//--> //--> //--> //-->
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 empirical finance"
~isPartOf:"The econometrics journal"
~person:"Härdle, Wolfgang"
~person:"Karanasos, Menelaos"
~person:"Koedijk, Kees"
~person:"Wang, Yudong"
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
Informationsmanagement im glob...
Similar by subject
Narrow search
Delete all filters
| 6 applied filters
Year of publication
From:
To:
Subject
All
Theorie
12
Theory
12
Estimation
6
Schätzung
6
ARCH model
3
ARCH-Modell
3
Capital income
3
Forecasting model
3
Kapitaleinkommen
3
Portfolio selection
3
Portfolio-Management
3
Prognoseverfahren
3
Volatility
3
Volatilität
3
Aktienmarkt
2
Factor analysis
2
Faktorenanalyse
2
Nichtparametrisches Verfahren
2
Nonparametric statistics
2
Risikomaß
2
Risk measure
2
Stock market
2
Time series analysis
2
Zeitreihenanalyse
2
1926-1992
1
Aktienindex
1
Asymmetric power ARCH
1
Asymptotic inference
1
Australia
1
Australien
1
Autocorrelation
1
Autokorrelation
1
Börsenkurs
1
CDO
1
Certainty equivalent return
1
Convergence
1
Convergence criteria
1
Copulae
1
Correlation
1
Correlation smile
1
more ...
less ...
Online availability
All
Undetermined
4
Type of publication
All
Article
11
Book / Working Paper
1
Type of publication (narrower categories)
All
Article in journal
12
Aufsatz in Zeitschrift
12
Collection of articles of several authors
1
Conference proceedings
1
Konferenzschrift
1
Sammelwerk
1
Language
All
English
12
Author
All
Härdle, Wolfgang
Karanasos, Menelaos
Koedijk, Kees
Wang, Yudong
Phillips, Peter C. B.
9
Leybourne, Stephen James
8
Koop, Gary
6
Taylor, Robert
6
Gouriéroux, Christian
5
Harvey, David I.
5
Magnus, Jan R.
5
Baillie, Richard
4
Clements, Michael P.
4
Hsu, Yu-Chin
4
Kapetanios, George
4
Koopman, Siem Jan
4
Perron, Pierre
4
Saikkonen, Pentti
4
Abrevaya, Jason
3
Bauwens, Luc
3
Dionne, Georges
3
Dufour, Jean-Marie
3
Harvey, Campbell R.
3
Hendry, David F.
3
Horváth, Lajos
3
Huber, Martin
3
Johansen, Søren
3
Kim, Dongcheol
3
Kiviet, J. F.
3
Larsson, Rolf
3
Lee, Lung-fei
3
Li, Kai
3
Lütkepohl, Helmut
3
Newbold, Paul
3
Nijman, Theodore E.
3
Orme, Chris D.
3
Scaillet, Olivier
3
Sentana, Enrique
3
Tzavalis, Elias
3
Yamagata, Takashi
3
more ...
less ...
Published in...
All
Journal of empirical finance
The econometrics journal
SFB 649 discussion paper
103
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
33
CORE discussion paper : DP
20
Discussion papers of interdisciplinary research project 373
18
Discussion paper / A
8
Econometric theory
7
Universitext
7
Discussion paper / Centre for Economic Policy Research
6
Discussion papers in economics
6
Energy economics
6
Journal of econometrics
6
Journal of international money and finance
6
Discussion paper / Center for Economic Research, Tilburg University
5
Applied quantitative finance
4
ERIM report series research in management
4
Quantitative finance
4
Economics letters
3
Essays on financial time series models
3
IRTG 1792 discussion paper
3
Journal of financial econometrics : official journal of the Society for Financial Econometrics
3
Journal of forecasting
3
Journal of the American Statistical Association : JASA
3
Statistical tools for finance and insurance
3
Advances in statistical analysis : AStA ; a journal of the German Statistical Society
2
Applied quantitative finance : theory and computational tools
2
Computational economics
2
Digital finance : smart data analytics, investment innovation, and financial technology
2
Discussion paper / Humboldt-Universität zu Berlin, SFB 649 Economic Risk
2
Discussion papers / Deutsches Institut für Wirtschaftsforschung
2
Finanzmarktanalyse und -prognose mit innovativen quantitativen Verfahren : Ergebnisse des 5. Karlsruher Ökonometrie-Workshops
2
International journal of finance & economics : IJFE
2
International journal of forecasting
2
International review of financial analysis
2
International statistical review : a journal of the International Statistical Institute and its associations
2
Journal of applied econometrics
2
Journal of banking & finance
2
Publikationen / Center for Applied Statistics and Economics
2
Research in international business and finance
2
Série des documents de travail / Centre de Recherche en Économie et Statistique
2
more ...
