//--> //--> //--> //-->
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
Asymmetry in Tail Dependence o...
Similar by subject
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Ökonometrie
160
Econometrics
130
Theorie
119
Theory
119
Portfolio selection
64
Portfolio-Management
64
Estimation theory
42
Schätztheorie
42
Capital income
29
Kapitaleinkommen
29
Forecasting model
20
Prognoseverfahren
20
Zeitreihenanalyse
20
Estimation
19
Schätzung
19
Volatility
19
Volatilität
19
Time series analysis
18
Statistik
17
CAPM
14
Modelle
14
Nichtparametrisches Verfahren
14
Nonparametric statistics
14
Risiko
13
Risikomaß
13
Risk
13
Risk measure
13
Correlation
12
Korrelation
12
Statistical distribution
12
Statistische Verteilung
12
Risikomanagement
10
Risk management
10
Statistical theory
10
Statistische Methodenlehre
10
ARCH model
9
ARCH-Modell
9
Analysis of variance
9
Spezifikation
9
Varianzanalyse
9
more ...
less ...
Online availability
All
Undetermined
62
Type of publication
All
Article
186
Book / Working Paper
44
Journal
1
Type of publication (narrower categories)
All
Article in journal
197
Aufsatz in Zeitschrift
197
Collection of articles of several authors
44
Sammelwerk
44
Konferenzschrift
14
Festschrift
12
Conference proceedings
11
Aufsatzsammlung
5
Systematic review
2
Übersichtsarbeit
2
Bibliografie enthalten
1
Bibliography included
1
Conference paper
1
Konferenzbeitrag
1
more ...
less ...
Language
All
English
218
Undetermined
13
Author
All
Ghysels, Eric
7
Hsiao, Cheng
6
Dijk, Herman K. van
5
Hong, Yongmiao
5
McAleer, Michael
5
Sentana, Enrique
5
Aigner, Dennis J.
4
Bauwens, Luc
4
Cai, Zongwu
4
Dufour, Jean-Marie
4
Fan, Jianqing
4
Granger, C. W. J.
4
Zakoïan, Jean-Michel
4
Zellner, Arnold
4
Barnett, William A.
3
Basmann, Robert L.
3
Boswijk, Herman Peter
3
Chang, Chia-Lin
3
Elliott, Graham
3
Golan, Amos
3
Hu, Yingyao
3
Li, Qi
3
Linton, Oliver
3
Maasoumi, Esfandiar
3
Renault, Eric
3
Scaillet, Olivier
3
Sickles, Robin C.
3
Veredas, David
3
White, Halbert
3
Xiu, Dacheng
3
Amemiya, Takeshi
2
Arvanitis, Stelios
2
Aït-Sahalia, Yacine
2
Bhargava, Alok
2
Bierens, Herman J.
2
Chamberlain, Gary
2
Diebold, Francis X.
2
Diewert, Walter E.
2
Francq, Christian
2
Geweke, John
2
more ...
less ...
Institution
All
(EC)2 Conference <1, 1990; 2, 1991>
1
Econometrisch Instituut <Rotterdam>
1
International Symposium on Econometrics of Specification Test in 30 Years <2010, Xiamen>
1
Published in...
All
Journal of econometrics
MPRA Paper
1,508
Working Paper
845
NBER Working Papers
801
NBER working paper series
762
ECB Working Paper
748
Working paper / National Bureau of Economic Research, Inc.
605
Journal of banking & finance
598
CESifo Working Paper
527
CEPR Discussion Papers
500
NBER Working Paper
490
Research paper series / Swiss Finance Institute
488
CESifo working papers
453
Finance research letters
448
European journal of operational research : EJOR
410
Discussion paper / Tinbergen Institute
399
Insurance / Mathematics & economics
385
CESifo Working Paper Series
371
Swiss Finance Institute Research Paper
342
Working paper series / European Central Bank
335
Tinbergen Institute Discussion Paper
326
International review of financial analysis
311
The review of financial studies
309
Working paper
307
Journal of financial economics
302
Discussion paper
296
Discussion paper / Centre for Economic Policy Research
287
SpringerLink / Bücher
280
The journal of finance : the journal of the American Finance Association
278
Tinbergen Institute Discussion Papers
272
Journal of economic dynamics & control
270
The journal of portfolio management : a publication of Institutional Investor
258
The journal of asset management
256
IMF Working Papers
252
Journal of financial and quantitative analysis : JFQA
252
Journal of risk and financial management : JRFM
246
Economics Papers from University Paris Dauphine
243
Applied economics
241
Journal of empirical finance
240
Management science : journal of the Institute for Operations Research and the Management Sciences
233
more ...
less ...
Source
All
ECONIS (ZBW)
224
USB Cologne (EcoSocSci)
7
Showing
1
-
10
of
231
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
A coupled component DCS-EGARCH model for intraday and overnight volatility
Linton, Oliver
;
Wu, Jianbin
- In:
Journal of econometrics
217
(
2020
)
1
,
pp. 176-201
Persistent link: https://www.econbiz.de/10012482745
Saved in:
2
Annals of applied
econometrics
Amsterdam : North-Holland Publ. Co.
-
1979 - 1983
Persistent link: https://www.econbiz.de/10000361268
Saved in:
3
ARCH models as diffusion approximations
Nelson, Daniel B.
- In:
Journal of econometrics
45
(
1990
)
1
,
pp. 7-38
Persistent link: https://www.econbiz.de/10001332081
Saved in:
4
Nonclassical demand : a model-free examination of price-quantity relations in the Marseille fish market
Härdle, Wolfgang
- In:
Journal of econometrics
67
(
1995
)
1
,
pp. 227-257
Persistent link: https://www.econbiz.de/10001333010
Saved in:
5
On theory testing in
econometrics
: modeling with nonexperimental data
Spanos, Aris
- In:
Journal of econometrics
67
(
1995
)
1
,
pp. 189-226
Persistent link: https://www.econbiz.de/10001333011
Saved in:
6
Comments on testing economic theories and the use of model selection criteria
Granger, C. W. J.
- In:
Journal of econometrics
67
(
1995
)
1
,
pp. 173-187
Persistent link: https://www.econbiz.de/10001333012
Saved in:
7
The significance of testing empirical non-nested models
McAleer, Michael
- In:
Journal of econometrics
67
(
1995
)
1
,
pp. 149-171
Persistent link: https://www.econbiz.de/10001333013
Saved in:
8
Frisch on testing of business cycle theories
Boumans, Marcel
- In:
Journal of econometrics
67
(
1995
)
1
,
pp. 129-147
Persistent link: https://www.econbiz.de/10001333014
Saved in:
9
Empirical model particularities and belief in the natural rate hypothesis
Kim, Jin-bang
- In:
Journal of econometrics
67
(
1995
)
1
,
pp. 81-102
Persistent link: https://www.econbiz.de/10001333016
Saved in:
10
The role of theory in
econometrics
Pesaran, M. Hashem
- In:
Journal of econometrics
67
(
1995
)
1
,
pp. 61-79
Persistent link: https://www.econbiz.de/10001333017
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...
//-->