//--> //--> //--> //-->
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 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
On equilibrium prices in conti...
Similar by subject
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Theorie
1,607
Theory
1,607
Estimation theory
459
Schätztheorie
459
Time series analysis
378
Zeitreihenanalyse
378
Estimation
224
Schätzung
224
Volatility
219
Volatilität
219
Stochastic process
218
Stochastischer Prozess
218
Nichtparametrisches Verfahren
160
Nonparametric statistics
160
Forecasting model
147
Prognoseverfahren
147
Statistical test
138
Statistischer Test
138
Regression analysis
126
Regressionsanalyse
126
Börsenkurs
105
Share price
104
Statistical distribution
103
Statistische Verteilung
103
Bayes-Statistik
99
Bayesian inference
99
USA
99
United States
99
Panel
93
Panel study
93
ARCH model
88
ARCH-Modell
88
Capital income
87
Kapitaleinkommen
87
Method of moments
86
Momentenmethode
85
Ökonometrie
85
Econometrics
83
Monte Carlo simulation
82
Monte-Carlo-Simulation
82
more ...
less ...
Online availability
All
Undetermined
449
Type of publication
All
Article
1,739
Book / Working Paper
36
Type of publication (narrower categories)
All
Article in journal
1,755
Aufsatz in Zeitschrift
1,755
Collection of articles of several authors
50
Sammelwerk
50
Konferenzschrift
16
Conference proceedings
13
Festschrift
9
Aufsatzsammlung
5
Conference paper
5
Konferenzbeitrag
5
Systematic review
3
Übersichtsarbeit
3
Bibliografie enthalten
1
Bibliography included
1
more ...
less ...
Language
All
English
1,774
Undetermined
1
Author
All
Phillips, Peter C. B.
38
Ghysels, Eric
18
Swanson, Norman R.
17
Tauchen, George Eugene
17
Todorov, Viktor
17
Koop, Gary
16
Lee, Lung-fei
16
Linton, Oliver
16
Yu, Jun
16
Gouriéroux, Christian
15
McAleer, Michael
15
Aït-Sahalia, Yacine
14
Pesaran, M. Hashem
14
Bollerslev, Tim
12
Chib, Siddhartha
12
Diebold, Francis X.
12
Granger, C. W. J.
12
Park, Joon Y.
12
Renault, Eric
12
Schmidt, Peter
12
Corradi, Valentina
11
Dufour, Jean-Marie
11
Steel, Mark F. J.
11
Taylor, Robert
11
Timmermann, Allan
11
Xiao, Zhijie
11
Hsiao, Cheng
10
Maasoumi, Esfandiar
10
Whang, Yoon-jae
10
Andersen, Torben
9
Bai, Jushan
9
Gallant, A. Ronald
9
Hidalgo, Javier
9
Hong, Yongmiao
9
Kohn, Robert
9
Li, Qi
9
Lütkepohl, Helmut
9
Robinson, Peter M.
9
Tsionas, Efthymios G.
9
Zakoïan, Jean-Michel
9
more ...
less ...
Institution
All
(EC)2 Conference <1, 1990; 2, 1991>
1
Association of Asia-Pacific Business School's Academic Conference <2018, Hongkong>
1
National Bureau of Economic Research
1
National Science Foundation
1
Sir Clive Granger Memorial Conference <2010, Nottingham>
1
Symposium on Forecasting and Empirical Methods in Macroeconomics and Finance <1999, Cambridge, Mass.>
1
Published in...
All
Journal of econometrics
NBER working paper series
7,618
Working paper / National Bureau of Economic Research, Inc.
