//--> //--> //--> //-->
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
Digital Portfolio Theory : Por...
Similar by subject
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Theorie
1,645
Theory
1,645
Estimation theory
414
Schätztheorie
414
Time series analysis
346
Zeitreihenanalyse
346
Estimation
193
Schätzung
193
Nichtparametrisches Verfahren
155
Nonparametric statistics
155
Forecasting model
152
Prognoseverfahren
152
Volatility
151
Volatilität
151
Statistical test
138
Statistischer Test
138
Regression analysis
122
Regressionsanalyse
122
Stochastic process
116
Stochastischer Prozess
116
Panel
97
Panel study
97
USA
95
United States
95
Bayes-Statistik
92
Bayesian inference
92
Statistical distribution
91
Statistische Verteilung
91
CAPM
87
Ökonometrie
87
Econometrics
85
Method of moments
85
Momentenmethode
85
Monte Carlo simulation
80
Monte-Carlo-Simulation
80
Capital income
79
Kapitaleinkommen
79
Markov chain
74
Markov-Kette
74
Cointegration
72
more ...
less ...
Online availability
All
Undetermined
427
Free
10
Type of publication
All
Article
1,693
Book / Working Paper
37
Type of publication (narrower categories)
All
Article in journal
1,708
Aufsatz in Zeitschrift
1,708
Collection of articles of several authors
50
Sammelwerk
50
Konferenzschrift
16
Conference proceedings
13
Festschrift
9
Conference paper
6
Konferenzbeitrag
6
Aufsatzsammlung
5
Systematic review
3
Übersichtsarbeit
3
Bibliografie enthalten
1
Bibliography included
1
more ...
less ...
Language
All
English
1,730
Author
All
Phillips, Peter C. B.
37
Linton, Oliver
17
Yu, Jun
17
Koop, Gary
16
Lee, Lung-fei
16
Swanson, Norman R.
16
Ghysels, Eric
15
Gouriéroux, Christian
15
Pesaran, M. Hashem
14
Granger, C. W. J.
13
Aït-Sahalia, Yacine
12
Diebold, Francis X.
12
McAleer, Michael
12
Renault, Eric
12
Schmidt, Peter
12
Timmermann, Allan
12
Chib, Siddhartha
11
Steel, Mark F. J.
11
Xiao, Zhijie
11
Corradi, Valentina
10
Hong, Yongmiao
10
Hsiao, Cheng
10
Maasoumi, Esfandiar
10
Tauchen, George Eugene
10
Whang, Yoon-jae
10
Bollerslev, Tim
9
Dufour, Jean-Marie
9
Li, Qi
9
Lütkepohl, Helmut
9
Ng, Serena
9
Robinson, Peter M.
9
Sentana, Enrique
9
Taylor, Robert
9
Tsionas, Efthymios G.
9
Bai, Jushan
8
Baltagi, Badi H.
8
Barnett, William A.
8
Chen, Xiaohong
8
Dijk, Herman K. van
8
Hidalgo, Javier
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
7,665
Working paper / National Bureau of Economic Research, Inc.
7,164
NBER Working Paper
6,811
Economics letters
5,649
European journal of operational research : EJOR
5,203
Discussion paper / Centre for Economic Policy Research
4,765
CESifo working papers
3,890
Working paper
3,097
Journal of economic theory
2,978
Journal of economic dynamics & control
2,597
Discussion paper / Tinbergen Institute
2,512
The American economic review
2,458
Discussion paper series / IZA
2,383
Journal of economic behavior & organization : JEBO
2,351
Computers & operations research : and their applications to problems of world concern ; an international journal
2,349
Europäische Hochschulschriften / 5
2,220
CESifo Working Paper
2,129
European economic review : EER
2,029
International journal of production research
2,023
Discussion paper
1,969
Journal of banking & finance
1,938
SpringerLink / Bücher
1,938
Economic modelling
1,893
Games and economic behavior
1,886
Applied economics
1,883
The economic journal : the journal of the Royal Economic Society
1,838
Economic theory : official journal of the Society for the Advancement of Economic Theory
1,832
Journal of public economics
1,810
CESifo Working Paper Series
1,761
Management science : journal of the Institute for Operations Research and the Management Sciences
1,711
Discussion paper / Center for Economic Research, Tilburg University
1,698
IZA Discussion Paper
1,597
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
1,558
IMF working papers
1,543
Discussion papers / CEPR
1,518
Journal of monetary economics
1,498
Finance research letters
1,437
Public choice
1,403
International economic review
1,402
more ...
less ...
Source
All
ECONIS (ZBW)
1,730
Showing
1
-
10
of
1,730
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
ß in the tails
Bandi, Federico M.
;
Renò, Roberto
- In:
Journal of econometrics
227
(
2022
)
1
,
pp. 134-150
Persistent link: https://www.econbiz.de/10013441641
Saved in:
2
Jumps and betas : a new framework for disentangling and estimating systematic risks
Todorov, Viktor
;
Bollerslev, Tim
- In:
Journal of econometrics
157
(
2010
)
2
,
pp. 220-235
Persistent link: https://www.econbiz.de/10008663039
Saved in:
3
Residual
risk
revisited
Lehmann, Bruce Neal
- In:
Journal of econometrics
45
(
1990
)
1
,
pp. 71-92
Persistent link: https://www.econbiz.de/10001332079
Saved in:
4
Efficient estimation of high-dimensional dynamic covariance by
risk
factor mapping : applications for financial
risk
management
So, Mike Ka-pui
;
Chan, Thomas W. C.
;
Chu, Amanda M. Y.
- In:
Journal of econometrics
227
(
2022
)
1
,
pp. 151-167
Persistent link: https://www.econbiz.de/10013441642
Saved in:
5
Realized regression with asynchronous and noisy high frequency and high dimensional data
Chen, Dachuan
;
Mykland, Per A.
;
Zhang, Lan
- In:
Journal of econometrics
239
(
2024
)
2
,
pp. 1-20
Persistent link: https://www.econbiz.de/10015074483
Saved in:
6
High-frequency factor models and regressions
Aït-Sahalia, Yacine
;
Kalnina, Ilze
;
Xiu, Dacheng
- In:
Journal of econometrics
216
(
2020
)
1
,
pp. 86-105
Persistent link: https://www.econbiz.de/10012439640
Saved in:
7
Nonparametric
risk
management and implied
risk
aversion
Aït-Sahalia, Yacine
;
Lo, Andrew W.
- In:
Journal of econometrics
94
(
2000
)
1/2
,
pp. 9-51
Persistent link: https://www.econbiz.de/10001437741
Saved in:
8
Large-scale portfolio allocation under transaction costs and model uncertainty
Hautsch, Nikolaus
;
Voigt, Stefan
- In:
Journal of econometrics
212
(
2019
)
1
,
pp. 221-240
Persistent link: https://www.econbiz.de/10012303923
Saved in:
9
Robust inference of risks of large portfolios
Fan, Jianqing
;
Han, Fang
;
Liu, Han
;
Vickers, Byron
- In:
Journal of econometrics
194
(
2016
)
2
,
pp. 298-308
Persistent link: https://www.econbiz.de/10011705149
Saved in:
10
Factor investing : a Bayesian hierarchical approach
Feng, Guanhao
;
He, Jingyu
- In:
Journal of econometrics
230
(
2022
)
1
,
pp. 183-200
Persistent link: https://www.econbiz.de/10013441934
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...
//-->