//--> //--> //--> //-->
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"
~subject:"Zeitreihenanalyse"
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
Search: subject:"Theory"
Narrow search
Delete all filters
| 2 applied filters
Year of publication
From:
To:
Subject
All
Zeitreihenanalyse
Theorie
416
Theory
416
Portfolio selection
196
Portfolio-Management
196
Capital income
194
Kapitaleinkommen
194
Estimation
162
Schätzung
162
Volatility
135
Volatilität
135
Börsenkurs
120
Share price
120
CAPM
108
Forecasting model
105
Prognoseverfahren
105
ARCH model
78
ARCH-Modell
78
Time series analysis
77
Estimation theory
76
Schätztheorie
76
Yield curve
71
Zinsstruktur
71
Risk
64
Risk premium
64
Risiko
63
Risikoprämie
63
USA
62
United States
62
Aktienmarkt
49
Anlageverhalten
49
Behavioural finance
49
Stock market
49
Risikomaß
44
Risk measure
44
Welt
43
World
43
Option pricing theory
39
Optionspreistheorie
39
Investment Fund
37
more ...
less ...
Online availability
All
Undetermined
41
Free
1
Type of publication
All
Article
77
Type of publication (narrower categories)
All
Article in journal
76
Aufsatz in Zeitschrift
76
Language
All
English
77
Author
All
Taylor, Robert
3
Astill, Sam
2
Dark, Jonathan
2
Harvey, David I.
2
Kapetanios, George
2
Kim, Chang-Jin
2
Koop, Gary
2
Leybourne, Stephen James
2
Lucas, André
2
McKenzie, Michael D.
2
Nelson, Charles R.
2
Phillips, Peter C. B.
2
Satchell, Stephen
2
Wongwachara, Warapong
2
Abergel, Frédéric
1
Amado, Cristina
1
Arakelian, V.
1
Baillie, Richard
1
Ball, Clifford A.
1
Bee, Marco
1
Berens, Tobias
1
Bernardi, Mauro
1
Bohn Nielsen, Heino
1
Boudt, Kris
1
Broze, Laurence
1
Cai, Lili
1
Campbell, John Y.
1
Cassola, Nuno
1
Catania, Leopoldo
1
Cerrato, Mario
1
Chambers, Marcus J.
1
Chen Zhou
1
Creel, Michael D.
1
Crosby, John
1
Croux, Christophe
1
Davidson, James E. H.
1
Degiannakis, Stavros
1
Dendramis, Yiannis
1
Diewald, Laszlo
1
Dijk, Ronald van
1
more ...
less ...
Published in...
All
Journal of empirical finance
Journal of econometrics
599
International journal of forecasting
371
Economics letters
356
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
334
Econometric theory
293
Discussion paper / Tinbergen Institute
267
Journal of forecasting
263
Econometric reviews
203
Economic modelling
155
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
153
Applied economics
148
Working paper / Department of Econometrics and Business Statistics, Monash University
142
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
134
Applied economics letters
127
CREATES research paper
125
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
125
Computational economics
110
NBER Working Paper
108
Journal of applied econometrics
100
NBER working paper series
94
Working paper
92
Econometrics : open access journal
91
Cowles Foundation discussion paper
90
Journal of economic dynamics & control
82
The econometrics journal
82
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
80
Working paper / National Bureau of Economic Research, Inc.
79
EUI working paper / ECO
73
Energy economics
70
Journal of time series econometrics
69
CESifo working papers
68
Oxford bulletin of economics and statistics
67
SFB 649 discussion paper
66
Journal of the American Statistical Association : JASA
64
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
60
Discussion papers of interdisciplinary research project 373
60
Journal of macroeconomics
57
Discussion paper / Centre for Economic Policy Research
56
Série des documents de travail / Centre de Recherche en Économie et Statistique
56
more ...
less ...
Source
All
ECONIS (ZBW)
77
Showing
1
-
10
of
77
Sort
Relevance
Date (newest first)
Date (oldest first)
1
Using covariates to improve the efficacy of univariate bubble detection methods
Astill, Sam
;
Taylor, Robert
;
Kellard, Neil
;
Korkos, Ioannis
- In:
Journal of empirical finance
70
(
2023
),
pp. 342-366
Persistent link: https://www.econbiz.de/10014423733
Saved in:
2
Forecasting tail risk measures for financial time series : an extreme value approach with covariates
James, Robert
;
Leung, Henry
;
Leung, Jessica Wai Yin
; …
- In:
Journal of empirical finance
71
(
2023
),
pp. 29-50
Persistent link: https://www.econbiz.de/10014292519
Saved in:
3
An adaptive long memory conditional correlation model
Dark, Jonathan
- In:
Journal of empirical finance
75
(
2024
),
pp. 1-16
Persistent link: https://www.econbiz.de/10014491877
Saved in:
4
Time series momentum and reversal : intraday information from realized semivariance
Liu, Zhenya
;
Lu, Shanglin
;
Li, Bo
;
Wang, Shixuan
- In:
Journal of empirical finance
72
(
2023
),
pp. 54-77
Persistent link: https://www.econbiz.de/10014476799
Saved in:
5
Forecasting Bitcoin realized volatility by exploiting measurement error under model uncertainty
Qiu, Yue
;
Wang, Zongrun
;
Xie, Tian
;
Zhang, Xinyu
- In:
Journal of empirical finance
62
(
2021
),
pp. 179-201
Persistent link: https://www.econbiz.de/10012693338
Saved in:
6
Conditional out-of-sample predictability of aggregate equity returns and aggregate equity return volatility using economic variables
Nonejad, Nima
- In:
Journal of empirical finance
70
(
2023
),
pp. 91-122
Persistent link: https://www.econbiz.de/10014423619
Saved in:
7
Forecasting intraday market risk : a marked self-exciting point process with exogenous renewals
Stindl, Tom
- In:
Journal of empirical finance
70
(
2023
),
pp. 182-198
Persistent link: https://www.econbiz.de/10014423627
Saved in:
8
Intraday VaR : a copula-based approach
Wang, Keli
;
Liu, Xiaoquan
;
Ye, Wuyi
- In:
Journal of empirical finance
74
(
2023
),
pp. 1-21
Persistent link: https://www.econbiz.de/10014477064
Saved in:
9
Exponential smoothing of realized portfolio weights
Golosnoy, Vasyl
;
Gribisch, Bastian
;
Seifert, Miriam
- In:
Journal of empirical finance
53
(
2019
),
pp. 222-237
Persistent link: https://www.econbiz.de/10012171651
Saved in:
10
Realizing the extremes : estimation of tail-risk measures from a high-frequency perspective
Bee, Marco
;
Dupuis, Debbie J.
;
Trapin, Luca
- In:
Journal of empirical finance
36
(
2016
),
pp. 86-99
Persistent link: https://www.econbiz.de/10011662757
Saved in:
1
2
3
4
5
6
7
8
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->