7,073
NBER Working Paper
6,753
Economics letters
5,466
European journal of operational research : EJOR
5,041
Discussion paper / Centre for Economic Policy Research
4,701
CESifo working papers
4,016
Working paper
3,004
Journal of economic theory
2,930
CESifo Working Paper
2,594
Discussion paper / Tinbergen Institute
2,567
Journal of economic dynamics & control
2,531
Discussion paper series / IZA
2,499
The American economic review
2,429
Computers & operations research : and their applications to problems of world concern ; an international journal
2,373
Journal of economic behavior & organization : JEBO
2,287
Europäische Hochschulschriften / 5
2,199
Economic modelling
1,988
Discussion paper
1,961
European economic review : EER
1,943
International journal of production research
1,932
Journal of banking & finance
1,928
Applied economics
1,916
CESifo Working Paper Series
1,913
Games and economic behavior
1,874
Economic theory : official journal of the Society for the Advancement of Economic Theory
1,872
SpringerLink / Bücher
1,823
The economic journal : the journal of the Royal Economic Society
1,810
IZA Discussion Paper
1,788
Journal of public economics
1,756
Discussion paper / Center for Economic Research, Tilburg University
1,687
Management science : journal of the Institute for Operations Research and the Management Sciences
1,612
IZA Discussion Papers
1,544
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
1,534
Journal of monetary economics
1,454
Applied economics letters
1,431
Working Paper
1,420
Public choice
1,387
International economic review
1,374
more ...
less ...
Source
All
ECONIS (ZBW)
1,775
Showing
1
-
10
of
1,775
Sort
Relevance
Date (newest first)
Date (oldest first)
1
Intraday cross-sectional distributions of systematic risk
Andersen, Torben
;
Riva, Raul
;
Thyrsgaard, Martin
; …
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 1394-1418
Persistent link: https://www.econbiz.de/10014471397
Saved in:
2
Exact Bayesian moment based inference for the distribution of the small-time movements of an Itô semimartingale
Gallant, A. Ronald
;
Tauchen, George Eugene
- In:
Journal of econometrics
205
(
2018
)
1
,
pp. 140-155
Persistent link: https://www.econbiz.de/10012110246
Saved in:
3
Testing for non-correlation between price and volatility jumps
Jacod, Jean
;
Klüppelberg, Claudia
;
Müller, Gernot
- In:
Journal of econometrics
197
(
2017
)
2
,
pp. 284-297
Persistent link: https://www.econbiz.de/10011818360
Saved in:
4
Testing for self-excitation in jumps
Boswijk, Herman Peter
;
Laeven, Roger J. A.
;
Yang, Xiye
- In:
Journal of econometrics
203
(
2018
)
2
,
pp. 256-266
Persistent link: https://www.econbiz.de/10011974668
Saved in:
5
The stochastic conditional duration model : a latent variable model for the analysis of financial durations
Bauwens, Luc
;
Veredas, David
- In:
Journal of econometrics
119
(
2004
)
2
,
pp. 381-412
Persistent link: https://www.econbiz.de/10001956340
Saved in:
6
Nonparametric specification tests for conditional duration models
Fernandes, Marcelo
;
Grammig, Joachim
- In:
Journal of econometrics
127
(
2005
)
1
,
pp. 35-68
Persistent link: https://www.econbiz.de/10002756914
Saved in:
7
Identification-robust beta pricing, spanning, mimicking portfolios, and the benchmark neutrality of catastrophe bonds
Beaulieu, Marie-Claude
;
Dufour, Jean-Marie
;
Khalaf, Lynda
; …
- In:
Journal of econometrics
236
(
2023
)
1
,
pp. 1-19
Persistent link: https://www.econbiz.de/10014332237
Saved in:
8
A diagnostic criterion for approximate factor structure
Gagliardini, Patrick
;
Ossola, Elisa
;
Scaillet, Olivier
- In:
Journal of econometrics
212
(
2019
)
2
,
pp. 503-521
Persistent link: https://www.econbiz.de/10012304081
Saved in:
9
Econometric analysis of financial derivatives: an overview
Chang, Chia-Lin
;
McAleer, Michael
- In:
Journal of econometrics
187
(
2015
)
2
,
pp. 403-407
Persistent link: https://www.econbiz.de/10011499624
Saved in:
10
Stock return and cash flow predictability : the role of volatility risk
Bollerslev, Tim
;
Xu, Lai
;
Zhou, Hao
- In:
Journal of econometrics
187
(
2015
)
2
,
pp. 458-471
Persistent link: https://www.econbiz.de/10011499728
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...
//-->