//--> //--> //--> //-->
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
Consumption-Investment Optimiz...
Similar by subject
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Stochastic process
219
Stochastischer Prozess
219
Theorie
156
Theory
156
Volatility
134
Volatilität
134
Estimation theory
91
Schätztheorie
91
Time series analysis
77
Zeitreihenanalyse
77
Option pricing theory
66
Optionspreistheorie
66
Estimation
65
Schätzung
65
Portfolio selection
64
Portfolio-Management
64
Capital income
43
Kapitaleinkommen
43
ARCH model
41
ARCH-Modell
41
Nichtparametrisches Verfahren
40
Nonparametric statistics
40
Statistical distribution
40
Statistische Verteilung
40
Börsenkurs
33
Share price
33
Stochastic volatility
30
Forecasting model
27
Prognoseverfahren
27
Bayes-Statistik
26
Bayesian inference
26
Statistical test
25
Statistischer Test
25
Mathematical programming
21
Mathematische Optimierung
21
Bootstrap approach
19
Bootstrap-Verfahren
19
CAPM
19
Derivat
18
Derivative
18
more ...
less ...
Online availability
All
Undetermined
161
Type of publication
All
Article
335
Book / Working Paper
2
Type of publication (narrower categories)
All
Article in journal
336
Aufsatz in Zeitschrift
336
Collection of articles of several authors
2
Sammelwerk
2
Conference paper
1
Conference proceedings
1
Konferenzbeitrag
1
Konferenzschrift
1
more ...
less ...
Language
All
English
337
Author
All
Todorov, Viktor
12
Tauchen, George Eugene
10
Phillips, Peter C. B.
9
Aït-Sahalia, Yacine
7
McAleer, Michael
7
Xiu, Dacheng
7
Bollerslev, Tim
6
Linton, Oliver
6
Yu, Jun
6
Zakoïan, Jean-Michel
6
Francq, Christian
5
Park, Joon Y.
5
Sentana, Enrique
5
Asai, Manabu
4
Chang, Chia-Lin
4
Gallant, A. Ronald
4
Gouriéroux, Christian
4
Lieberman, Offer
4
Renault, Eric
4
Shephard, Neil G.
4
Amengual, Dante
3
Andersen, Torben
3
Arvanitis, Stelios
3
Bondarenko, Oleg
3
Carriero, Andrea
3
Chan, Joshua
3
Clark, Todd E.
3
Dufour, Jean-Marie
3
Fan, Jianqing
3
Garcia, René
3
Ghysels, Eric
3
Gonzalo, Jesús
3
Hafner, Christian M.
3
Hansen, Lars Peter
3
Horváth, Lajos
3
Jin, Sainan
3
Li, Jia
3
Ling, Shiqing
3
Marcellino, Massimiliano
3
Monfort, Alain
3
more ...
less ...
Published in...
All
Journal of econometrics
European journal of operational research : EJOR
3,103
Computers & operations research : and their applications to problems of world concern ; an international journal
1,496
International journal of production research
993
Journal of banking & finance
838
NBER working paper series
793
Operations research letters
792
MPRA Paper
780
International journal of theoretical and applied finance
747
Insurance / Mathematics & economics
652
Working paper / National Bureau of Economic Research, Inc.
641
Finance research letters
623
Journal of economic dynamics & control
550
NBER Working Paper
544
Operations research
544
Mathematics of operations research
525
Finance and stochastics
510
Management science : journal of the Institute for Operations Research and the Management Sciences
507
International journal of production economics
492
NBER Working Papers
472
Research paper series / Swiss Finance Institute
463
Mathematical finance : an international journal of mathematics, statistics and financial theory
452
Discussion paper / Tinbergen Institute
448
SpringerLink / Bücher
440
Working Paper
438
Quantitative finance
427
INFORMS journal on computing : JOC
422
Journal of financial economics
388
The journal of futures markets
384
International review of financial analysis
360
Risks : open access journal
351
Transportation research / E : an international journal
350
Omega : the international journal of management science
349
The journal of finance : the journal of the American Finance Association
346
Mathematical methods of operations research
344
Working paper
335
Applied mathematical finance
333
Computational economics
332
Economics letters
324
Swiss Finance Institute Research Paper
321
more ...
less ...
Source
All
ECONIS (ZBW)
337
Showing
1
-
10
of
337
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
A Gaussian approximation scheme for computation of option prices in stochastic volatility models
Cheng, Ai-ru Meg
;
Gallant, A. Ronald
;
Ji, Chuanshu
; …
- In:
Journal of econometrics
146
(
2008
)
1
,
pp. 44-58
Persistent link: https://www.econbiz.de/10003778206
Saved in:
2
Nonparametric inference of discretely sampled stable Lévy processes
Zhao, Zhibiao
;
Wu, Wei Biao
- In:
Journal of econometrics
153
(
2009
)
1
,
pp. 83-92
Persistent link: https://www.econbiz.de/10003892656
Saved in:
3
Econometric specification of stochastic discount factor models
Gouriéroux, Christian
;
Monfort, Alain
- In:
Journal of econometrics
136
(
2007
)
2
,
pp. 509-530
Persistent link: https://www.econbiz.de/10003412662
Saved in:
4
Realized Laplace transforms for estimation of jump diffusive volatility models
Todorov, Viktor
;
Tauchen, George Eugene
;
Grynkiv, Iaryna
- In:
Journal of econometrics
164
(
2011
)
2
,
pp. 367-381
Persistent link: https://www.econbiz.de/10009301899
Saved in:
5
Variance trading and market price of variance risk
Bondarenko, Oleg
- In:
Journal of econometrics
180
(
2014
)
1
,
pp. 81-97
Persistent link: https://www.econbiz.de/10010379480
Saved in:
6
Hermite polynomial based expansion of European option prices
Xiu, Dacheng
- In:
Journal of econometrics
179
(
2014
)
2
,
pp. 158-177
Persistent link: https://www.econbiz.de/10010372651
Saved in:
7
Exponential stock models driven by tempered stable processes
Küchler, Uwe
;
Tappe, Stefan
- In:
Journal of econometrics
181
(
2014
)
1
,
pp. 53-63
Persistent link: https://www.econbiz.de/10010473381
Saved in:
8
Time-varying jump tails
Bollerslev, Tim
;
Todorov, Viktor
- In:
Journal of econometrics
183
(
2014
)
2
,
pp. 168-180
Persistent link: https://www.econbiz.de/10010506069
Saved in:
9
Learning, confidence, and option prices
Shaliastovich, Ivan
- In:
Journal of econometrics
187
(
2015
)
1
,
pp. 18-42
Persistent link: https://www.econbiz.de/10011498730
Saved in:
10
Quanto option pricing in the presence of fat tails and asymmetric dependence
Kim, Young Shin
;
Lee, Jaesung
;
Mittnik, Stefan
;
Park, Jiho
- In:
Journal of econometrics
187
(
2015
)
2
,
pp. 512-520
Persistent link: https://www.econbiz.de/10011499753
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...
//-->