//--> //--> //--> //-->
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
Assessing Misspecifications in...
Similar by person
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Capital income
7
Kapitaleinkommen
7
Theorie
7
Theory
7
Börsenkurs
6
Risiko
6
Risikoprämie
6
Risk
6
Risk premium
6
Share price
6
Estimation
5
Forecasting model
5
Prognoseverfahren
5
Schätzung
5
Nichtparametrisches Verfahren
4
Nonparametric statistics
4
Capital market returns
3
Kapitalmarktrendite
3
Risikomaß
3
Risk measure
3
Statistical distribution
3
Statistische Verteilung
3
risk-neutral probability
3
tail risk
3
Volatility
2
Volatilität
2
economic predictability
2
prediction of market returns
2
risk factor
2
ARCH model
1
ARCH-Modell
1
Causality analysis
1
Cointegration
1
Deutschland
1
Error Correction Model
1
Exchange rate
1
Germany
1
Großbritannien
1
Kausalanalyse
1
Kointegration
1
more ...
less ...
Online availability
All
Undetermined
7
Type of publication
All
Article
9
Book / Working Paper
2
Type of publication (narrower categories)
All
Article in journal
11
Aufsatz in Zeitschrift
11
Collection of articles of several authors
2
Sammelwerk
2
Language
All
English
11
Author
All
Garcia, René
10
Almeida, Caio
7
Ardison, Kym
7
Vicente, Jose
6
Ghysels, Eric
3
Renault, Eric
3
Bali, Turan G.
2
Camponovo, Lorenzo
2
Dobrev, Dobrislav
2
Jacobs, Kris
2
Scaillet, Olivier
2
Schaumburg, Ernst
2
Trojani, Fabio
2
Dufour, Jean-Marie
1
Kubudi, Daniela
1
Rodrigues, Paulo M. M.
1
Simonsen, Axel
1
Taamouti, Abderrahim
1
Vicente, José
1
more ...
less ...
Published in...
All
Journal of financial econometrics : official journal of the Society for Financial Econometrics
CIRANO Working Papers
25
Journal of econometrics
17
Journal of banking & finance
14
Brazilian review of econometrics : BRE ; the review of the Brazilian Econometric Society
11
The review of financial studies
9
Cahiers de recherche
8
Série de trabalhos para discussão
8
Cahier / Département de Sciences Économiques, Université de Montréal
7
Working Papers / Bank of Canada
7
The Canadian journal of economics
6
Brazilian review of econometrics : the review of the Brazilian Econometric Society
5
Journal of Banking & Finance
5
Journal of Financial Econometrics
5
Journal of applied econometrics
5
Working Papers Series / Central Bank of Brazil, Research Department
5
Working paper / Bank of Canada
5
International journal of theoretical and applied finance
4
Journal of Econometrics
4
L' Actualité économique : revue trimest.
4
Revista Brasileira de Finanças : RBFin
4
Série des documents de travail / Centre de Recherche en Économie et Statistique
4
Working Papers / Centre de Recherche en Économie et Statistique (CREST), Groupe des Écoles Nationales d'Économie et Statistique (GENES)
4
Bank of Canada Working Paper
3
Canadian Journal of Economics
3
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
3
Journal of international money and finance
3
L'Actualité Economique
3
Review of Financial Studies
3
CIRANO - Scientific Publication
2
Economic inquiry : journal of the Western Economic Association International
2
Economics Working Papers (Ensaios Economicos da EPGE)
2
Finance and stochastics
2
Journal of Applied Econometrics
2
Management Science
2
Management science : journal of the Institute for Operations Research and the Management Sciences
2
Numéro spécial sur l'économie du développement
2
Research paper series / Swiss Finance Institute
2
Review of derivatives research
2
Revista Brasileira de Economia
2
more ...
less ...
Source
All
ECONIS (ZBW)
11
Showing
1
-
10
of
11
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Nonparametric tail risk, stock returns, and the macroeconomy
Almeida, Caio
;
Ardison, Kym
;
Garcia, René
;
Vicente, Jose
- In:
Journal of financial econometrics : official journal of …
15
(
2017
)
3
,
pp. 333-376
Persistent link: https://www.econbiz.de/10011987494
Saved in:
2
Comment on: nonparametric tail risk, stock returns, and the macroeconomy
Camponovo, Lorenzo
;
Scaillet, Olivier
;
Trojani, Fabio
- In:
Journal of financial econometrics : official journal of …
15
(
2017
)
3
,
pp. 377-387
Persistent link: https://www.econbiz.de/10011987504
Saved in:
3
Comment on: nonparametric tail risk, stock returns, and the macroeconomy
Dobrev, Dobrislav
;
Schaumburg, Ernst
- In:
Journal of financial econometrics : official journal of …
15
(
2017
)
3
,
pp. 388-409
Persistent link: https://www.econbiz.de/10011987513
Saved in:
4
Comment on: nonparametric tail risk, stock returns, and the macroeconomy
Bali, Turan G.
- In:
Journal of financial econometrics : official journal of …
15
(
2017
)
3
,
pp. 413-417
Persistent link: https://www.econbiz.de/10011987520
Saved in:
5
Comment on: nonparametric tail risk, stock returns, and the macroeconomy
Jacobs, Kris
- In:
Journal of financial econometrics : official journal of …
15
(
2017
)
3
,
pp. 410-412
Persistent link: https://www.econbiz.de/10011987533
Saved in:
6
Rejoinder on: nonparametric tail risk, stock returns, and the macroeconomy
Almeida, Caio
;
Ardison, Kym
;
Garcia, René
;
Vicente, Jose
- In:
Journal of financial econometrics : official journal of …
15
(
2017
)
3
,
pp. 418-426
Persistent link: https://www.econbiz.de/10011987534
Saved in:
7
Forecasting bond yields with segmented term structure models
Almeida, Caio
;
Ardison, Kym
;
Kubudi, Daniela
;
Simonsen, Axel
- In:
Journal of financial econometrics : official journal of …
16
(
2018
)
1
,
pp. 1-33
Persistent link: https://www.econbiz.de/10011987669
Saved in:
8
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:
9
Special issue on "Multivariate volatility models"
Garcia, René
(
contributor
);
Ghysels, Eric
(
contributor
); …
-
2009
Persistent link: https://www.econbiz.de/10003907531
Saved in:
10
Measuring high-frequency causality between returns, realized volatility, and implied volatility
Dufour, Jean-Marie
;
Garcia, René
;
Taamouti, Abderrahim
- In:
Journal of financial econometrics : official journal of …
10
(
2012
)
1
,
pp. 124-163
Persistent link: https://www.econbiz.de/10009519709
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->