//--> //--> //--> //-->
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
Forecasting Tail Risk with Exp...
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
844
Schätztheorie
844
Estimation
465
Schätzung
461
Regression analysis
455
Regressionsanalyse
455
Zeitreihenanalyse
450
Time series analysis
449
Nichtparametrisches Verfahren
330
Nonparametric statistics
330
Forecasting model
280
Prognoseverfahren
280
Volatility
223
Volatilität
223
Statistical test
193
Statistischer Test
193
Panel
181
Panel study
181
Statistical distribution
169
Statistische Verteilung
169
Stochastic process
155
Stochastischer Prozess
155
USA
125
United States
125
Bayes-Statistik
124
Bayesian inference
124
Method of moments
106
Momentenmethode
106
Cointegration
105
Kointegration
104
Bootstrap approach
101
Bootstrap-Verfahren
101
Capital income
100
Kapitaleinkommen
100
Ökonometrie
95
Econometrics
91
ARCH model
88
ARCH-Modell
88
more ...
less ...
Online availability
All
Undetermined
750
Type of publication
All
Article
2,312
Book / Working Paper
40
Type of publication (narrower categories)
All
Article in journal
2,326
Aufsatz in Zeitschrift
2,326
Collection of articles of several authors
53
Sammelwerk
53
Conference paper
22
Konferenzbeitrag
22
Konferenzschrift
17
Conference proceedings
13
Festschrift
9
Aufsatzsammlung
5
Systematic review
3
Übersichtsarbeit
3
Bibliografie enthalten
1
Bibliography included
1
more ...
less ...
Language
All
English
2,351
Undetermined
1
Author
All
Phillips, Peter C. B.
48
Linton, Oliver
31
Swanson, Norman R.
22
Timmermann, Allan
21
Ghysels, Eric
20
Gouriéroux, Christian
20
Koop, Gary
20
Li, Qi
19
Lee, Lung-fei
18
Pesaran, M. Hashem
18
Park, Joon Y.
17
Bollerslev, Tim
16
Diebold, Francis X.
16
Hsiao, Cheng
16
McAleer, Michael
16
Tauchen, George Eugene
16
Taylor, Robert
16
Todorov, Viktor
16
Xiao, Zhijie
16
Yu, Jun
16
Chen, Songnian
15
Robinson, Peter M.
15
Schmidt, Peter
15
Su, Liangjun
15
Corradi, Valentina
14
Gao, Jiti
14
Aït-Sahalia, Yacine
13
Baltagi, Badi H.
13
Dijk, Herman K. van
13
Granger, C. W. J.
13
Hong, Yongmiao
13
Lewbel, Arthur
13
White, Halbert
13
Andersen, Torben
12
Cai, Zongwu
12
Chib, Siddhartha
12
Dufour, Jean-Marie
12
Maasoumi, Esfandiar
12
Patton, Andrew J.
12
Renault, Eric
12
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
9,222
Working paper / National Bureau of Economic Research, Inc.
8,917
NBER Working Paper
8,413
Economics letters
6,134
Discussion paper / Centre for Economic Policy Research
5,758
European journal of operational research : EJOR
5,349
Discussion paper series / IZA
5,145
CESifo working papers
4,976
Working paper
3,830
Applied economics
3,325
Journal of economic theory
2,958
Discussion paper / Tinbergen Institute
2,843
IZA Discussion Paper
2,736
The American economic review
2,661
Journal of economic dynamics & control
2,634
IZA Discussion Papers
2,604
Economic modelling
2,564
CESifo Working Paper
2,546
Discussion paper
2,526
Journal of economic behavior & organization : JEBO
2,479
Computers & operations research : and their applications to problems of world concern ; an international journal
2,373
Applied economics letters
2,353
Europäische Hochschulschriften / 5
2,252
European economic review : EER
2,149
International journal of production research
2,098
CESifo Working Paper Series
2,052
Journal of banking & finance
1,986
The economic journal : the journal of the Royal Economic Society
1,969
SpringerLink / Bücher
1,941
Journal of public economics
1,922
Games and economic behavior
1,895
Economic theory : official journal of the Society for the Advancement of Economic Theory
1,832
Energy economics
1,824
Discussion paper / Center for Economic Research, Tilburg University
1,818
Management science : journal of the Institute for Operations Research and the Management Sciences
1,773
International journal of forecasting
1,769
Discussion papers / CEPR
1,736
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
1,598
Journal of monetary economics
1,561
more ...
less ...
Source
All
ECONIS (ZBW)
2,352
Showing
1
-
10
of
2,352
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
VAR for VaR: measuring tail dependence using multivariate regression quantiles
White, Halbert
;
Kim, Tae-hwan
;
Manganelli, Simone
- In:
Journal of econometrics
187
(
2015
)
1
,
pp. 169-188
Persistent link: https://www.econbiz.de/10011498808
Saved in:
2
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:
3
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:
4
Extreme-quantile tracking for financial time series
Chavez-Demoulin, V.
;
Embrechts, Paul
;
Sardy, S.
- In:
Journal of econometrics
181
(
2014
)
1
,
pp. 44-52
Persistent link: https://www.econbiz.de/10010473421
Saved in:
5
Regime switching dynamic correlations for asymmetric and fat-tailed conditional returns
Paolella, Marc S.
;
Polak, Pawel
;
Walker, Patrick S.
- In:
Journal of econometrics
213
(
2019
)
2
,
pp. 493-515
Persistent link: https://www.econbiz.de/10012304579
Saved in:
6
On the predictive
risk
in misspecified quantile regression
Giessing, Alexander
;
He, Xuming
- In:
Journal of econometrics
213
(
2019
)
1
,
pp. 235-260
Persistent link: https://www.econbiz.de/10012304550
Saved in:
7
Network quantile autoregression
Zhu, Xuening
;
Wang, Weining
;
Wang, Hansheng
;
Härdle, …
- In:
Journal of econometrics
212
(
2019
)
1
,
pp. 345-358
Persistent link: https://www.econbiz.de/10012303979
Saved in:
8
Conditional Value-at-
Risk
: semiparametric
estimation
and inference
Wang, Chuan-Sheng
;
Zhao, Zhibiao
- In:
Journal of econometrics
195
(
2016
)
1
,
pp. 86-103
Persistent link: https://www.econbiz.de/10011705234
Saved in:
9
Testing continuity of a density via g-order statistics in the regression discontinuity design
Bugni, Federico A.
;
Canay, Ivan A.
- In:
Journal of econometrics
221
(
2021
)
1
,
pp. 138-159
Persistent link: https://www.econbiz.de/10012618809
Saved in:
10
Machine learning panel data regressions with heavy-tailed dependent data :
theory
and application
Babii, Andrii
;
Ball, Ryan T.
;
Ghysels, Eric
;
Striaukas, …
- In:
Journal of econometrics
237
(
2023
)
2,3
,
pp. 1-25
Persistent link: https://www.econbiz.de/10014471811
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...
//-->