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Royal Economic Society Annual...
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Subject
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Theorie
102
Theory
100
Schätztheorie
71
Estimation theory
65
Forecasting model
60
Prognoseverfahren
60
Time series analysis
50
Zeitreihenanalyse
50
Momentenmethode
35
Volatility
28
Volatilität
28
Method of moments
27
Estimation
22
Schätzung
22
Multivariate Verteilung
17
Multivariate distribution
17
Capital income
16
Forecasting
16
Hedge fund
16
Hedgefonds
16
Kapitaleinkommen
16
Großbritannien
14
Correlation
13
USA
13
United Kingdom
13
United States
13
Portfolio selection
12
Portfolio-Management
12
Statistical distribution
12
Statistische Verteilung
12
Financial market
11
Finanzmarkt
11
Korrelation
11
Statistical theory
11
Statistische Methodenlehre
11
ARCH model
10
ARCH-Modell
10
Frühindikator
10
GMM
10
Leading indicator
10
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Online availability
All
Free
162
Undetermined
86
Type of publication
All
Article
227
Book / Working Paper
217
Type of publication (narrower categories)
All
Working Paper
105
Article in journal
95
Aufsatz in Zeitschrift
95
Arbeitspapier
85
Graue Literatur
72
Non-commercial literature
72
Aufsatz im Buch
9
Book section
9
Collection of articles of several authors
3
Sammelwerk
3
Amtsdruckschrift
2
Government document
2
Rezension
2
Thesis
2
Article
1
Aufsatzsammlung
1
Festschrift
1
Hochschulschrift
1
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1
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1
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Language
All
English
282
Undetermined
160
French
2
Author
All
Smith, Richard J.
225
Patton, Andrew J.
200
Timmermann, Allan
29
Bollerslev, Tim
23
Oh, Dong Hwan
20
Mitchell, James
17
Quaedvlieg, Rogier
15
Guggenberger, Patrik
14
Sheppard, Kevin
14
Pesaran, M. Hashem
13
Weale, Martin R.
13
Newey, Whitney K.
12
Parente, Paulo M. D. C.
12
Ramadorai, Tarun
12
Smith, R. J.
12
Weale, Martin
12
Shin, Yongcheol
9
Chesher, Andrew
8
Engle, Robert F.
8
Oryshchenko, Vitaliy
8
Taylor, Robert
8
Verardo, Michela
8
Blundell, Richard W.
7
Fan, Yanqin
7
Teräsvirta, Timo
7
Li, Jia
6
Grant, Nicky L.
5
Ramalho, Joaquim J.S.
5
Robin, Jean-Marc
5
Weller, Brian M.
5
Chen, Xiaohong
4
Granger, C. W. J.
4
Hahn, Jinyong
4
Kapetanios, George
4
Ramalho, Joaquim J. S.
4
Taylor, A. M. Robert
4
Wang, Wenjing
4
Camba-Mendez, Gonzalo
3
Dimitriadis, Timo
3
Dumangane, Montezuma
3
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Institution
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Department of Economics, Oxford University
5
Duke University, Department of Economics
5
London School of Economics (LSE)
5
Centre for Microdata Methods and Practice <London>
4
National Institute of Economic and Social Research
3
School of Economics and Management, University of Aarhus
3
Departamento de Economia, Universidade de Évora
2
Faculty of Economics, University of Cambridge
2
Finance Research Centre, Oxford University
2
Department of Economics, Leicester University
1
Econometric Society
1
Economics Department, Queen's University
1
Economics Group, Nuffield College, University of Oxford
1
Economics Institute for Research (SIR), Handelshögskolan i Stockholm
1
Ekonomiska forskningsinstitutet <Stockholm>
1
Granger Centre for Time Series Econometrics, School of Economics
1
London School of Economics and Political Science
1
Peter G. Peterson Institute for International Economics (IIE)
1
Royal Economic Society
1
Suntory and Toyota International Centres for Economics and Related Disciplines, LSE
1
Suntory-Toyota International Centre for Economics and Related Disciplines
1
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Published in...
