//--> //--> //--> //-->
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"
~subject:"Share price"
~subject:"Zeitreihenanalyse"
~type:"article"
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
Property insurance, portfolio...
Similar by subject
Narrow search
Delete all filters
| 4 applied filters
Year of publication
From:
To:
Subject
All
Share price
Zeitreihenanalyse
Theorie
411
Theory
411
Portfolio selection
196
Portfolio-Management
196
Capital income
166
Kapitaleinkommen
166
Estimation
124
Schätzung
124
CAPM
101
Börsenkurs
97
Volatility
94
Volatilität
94
Forecasting model
80
Prognoseverfahren
80
Risiko
56
Risk
56
ARCH model
55
ARCH-Modell
55
Time series analysis
55
USA
47
United States
47
Anlageverhalten
45
Behavioural finance
45
Risk premium
42
Risikoprämie
41
Aktienmarkt
39
Stock market
39
Risikomaß
37
Risk measure
37
Investment Fund
36
Investmentfonds
36
Welt
32
World
32
Yield curve
32
Zinsstruktur
32
Exchange rate
27
Wechselkurs
27
Estimation theory
25
more ...
less ...
Online availability
All
Undetermined
87
Type of publication
All
Article
Book / Working Paper
1
Type of publication (narrower categories)
All
Article in journal
133
Aufsatz in Zeitschrift
133
Language
All
English
134
Author
All
Gospodinov, Nikolaj
2
Harvey, David I.
2
Karanasos, Menelaos
2
Kim, Chang-Jin
2
Ko, Kuan-Cheng
2
Leybourne, Stephen James
2
Lucas, André
2
Nelson, Charles R.
2
Phillips, Peter C. B.
2
Piccotti, Louis R.
2
Shraiber, Bentsi
2
Sollis, Robert
2
Taylor, Robert
2
Zhu, Yifeng
2
Aboulamer, Anas
1
Anderson, Robert M.
1
Anginer, Deniz
1
Arakelian, V.
1
Astill, Sam
1
Ball, Clifford A.
1
Banerjee, Ashok
1
Bee, Marco
1
Bernardi, Mauro
1
Bi, Jia
1
Blanco, Ivan
1
Booth, G. Geoffrey
1
Borup, Daniel
1
Boudt, Kris
1
Brownlees, Christian
1
Broze, Laurence
1
Cai, Lili
1
Campbell, John Y.
1
Catania, Leopoldo
1
Cenesizoglu, Tolga
1
Cerrato, Mario
1
Chang, Lenisa V.
1
Chang, Rosita P.
1
Chang, Sanders S.
1
Chao, Hsiao-ying
1
Charemza, Wojciech
1
more ...
less ...
Published in...
All
Journal of empirical finance
Journal of econometrics
349
Economics letters
348
International journal of forecasting
318
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
262
Journal of forecasting
252
Econometric theory
191
Applied economics
172
Journal of banking & finance
167
The journal of finance : the journal of the American Finance Association
167
Economic modelling
166
Journal of financial economics
146
Econometric reviews
145
The review of financial studies
144
Finance research letters
138
Applied economics letters
133
Journal of economic dynamics & control
133
International review of financial analysis
128
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
113
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
113
Computational economics
106
Journal of applied econometrics
103
International review of economics & finance : IREF
101
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
94
The North American journal of economics and finance : a journal of financial economics studies
92
Applied financial economics
80
Management science : journal of the Institute for Operations Research and the Management Sciences
77
Energy economics
76
Journal of risk and financial management : JRFM
72
Review of quantitative finance and accounting
71
The European journal of finance
71
Pacific-Basin finance journal
66
Journal of financial markets
65
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
62
Journal of international financial markets, institutions & money
61
Quantitative finance
61
Journal of financial and quantitative analysis : JFQA
60
Journal of international money and finance
60
The American economic review
60
Research in international business and finance
59
more ...
less ...
Source
All
ECONIS (ZBW)
134
Showing
1
-
10
of
134
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Model averaging in risk management with an application to futures markets
Pesaran, M. Hashem
;
Schleicher, Christoph
;
Zaffaroni, Paolo
- In:
Journal of empirical finance
16
(
2009
)
2
,
pp. 280-305
Persistent link: https://www.econbiz.de/10003839329
Saved in:
2
Forecasting stock market returns by summing the frequency-decomposed parts
Faria, Gonçalo
;
Verona, Fabio
- In:
Journal of empirical finance
45
(
2018
),
pp. 228-242
Persistent link: https://www.econbiz.de/10012102423
Saved in:
3
Maximal predictability under long-term mean reversion
Hjalmarsson, Erik
- In:
Journal of empirical finance
45
(
2018
),
pp. 269-282
Persistent link: https://www.econbiz.de/10012102446
Saved in:
4
Portfolio optimisation under flexible dynamic dependence modelling
Bernardi, Mauro
;
Catania, Leopoldo
- In:
Journal of empirical finance
48
(
2018
),
pp. 1-18
Persistent link: https://www.econbiz.de/10012109219
Saved in:
5
Exponential smoothing of realized portfolio weights
Golosnoy, Vasyl
;
Gribisch, Bastian
;
Seifert, Miriam
- In:
Journal of empirical finance
53
(
2019
),
pp. 222-237
Persistent link: https://www.econbiz.de/10012171651
Saved in:
6
Relation between higher order comoments and dependence structure of equity portfolio
Cerrato, Mario
;
Crosby, John
;
Kim, Minjoo
;
Zhao, Yang
- In:
Journal of empirical finance
40
(
2017
),
pp. 101-120
Persistent link: https://www.econbiz.de/10011744455
Saved in:
7
Market proxies as factors in linear asset pricing models : still living with the roll critique
Prono, Todd
- In:
Journal of empirical finance
31
(
2015
),
pp. 36-53
Persistent link: https://www.econbiz.de/10011489332
Saved in:
8
The economic value of range-based covariance between stock and bond returns with dynamic copulas
Wu, Chih-chiang
;
Liang, Shin-shun
- In:
Journal of empirical finance
18
(
2011
)
4
,
pp. 711-727
Persistent link: https://www.econbiz.de/10009306532
Saved in:
9
Overlapping momentum portfolios
Blanco, Ivan
;
Jesus, Miguel de
;
Remesal, Alvaro
- In:
Journal of empirical finance
72
(
2023
),
pp. 1-22
Persistent link: https://www.econbiz.de/10014476787
Saved in:
10
Time series momentum and reversal : intraday information from realized semivariance
Liu, Zhenya
;
Lu, Shanglin
;
Li, Bo
;
Wang, Shixuan
- In:
Journal of empirical finance
72
(
2023
),
pp. 54-77
Persistent link: https://www.econbiz.de/10014476799
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...
//-->