//--> //--> //--> //-->
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"
~person:"Bollerslev, Tim"
~person:"Sun, Yixiao"
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
Dynamic robust portfolio selec...
Similar by subject
Narrow search
Delete all filters
| 3 applied filters
Year of publication
From:
To:
Subject
All
Theorie
11
Theory
11
Robust statistics
7
Robustes Verfahren
7
Heteroscedasticity
6
Heteroskedastizität
6
Statistical test
6
Statistischer Test
6
Volatility
6
Volatilität
6
Estimation theory
5
Schätztheorie
5
Autocorrelation
4
Autokorrelation
4
Fixed-smoothing asymptotics
4
Method of moments
4
Momentenmethode
4
Capital income
3
Kapitaleinkommen
3
Aktienindex
2
Correlation
2
Estimation
2
Forecasting model
2
Heteroskedasticity and autocorrelation robust
2
Heteroskedasticity and autocorrelation robust variance
2
Korrelation
2
Prognoseverfahren
2
Schätzung
2
Statistical distribution
2
Statistische Verteilung
2
Stock index
2
Time series analysis
2
Zeitreihenanalyse
2
ARCH model
1
ARCH-Modell
1
ARMA model
1
ARMA-Modell
1
Adaptiveness
1
Analysis of variance
1
Asset allocation
1
more ...
less ...
Online availability
All
Undetermined
5
Type of publication
All
Article
17
Type of publication (narrower categories)
All
Article in journal
17
Aufsatz in Zeitschrift
17
Systematic review
1
Übersichtsarbeit
1
Language
All
English
17
Author
All
Bollerslev, Tim
Sun, Yixiao
Phillips, Peter C. B.
38
Gouriéroux, Christian
17
Linton, Oliver
17
Koop, Gary
16
Lee, Lung-fei
16
Swanson, Norman R.
16
Yu, Jun
16
Pesaran, M. Hashem
15
Ghysels, Eric
14
McAleer, Michael
13
Schmidt, Peter
13
Xiao, Zhijie
13
Aït-Sahalia, Yacine
12
Diebold, Francis X.
12
Granger, C. W. J.
12
Timmermann, Allan
12
Chib, Siddhartha
11
Hong, Yongmiao
11
Renault, Eric
11
Steel, Mark F. J.
11
Corradi, Valentina
10
Hsiao, Cheng
10
Whang, Yoon-jae
10
White, Halbert
10
Baltagi, Badi H.
9
Barnett, William A.
9
Chen, Xiaohong
9
Dijk, Herman K. van
9
Dufour, Jean-Marie
9
Lewbel, Arthur
9
Li, Qi
9
Lütkepohl, Helmut
9
Maasoumi, Esfandiar
9
Robinson, Peter M.
9
Sentana, Enrique
9
Taylor, Robert
9
Tsionas, Efthymios G.
9
Hidalgo, Javier
8
more ...
less ...
Published in...
All
Journal of econometrics
NBER working paper series
10
Cowles Foundation discussion paper
9
Working paper / National Bureau of Economic Research, Inc.
9
NBER Working Paper
8
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
7
CREATES research paper
5
ERID working paper
5
Working papers / Financial Institutions Center
5
CFS working paper series
4
Economic Research Initiatives at Duke (ERID) Working Paper
4
Journal of applied econometrics
4
The journal of finance : the journal of the American Finance Association
4
The review of economics and statistics
4
Cowles Foundation Discussion Paper
3
Discussion paper / Department of Economics, University of California San Diego
3
Discussion papers / Department of Economics, University of California San Diego
3
Econometric theory
3
International economic review
3
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
3
Journal of international money and finance
3
Recent work / Department of Economics, UC San Diego
3
Recent work / Department of Economics, UCSD
3
Working papers / Ryerson University, Department of Economics
3
CFS Working Paper
2
Econometric reviews
2
Finance and economics discussion series
2
Financial Institutions Center
2
Financial markets and asset pricing
2
Journal of empirical finance
2
Working paper
2
Working papers / Rodney L. White Center for Financial Research
2
Advanced texts in econometrics
1
CREATES Research Paper
1
Cahier / Départment de Sciences Économiques, Université de Montréal
1
Discussion paper / Center for Economic Research, Tilburg University
1
Economics letters
1
Handbook of econometrics ; Vol. 4
1
Handbook of economic forecasting ; Vol. 1
1
International finance discussion papers
1
more ...
less ...
Source
All
ECONIS (ZBW)
17
Showing
1
-
10
of
17
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Asymptotic F and t tests in an efficient GMM setting
Hwang, Jungbin
;
Sun, Yixiao
- In:
Journal of econometrics
198
(
2017
)
2
,
pp. 277-295
Persistent link: https://www.econbiz.de/10011818796
Saved in:
2
Asymptotic F tests under possibly weak identification
Martínez-Iriarte, Julián
;
Sun, Yixiao
;
Wang, Xuexin
- In:
Journal of econometrics
218
(
2020
)
1
,
pp. 140-177
Persistent link: https://www.econbiz.de/10012482936
Saved in:
3
Modeling and forecasting (un)reliable realized covariances for more reliable financial decisions
Bollerslev, Tim
;
Patton, Andrew J.
;
Quaedvlieg, Rogier
- In:
Journal of econometrics
207
(
2018
)
1
,
pp. 71-91
Persistent link: https://www.econbiz.de/10012116125
Saved in:
4
A fixed-bandwidth view of the pre-asymptotic inference for kernel smoothing with time series data
Kim, Min Seong
;
Sun, Yixiao
;
Yang, Jingjing
- In:
Journal of econometrics
197
(
2017
)
2
,
pp. 298-322
Persistent link: https://www.econbiz.de/10011818361
Saved in:
5
Robust trend inference with series variance estimator and testing-optimal smoothing parameter
Sun, Yixiao
- In:
Journal of econometrics
164
(
2011
)
2
,
pp. 345-366
Persistent link: https://www.econbiz.de/10009301901
Saved in:
6
Heteroskedasticity and spatiotemporal dependence robust inference for linear panel models with fixed effects
Kim, Min Seong
;
Sun, Yixiao
- In:
Journal of econometrics
177
(
2013
)
1
,
pp. 85-108
Persistent link: https://www.econbiz.de/10010189873
Saved in:
7
Let’s fix it : fixed- asymptotics versus small- asymptotics in heteroskedasticity and autocorrelation robust inference
Sun, Yixiao
- In:
Journal of econometrics
178
(
2014
)
1
,
pp. 659-677
Persistent link: https://www.econbiz.de/10010257366
Saved in:
8
Testing-optimal Kernel choice in HAR inference
Sun, Yixiao
;
Yang, Jingjing
- In:
Journal of econometrics
219
(
2020
)
1
,
pp. 123-136
Persistent link: https://www.econbiz.de/10012483197
Saved in:
9
Time-varying jump tails
Bollerslev, Tim
;
Todorov, Viktor
- In:
Journal of econometrics
183
(
2014
)
2
,
pp. 168-180
Persistent link: https://www.econbiz.de/10010506069
Saved in:
10
Financial econometrics: past developments and future challenges
Bollerslev, Tim
- In:
Journal of econometrics
100
(
2001
)
1
,
pp. 41-51
Persistent link: https://www.econbiz.de/10001546139
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->