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
Essays on belief-driven stock...
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
499
Schätztheorie
499
Time series analysis
396
Zeitreihenanalyse
396
Volatility
321
Volatilität
321
Estimation
247
Schätzung
247
Stochastic process
172
Stochastischer Prozess
172
Nichtparametrisches Verfahren
170
Nonparametric statistics
170
Forecasting model
161
Prognoseverfahren
161
Statistical test
142
Statistischer Test
142
Regression analysis
129
Regressionsanalyse
129
Capital income
111
Kapitaleinkommen
111
USA
110
United States
110
Statistical distribution
108
Statistische Verteilung
108
Börsenkurs
105
Share price
104
Bayes-Statistik
102
Bayesian inference
102
ARCH model
101
ARCH-Modell
101
Panel
95
Panel study
95
Method of moments
88
Momentenmethode
88
Ökonometrie
87
Monte Carlo simulation
86
Monte-Carlo-Simulation
86
Econometrics
85
more ...
less ...
Online availability
All
Undetermined
482
Type of publication
All
Article
1,814
Book / Working Paper
38
Type of publication (narrower categories)
All
Article in journal
1,829
Aufsatz in Zeitschrift
1,829
Collection of articles of several authors
51
Sammelwerk
51
Konferenzschrift
17
Conference proceedings
14
Festschrift
9
Conference paper
6
Konferenzbeitrag
6
Aufsatzsammlung
4
Systematic review
3
Übersichtsarbeit
3
Bibliografie enthalten
1
Bibliography included
1
more ...
less ...
Language
All
English
1,850
Undetermined
2
Author
All
Phillips, Peter C. B.
37
Bollerslev, Tim
21
Ghysels, Eric
18
Gouriéroux, Christian
18
Linton, Oliver
18
Swanson, Norman R.
18
Tauchen, George Eugene
18
Todorov, Viktor
18
McAleer, Michael
17
Yu, Jun
17
Aït-Sahalia, Yacine
16
Koop, Gary
16
Lee, Lung-fei
16
Diebold, Francis X.
14
Pesaran, M. Hashem
14
Andersen, Torben
13
Corradi, Valentina
13
Granger, C. W. J.
13
Taylor, Robert
13
Chib, Siddhartha
12
Patton, Andrew J.
12
Renault, Eric
12
Schmidt, Peter
12
Dufour, Jean-Marie
11
Mykland, Per A.
11
Park, Joon Y.
11
Steel, Mark F. J.
11
Timmermann, Allan
11
Xiao, Zhijie
11
Gallant, A. Ronald
10
Hsiao, Cheng
10
Whang, Yoon-jae
10
Xiu, Dacheng
10
Hong, Yongmiao
9
Kohn, Robert
9
Li, Qi
9
Lütkepohl, Helmut
9
Maasoumi, Esfandiar
9
Meddahi, Nour
9
Ng, Serena
9
more ...
less ...
Institution
All
(EC)2 Conference <1, 1990; 2, 1991>
1
Association of Asia-Pacific Business School's Academic Conference <2018, Hongkong>
1
Conference on Realized Volatility <2006, Montréal>
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
more ...
less ...
Published in...
All
Journal of econometrics
NBER working paper series
7,758
Working paper / National Bureau of Economic Research, Inc.
7,308
NBER Working Paper
6,942
Economics letters
5,597
European journal of operational research : EJOR
5,146
Discussion paper / Centre for Economic Policy Research
4,818
CESifo working papers
3,876
Working paper
3,110
Journal of economic theory
2,919
Journal of economic dynamics & control
2,597
Discussion paper / Tinbergen Institute
2,521
The American economic review
2,465
Computers & operations research : and their applications to problems of world concern ; an international journal
2,337
Journal of economic behavior & organization : JEBO
2,312
Discussion paper series / IZA
2,271
Europäische Hochschulschriften / 5
2,209
Journal of banking & finance
2,167
Applied economics
2,143
Economic modelling
2,119
CESifo Working Paper
2,013
European economic review : EER
1,984
International journal of production research
1,953
SpringerLink / Bücher
1,936
Discussion paper
1,897
Finance research letters
1,879
Games and economic behavior
1,864
The economic journal : the journal of the Royal Economic Society
1,833
Economic theory : official journal of the Society for the Advancement of Economic Theory
1,827
Journal of public economics
1,764
Energy economics
1,708
CESifo Working Paper Series
1,706
Management science : journal of the Institute for Operations Research and the Management Sciences
1,702
Discussion paper / Center for Economic Research, Tilburg University
1,693
IMF working papers
1,628
Applied economics letters
1,585
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
1,538
IZA Discussion Paper
1,534
Journal of monetary economics
1,517
Journal of financial economics
1,492
more ...
less ...
Source
All
ECONIS (ZBW)
1,851
USB Cologne (EcoSocSci)
1
Showing
1
-
10
of
1,852
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Intraday cross-sectional distributions of systematic risk
Andersen, Torben
;
Riva, Raul
;
Thyrsgaard, Martin
; …
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 1394-1418
Persistent link: https://www.econbiz.de/10014471397
Saved in:
2
A non-linear dynamic model of the variance risk premium
Eraker, Bjørn
;
Wang, Jiakou
- In:
Journal of econometrics
187
(
2015
)
2
,
pp. 547-556
Persistent link: https://www.econbiz.de/10011499758
Saved in:
3
A multiple regime smooth transition Heterogeneous Autoregressive model for long memory and asymmetries
McAleer, Michael
;
Medeiros, Marcelo C.
- In:
Journal of econometrics
147
(
2008
)
1
,
pp. 104-119
Persistent link: https://www.econbiz.de/10003783790
Saved in:
4
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:
5
Volatillity forecast comparison using imperfect
volatility
proxies
Patton, Andrew J.
- In:
Journal of econometrics
160
(
2011
)
1
,
pp. 246-256
Persistent link: https://www.econbiz.de/10009242521
Saved in:
6
Jump tails, extreme dependencies, and the distribution of stock returns
Bollerslev, Tim
;
Todorov, Viktor
;
Li, Sophia Zhengzi
- In:
Journal of econometrics
172
(
2013
)
2
,
pp. 307-324
Persistent link: https://www.econbiz.de/10009706199
Saved in:
7
Intraday Value-at-Risk : an asymmetric autoregressive conditional duration approach
Liu, Shouwei
;
Tse, Yiu Kuen
- In:
Journal of econometrics
189
(
2015
)
2
,
pp. 437-446
Persistent link: https://www.econbiz.de/10011504612
Saved in:
8
Modeling the interdependence of
volatility
and inter-transaction duration processes
Grammig, Joachim
;
Wellner, Marc
- In:
Journal of econometrics
106
(
2002
)
2
,
pp. 369-400
Persistent link: https://www.econbiz.de/10001638904
Saved in:
9
A causality-in-variance test and its application to financial market prices
Cheung, Yin-Wong
- In:
Journal of econometrics
72
(
1996
)
1
,
pp. 33-48
Persistent link: https://www.econbiz.de/10001198033
Saved in:
10
Volume,
volatility
, and leverage : a dynamic analysis
Tauchen, George Eugene
;
Zhang, Harold
;
Liu, Ming
- In:
Journal of econometrics
74
(
1996
)
1
,
pp. 177-208
Persistent link: https://www.econbiz.de/10001755397
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...
