//--> //--> //--> //-->
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
~type_genre:"Aufsatz in Zeitschrift"
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
Bootstrap tests of mean-varian...
Similar by subject
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
CAPM
9,048
Theorie
5,913
Theory
5,913
Capital income
3,014
Kapitaleinkommen
3,014
Statistical test
2,837
Statistischer Test
2,836
Estimation
2,300
Schätzung
2,299
Portfolio selection
2,172
Portfolio-Management
2,172
Börsenkurs
2,023
Share price
2,023
Bootstrap approach
1,664
Bootstrap-Verfahren
1,664
Risk premium
1,575
Risikoprämie
1,574
USA
1,333
United States
1,333
Estimation theory
1,324
Schätztheorie
1,324
Risk
1,240
Risiko
1,218
Aktienmarkt
1,108
Stock market
1,108
Volatility
1,039
Volatilität
1,038
Forecasting model
784
Prognoseverfahren
784
Time series analysis
774
Zeitreihenanalyse
774
Beta risk
708
Betafaktor
708
Asset pricing
574
Behavioural finance
568
Anlageverhalten
566
Option pricing theory
496
Optionspreistheorie
496
Stochastic process
489
Stochastischer Prozess
489
more ...
less ...
Online availability
All
Undetermined
4,538
Free
890
Type of publication
All
Article
13,185
Book / Working Paper
46
Type of publication (narrower categories)
All
Aufsatz in Zeitschrift
Article in journal
13,231
Working Paper
5,985
Graue Literatur
5,774
Non-commercial literature
5,774
Arbeitspapier
5,559
Hochschulschrift
881
Thesis
728
Aufsatz im Buch
727
Book section
727
Collection of articles written by one author
207
Sammlung
207
Collection of articles of several authors
128
Sammelwerk
128
Bibliografie enthalten
119
Bibliography included
119
Lehrbuch
119
Textbook
110
Conference paper
67
Konferenzbeitrag
67
Aufsatzsammlung
61
Dissertation u.a. Prüfungsschriften
56
Systematic review
56
Übersichtsarbeit
56
Konferenzschrift
50
Forschungsbericht
46
Article
33
Glossar enthalten
29
Glossary included
29
Conference proceedings
26
Reprint
18
Amtsdruckschrift
14
Government document
14
Handbook
14
Handbuch
14
Case study
12
Fallstudie
12
Mehrbändiges Werk
12
Multi-volume publication
12
Mikroform
11
more ...
less ...
Language
All
English
12,854
German
213
Spanish
61
French
58
Portuguese
16
Italian
12
Polish
4
Danish
3
Czech
2
Swedish
2
Afrikaans
1
Hungarian
1
Dutch
1
Norwegian
1
Russian
1
Turkish
1
more ...
less ...
Author
All
Zaremba, Adam
66
Chang, Tsangyao
47
Taylor, Robert
37
Jarrow, Robert A.
35
Faff, Robert W.
32
Cakici, Nusret
31
Harvey, Campbell R.
29
Madan, Dilip B.
29
Fabozzi, Frank J.
28
Ferson, Wayne E.
26
Khalaf, Lynda
26
Kim, Jae H.
26
MacKinnon, James G.
26
Andrews, Donald W. K.
25
Davidson, Russell
25
Zhou, Guofu
25
Cavaliere, Giuseppe
24
Dufour, Jean-Marie
24
Lee, Cheng F.
24
Phillips, Peter C. B.
24
Hansen, Lars Peter
23
Sehgal, Sanjay
23
White, Halbert
23
Fama, Eugene F.
22
Rubio, Gonzalo
22
Hatemi-J, Abdulnasser
21
Hens, Thorsten
21
Satchell, Stephen
21
Fletcher, Jonathan
20
Levy, Haim
20
Robotti, Cesare
20
Su, Chi-Wei
20
Gonçalves, Sílvia
19
Kan, Raymond
19
Auer, Benjamin R.
18
Bera, Anil K.
18
Renault, Eric
18
Simar, Léopold
18
Westerlund, Joakim
18
Campbell, John Y.
17
more ...
less ...
Institution
All
American Finance Association
1
Economic Policy Conference <31, 2006, Saint Louis, Mo.>
1
Federal Reserve Bank of St. Louis
1
Institut der Wirtschaftsprüfer in Deutschland / Arbeitsgruppe "Ermittlung des Basiszinssatzes in der Unternehmensbewertung"
1
International Conference on Futures and Other Derivative Markets <1, 2012, Peking>
1
International Conference on Futures and Other Derivatives <7., 2018, Schanghai>
1
International Conference on Futures and Other Derivatives Markets <5., 2016, Shenzhen>
1
International Symposium on Econometrics of Specification Test in 30 Years <2010, Xiamen>
1
Nordic Symposium on Contingent Claims Analysis in Finance <1992, Naantali>
1
Schmalenbach-Gesellschaft - Deutsche Gesellschaft für Betriebswirtschaft / Arbeitskreis Finanzierung
1
more ...
less ...
