//--> //--> //--> //-->
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
Yield curve modelling
Similar by subject
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Capital income
137
Kapitaleinkommen
137
Theorie
80
Theory
80
Volatility
73
Volatilität
73
Estimation
56
Schätzung
56
Estimation theory
55
Schätztheorie
55
Forecasting model
49
Prognoseverfahren
49
Börsenkurs
44
Share price
44
Time series analysis
40
Zeitreihenanalyse
40
Portfolio selection
30
Portfolio-Management
30
Ökonometrisches Modell
27
Econometric model
26
Risikomanagement
25
Risk management
25
ARCH model
22
ARCH-Modell
22
CAPM
22
Stochastic process
22
Stochastischer Prozess
22
Regression analysis
21
Regressionsanalyse
21
Risikomaß
20
Risk measure
20
Correlation
19
Korrelation
19
Statistical distribution
17
Statistische Verteilung
17
Market microstructure
16
Marktmikrostruktur
16
Risikoprämie
16
Risk premium
16
High-frequency data
15
more ...
less ...
Online availability
All
Undetermined
104
Type of publication
All
Article
180
Book / Working Paper
22
Type of publication (narrower categories)
All
Article in journal
190
Aufsatz in Zeitschrift
190
Collection of articles of several authors
8
Sammelwerk
8
Konferenzschrift
5
Conference proceedings
3
Festschrift
3
Aufsatzsammlung
2
Conference paper
1
Konferenzbeitrag
1
more ...
less ...
Language
All
English
201
Undetermined
1
Author
All
Todorov, Viktor
9
Bollerslev, Tim
8
Mykland, Per A.
7
Andersen, Torben
6
Tauchen, George Eugene
6
Xiu, Dacheng
6
Meddahi, Nour
5
Bandi, Federico M.
4
Demetrescu, Matei
4
Diebold, Francis X.
4
Garcia, René
4
Patton, Andrew J.
4
Renault, Eric
4
Rodrigues, Paulo M. M.
4
Shephard, Neil G.
4
Taylor, Robert
4
Timmermann, Allan
4
Zhang, Zhengjun
4
Aït-Sahalia, Yacine
3
Chen, Rong
3
Li, Yingying
3
Linton, Oliver
3
McAleer, Michael
3
Almeida, Caio
2
Asai, Manabu
2
Bekaert, Geert
2
Bierens, Herman J.
2
Chang, Chia-Lin
2
Chen, Rui
2
Christensen, Jens H. E.
2
Engle, Robert F.
2
Fan, Jianqing
2
Georgiev, Iliyan
2
Ghysels, Eric
2
Hautsch, Nikolaus
2
Hong, Yongmiao
2
Hsiao, Cheng
2
Lee, Lung-fei
2
Li, Canlin
2
Li, Jia
2
more ...
less ...
Institution
All
Conference on Realized Volatility <2006, Montréal>
1
Published in...
All
Journal of econometrics
Finance research letters
887
NBER working paper series
847
Working paper / National Bureau of Economic Research, Inc.
823
Journal of banking & finance
822
SpringerLink / Bücher
814
NBER Working Paper
642
International review of financial analysis
627
Journal of financial economics
543
Pacific-Basin finance journal
440
The journal of finance : the journal of the American Finance Association
431
International review of economics & finance : IREF
422
Journal of empirical finance
414
Applied economics
399
Discussion paper / Centre for Economic Policy Research
399
Applied financial economics
380
Europäische Hochschulschriften / 5
374
Applied economics letters
340
Research in international business and finance
339
The review of financial studies
329
Journal of risk and financial management : JRFM
326
The European journal of finance
317
The North American journal of economics and finance : a journal of financial economics studies
310
Risks : open access journal
308
Energy economics
304
Journal of international financial markets, institutions & money
301
Review of quantitative finance and accounting
293
Journal of financial and quantitative analysis : JFQA
288
Journal of risk management in financial institutions
279
Springer eBook Collection
279
Management science : journal of the Institute for Operations Research and the Management Sciences
273
Insurance / Mathematics & economics
268
Economic modelling
266
European journal of operational research : EJOR
264
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
248
International journal of production research
245
Working paper
238
Discussion paper
236
Economics letters
231
International journal of economics and finance
223
more ...
less ...
Source
All
ECONIS (ZBW)
190
USB Cologne (EcoSocSci)
12
Showing
1
-
10
of
202
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Econometric modelling in finance and risk management : an overview
Gao, Jiti
(
contributor
)
-
2008
Persistent link: https://www.econbiz.de/10003783777
Saved in:
2
Augmented factor models with applications to validating market risk factors and forecasting bond risk premia
Fan, Jianqing
;
Ke, Yuan
;
Liao, Yuan
- In:
Journal of econometrics
222
(
2021
)
1,2
,
pp. 269-294
Persistent link: https://www.econbiz.de/10012619418
Saved in:
3
Real-time Bayesian learning and bond return predictability
Wan, Runqing
;
Fulop, Andras
;
Li, Junye
- In:
Journal of econometrics
230
(
2022
)
1
,
pp. 114-130
Persistent link: https://www.econbiz.de/10013441922
Saved in:
4
Are bond returns predictable with real-time macro data?
Huang, Dashan
;
Jiang, Fuwei
;
Li, Kunpeng
;
Tong, Guoshi
; …
- In:
Journal of econometrics
237
(
2023
)
2,3
,
pp. 1-20
Persistent link: https://www.econbiz.de/10014471827
Saved in:
5
Bad environments, good environments : a non-Gaussian asymmetric volatility model
Bekaert, Geert
;
Engstrom, Eric
;
Ermolov, Andrey
- In:
Journal of econometrics
186
(
2015
)
1
,
pp. 258-275
Persistent link: https://www.econbiz.de/10011349501
Saved in:
6
Modeling maxima with autoregressive conditional Fréchet model
Zhao, Zifeng
;
Zhang, Zhengjun
;
Chen, Rong
- In:
Journal of econometrics
207
(
2018
)
2
,
pp. 325-351
Persistent link: https://www.econbiz.de/10012116357
Saved in:
7
Efficient estimation of high-dimensional dynamic covariance by risk factor mapping : applications for financial risk management
So, Mike Ka-pui
;
Chan, Thomas W. C.
;
Chu, Amanda M. Y.
- In:
Journal of econometrics
227
(
2022
)
1
,
pp. 151-167
Persistent link: https://www.econbiz.de/10013441642
Saved in:
8
Granger causality and the sampling of economic processes
MacCrorie, J. Roderick
;
Chambers, Marcus J.
- In:
Journal of econometrics
132
(
2006
)
2
,
pp. 311-336
Persistent link: https://www.econbiz.de/10003348756
Saved in:
9
Simulation based selection of competing structural econometric models
Li, Tong
- In:
Journal of econometrics
148
(
2009
)
2
,
pp. 114-123
Persistent link: https://www.econbiz.de/10003833747
Saved in:
10
Identification of peer effects through social networks
Bramoullé, Yann
;
Djebbari, Habiba
;
Fortin, Bernard
- In:
Journal of econometrics
150
(
2009
)
1
,
pp. 41-55
Persistent link: https://www.econbiz.de/10003847504
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...
//-->