All
Journal of econometrics
40
CEMMAP working papers / Centre for Microdata Methods and Practice
19
Journal of Econometrics
18
cemmap working paper
18
Econometric theory
17
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
12
DAE working paper
11
ERID working paper
9
Econometric Theory
8
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
8
Discussion paper / Centre for Economic Policy Research
7
Journal of applied econometrics
7
The econometrics journal
7
Agricultural Water Management
5
Economics Series Working Papers / Department of Economics, Oxford University
5
Journal of Business & Economic Statistics
5
LSE Research Online Documents on Economics
5
The economic journal : the journal of the Royal Economic Society
5
The review of economic studies
5
The review of financial studies
5
Working Papers / Duke University, Department of Economics
5
Discussion paper / Department of Economics, University of California San Diego
4
Discussion paper series / LSE Financial Markets Group
4
Econometrics Journal
4
Finance and economics discussion series
4
Journal of financial economics
4
Journal of the American Statistical Association : JASA
4
Série des documents de travail / Centre de Recherche en Économie et Statistique
4
CREATES Research Papers
3
CREATES research paper
3
Department of Economics discussion paper series / University of Oxford
3
Discussion paper
3
Discussion papers / National Institute of Economic and Social Research
3
Discussion papers in economics
3
Economic Research Initiatives at Duke (ERID) Working Paper
3
FEDS Working Paper
3
International economic review
3
International journal of forecasting
3
Journal of Applied Econometrics
3
NYU Working Paper
3
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Source
All
ECONIS (ZBW)
265
RePEc
102
OLC EcoSci
46
EconStor
21
BASE
7
Other ZBW resources
2
USB Cologne (EcoSocSci)
1
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1
Estimation of multivariate models for time series of possibly different lengths
Patton, Andrew J.
- In:
Journal of applied econometrics
21
(
2006
)
2
,
pp. 147-173
Persistent link: https://www.econbiz.de/10003310036
Saved in:
2
Copula-based models for financial time series
Patton, Andrew J.
- In:
Handbook of financial time series
,
(pp. 767-785)
.
2009
Persistent link: https://www.econbiz.de/10003834225
Saved in:
3
Are "market neutral" hedge funds really market neutral?
Patton, Andrew J.
- In:
The review of financial studies
22
(
2009
)
7
,
pp. 2495-2530
Persistent link: https://www.econbiz.de/10003866761
Saved in:
4
Data-based ranking of realised volatility estimators
Patton, Andrew J.
- In:
Journal of econometrics
161
(
2011
)
2
,
pp. 284-303
Persistent link: https://www.econbiz.de/10009242129
Saved in:
5
Volatillity forecast comparison using imperfect volatility proxies
Patton, Andrew J.
- In:
Journal of econometrics
160
(
2011
)
1
,
pp. 246-256
Persistent link: https://www.econbiz.de/10009242521
Saved in:
6
On the out-of-sample importance of skewness and asymmetric dependence for asset allocation
Patton, Andrew J.
- In:
Journal of financial econometrics : official journal of …
2
(
2004
)
1
,
pp. 130-168
Persistent link: https://www.econbiz.de/10002214229
Saved in:
7
Estimation of copula models for time series of possibly different lenghts
Patton, Andrew J.
-
2001
Persistent link: https://www.econbiz.de/10001637762
Saved in:
8
Comparing possibly misspecified forecasts
Patton, Andrew J.
- In:
Journal of business & economic statistics : JBES ; a …
38
(
2020
)
4
,
pp. 796-809
Persistent link: https://www.econbiz.de/10012313371
Saved in:
9
Common factors in conditional distributions for bivariate time series
Granger, C. W. J.
;
Teräsvirta, Timo
;
Patton, Andrew J.
- In:
Journal of econometrics
132
(
2006
)
1
,
pp. 43-57
Persistent link: https://www.econbiz.de/10003320239
Saved in:
10
Modelling asymmetric exchange rate dependence
Patton, Andrew J.
- In:
International economic review
47
(
2006
)
2
,
pp. 527-556
Persistent link: https://www.econbiz.de/10003321487
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