//--> //--> //--> //-->
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
A Unifying Risk Measure
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
387
Schätztheorie
387
Time series analysis
330
Zeitreihenanalyse
330
Estimation
183
Schätzung
183
Nichtparametrisches Verfahren
143
Nonparametric statistics
143
Forecasting model
140
Prognoseverfahren
140
Volatility
135
Volatilität
135
Statistical test
128
Statistischer Test
128
Regression analysis
117
Regressionsanalyse
117
Stochastic process
113
Stochastischer Prozess
113
USA
96
United States
96
Panel
91
Panel study
91
Statistical distribution
90
Statistische Verteilung
90
Bayes-Statistik
89
Bayesian inference
89
Ökonometrie
85
Econometrics
83
Method of moments
83
Momentenmethode
83
Monte Carlo simulation
76
Monte-Carlo-Simulation
76
Cointegration
73
Kointegration
73
Markov chain
72
Markov-Kette
72
Bootstrap approach
68
Bootstrap-Verfahren
68
more ...
less ...
Online availability
All
Undetermined
371
Type of publication
All
Article
1,617
Book / Working Paper
38
Type of publication (narrower categories)
All
Article in journal
1,635
Aufsatz in Zeitschrift
1,635
Collection of articles of several authors
52
Sammelwerk
52
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
1,655
Author
All
Phillips, Peter C. B.
36
Koop, Gary
17
Gouriéroux, Christian
16
Lee, Lung-fei
16
Swanson, Norman R.
16
Yu, Jun
16
Linton, Oliver
15
Ghysels, Eric
14
Pesaran, M. Hashem
14
Diebold, Francis X.
12
Granger, C. W. J.
12
McAleer, Michael
12
Schmidt, Peter
12
Xiao, Zhijie
12
Aït-Sahalia, Yacine
11
Chib, Siddhartha
11
Hong, Yongmiao
11
Hsiao, Cheng
11
Renault, Eric
11
Steel, Mark F. J.
11
Timmermann, Allan
11
Barnett, William A.
10
Bollerslev, Tim
10
Corradi, Valentina
10
Li, Qi
10
Maasoumi, Esfandiar
10
Whang, Yoon-jae
10
Dufour, Jean-Marie
9
Lütkepohl, Helmut
9
Robinson, Peter M.
9
Slottje, Daniel Jonathan
9
Taylor, Robert
9
Tsionas, Efthymios G.
9
White, Halbert
9
Baltagi, Badi H.
8
Dijk, Herman K. van
8
Hidalgo, Javier
8
Kohn, Robert
8
Kumbhakar, Subal
8
Lewbel, Arthur
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
7,522
Working paper / National Bureau of Economic Research, Inc.
7,033
NBER Working Paper
6,744
Economics letters
5,479
European journal of operational research : EJOR
5,128
Discussion paper / Centre for Economic Policy Research
4,668
CESifo working papers
3,922
Working paper
3,080
Journal of economic theory
2,955
Discussion paper series / IZA
2,609
Discussion paper / Tinbergen Institute
2,543
Journal of economic dynamics & control
2,490
The American economic review
2,459
Computers & operations research : and their applications to problems of world concern ; an international journal
2,345
Journal of economic behavior & organization : JEBO
2,312
CESifo Working Paper
2,251
Europäische Hochschulschriften / 5
2,197
International journal of production research
2,036
European economic review : EER
1,976
Discussion paper
1,964
Games and economic behavior
1,887
The economic journal : the journal of the Royal Economic Society
1,845
CESifo Working Paper Series
1,842
SpringerLink / Bücher
1,838
Economic theory : official journal of the Society for the Advancement of Economic Theory
1,826
Economic modelling
1,819
Journal of public economics
1,778
IZA Discussion Paper
1,776
Applied economics
1,758
Discussion paper / Center for Economic Research, Tilburg University
1,675
Journal of banking & finance
1,607
Management science : journal of the Institute for Operations Research and the Management Sciences
1,605
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
1,551
IZA Discussion Papers
1,540
IMF working papers
1,499
Journal of monetary economics
1,445
Discussion papers / CEPR
1,425
Public choice
1,405
International economic review
1,402
more ...
less ...
Source
All
ECONIS (ZBW)
1,655
Showing
1
-
10
of
1,655
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
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:
2
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:
3
Through the looking glass : indirect inference via simple equilibria
Calvet, Laurent E.
;
Czellar, Veronika
- In:
Journal of econometrics
185
(
2015
)
2
,
pp. 343-358
Persistent link: https://www.econbiz.de/10011348430
Saved in:
4
Combining statistical intervals and market prices : The worst case state price distribution
Mykland, Per A.
- In:
Journal of econometrics
212
(
2019
)
1
,
pp. 272-285
Persistent link: https://www.econbiz.de/10012303929
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
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:
7
Term structure of
risk
under alternative econometric specifications
Guidolin, Massimo
;
Timmermann, Allan
- In:
Journal of econometrics
131
(
2006
)
1/2
,
pp. 285-308
Persistent link: https://www.econbiz.de/10003298584
Saved in:
8
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:
9
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:
10
Interval estimation of value-at-
risk
based on GARCH models with heavy-tailed innovations
Chan, Ngai Hang
;
Deng, Shi-jie
;
Peng, Liang
;
Xia, Zhendong
- In:
Journal of econometrics
137
(
2007
)
2
,
pp. 556-576
Persistent link: https://www.econbiz.de/10003441983
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...
//-->