//--> //--> //--> //-->
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
The Optimal Portfolio Weight f...
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
388
Schätztheorie
388
Time series analysis
328
Zeitreihenanalyse
328
Estimation
176
Schätzung
176
Nichtparametrisches Verfahren
143
Nonparametric statistics
143
Forecasting model
142
Prognoseverfahren
142
Volatility
137
Volatilität
137
Statistical test
129
Statistischer Test
129
Regression analysis
115
Regressionsanalyse
115
Stochastic process
109
Stochastischer Prozess
109
USA
94
United States
94
Panel
92
Panel study
92
Bayes-Statistik
90
Bayesian inference
90
Statistical distribution
86
Statistische Verteilung
86
Ökonometrie
85
Econometrics
83
Method of moments
82
Momentenmethode
82
Monte Carlo simulation
75
Monte-Carlo-Simulation
75
Cointegration
72
Kointegration
72
Markov chain
71
Markov-Kette
71
Capital income
70
Kapitaleinkommen
70
more ...
less ...
Online availability
All
Undetermined
376
Type of publication
All
Article
1,616
Book / Working Paper
36
Type of publication (narrower categories)
All
Article in journal
1,633
Aufsatz in Zeitschrift
1,633
Collection of articles of several authors
50
Sammelwerk
50
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
1,652
Author
All
Phillips, Peter C. B.
36
Linton, Oliver
17
Koop, Gary
16
Lee, Lung-fei
16
Swanson, Norman R.
16
Yu, Jun
16
Gouriéroux, Christian
15
Ghysels, Eric
14
Pesaran, M. Hashem
14
Diebold, Francis X.
12
Granger, C. W. J.
12
McAleer, Michael
12
Schmidt, Peter
12
Timmermann, Allan
12
Aït-Sahalia, Yacine
11
Chib, Siddhartha
11
Renault, Eric
11
Steel, Mark F. J.
11
Xiao, Zhijie
11
Corradi, Valentina
10
Hong, Yongmiao
10
Hsiao, Cheng
10
Whang, Yoon-jae
10
Dufour, Jean-Marie
9
Li, Qi
9
Lütkepohl, Helmut
9
Maasoumi, Esfandiar
9
Robinson, Peter M.
9
Sentana, Enrique
9
Taylor, Robert
9
Tsionas, Efthymios G.
9
Baltagi, Badi H.
8
Barnett, William A.
8
Bollerslev, Tim
8
Dijk, Herman K. van
8
Hidalgo, Javier
8
Kohn, Robert
8
Kumbhakar, Subal
8
Lewbel, Arthur
8
Magnus, Jan R.
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
7,476
Working paper / National Bureau of Economic Research, Inc.
7,040
NBER Working Paper
6,715
Economics letters
5,451
European journal of operational research : EJOR
5,124
Discussion paper / Centre for Economic Policy Research
4,726
CESifo working papers
3,790
Journal of economic theory
2,959
Working paper
2,902
Journal of economic dynamics & control
2,535
Discussion paper / Tinbergen Institute
2,476
The American economic review
2,442
Computers & operations research : and their applications to problems of world concern ; an international journal
2,349
Discussion paper series / IZA
2,348
Journal of economic behavior & organization : JEBO
2,333
Europäische Hochschulschriften / 5
2,213
CESifo Working Paper
2,077
International journal of production research
2,002
European economic review : EER
1,972
SpringerLink / Bücher
1,905
Games and economic behavior
1,886
Discussion paper
1,882
Economic modelling
1,855
The economic journal : the journal of the Royal Economic Society
1,832
Economic theory : official journal of the Society for the Advancement of Economic Theory
1,824
Journal of banking & finance
1,820
Applied economics
1,819
Journal of public economics
1,775
CESifo Working Paper Series
1,713
Discussion paper / Center for Economic Research, Tilburg University
1,692
Management science : journal of the Institute for Operations Research and the Management Sciences
1,657
IZA Discussion Paper
1,588
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
1,551
Journal of monetary economics
1,447
Discussion papers / CEPR
1,409
Public choice
1,401
International economic review
1,397
International journal of production economics
1,330
Social choice and welfare
1,325
more ...
less ...
Source
All
ECONIS (ZBW)
1,652
Showing
1
-
10
of
1,652
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
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:
2
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:
3
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:
4
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:
5
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:
6
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:
7
Mark to market value at
risk
Chen, Yu
;
Wang, Zhicheng
;
Zhang, Zhengjun
- In:
Journal of econometrics
208
(
2019
)
1
,
pp. 299-321
Persistent link: https://www.econbiz.de/10012145015
Saved in:
8
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:
9
Macroeconomic uncertainty prices when beliefs are tenuous
Hansen, Lars Peter
;
Sargent, Thomas J.
- In:
Journal of econometrics
223
(
2021
)
1
,
pp. 222-250
Persistent link: https://www.econbiz.de/10012619969
Saved in:
10
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:
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...
//-->