//--> //--> //-->
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 financial econometrics : official journal of the Society for Financial 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
Dynamic Regression and Filtere...
Similar by person
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Theorie
4
Theory
4
Volatility
4
Volatilität
4
ARCH model
2
ARCH-Modell
2
Estimation
2
Forecasting model
2
Prognoseverfahren
2
Schätzung
2
1987-2002
1
Bayes-Statistik
1
Bayesian inference
1
C. W. J. Granger
1
Capital income
1
Deutschland
1
Econometrics
1
Estimation theory
1
Exchange rate
1
Financial market
1
Finanzmarkt
1
GDP forecasting
1
Germany
1
Großbritannien
1
Kapitaleinkommen
1
MIDAS regressions
1
Multivariate Analyse
1
Multivariate analysis
1
New York
1
Probability theory
1
Regression analysis
1
Regressionsanalyse
1
Schätztheorie
1
State space model
1
Stochastic process
1
Stochastischer Prozess
1
Structural break
1
Strukturbruch
1
Time series analysis
1
USA
1
more ...
less ...
Online availability
All
Undetermined
2
Type of publication
All
Article
7
Book / Working Paper
3
Type of publication (narrower categories)
All
Article in journal
10
Aufsatz in Zeitschrift
10
Collection of articles of several authors
3
Sammelwerk
3
Festschrift
1
Language
All
English
10
Author
All
Ghysels, Eric
10
Garcia, René
3
Renault, Eric
3
Andreou, Alena
1
Forsberg, Lars
1
Gagliardini, Patrick
1
Rodrigues, Paulo M. M.
1
Rubin, M.
1
Tauchen, George Eugene
1
more ...
less ...
Published in...
All
Journal of financial econometrics : official journal of the Society for Financial Econometrics
Cahiers de recherche
664
Journal of econometrics
37
Econometric theory
19
Cowles Foundation discussion paper
17
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
14
Série des documents de travail / Centre de Recherche en Économie et Statistique
14
Discussion paper / Centre for Economic Policy Research
12
Cahier / Département de Sciences Économiques, Université de Montréal
10
Série des documents de travail du CREST / Institut National de la Statistique et des Etudes Economiques
8
Econometric reviews
7
Journal of financial econometrics
5
Journal of international money and finance
5
The review of financial studies
5
Working paper / National Bureau of Economic Research, Inc.
5
Discussion paper / Department of Economics, University of Canterbury
4
Discussion papers / CEPR
4
Journal of applied econometrics
4
Journal of empirical finance
4
Journal of financial economics
4
Research paper series / Swiss Finance Institute
4
Staff reports / Federal Reserve Bank of New York
4
The journal of finance : the journal of the American Finance Association
4
The review of economics and statistics
4
Econometric Society monographs
3
International journal of forecasting
3
Journal of risk and financial management : JRFM
3
Working papers / Foerder Institute for Economic Research
3
Annales d'économie et de statistique
2
CORE discussion paper : DP
2
Documents de travail / Banque de France
2
Economics letters
2
International economic review
2
Journal of banking & finance
2
L' Actualité économique : revue trimest.
2
Macroeconomic dynamics
2
Monash Econometrics and Business Statistics Working Papers
2
Neyar diyun / ham- Merkāz le-Fittûaḥ 'al Šēm P. Sapir
2
Staff working paper / Bank of Canada
2
The econometrics journal
2
more ...
less ...
Source
All
ECONIS (ZBW)
10
Showing
1
-
10
of
10
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
The Society for Financial Econometrics (SoFiE) inaugural conference : New York, June 4-6, 2008
Ghysels, Eric
- In:
Journal of financial econometrics : official journal of …
7
(
2009
)
1
,
pp. 1-2
Persistent link: https://www.econbiz.de/10003825715
Saved in:
2
The JFEC invited lecture at the 2008 SoFiE conference
Garcia, René
(
contributor
);
Ghysels, Eric
(
contributor
); …
-
2009
Persistent link: https://www.econbiz.de/10003884345
Saved in:
3
Special issue on "Multivariate volatility models"
Garcia, René
(
contributor
);
Ghysels, Eric
(
contributor
); …
-
2009
Persistent link: https://www.econbiz.de/10003907531
Saved in:
4
Why do absolute returns predict volatility so well?
Forsberg, Lars
;
Ghysels, Eric
- In:
Journal of financial econometrics : official journal of …
5
(
2007
)
1
,
pp. 31-67
Persistent link: https://www.econbiz.de/10003518282
Saved in:
5
Special issue: Tribute to Clive W. J. Granger
Ghysels, Eric
(
contributor
)
-
2010
Persistent link: https://www.econbiz.de/10008652847
Saved in:
6
Conditional skewness with quantile regression models : SoFiE presidential address and a tribute to Hal White
Ghysels, Eric
- In:
Journal of financial econometrics : official journal of …
12
(
2014
)
4
,
pp. 620-644
Persistent link: https://www.econbiz.de/10010512288
Saved in:
7
The impact of sampling frequency and volatility estimators on change-point tests
Andreou, Alena
;
Ghysels, Eric
- In:
Journal of financial econometrics : official journal of …
2
(
2004
)
2
,
pp. 290-318
Persistent link: https://www.econbiz.de/10002214288
Saved in:
8
The JFEC invited lecture at the 2009 SoFiE Conference
Garcia, René
;
Ghysels, Eric
;
Renault, Eric
- In:
Journal of financial econometrics : official journal of …
9
(
2011
)
1
,
pp. 1-2
Persistent link: https://www.econbiz.de/10009125134
Saved in:
9
Introduction to: Reflections on the probability space induced by moment conditions with implications for Bayesian inference
Ghysels, Eric
;
Tauchen, George Eugene
- In:
Journal of financial econometrics : official journal of …
14
(
2016
)
2
,
pp. 227-228
Persistent link: https://www.econbiz.de/10011588981
Saved in:
10
Indirect inference estimation of mixed frequency stochastic volatility state space models using MIDAS regressions and ARCH models
Gagliardini, Patrick
;
Ghysels, Eric
;
Rubin, M.
- In:
Journal of financial econometrics : official journal of …
15
(
2017
)
4
,
pp. 509-560
Persistent link: https://www.econbiz.de/10011987633
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->