//--> //--> //--> //-->
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
Investor sentiment : a retail...
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
685
Schätztheorie
685
Estimation
499
Schätzung
495
Time series analysis
446
Zeitreihenanalyse
446
Forecasting model
296
Prognoseverfahren
296
Volatility
250
Volatilität
250
Nichtparametrisches Verfahren
248
Nonparametric statistics
248
Regression analysis
207
Regressionsanalyse
207
Panel
176
Panel study
176
Statistical test
167
Statistischer Test
167
Stochastic process
152
Stochastischer Prozess
152
Capital income
142
Kapitaleinkommen
142
USA
125
United States
125
Statistical distribution
122
Statistische Verteilung
122
Bayes-Statistik
117
Bayesian inference
117
Börsenkurs
111
Share price
110
Method of moments
99
Momentenmethode
99
ARCH model
95
ARCH-Modell
95
Bootstrap approach
93
Bootstrap-Verfahren
93
Monte Carlo simulation
92
Monte-Carlo-Simulation
92
more ...
less ...
Online availability
All
Undetermined
709
Free
16
Type of publication
All
Article
2,138
Book / Working Paper
42
Type of publication (narrower categories)
All
Article in journal
2,155
Aufsatz in Zeitschrift
2,155
Collection of articles of several authors
53
Sammelwerk
53
Konferenzschrift
18
Conference paper
16
Konferenzbeitrag
16
Conference proceedings
14
Festschrift
9
Aufsatzsammlung
7
Systematic review
3
Übersichtsarbeit
3
Bibliografie enthalten
1
Bibliography included
1
more ...
less ...
Language
All
English
2,179
Undetermined
1
Author
All
Phillips, Peter C. B.
43
Linton, Oliver
26
Timmermann, Allan
21
Ghysels, Eric
20
Bollerslev, Tim
19
Swanson, Norman R.
19
Diebold, Francis X.
18
Gouriéroux, Christian
18
Lee, Lung-fei
18
Pesaran, M. Hashem
18
Tauchen, George Eugene
18
Koop, Gary
17
Todorov, Viktor
17
Yu, Jun
17
Schmidt, Peter
16
Aït-Sahalia, Yacine
15
Hsiao, Cheng
15
Taylor, Robert
15
Andersen, Torben
14
Granger, C. W. J.
14
McAleer, Michael
14
Xiao, Zhijie
14
Corradi, Valentina
13
Patton, Andrew J.
13
Baltagi, Badi H.
12
Gao, Jiti
12
Hong, Yongmiao
12
Mykland, Per A.
12
Park, Joon Y.
12
Renault, Eric
12
White, Halbert
12
Chib, Siddhartha
11
Dijk, Herman K. van
11
Kapetanios, George
11
Li, Qi
11
Ng, Serena
11
Steel, Mark F. J.
11
Bai, Jushan
10
Barnett, William A.
10
Dufour, Jean-Marie
10
more ...
less ...
Institution
All
(EC)2 Conference <1, 1990; 2, 1991>
1
Association of Asia-Pacific Business School's Academic Conference <2018, Hongkong>
1
Conference on Realized Volatility <2006, Montréal>
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
more ...
less ...
Published in...
All
Journal of econometrics
NBER working paper series
9,763
Working paper / National Bureau of Economic Research, Inc.
9,351
NBER Working Paper
8,655
Economics letters
6,244
Discussion paper / Centre for Economic Policy Research
5,878
European journal of operational research : EJOR
5,271
Discussion paper series / IZA
5,018
CESifo working papers
5,006
Working paper
3,825
Applied economics
3,505
Journal of economic theory
2,930
Discussion paper / Tinbergen Institute
2,799
The American economic review
2,703
Journal of economic dynamics & control
2,672
IZA Discussion Paper
2,660
Economic modelling
2,632
Applied economics letters
2,594
Journal of banking & finance
2,563
Discussion paper
2,551
CESifo Working Paper
2,548
Journal of economic behavior & organization : JEBO
2,527
IZA Discussion Papers
2,522
Computers & operations research : and their applications to problems of world concern ; an international journal
2,357
Europäische Hochschulschriften / 5
2,269
Finance research letters
2,245
European economic review : EER
2,187
International journal of production research
2,059
CESifo Working Paper Series
2,038
SpringerLink / Bücher
2,025
The economic journal : the journal of the Royal Economic Society
1,951
Journal of public economics
1,940
Management science : journal of the Institute for Operations Research and the Management Sciences
1,889
Energy economics
1,879
Games and economic behavior
1,873
Discussion papers / CEPR
1,850
Economic theory : official journal of the Society for the Advancement of Economic Theory
1,832
Discussion paper / Center for Economic Research, Tilburg University
1,813
IMF working papers
1,812
Journal of financial economics
1,784
more ...
less ...
Source
All
ECONIS (ZBW)
2,180
Showing
1
-
10
of
2,180
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Dynamics of variance risk premia : a new model for disentangling the price of risk
Rombouts, Jeroen V. K.
;
Stentoft, Lars
;
Violante, Francesco
- In:
Journal of econometrics
217
(
2020
)
2
,
pp. 312-334
Persistent link: https://www.econbiz.de/10012482765
Saved in:
2
Score-driven asset pricing : predicting time-varying risk premia based on cross-sectional model performance
Umlandt, Dennis
- In:
Journal of econometrics
237
(
2023
)
2,3
,
pp. 1-26
Persistent link: https://www.econbiz.de/10014471829
Saved in:
3
Business-cycle consumption risk and asset prices
Bandi, Federico M.
;
Tamoni, Andrea
- In:
Journal of econometrics
237
(
2023
)
2,3
,
pp. 1-23
Persistent link: https://www.econbiz.de/10014471828
Saved in:
4
Intraday cross-sectional distributions of systematic risk
Andersen, Torben
;
Riva, Raul
;
Thyrsgaard, Martin
; …
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 1394-1418
Persistent link: https://www.econbiz.de/10014471397
Saved in:
5
Variance risk : a bird's eye view
Hollstein, Fabian
;
Wese Simen, Chardin
- In:
Journal of econometrics
215
(
2020
)
2
,
pp. 517-535
Persistent link: https://www.econbiz.de/10012439498
Saved in:
6
Climate risks and market efficiency
Hong, Harrison G.
;
Li, Frank Weikai
;
Xu, Jiangmin
- In:
Journal of econometrics
208
(
2019
)
1
,
pp. 265-281
Persistent link: https://www.econbiz.de/10012144990
Saved in:
7
Nonparametric predictive regression
Kasparis, Ioannis
;
Andreou, Elena
;
Phillips, Peter C. B.
- In:
Journal of econometrics
185
(
2015
)
2
,
pp. 468-494
Persistent link: https://www.econbiz.de/10011348962
Saved in:
8
Economic tracking portfolios
Lamont, Owen A.
- In:
Journal of econometrics
105
(
2001
)
1
,
pp. 161-184
Persistent link: https://www.econbiz.de/10001617161
Saved in:
9
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:
10
Asset-pricing anomalies at the firm level
Cederburg, Scott
;
O'Doherty, Michael
- In:
Journal of econometrics
186
(
2015
)
1
,
pp. 113-128
Persistent link: https://www.econbiz.de/10011349540
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...
//-->