//--> //--> //--> //-->
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
Stock prices : insights from b...
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
411
Schätztheorie
411
Time series analysis
355
Zeitreihenanalyse
355
Estimation
205
Schätzung
205
Volatility
177
Volatilität
177
Nichtparametrisches Verfahren
149
Nonparametric statistics
149
Forecasting model
146
Prognoseverfahren
146
Statistical test
130
Statistischer Test
130
Stochastic process
125
Stochastischer Prozess
125
Regression analysis
123
Regressionsanalyse
123
Börsenkurs
105
Share price
104
USA
99
United States
99
Panel
91
Panel study
91
Bayes-Statistik
90
Bayesian inference
90
Statistical distribution
90
Statistische Verteilung
90
Capital income
84
Kapitaleinkommen
84
Ökonometrie
84
Method of moments
83
Momentenmethode
83
Econometrics
82
ARCH model
78
ARCH-Modell
78
Monte Carlo simulation
77
Monte-Carlo-Simulation
77
more ...
less ...
Online availability
All
Undetermined
399
Type of publication
All
Article
1,651
Book / Working Paper
35
Type of publication (narrower categories)
All
Article in journal
1,665
Aufsatz in Zeitschrift
1,665
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
1,685
Undetermined
1
Author
All
Phillips, Peter C. B.
36
Ghysels, Eric
17
Koop, Gary
16
Lee, Lung-fei
16
Swanson, Norman R.
16
Yu, Jun
16
Gouriéroux, Christian
15
Linton, Oliver
15
Pesaran, M. Hashem
14
Tauchen, George Eugene
14
McAleer, Michael
13
Aït-Sahalia, Yacine
12
Diebold, Francis X.
12
Granger, C. W. J.
12
Schmidt, Peter
12
Todorov, Viktor
12
Bollerslev, Tim
11
Chib, Siddhartha
11
Renault, Eric
11
Steel, Mark F. J.
11
Timmermann, Allan
11
Xiao, Zhijie
11
Corradi, Valentina
10
Dufour, Jean-Marie
10
Hsiao, Cheng
10
Taylor, Robert
10
Whang, Yoon-jae
10
Hong, Yongmiao
9
Li, Qi
9
Lütkepohl, Helmut
9
Park, Joon Y.
9
Robinson, Peter M.
9
Tsionas, Efthymios G.
9
Baltagi, Badi H.
8
Barnett, William A.
8
Gallant, A. Ronald
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
7,690
Working paper / National Bureau of Economic Research, Inc.
7,259
NBER Working Paper
6,852
Economics letters
5,508
European journal of operational research : EJOR
5,028
Discussion paper / Centre for Economic Policy Research
4,780
CESifo working papers
3,866
Working paper
2,983
Journal of economic theory
2,917
The American economic review
2,559
Journal of economic dynamics & control
2,489
Discussion paper / Tinbergen Institute
2,462
Journal of economic behavior & organization : JEBO
2,461
Discussion paper series / IZA
2,379
Computers & operations research : and their applications to problems of world concern ; an international journal
2,338
Europäische Hochschulschriften / 5
2,216
SpringerLink / Bücher
2,101
Applied economics
2,007
CESifo Working Paper
2,001
Journal of banking & finance
1,997
European economic review : EER
1,976
Economic modelling
1,954
International journal of production research
1,953
The economic journal : the journal of the Royal Economic Society
1,924
Discussion paper
1,908
Games and economic behavior
1,900
Economic theory : official journal of the Society for the Advancement of Economic Theory
1,828
Journal of public economics
1,772
Management science : journal of the Institute for Operations Research and the Management Sciences
1,750
Discussion paper / Center for Economic Research, Tilburg University
1,706
CESifo Working Paper Series
1,687
Finance research letters
1,644
IZA Discussion Paper
1,581
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
1,539
Applied economics letters
1,529
IMF working papers
1,505
Discussion papers / CEPR
1,449
Journal of monetary economics
1,446
Public choice
1,422
more ...
less ...
Source
All
ECONIS (ZBW)
1,686
Showing
1
-
10
of
1,686
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
The conditional autoregressive Wishart model for multivariate stock market volatility
Golosnoy, Vasyl
;
Gribisch, Bastian
;
Liesenfeld, Roman
- In:
Journal of econometrics
167
(
2012
)
1
,
pp. 211-223
Persistent link: https://www.econbiz.de/10009551424
Saved in:
2
Testing and support recovery of correlation structures for matrix-valued observations with an application to stock market data
Chen, Xin
;
Yang, Dan
;
Yan, Xu
;
Xia, Yin
;
Wang, Dong
; …
- In:
Journal of econometrics
232
(
2023
)
2
,
pp. 544-564
Persistent link: https://www.econbiz.de/10014340639
Saved in:
3
Heterogeneity in households' stock market beliefs : levels, dynamics, and epistemic uncertainty
Gaudecker, Hans-Martin von
;
Wogrolly, Axel
- In:
Journal of econometrics
231
(
2022
)
1
,
pp. 232-247
Persistent link: https://www.econbiz.de/10013441983
Saved in:
4
Moments, shocks and spillovers in Markov-switching VAR models
Kole, Erik
;
Dijk, Dick van
- In:
Journal of econometrics
236
(
2023
)
2
,
pp. 1-26
Persistent link: https://www.econbiz.de/10014365495
Saved in:
5
"Waiting for life to arrive" : a history of the regression-discontinuity design in
psychology
, statistics and
economics
Cook, Thomas D.
- In:
Journal of econometrics
142
(
2008
)
2
,
pp. 636-654
Persistent link: https://www.econbiz.de/10003645618
Saved in:
6
Forecasting multivariate realized stock market volatility
Bauer, Gregory H.
;
Vorkink, Keith
- In:
Journal of econometrics
160
(
2011
)
1
,
pp. 93-101
Persistent link: https://www.econbiz.de/10009242535
Saved in:
7
Climate risks and market efficiency
Hong, Harrison G.
;
Li, Frank Weikai
;
Xu, Jiangmin
- In:
Journal of econometrics
208
(
2019
)
1
,
pp. 265-281
Persistent link: https://www.econbiz.de/10012144990
Saved in:
8
Dynamics and heterogeneity of subjective stock market expectations
Heiss, Florian
;
Hurd, Michael D.
;
Rooij, Maarten van
; …
- In:
Journal of econometrics
231
(
2022
)
1
,
pp. 213-231
Persistent link: https://www.econbiz.de/10013441982
Saved in:
9
Explaining individual response using aggregated data
Dijk, Bram van
;
Paap, Richard
- In:
Journal of econometrics
146
(
2008
)
1
,
pp. 1-9
Persistent link: https://www.econbiz.de/10003778181
Saved in:
10
Fiscal policy and asset markets : a semiparametric analysis
Jansen, Dennis W.
;
Li, Qi
;
Wang, Zijun
;
Yang, Jian
- In:
Journal of econometrics
147
(
2008
)
1
,
pp. 141-150
Persistent link: https://www.econbiz.de/10003783794
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...
//-->