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
Asymmetric Rate of Returns and...
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
413
Schätztheorie
413
Time series analysis
350
Zeitreihenanalyse
350
Estimation
198
Schätzung
198
Volatility
171
Volatilität
171
Forecasting model
153
Prognoseverfahren
153
Nichtparametrisches Verfahren
148
Nonparametric statistics
148
Capital income
137
Kapitaleinkommen
137
Statistical test
131
Statistischer Test
131
Regression analysis
125
Regressionsanalyse
125
Stochastic process
117
Stochastischer Prozess
117
USA
97
United States
97
Panel
93
Panel study
93
Bayes-Statistik
90
Bayesian inference
90
Statistical distribution
88
Statistische Verteilung
88
Ökonometrie
84
Econometrics
82
Method of moments
82
Momentenmethode
82
Monte Carlo simulation
78
Monte-Carlo-Simulation
78
Bootstrap approach
75
Bootstrap-Verfahren
75
Cointegration
72
Kointegration
72
more ...
less ...
Online availability
All
Undetermined
405
Type of publication
All
Article
1,656
Book / Working Paper
36
Type of publication (narrower categories)
All
Article in journal
1,672
Aufsatz in Zeitschrift
1,672
Collection of articles of several authors
50
Sammelwerk
50
Konferenzschrift
17
Conference proceedings
14
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
1,692
Author
All
Phillips, Peter C. B.
36
Koop, Gary
16
Lee, Lung-fei
16
Linton, Oliver
16
Swanson, Norman R.
16
Yu, Jun
16
Gouriéroux, Christian
15
Ghysels, Eric
14
Pesaran, M. Hashem
14
Bollerslev, Tim
13
Diebold, Francis X.
13
Aït-Sahalia, Yacine
12
Granger, C. W. J.
12
McAleer, Michael
12
Schmidt, Peter
12
Taylor, Robert
12
Timmermann, Allan
12
Xiao, Zhijie
12
Chib, Siddhartha
11
Renault, Eric
11
Steel, Mark F. J.
11
Tauchen, George Eugene
11
Todorov, Viktor
11
Andersen, Torben
10
Corradi, Valentina
10
Dufour, Jean-Marie
10
Hsiao, Cheng
10
Mykland, Per A.
10
Whang, Yoon-jae
10
Hong, Yongmiao
9
Li, Qi
9
Lütkepohl, Helmut
9
Park, Joon Y.
9
Patton, Andrew J.
9
Robinson, Peter M.
9
Tsionas, Efthymios G.
9
Baltagi, Badi H.
8
Barnett, William A.
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
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
7,371
Working paper / National Bureau of Economic Research, Inc.
6,994
NBER Working Paper
6,655
Economics letters
5,399
European journal of operational research : EJOR
5,035
Discussion paper / Centre for Economic Policy Research
4,663
CESifo working papers
3,705
Working paper
2,910
Journal of economic theory
2,900
Journal of economic dynamics & control
2,521
The American economic review
2,426
Discussion paper / Tinbergen Institute
2,401
Computers & operations research : and their applications to problems of world concern ; an international journal
2,343
Journal of economic behavior & organization : JEBO
2,281
Discussion paper series / IZA
2,263
Europäische Hochschulschriften / 5
2,177
International journal of production research
2,017
European economic review : EER
1,937
CESifo Working Paper
1,895
Journal of banking & finance
1,874
Games and economic behavior
1,866
Economic modelling
1,853
Discussion paper
1,840
Economic theory : official journal of the Society for the Advancement of Economic Theory
1,815
SpringerLink / Bücher
1,812
Applied economics
1,805
The economic journal : the journal of the Royal Economic Society
1,804
Journal of public economics
1,762
Discussion paper / Center for Economic Research, Tilburg University
1,688
Management science : journal of the Institute for Operations Research and the Management Sciences
1,655
CESifo Working Paper Series
1,616
IZA Discussion Paper
1,526
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
1,521
Journal of monetary economics
1,450
Discussion papers / CEPR
1,415
Public choice
1,398
International economic review
1,375
Applied economics letters
1,349
International journal of production economics
1,332
more ...
less ...
Source
All
ECONIS (ZBW)
1,692
Showing
1
-
10
of
1,692
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Spurious regressions in technical trading
Shintani, Mototsugu
;
Tomoyoshi, Yabu
;
Nagakura, Daisuke
- In:
Journal of econometrics
169
(
2012
)
2
,
pp. 301-309
Persistent link: https://www.econbiz.de/10009673181
Saved in:
2
Nonparametric assessment of hedge fund performance
Almeida, Caio
;
Ardison, Kym
;
Garcia, René
- In:
Journal of econometrics
214
(
2020
)
2
,
pp. 349-378
Persistent link: https://www.econbiz.de/10012438396
Saved in:
3
Methodological issues in the estimation of the size distribution of household wealth
Wolff, Edward N.
- In:
Journal of econometrics
43
(
1990
)
1
,
pp. 179-195
Persistent link: https://www.econbiz.de/10001163603
Saved in:
4
The common and specific components of dynamic volatility
Connor, Gregory
;
Korajczyk, Robert A.
;
Linton, Oliver
- In:
Journal of econometrics
132
(
2006
)
1
,
pp. 231-255
Persistent link: https://www.econbiz.de/10003320262
Saved in:
5
Forecasting the term structure of government bond yields
Diebold, Francis X.
;
Li, Canlin
- In:
Journal of econometrics
130
(
2006
)
2
,
pp. 337-364
Persistent link: https://www.econbiz.de/10003277971
Saved in:
6
Inference with non-Gaussian Ornstein-Uhlenbeck processes for stochastic volatility
Griffin, J. E.
;
Steel, Mark F. J.
- In:
Journal of econometrics
134
(
2006
)
2
,
pp. 605-644
Persistent link: https://www.econbiz.de/10003374347
Saved in:
7
Multivariate locationscale mixtures of normals and meanvarianceskewness portfolio allocation
Mencía, Javier
;
Sentana, Enrique
- In:
Journal of econometrics
153
(
2009
)
2
,
pp. 105-121
Persistent link: https://www.econbiz.de/10003920279
Saved in:
8
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:
9
Causality effects in return volatility measures with random times
Renault, Eric
;
Werker, Bas J. M.
- In:
Journal of econometrics
160
(
2011
)
1
,
pp. 272-279
Persistent link: https://www.econbiz.de/10009242519
Saved in:
10
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:
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...
