//--> //--> //--> //-->
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"
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
Das Capital-Asset-Pricing-Mode...
Similar by subject
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Theorie
1,608
Theory
1,608
Estimation theory
387
Schätztheorie
387
Time series analysis
331
Zeitreihenanalyse
331
Estimation
174
Schätzung
174
Nichtparametrisches Verfahren
146
Nonparametric statistics
146
Volatility
136
Volatilität
136
Forecasting model
131
Prognoseverfahren
131
Statistical test
131
Statistischer Test
131
Regression analysis
116
Regressionsanalyse
116
Stochastic process
109
Stochastischer Prozess
109
USA
95
United States
95
Panel
92
Panel study
92
Bayes-Statistik
89
Bayesian inference
89
Statistical distribution
85
Statistische Verteilung
85
Ökonometrie
85
Econometrics
83
Method of moments
83
Momentenmethode
83
CAPM
80
Monte Carlo simulation
77
Monte-Carlo-Simulation
77
Cointegration
72
Kointegration
72
Markov chain
72
Markov-Kette
72
Bootstrap approach
68
more ...
less ...
Online availability
All
Undetermined
367
Type of publication
All
Article
1,608
Book / Working Paper
35
Type of publication (narrower categories)
All
Article in journal
1,623
Aufsatz in Zeitschrift
1,623
Collection of articles of several authors
49
Sammelwerk
49
Konferenzschrift
16
Conference proceedings
13
Festschrift
9
Conference paper
6
Konferenzbeitrag
6
Aufsatzsammlung
4
Systematic review
3
Übersichtsarbeit
3
Bibliografie enthalten
1
Bibliography included
1
more ...
less ...
Language
All
English
1,643
Author
All
Phillips, Peter C. B.
36
Koop, Gary
16
Lee, Lung-fei
16
Swanson, Norman R.
16
Yu, Jun
16
Ghysels, Eric
15
Gouriéroux, Christian
15
Linton, Oliver
15
Pesaran, M. Hashem
14
Granger, C. W. J.
13
Diebold, Francis X.
12
McAleer, Michael
12
Renault, Eric
12
Schmidt, Peter
12
Aït-Sahalia, Yacine
11
Chib, Siddhartha
11
Steel, Mark F. J.
11
Xiao, Zhijie
11
Corradi, Valentina
10
Hsiao, Cheng
10
Timmermann, Allan
10
Whang, Yoon-jae
10
Dufour, Jean-Marie
9
Hong, Yongmiao
9
Li, Qi
9
Lütkepohl, Helmut
9
Maasoumi, Esfandiar
9
Ng, Serena
9
Robinson, Peter M.
9
Tauchen, George Eugene
9
Taylor, Robert
9
Tsionas, Efthymios G.
9
Bai, Jushan
8
Baltagi, Badi H.
8
Barnett, William A.
8
Bollerslev, Tim
8
Hidalgo, Javier
8
Kohn, Robert
8
Kumbhakar, Subal
8
Lewbel, Arthur
8
more ...
less ...
Institution
All
(EC)2 Conference <1, 1990; 2, 1991>
1
Association of Asia-Pacific Business School's Academic Conference <2018, Hongkong>
1
National Bureau of Economic Research
1
National Science Foundation
1
Sir Clive Granger Memorial Conference <2010, Nottingham>
1
Symposium on Forecasting and Empirical Methods in Macroeconomics and Finance <1999, Cambridge, Mass.>
1
Published in...
All
Journal of econometrics
NBER working paper series
7,012
Working paper / National Bureau of Economic Research, Inc.
6,642
NBER Working Paper
6,360
Economics letters
5,301
European journal of operational research : EJOR
5,003
Discussion paper / Centre for Economic Policy Research
4,523
CESifo working papers
3,626
Journal of economic theory
2,906
Working paper
2,804
Journal of economic dynamics & control
2,485
The American economic review
2,373
Discussion paper / Tinbergen Institute
2,367
Computers & operations research : and their applications to problems of world concern ; an international journal
2,336
Journal of economic behavior & organization : JEBO
2,233
Discussion paper series / IZA
2,202
Europäische Hochschulschriften / 5
2,164
International journal of production research
1,948
European economic review : EER
1,927
CESifo Working Paper
1,863
Games and economic behavior
1,863
Economic theory : official journal of the Society for the Advancement of Economic Theory
1,820
Discussion paper
1,799
The economic journal : the journal of the Royal Economic Society
1,789
SpringerLink / Bücher
1,750
Journal of public economics
1,746
Economic modelling
1,724
Discussion paper / Center for Economic Research, Tilburg University
1,657
CESifo Working Paper Series
1,581
Applied economics
1,580
Journal of banking & finance
1,539
Management science : journal of the Institute for Operations Research and the Management Sciences
1,528
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
1,516
IZA Discussion Paper
1,490
Journal of monetary economics
1,447
IMF working papers
1,399
Public choice
1,390
International economic review
1,371
Discussion papers / CEPR
1,354
Social choice and welfare
1,317
more ...
less ...
Source
All
ECONIS (ZBW)
1,643
Showing
1
-
10
of
1,643
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
Indirect inference and calibration of dynamic stochastic general equilibrium models
Dridi, Ramdan
;
Guay, Alain
;
Renault, Eric
- In:
Journal of econometrics
136
(
2007
)
2
,
pp. 397-430
Persistent link: https://www.econbiz.de/10003412637
Saved in:
3
MCMC maximum likelihood for latent state models
Jacquier, Eric
;
Johannes, Michael
;
Polson, Nicholas G.
- In:
Journal of econometrics
137
(
2007
)
2
,
pp. 615-640
Persistent link: https://www.econbiz.de/10003442024
Saved in:
4
Jumps and betas : a new framework for disentangling and estimating systematic risks
Todorov, Viktor
;
Bollerslev, Tim
- In:
Journal of econometrics
157
(
2010
)
2
,
pp. 220-235
Persistent link: https://www.econbiz.de/10008663039
Saved in:
5
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:
6
Asset-pricing anomalies at the firm level
Cederburg, Scott
;
O'Doherty, Michael
- In:
Journal of econometrics
186
(
2015
)
1
,
pp. 113-128
Persistent link: https://www.econbiz.de/10011349540
Saved in:
7
Chi-squared tests for evaluation and comparison of asset pricing models
Gospodinov, Nikolaj
;
Kan, Raymond
;
Robotti, Cesare
- In:
Journal of econometrics
173
(
2013
)
1
,
pp. 108-125
Persistent link: https://www.econbiz.de/10009719628
Saved in:
8
Unexplained factors and their effects on second pass image-squared's
Kleibergen, Frank
;
Zhang, Zhaoguo
- In:
Journal of econometrics
189
(
2015
)
1
,
pp. 101-116
Persistent link: https://www.econbiz.de/10011502495
Saved in:
9
Examining macroeconomic models through the lens of asset pricing
Borovička, Jaroslav
;
Hansen, Lars Peter
- In:
Journal of econometrics
183
(
2014
)
1
,
pp. 67-90
Persistent link: https://www.econbiz.de/10010506087
Saved in:
10
Jumps in equilibrium prices and market microstructure noise
Lee, Suzanne S.
;
Mykland, Per A.
- In:
Journal of econometrics
168
(
2012
)
2
,
pp. 396-406
Persistent link: https://www.econbiz.de/10009612713
Saved in:
1
2
3
4
5
6
7
8
9
10
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->