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
Financial contagion and attent...
Similar by subject
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Theorie
1,607
Theory
1,607
Estimation theory
368
Schätztheorie
368
Time series analysis
326
Zeitreihenanalyse
326
Estimation
168
Schätzung
168
Nichtparametrisches Verfahren
140
Nonparametric statistics
140
Forecasting model
128
Prognoseverfahren
128
Statistical test
128
Statistischer Test
128
Volatility
127
Volatilität
127
Regression analysis
114
Regressionsanalyse
114
Stochastic process
106
Stochastischer Prozess
106
USA
94
United States
94
Panel
91
Panel study
91
Bayes-Statistik
88
Bayesian inference
88
Ökonometrie
84
Econometrics
82
Method of moments
81
Momentenmethode
81
Statistical distribution
81
Statistische Verteilung
81
Monte Carlo simulation
76
Monte-Carlo-Simulation
76
Cointegration
72
Kointegration
72
Markov chain
71
Markov-Kette
71
Bootstrap approach
68
Bootstrap-Verfahren
68
more ...
less ...
Online availability
All
Undetermined
351
Type of publication
All
Article
1,581
Book / Working Paper
35
Type of publication (narrower categories)
All
Article in journal
1,597
Aufsatz in Zeitschrift
1,597
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
1,616
Author
All
Phillips, Peter C. B.
36
Gouriéroux, Christian
16
Koop, Gary
16
Lee, Lung-fei
16
Swanson, Norman R.
16
Yu, Jun
16
Linton, Oliver
15
Ghysels, Eric
14
Pesaran, M. Hashem
14
Aït-Sahalia, Yacine
12
Diebold, Francis X.
12
Granger, C. W. J.
12
McAleer, Michael
12
Schmidt, Peter
12
Chib, Siddhartha
11
Renault, Eric
11
Steel, Mark F. J.
11
Xiao, Zhijie
11
Corradi, Valentina
10
Hong, Yongmiao
10
Hsiao, Cheng
10
Timmermann, Allan
10
Whang, Yoon-jae
10
Barnett, William A.
9
Dufour, Jean-Marie
9
Li, Qi
9
Lütkepohl, Helmut
9
Maasoumi, Esfandiar
9
Robinson, Peter M.
9
Taylor, Robert
9
Tsionas, Efthymios G.
9
Baltagi, Badi H.
8
Hidalgo, Javier
8
Kohn, Robert
8
Kumbhakar, Subal
8
Lewbel, Arthur
8
Magnus, Jan R.
8
Ng, Serena
8
Park, Joon Y.
8
Teräsvirta, Timo
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
7,516
Working paper / National Bureau of Economic Research, Inc.
7,080
NBER Working Paper
6,819
Economics letters
5,348
European journal of operational research : EJOR
4,940
Discussion paper / Centre for Economic Policy Research
4,801
CESifo working papers
3,762
Journal of economic theory
2,901
Working paper
2,888
Journal of economic dynamics & control
2,484
The American economic review
2,449
Discussion paper / Tinbergen Institute
2,418
Computers & operations research : and their applications to problems of world concern ; an international journal
2,336
Discussion paper series / IZA
2,294
Journal of economic behavior & organization : JEBO
2,274
Europäische Hochschulschriften / 5
2,162
European economic review : EER
1,972
SpringerLink / Bücher
1,966
CESifo Working Paper
1,950
International journal of production research
1,933
Discussion paper
1,875
Economic modelling
1,873
Games and economic behavior
1,868
The economic journal : the journal of the Royal Economic Society
1,820
Economic theory : official journal of the Society for the Advancement of Economic Theory
1,816
Journal of banking & finance
1,762
Journal of public economics
1,750
Applied economics
1,705
Discussion paper / Center for Economic Research, Tilburg University
1,687
CESifo Working Paper Series
1,670
IMF working papers
1,635
IZA Discussion Paper
1,584
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
1,515
Management science : journal of the Institute for Operations Research and the Management Sciences
1,510
Journal of monetary economics
1,466
Discussion papers / CEPR
1,429
Public choice
1,398
International economic review
1,375
Journal of international economics
1,340
more ...
less ...
Source
All
ECONIS (ZBW)
1,616
Showing
1
-
10
of
1,616
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Network quantile autoregression
Zhu, Xuening
;
Wang, Weining
;
Wang, Hansheng
;
Härdle, …
- In:
Journal of econometrics
212
(
2019
)
1
,
pp. 345-358
Persistent link: https://www.econbiz.de/10012303979
Saved in:
2
Pricing default events : surprise, exogeneity and contagion
Gouriéroux, Christian
;
Monfort, Alain
;
Renne, Jean-Paul
- In:
Journal of econometrics
182
(
2014
)
2
,
pp. 397-411
Persistent link: https://www.econbiz.de/10010497742
Saved in:
3
Volatility contagion : a range-based volatility approach
Chiang, Min-Hsien
;
Wang, Li-min
- In:
Journal of econometrics
165
(
2011
)
2
,
pp. 175-189
Persistent link: https://www.econbiz.de/10009409692
Saved in:
4
Tail event driven networks of SIFIs
Chen, Yi-Hsuan
;
Härdle, Wolfgang
;
Okhrin, Yarema
- In:
Journal of econometrics
208
(
2019
)
1
,
pp. 282-298
Persistent link: https://www.econbiz.de/10012144998
Saved in:
5
Dynamic prediction pools : an investigation of financial frictions and forecasting performance
Del Negro, Marco
;
Hasegawa, Raiden B.
;
Schorfheide, Frank
- In:
Journal of econometrics
192
(
2016
)
2
,
pp. 391-405
Persistent link: https://www.econbiz.de/10011704724
Saved in:
6
Spillover dynamics for systemic risk measurement using spatial financial time series models
Blasques, Francisco
;
Koopman, Siem Jan
;
Lucas, André
; …
- In:
Journal of econometrics
195
(
2016
)
2
,
pp. 211-223
Persistent link: https://www.econbiz.de/10011705251
Saved in:
7
Testing for self-excitation in jumps
Boswijk, Herman Peter
;
Laeven, Roger J. A.
;
Yang, Xiye
- In:
Journal of econometrics
203
(
2018
)
2
,
pp. 256-266
Persistent link: https://www.econbiz.de/10011974668
Saved in:
8
Post-'87 crash fears in the S&P 500 futures option market
Bates, David S.
- In:
Journal of econometrics
94
(
2000
)
1/2
,
pp. 181-238
Persistent link: https://www.econbiz.de/10001437755
Saved in:
9
Modeling systemic risk with Markov Switching Graphical SUR models
Bianchi, Daniele
;
Billio, Monica
;
Casarin, Roberto
; …
- In:
Journal of econometrics
210
(
2019
)
1
,
pp. 58-74
Persistent link: https://www.econbiz.de/10012303377
Saved in:
10
The drift burst hypothesis
Christensen, Kim
;
Oomen, Roel
;
Renò, Roberto
- In:
Journal of econometrics
227
(
2022
)
2
,
pp. 461-497
Persistent link: https://www.econbiz.de/10013442150
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...
