Andrew
4
more ...
less ...
Institution
All
National Bureau of Economic Research
20
Published in...
All
Economic modelling
Journal of econometrics
NBER working paper series
Working paper / National Bureau of Economic Research, Inc.
10
NBER Working Paper
9
Journal of financial econometrics : official journal of the Society for Financial Econometrics
8
The review of financial studies
5
Working paper / Austrian Center for Labor Economics and the Analysis of the Welfare State
5
The journal of finance : the journal of the American Finance Association
4
Adaptive information systems and modelling in economics and management science
2
Annual review of financial economics
2
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
Insper working paper / Insper, Instituto de Ensino e Pesquisa
2
Journal of financial economics
2
Working papers / Rodney L. White Center for Financial Research
2
Advances in economics and econometrics ; Vol. 2
1
An Elgar reference collection
1
CEMMAP working papers / Centre for Microdata Methods and Practice
1
Computation and estimation in finance and economics
1
ERID working paper
1
Econometric methods and financial time series
1
Econometrics : open access journal
1
Economic Research Initiatives at Duke (ERID) Working Paper
1
Economic notes : economic review of Banca Monte dei Paschi di Siena
1
FRB International Finance Discussion Paper
1
Faculty research papers / The Fuqua School of Business, Duke University
1
International finance discussion papers
1
Journal of political economy
1
Journal of the American Statistical Association : JASA
1
Macroeconomic dynamics
1
Operations research proceedings 2002 : selected papers of the International Conference on Operations Research (SOR 2002) ; Klagenfurt, September 2 - 5, 2002 ; with 51 tables
1
Proceedings of the Conference Risks Involving Derivatives and Other New Financial Instruments
1
Rodney L. White Center for Financial Research
1
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
1
The international library of critical writings in financial economics
1
The review of economics and statistics
1
Working paper / Christian Doppler Laboratory Aging, Health, and the Labor Market
1
Working paper / Department of Economics, Johannes-Kepler-Universität of Linz
1
more ...
less ...
Source
All
ECONIS (ZBW)
29
Showing
1
-
10
of
29
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Bayesian exploratory factor analysis
Conti, Gabriella
;
Frühwirth-Schnatter, Sylvia
; …
- In:
Journal of econometrics
183
(
2014
)
1
,
pp. 31-57
Persistent link: https://www.econbiz.de/10010506092
Saved in:
2
An econometric analysis of nonsynchronous trading
Lo, Andrew W.
- In:
Journal of econometrics
45
(
1990
)
1
,
pp. 181-211
Persistent link: https://www.econbiz.de/10001332075
Saved in:
3
Forecasting Crashes : Trading Volume, Past Returns and Conditional Skewness in Stock Prices
Chen, Joseph
-
2000
This paper is an investigation into the determinants of asymmetries in stock returns. We develop a series of cross-sectional regression specifications which attempt to forecast skewness in the daily returns of individual stocks. Negative skewness is most pronounced in stocks that have...
Persistent link: https://www.econbiz.de/10012471074
Saved in:
4
Trading Volume : Definitions, Data Analysis, and Implications of Portfolio
Theory
Lo, Andrew W.
-
2000
We examine the implications of portfolio
theory
for the cross-sectional behavior of equity trading volume. Two …
Persistent link: https://www.econbiz.de/10012471146
Saved in:
5
Stock Market Prices Do Not Follow Random Walks : Evidence From a Simple Specification Test
Lo, Andrew W.
-
1987
In this paper, we test the random walk hypothesis for weekly stock market returns by comparing variance estimators derived from data sampled at different frequencies. The random walk model is strongly rejected for the entire sample period (1962-1985) and for all sub-periods for a variety of...
Persistent link: https://www.econbiz.de/10012476901
Saved in:
6
Advisors and Asset Prices : A Model of the Origins of Bubbles
Hong, Harrison
-
2007
We develop a model of asset price bubbles based on the communication process between advisors and investors. Advisors are well-intentioned and want to maximize the welfare of their advisees (like a parent treats a child). But only some advisors understand the new technology (the tech-savvies);...
Persistent link: https://www.econbiz.de/10012465142
Saved in:
7
Rational Pessimism, Rational Exuberance, and Asset Pricing Models
Bansal, Ravi
-
2007
The paper estimates and examines the empirical plausibiltiy of asset pricing models that attempt to explain features of financial markets such as the size of the equity premium and the volatility of the stock market. In one model, the long run risks model of Bansal and Yaron (2004), low...
Persistent link: https://www.econbiz.de/10012465547
Saved in:
8
Asset Float and Speculative Bubbles
Hong, Harrison
-
2005
We model the relationship between asset float (tradeable shares) and speculative bubbles. Investors trade a stock with limited float because of insider lock-ups. They have heterogeneous beliefs due to overconfidence and face short-sales constraints. A bubble arises as price overweighs optimists'...
Persistent link: https://www.econbiz.de/10012467316
Saved in:
9
Simple Forecasts and Paradigm Shifts
Hong, Harrison
-
2003
done better over the same period. This
theory
makes several distinctive predictions, which, for concreteness, we develop in … a stock-market setting. For example, starting with symmetric and homoskedastic fundamentals, the
theory
yields …
Persistent link: https://www.econbiz.de/10012468685
Saved in:
10
Trading Volume : Implications of An Intertemporal Capital Asset Pricing Model
Lo, Andrew W.
-
2001
We derive an intertemporal capital asset pricing model with multiple assets and heterogeneous investors, and explore its implications for the behavior of trading volume and asset returns. Assets contain two types of risks: market risk and the risk of changing market conditions. We show that...
Persistent link: https://www.econbiz.de/10012470153
Saved in:
1
2
3
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->