//--> //--> //--> //-->
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
Adaptive testing for cointegra...
Similar by subject
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Volatility
265
Volatilität
264
Capital income
143
Kapitaleinkommen
143
Theorie
134
Theory
134
Estimation
118
Schätzung
118
Börsenkurs
114
Share price
114
Time series analysis
107
Zeitreihenanalyse
107
ARCH model
106
ARCH-Modell
106
Forecasting model
84
Prognoseverfahren
84
Estimation theory
77
Schätztheorie
77
USA
60
United States
60
Aktienmarkt
59
Stock market
59
Portfolio selection
56
Portfolio-Management
56
CAPM
40
Stochastic process
34
Stochastischer Prozess
34
Risikoprämie
32
Risk premium
32
Correlation
29
Korrelation
29
Welt
28
World
28
Exchange rate
27
Wechselkurs
27
Yield curve
26
Zinsstruktur
26
Risk
25
Risiko
24
Nichtparametrisches Verfahren
23
more ...
less ...
Online availability
All
Undetermined
171
Free
1
Type of publication
All
Article
401
Book / Working Paper
4
Type of publication (narrower categories)
All
Article in journal
402
Aufsatz in Zeitschrift
402
Collection of articles of several authors
3
Konferenzschrift
3
Sammelwerk
3
Conference proceedings
2
Language
All
English
405
Author
All
Baillie, Richard
6
Frijns, Bart
5
Christiansen, Charlotte
4
Karanasos, Menelaos
4
Nelson, Charles R.
4
Wang, Yudong
4
Dacorogna, Michel M.
3
Harvey, David I.
3
Kapetanios, George
3
Koop, Gary
3
Leybourne, Stephen James
3
Liao, Yin
3
Morana, Claudio
3
Nielsen, Morten Ørregaard
3
Satchell, Stephen
3
Schotman, Peter C.
3
Taylor, Robert
3
Wu, Chongfeng
3
Astill, Sam
2
Bali, Turan G.
2
Bollerslev, Tim
2
Caporin, Massimiliano
2
Chen, Yu-Lun
2
Cheung, Yin-Wong
2
Cipollini, Andrea
2
Conrad, Christian
2
Dark, Jonathan
2
Dijk, Dick van
2
Ding, Zhuanxin
2
Fałdziński, Marcin
2
Fiszeder, Piotr
2
Fornari, Fabio
2
Ghysels, Eric
2
Gospodinov, Nikolaj
2
Granger, C. W. J.
2
Hautsch, Nikolaus
2
Heinen, Andréas
2
Ho, Kin-Yip
2
Huang, Ho-chuan
2
Huang, Roger D.
2
more ...
less ...
Institution
All
HFDF <1, 1995, Zürich>
2
HFDF <2, 1998, Zürich>
2
Published in...
All
Journal of empirical finance
Journal of econometrics
2,609
Economics letters
1,723
MPRA Paper
1,399
Applied economics
1,182
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1,076
Energy economics
1,046
Econometric theory
993
NBER working paper series
960
NBER Working Paper
909
Economic modelling
898
Working paper / National Bureau of Economic Research, Inc.
829
Applied economics letters
803
International journal of forecasting
786
Discussion paper / Tinbergen Institute
778
Finance research letters
774
Working paper
712
Econometric reviews
711
Working Paper
700
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
652
ECB Working Paper
614
CESifo working papers
583
CEMMAP working papers / Centre for Microdata Methods and Practice
551
Journal of forecasting
542
International Journal of Energy Economics and Policy : IJEEP
530
Journal of banking & finance
523
International review of financial analysis
520
International review of economics & finance : IREF
519
Journal of applied econometrics
482
CESifo Working Paper
480
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
461
The journal of futures markets
453
Discussion paper / Centre for Economic Policy Research
451
The North American journal of economics and finance : a journal of financial economics studies
423
Applied financial economics
414
Discussion paper series / IZA
408
Tinbergen Institute Discussion Paper
396
Journal of the American Statistical Association : JASA
390
The econometrics journal
390
Journal of international money and finance
387
more ...
less ...
Source
All
ECONIS (ZBW)
405
Showing
1
-
10
of
405
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Two-step estimation of the
volatility
functions in diffusion models with empirical applications
Ye, Xu-Guo
;
Lin, Jin-Guan
;
Zhao, Yan-Yong
;
Hao, Hong-Xia
- In:
Journal of empirical finance
33
(
2015
),
pp. 135-159
Persistent link: https://www.econbiz.de/10011556861
Saved in:
2
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:
3
Power transformations of absolute returns and long memory estimation
Dalla, Violetta
- In:
Journal of empirical finance
33
(
2015
),
pp. 1-18
Persistent link: https://www.econbiz.de/10011556833
Saved in:
4
Regime shifts in interest rate
volatility
Sun, Licheng
- In:
Journal of empirical finance
12
(
2005
)
3
,
pp. 418-434
Persistent link: https://www.econbiz.de/10002900508
Saved in:
5
Nonparametric estimates of pricing functionals
Marinelli, Carlo
;
D'Addona, Stefano
- In:
Journal of empirical finance
44
(
2017
),
pp. 19-35
Persistent link: https://www.econbiz.de/10011817977
Saved in:
6
Estimation with mixed data frequencies : a bias-correction approach
Ghosh, Anisha
;
Linton, Oliver
- In:
Journal of empirical finance
74
(
2023
),
pp. 1-20
Persistent link: https://www.econbiz.de/10014477062
Saved in:
7
A fractionally cointegrated VAR model with deterministic trends and application to commodity futures markets
Dolatabadi, Sepideh
;
Nielsen, Morten Ørregaard
;
Xu, Ke
- In:
Journal of empirical finance
38
(
2016
),
pp. 623-639
Persistent link: https://www.econbiz.de/10011663388
Saved in:
8
Long memory and tail dependence in trading volume and
volatility
Rossi, Eduardo
;
Santucci de Magistris, Paolo
- In:
Journal of empirical finance
22
(
2013
),
pp. 94-112
Persistent link: https://www.econbiz.de/10009768422
Saved in:
9
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:
10
The dynamics of squared returns under contemporaneous aggregation of GARCH models
Jondeau, Eric
- In:
Journal of empirical finance
32
(
2015
),
pp. 80-93
Persistent link: https://www.econbiz.de/10011556785
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...
//-->