//--> //--> //--> //-->
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
An AI approach to measuring fi...
Similar by subject
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Estimation
499
Schätzung
495
Estimation theory
245
Schätztheorie
245
Theorie
193
Theory
193
Time series analysis
122
Zeitreihenanalyse
122
Nichtparametrisches Verfahren
116
Nonparametric statistics
116
Volatility
110
Volatilität
110
Panel
101
Panel study
101
Regression analysis
88
Regressionsanalyse
88
Forecasting model
75
Prognoseverfahren
75
Capital income
58
Kapitaleinkommen
58
Börsenkurs
57
Share price
57
USA
56
United States
56
Stochastic process
49
Stochastischer Prozess
49
Factor analysis
42
Faktorenanalyse
42
Panel data
41
Statistical distribution
40
Statistische Verteilung
40
ARCH model
37
ARCH-Modell
37
Statistical test
37
Statistischer Test
37
Bayes-Statistik
34
Bayesian inference
34
Causality analysis
32
Kausalanalyse
32
Measurement
29
more ...
less ...
Online availability
All
Undetermined
330
Free
9
Type of publication
All
Article
539
Book / Working Paper
6
Type of publication (narrower categories)
All
Article in journal
543
Aufsatz in Zeitschrift
543
Conference paper
10
Konferenzbeitrag
10
Collection of articles of several authors
6
Sammelwerk
6
Language
All
English
545
Author
All
Todorov, Viktor
15
Bollerslev, Tim
9
Linton, Oliver
9
Tauchen, George Eugene
9
Phillips, Peter C. B.
8
Su, Liangjun
8
Gao, Jiti
7
Koop, Gary
7
Ghysels, Eric
6
Li, Jia
6
Sasaki, Yuya
6
Andersen, Torben
5
Aït-Sahalia, Yacine
5
Francq, Christian
5
Heckman, James J.
5
Hong, Yongmiao
5
Kim, Donggyu
5
Lu, Xun
5
Patton, Andrew J.
5
Zakoïan, Jean-Michel
5
Zhang, Zhengjun
5
Bai, Jushan
4
Baltagi, Badi H.
4
Callaway, Brantly
4
Diebold, Francis X.
4
Fan, Jianqing
4
Gouriéroux, Christian
4
Han, Xu
4
Hsiao, Cheng
4
Hsu, Yu-Chin
4
Hu, Yingyao
4
Li, Kunpeng
4
Maasoumi, Esfandiar
4
McAleer, Michael
4
Park, Joon Y.
4
Pesaran, M. Hashem
4
Schmidt, Peter
4
Shin, Yongcheol
4
Slottje, Daniel Jonathan
4
Wang, Fa
4
more ...
less ...
Published in...
All
Journal of econometrics
Discussion paper series / IZA
3,473
Working paper / National Bureau of Economic Research, Inc.
2,940
NBER working paper series
2,861
NBER Working Paper
2,474
IZA Discussion Papers
2,237
Applied economics
1,894
MPRA Paper
1,816
CESifo working papers
1,788
IZA Discussion Paper
1,714
Discussion paper / Centre for Economic Policy Research
1,524
Applied economics letters
1,286
Working paper
1,208
CESifo Working Paper
1,164
Working Paper
1,001
Discussion paper
990
Economic modelling
925
ECB Working Paper
908
Economics letters
842
CESifo Working Paper Series
798
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
749
Finance research letters
728
NBER Working Papers
714
Journal of banking & finance
708
Discussion paper / Tinbergen Institute
698
ZEW Discussion Papers
680
SpringerLink / Bücher
636
Energy economics
632
ZEW discussion papers
632
IMF Working Paper
597
International review of economics & finance : IREF
574
IMF Staff Country Reports
561
CEPR Discussion Papers
551
Working paper series / European Central Bank
540
Discussion papers / CEPR
537
Discussion papers / Deutsches Institut für Wirtschaftsforschung
505
Journal of international money and finance
496
International review of financial analysis
479
Applied financial economics
467
Working paper series
465
more ...
less ...
Source
All
ECONIS (ZBW)
545
Showing
1
-
10
of
545
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
On the network topology of variance decompositions : measuring the connectedness of financial firms
Diebold, Francis X.
;
Yılmaz, Kamil
- In:
Journal of econometrics
182
(
2014
)
1
,
pp. 119-134
Persistent link: https://www.econbiz.de/10010497110
Saved in:
2
Dynamic semiparametric models for expected shortfall (and Value-at-Risk)
Patton, Andrew J.
;
Ziegel, Johanna F.
;
Chen, Rui
- In:
Journal of econometrics
211
(
2019
)
2
,
pp. 388-413
Persistent link: https://www.econbiz.de/10012303806
Saved in:
3
TENET : Tail-Event driven NETwork risk
Härdle, Wolfgang
;
Wang, Weining
;
Yu, Lining
- In:
Journal of econometrics
192
(
2016
)
2
,
pp. 499-513
Persistent link: https://www.econbiz.de/10011704738
Saved in:
4
ExpectHill
estimation
, extreme risk and heavy tails
Daouia, Abdelaati
;
Girard, Stéphane
;
Stupfler, Gilles
- In:
Journal of econometrics
221
(
2021
)
1
,
pp. 97-117
Persistent link: https://www.econbiz.de/10012618802
Saved in:
5
Introduction to
measurement
with theory
Barnett, William A.
;
Diewert, Walter E.
;
Zellner, Arnold
- In:
Journal of econometrics
161
(
2011
)
1
,
pp. 1-5
Persistent link: https://www.econbiz.de/10009242219
Saved in:
6
Measurement
with theory
Barnett, William A.
(
contributor
)
-
2011
Persistent link: https://www.econbiz.de/10009242418
Saved in:
7
Measuring correlations of integrated but not cointegrated variables : a semiparametric approach
Sun, Yiguo
;
Hsiao, Cheng
;
Li, Qi
- In:
Journal of econometrics
164
(
2011
)
2
,
pp. 252-267
Persistent link: https://www.econbiz.de/10009301926
Saved in:
8
Risk-parameter
estimation
in volatility models
Francq, Christian
;
Zakoïan, Jean-Michel
- In:
Journal of econometrics
184
(
2015
)
1
,
pp. 158-173
Persistent link: https://www.econbiz.de/10011326796
Saved in:
9
A multiple indicators model for volatility using intra-daily data
Engle, Robert F.
;
Gallo, Giampiero M.
- In:
Journal of econometrics
131
(
2006
)
1/2
,
pp. 3-27
Persistent link: https://www.econbiz.de/10003298558
Saved in:
10
Two flexible functional form approaches for approximating the Lorenz curve
Ryu, Hang-keun
- In:
Journal of econometrics
72
(
1996
)
1
,
pp. 251-274
Persistent link: https://www.econbiz.de/10001198016
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...
//-->