Published in...
All
Journal of econometrics
533
Journal of financial economics
325
Journal of banking & finance
311
Economics letters
308
The journal of finance : the journal of the American Finance Association
253
The review of financial studies
238
Finance research letters
210
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
195
Journal of empirical finance
194
Econometric reviews
187
Journal of economic dynamics & control
187
Applied economics
169
Econometric theory
155
International review of financial analysis
143
Applied economics letters
142
Economic modelling
142
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
131
Journal of financial and quantitative analysis : JFQA
128
Management science : journal of the Institute for Operations Research and the Management Sciences
123
Pacific-Basin finance journal
111
International review of economics & finance : IREF
103
The European journal of finance
101
Applied financial economics
98
Review of quantitative finance and accounting
97
Journal of international money and finance
95
The econometrics journal
94
Mathematical finance : an international journal of mathematics, statistics and financial theory
91
The North American journal of economics and finance : a journal of financial economics studies
89
International journal of theoretical and applied finance
87
Journal of international financial markets, institutions & money
86
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
84
European journal of operational research : EJOR
80
The journal of futures markets
78
Finance and stochastics
77
Journal of monetary economics
77
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
77
Journal of applied econometrics
70
Journal of economic theory
69
Annals of finance
66
International journal of forecasting
66
more ...
less ...
Source
All
ECONIS (ZBW)
13,231
Showing
1
-
10
of
13,231
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
A bootstrap test for jumps in financial economics
Hwang, Eunju
;
Shin, Dong-wan
- In:
Economics letters
125
(
2014
)
1
,
pp. 74-78
Persistent link: https://www.econbiz.de/10010504752
Saved in:
2
Empirical test of the efficiency of the UK covered warrants market : stochastic dominance and likelihood ratio test approach
Chan, Chia-ying
;
Peretti, Christian de
;
Qiao, Zhuo
; …
- In:
Journal of empirical finance
19
(
2012
)
1
,
pp. 162-174
Persistent link: https://www.econbiz.de/10009615744
Saved in:
3
Testing for monotonicity in expected asset returns
Romano, Joseph P.
;
Wolf, Michael
- In:
Journal of empirical finance
23
(
2013
),
pp. 93-116
Persistent link: https://www.econbiz.de/10010221769
Saved in:
4
Nonparametric specification testing of conditional asset pricing models
Peñaranda, Francisco
;
Rodríguez Poo, Juan Manuel
; …
- In:
Journal of business & economic statistics : JBES ; a …
40
(
2022
)
4
,
pp. 1455-1469
Persistent link: https://www.econbiz.de/10013539794
Saved in:
5
Testing factor models when asset bubbles occur : a time-varying perspective
Yu, Lu
;
Li, Yanglin
- In:
Economic modelling
124
(
2023
),
pp. 1-8
Persistent link: https://www.econbiz.de/10014463291
Saved in:
6
Testing for a change in persistence in the presence of non-stationary volatility
Cavaliere, Giuseppe
;
Taylor, Robert
- In:
Journal of econometrics
147
(
2008
)
1
,
pp. 84-98
Persistent link: https://www.econbiz.de/10003783787
Saved in:
7
Simulation-based tests for heteroskedasticity in linear regression models : some further results
Godfrey, L. G.
;
Orme, Chris D.
;
Silva, João Santos
- In:
The econometrics journal
9
(
2006
)
1
,
pp. 76-97
Persistent link: https://www.econbiz.de/10003320202
Saved in:
8
Testing for stochastic dominance using the weighted McFadden-type statistic
Horváth, Lajos
;
Kokoszka, Piotr
;
Zitikis, Ričardas
- In:
Journal of econometrics
133
(
2006
)
1
,
pp. 191-205
Persistent link: https://www.econbiz.de/10003354571
Saved in:
9
The power of bootstrap and asymptotic tests
Davidson, Russell
;
MacKinnon, James G.
- In:
Journal of econometrics
133
(
2006
)
2
,
pp. 421-441
Persistent link: https://www.econbiz.de/10003359537
Saved in:
10
Bootstrapping the Box-Pierce Q test : a robust test of uncorrelatedness
Horowitz, Joel
;
Lobato, Ignacio N.
;
Nankervis, John C.
; …
- In:
Journal of econometrics
133
(
2006
)
2
,
pp. 841-862
Persistent link: https://www.econbiz.de/10003359657
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...
//-->