//--> //--> //--> //-->
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
Portable beta and total portfo...
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
404
Schätztheorie
404
Time series analysis
333
Zeitreihenanalyse
333
Estimation
179
Schätzung
179
Nichtparametrisches Verfahren
150
Nonparametric statistics
150
Volatility
143
Volatilität
143
Forecasting model
137
Prognoseverfahren
137
Statistical test
132
Statistischer Test
132
Regression analysis
116
Regressionsanalyse
116
Stochastic process
112
Stochastischer Prozess
112
USA
95
United States
95
Panel
93
Panel study
93
Bayes-Statistik
91
Bayesian inference
91
Statistical distribution
87
Statistische Verteilung
87
Ökonometrie
85
Econometrics
83
Method of moments
83
Momentenmethode
83
CAPM
80
Monte Carlo simulation
77
Monte-Carlo-Simulation
77
Capital income
73
Kapitaleinkommen
73
Cointegration
72
Kointegration
72
Markov chain
72
more ...
less ...
Online availability
All
Undetermined
387
Type of publication
All
Article
1,637
Book / Working Paper
35
Type of publication (narrower categories)
All
Article in journal
1,652
Aufsatz in Zeitschrift
1,652
Collection of articles of several authors
49
Sammelwerk
49
Konferenzschrift
16
Conference proceedings
13
Festschrift
9
Conference paper
6
Konferenzbeitrag
6
Aufsatzsammlung
4
Systematic review
3
Übersichtsarbeit
3
Bibliografie enthalten
1
Bibliography included
1
more ...
less ...
Language
All
English
1,672
Author
All
Phillips, Peter C. B.
36
Linton, Oliver
17
Koop, Gary
16
Lee, Lung-fei
16
Swanson, Norman R.
16
Yu, Jun
16
Ghysels, Eric
15
Gouriéroux, Christian
15
Pesaran, M. Hashem
14
Granger, C. W. J.
13
Diebold, Francis X.
12
McAleer, Michael
12
Renault, Eric
12
Schmidt, Peter
12
Aït-Sahalia, Yacine
11
Chib, Siddhartha
11
Steel, Mark F. J.
11
Timmermann, Allan
11
Xiao, Zhijie
11
Corradi, Valentina
10
Hong, Yongmiao
10
Hsiao, Cheng
10
Maasoumi, Esfandiar
10
Tauchen, George Eugene
10
Whang, Yoon-jae
10
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
Bollerslev, Tim
8
Dijk, Herman K. van
8
Hidalgo, Javier
8
Kohn, Robert
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
7,294
Working paper / National Bureau of Economic Research, Inc.
6,892
NBER Working Paper
6,541
Economics letters
5,350
European journal of operational research : EJOR
5,119
Discussion paper / Centre for Economic Policy Research
4,643
CESifo working papers
3,664
Journal of economic theory
2,910
Working paper
2,876
Journal of economic dynamics & control
2,555
Discussion paper / Tinbergen Institute
2,408
The American economic review
2,399
Computers & operations research : and their applications to problems of world concern ; an international journal
2,345
Journal of economic behavior & organization : JEBO
2,261
Discussion paper series / IZA
2,228
Europäische Hochschulschriften / 5
2,206
International journal of production research
1,958
European economic review : EER
1,938
CESifo Working Paper
1,887
SpringerLink / Bücher
1,871
Games and economic behavior
1,863
Journal of banking & finance
1,842
Discussion paper
1,841
Economic theory : official journal of the Society for the Advancement of Economic Theory
1,824
Economic modelling
1,801
The economic journal : the journal of the Royal Economic Society
1,797
Journal of public economics
1,759
Applied economics
1,720
Discussion paper / Center for Economic Research, Tilburg University
1,683
Management science : journal of the Institute for Operations Research and the Management Sciences
1,614
CESifo Working Paper Series
1,599
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
1,516
IZA Discussion Paper
1,502
IMF working papers
1,446
Journal of monetary economics
1,430
Discussion papers / CEPR
1,398
Public choice
1,391
International economic review
1,374
Social choice and welfare
1,317
more ...
less ...
Source
All
ECONIS (ZBW)
1,672
Showing
1
-
10
of
1,672
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
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:
4
Distributional properties of portfolio weights
Okhrin, Yarema
;
Schmid, Wolfgang
- In:
Journal of econometrics
134
(
2006
)
1
,
pp. 235-256
Persistent link: https://www.econbiz.de/10003368426
Saved in:
5
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:
6
Large-dimensional factor modeling based on high-frequency observations
Pelger, Markus
- In:
Journal of econometrics
208
(
2019
)
1
,
pp. 23-42
Persistent link: https://www.econbiz.de/10012139775
Saved in:
7
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:
8
High-dimensional test for alpha in linear factor pricing models with sparse alternatives
Feng, Long
;
Lan, Wei
;
Liu, Binghui
;
Ma, Yanyuan
- In:
Journal of econometrics
229
(
2022
)
1
,
pp. 152-175
Persistent link: https://www.econbiz.de/10013441842
Saved in:
9
Identification-robust beta pricing, spanning, mimicking portfolios, and the benchmark neutrality of catastrophe bonds
Beaulieu, Marie-Claude
;
Dufour, Jean-Marie
;
Khalaf, Lynda
; …
- In:
Journal of econometrics
236
(
2023
)
1
,
pp. 1-19
Persistent link: https://www.econbiz.de/10014332237
Saved in:
10
Asymptotics of Cholesky GARCH models and time-varying conditional betas
Darolles, Serge
;
Francq, Christian
;
Laurent, Sébastien
- In:
Journal of econometrics
204
(
2018
)
2
,
pp. 223-247
Persistent link: https://www.econbiz.de/10011974730
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...
//-->