//--> //--> //--> //-->
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
Asset risk in a liability cont...
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
386
Schätztheorie
386
Time series analysis
328
Zeitreihenanalyse
328
Estimation
171
Schätzung
171
Nichtparametrisches Verfahren
143
Nonparametric statistics
143
Forecasting model
135
Prognoseverfahren
135
Volatility
134
Volatilität
134
Statistical test
129
Statistischer Test
129
Regression analysis
114
Regressionsanalyse
114
Stochastic process
108
Stochastischer Prozess
108
USA
94
United States
94
Panel
92
Panel study
92
Bayes-Statistik
90
Bayesian inference
90
Statistical distribution
85
Statistische Verteilung
85
Ökonometrie
84
Econometrics
82
Method of moments
82
Momentenmethode
82
Monte Carlo simulation
75
Monte-Carlo-Simulation
75
Cointegration
72
Kointegration
72
Markov chain
71
Markov-Kette
71
Bootstrap approach
69
Bootstrap-Verfahren
69
more ...
less ...
Online availability
All
Undetermined
371
Type of publication
All
Article
1,607
Book / Working Paper
35
Type of publication (narrower categories)
All
Article in journal
1,622
Aufsatz in Zeitschrift
1,622
Collection of articles of several authors
49
Sammelwerk
49
Konferenzschrift
16
Conference proceedings
13
Festschrift
9
Conference paper
5
Konferenzbeitrag
5
Aufsatzsammlung
4
Systematic review
3
Übersichtsarbeit
3
Bibliografie enthalten
1
Bibliography included
1
more ...
less ...
Language
All
English
1,642
Author
All
Phillips, Peter C. B.
36
Linton, Oliver
17
Koop, Gary
16
Lee, Lung-fei
16
Swanson, Norman R.
16
Yu, Jun
16
Gouriéroux, Christian
15
Ghysels, Eric
14
Pesaran, M. Hashem
14
Diebold, Francis X.
12
Granger, C. W. J.
12
McAleer, Michael
12
Schmidt, Peter
12
Aït-Sahalia, Yacine
11
Chib, Siddhartha
11
Renault, Eric
11
Steel, Mark F. J.
11
Timmermann, Allan
11
Xiao, Zhijie
11
Corradi, Valentina
10
Hong, Yongmiao
10
Hsiao, Cheng
10
Whang, Yoon-jae
10
Dufour, Jean-Marie
9
Li, Qi
9
Lütkepohl, Helmut
9
Maasoumi, Esfandiar
9
Robinson, Peter M.
9
Sentana, Enrique
9
Taylor, Robert
9
Tsionas, Efthymios G.
9
Baltagi, Badi H.
8
Barnett, William A.
8
Dijk, Herman K. van
8
Hidalgo, Javier
8
Kohn, Robert
8
Kumbhakar, Subal
8
Lewbel, Arthur
8
Magnus, Jan R.
8
Ng, Serena
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
7,196
Working paper / National Bureau of Economic Research, Inc.
6,809
NBER Working Paper
6,480
Economics letters
5,329
European journal of operational research : EJOR
5,113
Discussion paper / Centre for Economic Policy Research
4,609
CESifo working papers
3,671
Journal of economic theory
2,902
Working paper
2,852
Journal of economic dynamics & control
2,516
Discussion paper / Tinbergen Institute
2,400
The American economic review
2,396
Computers & operations research : and their applications to problems of world concern ; an international journal
2,345
Journal of economic behavior & organization : JEBO
2,255
Discussion paper series / IZA
2,234
Europäische Hochschulschriften / 5
2,203
International journal of production research
1,958
European economic review : EER
1,933
CESifo Working Paper
1,879
SpringerLink / Bücher
1,870
Games and economic behavior
1,863
Discussion paper
1,834
Economic theory : official journal of the Society for the Advancement of Economic Theory
1,816
The economic journal : the journal of the Royal Economic Society
1,801
Journal of public economics
1,768
Economic modelling
1,761
Journal of banking & finance
1,728
Discussion paper / Center for Economic Research, Tilburg University
1,687
Applied economics
1,676
CESifo Working Paper Series
1,596
Management science : journal of the Institute for Operations Research and the Management Sciences
1,574
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
1,512
IZA Discussion Paper
1,504
Journal of monetary economics
1,448
IMF working papers
1,444
Discussion papers / CEPR
1,407
Public choice
1,392
International economic review
1,374
Social choice and welfare
1,317
more ...
less ...
Source
All
ECONIS (ZBW)
1,642
Showing
1
-
10
of
1,642
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Multivariate locationscale mixtures of normals and meanvarianceskewness portfolio allocation
Mencía, Javier
;
Sentana, Enrique
- In:
Journal of econometrics
153
(
2009
)
2
,
pp. 105-121
Persistent link: https://www.econbiz.de/10003920279
Saved in:
2
Quantile cointegrating regression
Xiao, Zhijie
- In:
Journal of econometrics
150
(
2009
)
2
,
pp. 248-260
Persistent link: https://www.econbiz.de/10003858602
Saved in:
3
Risks of large portfolios
Fan, Jianqing
;
Liao, Yuan
;
Shi, Xiaofeng
- In:
Journal of econometrics
186
(
2015
)
2
,
pp. 367-387
Persistent link: https://www.econbiz.de/10011349458
Saved in:
4
What is the chance that the equity premium varies over time? : evidence from regressions on the dividend-price ratio
Wachter, Jessica
;
Warusawitharana, Missaka
- In:
Journal of econometrics
186
(
2015
)
1
,
pp. 74-93
Persistent link: https://www.econbiz.de/10011349544
Saved in:
5
Distributional properties of portfolio weights
Okhrin, Yarema
;
Schmid, Wolfgang
- In:
Journal of econometrics
134
(
2006
)
1
,
pp. 235-256
Persistent link: https://www.econbiz.de/10003368426
Saved in:
6
Economic tracking portfolios
Lamont, Owen A.
- In:
Journal of econometrics
105
(
2001
)
1
,
pp. 161-184
Persistent link: https://www.econbiz.de/10001617161
Saved in:
7
Subsampling the distribution of diverging statistics with applications to finance
Bertail, Patrice
;
Häfke, Christian
;
Politis, Dimitris N.
; …
- In:
Journal of econometrics
120
(
2004
)
2
,
pp. 295-326
Persistent link: https://www.econbiz.de/10002028637
Saved in:
8
Factor representing portfolios in large asset markets
Sentana, Enrique
- In:
Journal of econometrics
119
(
2004
)
2
,
pp. 257-289
Persistent link: https://www.econbiz.de/10001956189
Saved in:
9
The demand for risky assets : sample selection and household portfolios
Perraudin, William R. M.
;
Sørensen, Bent E.
- In:
Journal of econometrics
97
(
2000
)
1
,
pp. 117-144
Persistent link: https://www.econbiz.de/10001487321
Saved in:
10
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:
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...
//-->