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:"KBI"
~person:"Aït-Sahalia, Yacine"
~person:"Dufour, Jean-Marie"
~person:"Magnus, Jan R."
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
30
Theory
30
CAPM
6
Volatility
6
Volatilität
6
Estimation
5
Regression analysis
5
Regressionsanalyse
5
Schätzung
5
Econometrics
4
Statistical test
4
Statistical theory
4
Statistische Methodenlehre
4
Statistischer Test
4
Ökonometrie
4
Estimation theory
3
Forecasting model
3
Market microstructure
3
Marktmikrostruktur
3
Portfolio selection
3
Portfolio-Management
3
Prognoseverfahren
3
Schätztheorie
3
Statistical distribution
3
Statistische Verteilung
3
Time series analysis
3
Zeitreihenanalyse
3
Capital income
2
Factor analysis
2
Faktorenanalyse
2
Kapitaleinkommen
2
Markov chain
2
Markov-Kette
2
Monte Carlo simulation
2
Monte-Carlo-Simulation
2
Option pricing theory
2
Optionspreistheorie
2
Probability theory
2
Risiko
2
Risk
2
more ...
less ...
Online availability
All
Undetermined
7
Free
1
Type of publication
All
Article
29
Book / Working Paper
1
Type of publication (narrower categories)
All
Article in journal
29
Aufsatz in Zeitschrift
29
Collection of articles of several authors
2
Conference proceedings
2
Konferenzschrift
2
Sammelwerk
2
Arbeitspapier
1
Bibliografie enthalten
1
Bibliography included
1
Graue Literatur
1
Non-commercial literature
1
Working Paper
1
more ...
less ...
Language
All
English
30
Author
All
Aït-Sahalia, Yacine
Dufour, Jean-Marie
Magnus, Jan R.
Phillips, Peter C. B.
37
Leus, Roel
29
Croux, Christophe
18
Yu, Jun
17
Demeulemeester, Erik
16
Koop, Gary
16
Lee, Lung-fei
16
Swanson, Norman R.
16
Claeskens, Gerda
15
Gouriéroux, Christian
15
Linton, Oliver
15
Ghysels, Eric
14
Pesaran, M. Hashem
14
Spieksma, Frits C. R.
14
Diebold, Francis X.
12
Granger, C. W. J.
12
McAleer, Michael
12
Schmidt, Peter
12
Vandebroek, Martina
12
Chib, Siddhartha
11
Renault, Eric
11
Steel, Mark F. J.
11
Xiao, Zhijie
11
Corradi, Valentina
10
Herroelen, Willy S.
10
Hsiao, Cheng
10
Talla Nobibon, Fabrice
10
Timmermann, Allan
10
Whang, Yoon-jae
10
Hong, Yongmiao
9
Li, Qi
9
Lütkepohl, Helmut
9
Robinson, Peter M.
9
Taylor, Robert
9
Tsionas, Efthymios G.
9
Van Nieuwenhuyse, Inneke
9
Baltagi, Badi H.
8
more ...
less ...
Published in...
All
Journal of econometrics
KBI
Discussion paper / Center for Economic Research, Tilburg University
17
Working paper / National Bureau of Economic Research, Inc.
17
Cahier / Département de Sciences Économiques, Université de Montréal
12
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
12
Cahier / Départment de Sciences Économiques, Université de Montréal
6
The econometrics journal
6
The journal of finance : the journal of the American Finance Association
5
Discussion paper / Tinbergen Institute
4
International economic review
4
NBER working paper series
4
Technical working paper / National Bureau of Economic Research
4
Annales d'économie et de statistique
3
Discussion paper / Deutsche Bundesbank
3
Economics letters
3
International journal of forecasting
3
Journal of financial economics
3
L' Actualité économique : revue trimest.
3
The review of economics and statistics
3
The review of financial studies
3
Discussion Paper Series 1
2
Discussion paper / Institute of Social and Economic Research
2
Discussion paper / Suntory-Toyota International Centre for Economics and Related Disciplines
2
Econometric theory
2
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
2
Journal of applied econometrics
2
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
2
Journal of economic dynamics & control
2
Journal of empirical finance
2
Journal of financial econometrics : official journal of the Society for Financial Econometrics
2
Research paper series / Swiss Finance Institute
2
Suntory Toyota International Centre for Economics and Related Disciplines
2
Working paper / Bank of Canada
2
Working papers / Rodney L. White Center for Financial Research
2
CEA_372Cass working paper series
1
CIRANO - Scientific Publications 2013s-39
1
CIRANO Scientific Publication
1
CRREP working paper 2017-01
1
De economist : Netherlands economic review ; quarterly review of the Royal Netherlands Economic Association
1
Discussion paper / 1 / Deutsche Bundesbank ; Eurosystem
1
more ...
less ...
Source
All
ECONIS (ZBW)
30
Showing
1
-
10
of
30
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
Resampling methods in econometrics : editors' introduction
Dufour, Jean-Marie
;
Perron, Benoit
- In:
Journal of econometrics
133
(
2006
)
2
,
pp. 411-419
Persistent link: https://www.econbiz.de/10003359534
Saved in:
3
The efficiency of top agents : an analysis through service strategy in tennis
Klaassen, Franc
;
Magnus, Jan R.
- In:
Journal of econometrics
148
(
2009
)
1
,
pp. 72-85
Persistent link: https://www.econbiz.de/10003813132
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
Exact confidence sets and goodness-of-fit methods for stable distributions
Beaulieu, Marie-Claude
;
Dufour, Jean-Marie
;
Khalaf, Lynda
- In:
Journal of econometrics
181
(
2014
)
1
,
pp. 3-14
Persistent link: https://www.econbiz.de/10010473451
Saved in:
6
Editors' introduction: Heavy tails and stable Paretian distributions in econometrics
Dufour, Jean-Marie
;
Kurz-Kim, Jeong-Ryeol
- In:
Journal of econometrics
181
(
2014
)
1
,
pp. 1-2
Persistent link: https://www.econbiz.de/10010473459
Saved in:
7
Simulation-based finite-sample tests for heteroskedasticity and ARCH effects
Dufour, Jean-Marie
;
Khalaf, Lynda
;
Bernard, Jean-Thomas
; …
- In:
Journal of econometrics
122
(
2004
)
2
,
pp. 317-347
Persistent link: https://www.econbiz.de/10002173151
Saved in:
8
On the harm that ignoring pretesting can cause
Danilov, Dmitry L.
;
Magnus, Jan R.
- In:
Journal of econometrics
122
(
2004
)
1
,
pp. 27-46
Persistent link: https://www.econbiz.de/10002136485
Saved in:
9
Simulation based finite and large sample tests in multivariate regressions
Dufour, Jean-Marie
;
Khalaf, Lynda
- In:
Journal of econometrics
111
(
2002
)
2
,
pp. 303-322
Persistent link: https://www.econbiz.de/10001715751
Saved in:
10
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:
1
2
3
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
