//--> //--> //--> //-->
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"
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
The exact distribution of the...
Similar by subject
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
CAPM
163
Capital income
115
Kapitaleinkommen
115
Theorie
115
Theory
115
Estimation
77
Estimation theory
77
Schätztheorie
77
Schätzung
77
Portfolio selection
67
Portfolio-Management
67
Volatility
54
Volatilität
54
Börsenkurs
47
Share price
47
Risk premium
40
Statistical distribution
40
Statistische Verteilung
40
Risikoprämie
39
Time series analysis
36
Zeitreihenanalyse
36
Risk
35
Risiko
34
Forecasting model
32
Prognoseverfahren
32
ARCH model
30
ARCH-Modell
30
Asset pricing
26
USA
25
United States
25
Risikomaß
19
Risk measure
19
Aktienmarkt
18
Stochastic process
18
Stochastischer Prozess
18
Stock market
18
Beta risk
17
Betafaktor
17
Welt
16
World
16
more ...
less ...
Online availability
All
Undetermined
117
Free
2
Type of publication
All
Article
264
Book / Working Paper
4
Type of publication (narrower categories)
All
Article in journal
266
Aufsatz in Zeitschrift
266
Collection of articles of several authors
3
Sammelwerk
3
Konferenzschrift
2
Conference proceedings
1
Language
All
English
268
Author
All
Baillie, Richard
5
Robotti, Cesare
3
Satchell, Stephen
3
Zhou, Guofu
3
Ahn, Seung Chan
2
Bekaert, Geert
2
Blitz, David
2
Chen Zhou
2
Chiang, I-Hsuan Ethan
2
Cho, Dooyeon
2
Conrad, Christian
2
Coën, Alain
2
Dacorogna, Michel M.
2
Daehwan, Kim
2
Dufour, Jean-Marie
2
Fulkerson, Jon A.
2
Gospodinov, Nikolaj
2
Huang, Roger D.
2
Hübner, Georges
2
Jondeau, Eric
2
Kan, Raymond
2
Kim, Chang-Jin
2
Kim, Kun Ho
2
Kristensen, Dennis
2
Li, Yuming
2
Liesenfeld, Roman
2
Martens, Martin
2
McKenzie, Michael D.
2
Nelson, Charles R.
2
Nijman, Theodore E.
2
Qiao, Zhuo
2
Rahbek, Anders
2
Salvador, Enrique
2
Scaillet, Olivier
2
Verbeek, Marno
2
Wongwachara, Warapong
2
Yang, Jian
2
Abergel, Frédéric
1
Abhyankar, Abhay
1
Aboulamer, Anas
1
more ...
less ...
Institution
All
HFDF <1, 1995, Zürich>
2
HFDF <2, 1998, Zürich>
1
Published in...
All
Journal of empirical finance
Journal of econometrics
1,854
Economics letters
1,169
Econometric theory
772
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
735
NBER working paper series
731
NBER Working Paper
650
Working paper / National Bureau of Economic Research, Inc.
597
Econometric reviews
505
Discussion paper / Tinbergen Institute
475
CEMMAP working papers / Centre for Microdata Methods and Practice
397
Journal of banking & finance
397
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
385
Journal of financial economics
352
Journal of the American Statistical Association : JASA
345
Applied economics
317
Finance research letters
303
Insurance / Mathematics & economics
293
The econometrics journal
292
Journal of economic dynamics & control
289
Applied economics letters
283
European journal of operational research : EJOR
280
The journal of finance : the journal of the American Finance Association
273
Journal of applied econometrics
270
Working paper
270
Economic modelling
268
Série des documents de travail / Centre de Recherche en Économie et Statistique
265
The review of financial studies
253
Cowles Foundation discussion paper
246
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
240
International journal of forecasting
239
Discussion paper / Center for Economic Research, Tilburg University
227
Discussion paper series / IZA
227
Discussion paper
220
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
220
Oxford bulletin of economics and statistics
204
Discussion paper / Centre for Economic Policy Research
200
Working paper / Department of Econometrics and Business Statistics, Monash University
200
Management science : journal of the Institute for Operations Research and the Management Sciences
192
CREATES research paper
184
more ...
less ...
Source
All
ECONIS (ZBW)
268
Showing
1
-
10
of
268
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Testing of a market fraction model and power-law behaviour in the DAX 30
He, Xue-zhong
;
Li, Youwei
- In:
Journal of empirical finance
31
(
2015
),
pp. 1-17
Persistent link: https://www.econbiz.de/10011489318
Saved in:
2
Maximum likelihood estimation of non-affine volatility processes
Chourdakis, Kyriakos
;
Dotsis, George
- In:
Journal of empirical finance
18
(
2011
)
3
,
pp. 533-545
Persistent link: https://www.econbiz.de/10009302070
Saved in:
3
Estimating PIN for firms with high levels of trading
Jackson, David
- In:
Journal of empirical finance
24
(
2013
),
pp. 116-120
Persistent link: https://www.econbiz.de/10010371986
Saved in:
4
Skewness and leptokurtosis in GARCH-typed VaR estimation of petroleum and metal asset returns
Cheng, Wan-hsiu
;
Hung, Jui-cheng
- In:
Journal of empirical finance
18
(
2011
)
1
,
pp. 160-173
Persistent link: https://www.econbiz.de/10009301140
Saved in:
5
ABC of SV: limited information likelihood inference in stochastic volatility jump-diffusion models
Creel, Michael D.
;
Kristensen, Dennis
- In:
Journal of empirical finance
31
(
2015
),
pp. 85-108
Persistent link: https://www.econbiz.de/10011489408
Saved in:
6
Nonparametric estimation of scalar diffusion models of interest rates using asymmetric kernels
Gospodinov, Nikolaj
;
Hirukawa, Masayuki
- In:
Journal of empirical finance
19
(
2012
)
4
,
pp. 595-609
Persistent link: https://www.econbiz.de/10009615659
Saved in:
7
A simple approach to standardized-residuals-based higher-moment tests
Chen, Yi-ting
- In:
Journal of empirical finance
19
(
2012
)
4
,
pp. 427-453
Persistent link: https://www.econbiz.de/10009615672
Saved in:
8
Measuring tail thickness under GARCH and an application to extreme exchange rate changes
Wagner, Niklas F.
;
Marsh, Terry Alan
- In:
Journal of empirical finance
12
(
2005
)
1
,
pp. 165-185
Persistent link: https://www.econbiz.de/10002644047
Saved in:
9
Recovering the probability density function of asset prices using garch as diffusion approximations
Fornari, Fabio
;
Mele, Antonio
- In:
Journal of empirical finance
8
(
2001
)
1
,
pp. 83-110
Persistent link: https://www.econbiz.de/10001568294
Saved in:
10
Estimating and testing skewness in a stochastic volatility model
Lee, Cheol Woo
;
Kang, Kyu Ho
- In:
Journal of empirical finance
72
(
2023
),
pp. 445-467
Persistent link: https://www.econbiz.de/10014476881
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...
//-->