less ...
Source
All
ECONIS (ZBW)
12
Showing
1
-
10
of
12
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Multivariate fractionally integrated APARCH modeling of stock market volatility : a multi-country study
Conrad, Christian
;
Karanasos, Menelaos
;
Zeng, Ning
- In:
Journal of empirical finance
18
(
2011
)
1
,
pp. 147-159
Persistent link: https://www.econbiz.de/10009301149
Saved in:
2
Valuation of collateralized debt obligations with hierarchical Archimedean copulae
Choroś-Tomczyk, Barbara
;
Härdle, Wolfgang
;
Okhrin, Ostap
- In:
Journal of empirical finance
24
(
2013
),
pp. 42-62
Persistent link: https://www.econbiz.de/10010371991
Saved in:
3
Generalized dynamic semi-parametric factor models for high-dimensional non-stationary time series
Song, Song
;
Härdle, Wolfgang
;
Ritov, Ya'acov
- In:
The econometrics journal
17
(
2014
)
2
,
pp. 101-131
Persistent link: https://www.econbiz.de/10010498722
Saved in:
4
Modelling and forecasting liquidity supply using semiparametric factor dynamics
Härdle, Wolfgang
;
Hautsch, Nikolaus
;
Mihoci, Andrija
- In:
Journal of empirical finance
19
(
2012
)
4
,
pp. 610-625
Persistent link: https://www.econbiz.de/10009615658
Saved in:
5
Moments of the ARMA-EGARCH model
Karanasos, Menelaos
;
Kim, Jinki
- In:
The econometrics journal
6
(
2003
)
1
,
pp. 146-166
Persistent link: https://www.econbiz.de/10001781052
Saved in:
6
Portfolio selection with limited downside risk
Jansen, Dennis W.
;
Koedijk, Kees
;
Vries, Casper G. de
- In:
Journal of empirical finance
7
(
2000
)
3/4
,
pp. 247-269
Persistent link: https://www.econbiz.de/10001557717
Saved in:
7
Special issue on risk management
Koedijk, Kees
(
contributor
);
Palm, Franz C.
(
contributor
); …
-
2000
Persistent link: https://www.econbiz.de/10001558300
Saved in:
8
Real interest rates and shifts in macroeconomic volatility
Koedijk, Kees
;
Kool, Clemens
;
Nissen, François G. J. A.
- In:
Journal of empirical finance
5
(
1998
)
3
,
pp. 241-261
Persistent link: https://www.econbiz.de/10001668831
Saved in:
9
Inflation convergence in the EMU
Karanasos, Menelaos
;
Koutroumpis, P.
;
Karavias, Y.
; …
- In:
Journal of empirical finance
39
(
2016
),
pp. 241-253
Persistent link: https://www.econbiz.de/10011664324
Saved in:
10
Momentum of return predictability
Wang, Yudong
;
Liu, Li
;
Ma, Feng
;
Diao, Xundi
- In:
Journal of empirical finance
45
(
2018
),
pp. 141-156
Persistent link: https://www.econbiz.de/10012102447
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->