//--> //--> //--> //-->
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:"Journal of econometrics"
~isPartOf:"Journal of international economics"
~person:"Aït-Sahalia, Yacine"
~person:"Barnett, William A."
~person:"Li, Qi"
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
Formationstheorie und Geschich...
Similar by subject
Narrow search
Delete all filters
| 5 applied filters
Year of publication
From:
To:
Subject
All
Theorie
28
Theory
28
Estimation theory
7
Schätztheorie
7
Volatility
6
Volatilität
6
CAPM
5
Econometrics
5
Estimation
5
Schätzung
5
Time series analysis
5
Zeitreihenanalyse
5
Ökonometrie
5
Nichtparametrisches Verfahren
4
Nonparametric statistics
4
Market microstructure
3
Marktmikrostruktur
3
Capital income
2
Factor analysis
2
Faktorenanalyse
2
Forecasting model
2
Geldpolitik
2
Innovation
2
Kapitaleinkommen
2
Microeconometrics
2
Mikroökonometrie
2
Monetary policy
2
Option pricing theory
2
Optionspreistheorie
2
Portfolio selection
2
Portfolio-Management
2
Prognoseverfahren
2
Regression analysis
2
Regressionsanalyse
2
USA
2
United States
2
Aggregation
1
Aktienmarkt
1
Beta risk
1
Betafaktor
1
more ...
less ...
Online availability
All
Undetermined
7
Type of publication
All
Article
26
Book / Working Paper
2
Type of publication (narrower categories)
All
Article in journal
28
Aufsatz in Zeitschrift
28
Collection of articles of several authors
2
Sammelwerk
2
Conference proceedings
1
Konferenzschrift
1
Language
All
English
28
Author
All
Aït-Sahalia, Yacine
Barnett, William A.
Li, Qi
Phillips, Peter C. B.
36
Koop, Gary
16
Lee, Lung-fei
16
Swanson, Norman R.
16
Yu, Jun
16
Gouriéroux, Christian
15
Linton, Oliver
15
Ghysels, Eric
14
Pesaran, M. Hashem
14
Diebold, Francis X.
13
Devereux, Michael B.
12
Granger, C. W. J.
12
McAleer, Michael
12
Saggi, Kamal
12
Schmidt, Peter
12
Chib, Siddhartha
11
Markusen, James R.
11
Renault, Eric
11
Staiger, Robert W.
11
Steel, Mark F. J.
11
Xiao, Zhijie
11
Corradi, Valentina
10
Hsiao, Cheng
10
Timmermann, Allan
10
Van Wincoop, Eric
10
Whang, Yoon-jae
10
Dinopoulos, Elias
9
Dufour, Jean-Marie
9
Feenstra, Robert C.
9
Hong, Yongmiao
9
Lütkepohl, Helmut
9
Robinson, Peter M.
9
Spencer, Barbara J.
9
Taylor, Robert
9
Tsionas, Efthymios G.
9
Baltagi, Badi H.
8
Bollerslev, Tim
8
more ...
less ...
Published in...
All
Journal of econometrics
Journal of international economics
Working papers series in theoretical and applied economics
52
Functional structure and approximation in econometrics
23
The theory of monetary aggregation
21
Working paper / National Bureau of Economic Research, Inc.
17
International symposia in economic theory and econometrics
16
Economics letters
9
Econometric reviews
8
Macroeconomic dynamics
7
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
6
Econometric theory
5
NBER working paper series
5
Open economies review
5
The journal of finance : the journal of the American Finance Association
5
Contributions to economic analysis
4
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
4
Technical working paper / National Bureau of Economic Research
4
International economic review
3
Journal of economic behavior & organization : JEBO
3
Journal of financial economics
3
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
3
The review of financial studies
3
Annales d'économie et de statistique
2
Annals of economics and finance
2
Games and economic behavior
2
International Symposia in Economic Theory and Econometrics
2
Journal of applied econometrics
2
Journal of economic theory
2
Journal of financial stability
2
Michigan Retirement Research Center Research Paper
2
Proceedings of the International Symposium in Economic Theory and Econometrics
2
Research paper series / Swiss Finance Institute
2
Staff working paper / Bank of Canada
2
Working papers / Rodney L. White Center for Financial Research
2
Advances in econometrics
1
Ageing in advanced industrial states
1
Annals of finance
1
Applied economics
1
Applying Kernel and nonparametric estimation to economic topics
1
CEA_372Cass working paper series
1
more ...
less ...
Source
All
ECONIS (ZBW)
28
Showing
1
-
10
of
28
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Out of sample forecasts of quadratic variation
Aït-Sahalia, Yacine
;
Mancini, Loriano
- In:
Journal of econometrics
147
(
2008
)
1
,
pp. 17-33
Persistent link: https://www.econbiz.de/10003783780
Saved in:
2
Fiscal policy and asset markets : a semiparametric analysis
Jansen, Dennis W.
;
Li, Qi
;
Wang, Zijun
;
Yang, Jian
- In:
Journal of econometrics
147
(
2008
)
1
,
pp. 141-150
Persistent link: https://www.econbiz.de/10003783794
Saved in:
3
Consumer preferences and demand systems
Barnett, William A.
;
Serletis, Apostolos
- In:
Journal of econometrics
147
(
2008
)
2
,
pp. 210-224
Persistent link: https://www.econbiz.de/10003809294
Saved in:
4
Ultra high frequency volatility estimation with dependent microstructure noise
Aït-Sahalia, Yacine
;
Mykland, Per A.
;
Zhang, Lan
- In:
Journal of econometrics
160
(
2011
)
1
,
pp. 160-175
Persistent link: https://www.econbiz.de/10009242527
Saved in:
5
Tastes and technology : curvature is not sufficient for regularity
Barnett, William A.
- In:
Journal of econometrics
108
(
2002
)
1
,
pp. 199-202
Persistent link: https://www.econbiz.de/10001656609
Saved in:
6
A nonparametric test for poolability using panel data
Baltagi, Badi H.
- In:
Journal of econometrics
75
(
1996
)
2
,
pp. 345-367
Persistent link: https://www.econbiz.de/10001204705
Saved in:
7
Goodness-of-fit tests for kernel regression with an application to option implied volatilities
Aït-Sahalia, Yacine
;
Bickel, Peter J.
;
Stoker, Thomas …
- In:
Journal of econometrics
105
(
2001
)
2
,
pp. 363-412
Persistent link: https://www.econbiz.de/10001633671
Saved in:
8
Do option markets correctly price the probabilities of movement of the underlying asset?
Aït-Sahalia, Yacine
;
Wang, Yubo
;
Yared, Francis
- In:
Journal of econometrics
102
(
2001
)
1
,
pp. 67-110
Persistent link: https://www.econbiz.de/10001575286
Saved in:
9
Nonparametric risk management and implied risk aversion
Aït-Sahalia, Yacine
;
Lo, Andrew W.
- In:
Journal of econometrics
94
(
2000
)
1/2
,
pp. 9-51
Persistent link: https://www.econbiz.de/10001437741
Saved in:
10
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:
1
2
3
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->