//--> //--> //--> //-->
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
accessRights:"restricted"
~isPartOf:"International journal of forecasting"
~subject:"ARCH-Modell"
~subject:"Deutschland"
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_exact:"Estimation"
Narrow search
Delete all filters
| 4 applied filters
Year of publication
From:
To:
Subject
All
ARCH-Modell
Deutschland
Estimation
113
Schätzung
113
Forecasting model
103
Prognoseverfahren
103
Theorie
55
Theory
55
Time series analysis
50
Zeitreihenanalyse
50
Volatility
36
Volatilität
36
Capital income
27
Kapitaleinkommen
27
ARCH model
21
Forecast
18
Economic forecast
17
Forecasting
17
Prognose
17
Regression analysis
17
Regressionsanalyse
17
Wirtschaftsprognose
17
Bayes-Statistik
16
Bayesian inference
16
Estimation theory
16
Schätztheorie
16
Factor analysis
15
Faktorenanalyse
15
Statistical distribution
14
Statistische Verteilung
14
Exchange rate
13
Risikomaß
13
Risk measure
13
Wechselkurs
13
Börsenkurs
12
Realized volatility
12
Share price
12
Frühindikator
11
Leading indicator
11
VAR model
11
VAR-Modell
11
more ...
less ...
Online availability
All
Undetermined
Free
1
Type of publication
All
Article
25
Type of publication (narrower categories)
All
Article in journal
25
Aufsatz in Zeitschrift
25
Language
All
English
25
Author
All
Andreini, Paolo
1
Asai, Manabu
1
Bauwens, Luc
1
Bianchi, Michele Leonardo
1
Blasques, Francisco
1
Carstensen, Kai
1
Catania, Leopoldo
1
Chen, Langnan
1
Chernis, Tony
1
Cheung, Calista
1
Croux, Christophe
1
De Luca, Giovanni
1
Dimitrakopoulos, Stefanos
1
Dionne, Georges
1
Fortin, Alain-Philippe
1
Fu, Jin-Yu
1
Graefe, Andreas
1
Gupta, Rangan
1
Hao, Hong-Xia
1
Hasenzagl, Thomas
1
Heinrich, Markus
1
Herrera, Ana María
1
Herwartz, Helmut
1
Horta, Eduardo
1
Hu, Liang
1
Kang, Kyu Ho
1
Kim, Dongwhan
1
Kontonikas, Alexandros
1
Koopman, Siem Jan
1
Li, Xingyi
1
Lin, Jin-Guan
1
Liu, Xiaochun
1
Lucas, André
1
Lux, Thomas
1
Lyócsa, Štefan
1
McAleer, Michael
1
Meng, Xiaochun
1
Pastor, Daniel
1
Proietti, Tommaso
1
Reichlin, Lucrezia
1
more ...
less ...
Published in...
All
International journal of forecasting
SpringerLink / Bücher
103
Discussion paper / Centre for Economic Policy Research
79
Energy economics
75
Applied economics
73
Jahrbücher für Nationalökonomie und Statistik
70
Finance research letters
55
Economic modelling
52
Applied economics letters
49
International review of economics & finance : IREF
43
The North American journal of economics and finance : a journal of financial economics studies
39
International review of financial analysis
34
Economics letters
32
Springer eBook Collection / Business and Economics
31
Research
29
Research in international business and finance
29
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
29
Journal of econometrics
27
Journal of empirical finance
27
Labour economics : official journal of the European Association of Labour Economists
27
Discussion papers / CEPR
23
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
23
Journal of economic behavior & organization : JEBO
21
Journal of international financial markets, institutions & money
20
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
19
Journal of banking & finance
18
Journal of risk
18
Working paper / National Bureau of Economic Research, Inc.
18
Gabler Edition Wissenschaft
16
Journal of international money and finance
16
Schmollers Jahrbuch : journal of contextual economics
15
Journal of financial econometrics
14
Ruhr economic papers
14
Empirical economics : a quarterly journal of the Institute for Advanced Studies
13
Macroeconomic dynamics
13
Emerging markets, finance and trade : EMFT
12
Empirica : journal of european economics
12
International journal of economics and finance
12
Review of quantitative finance and accounting
12
Schmalenbach business review : sbr
12
more ...
less ...
Source
All
ECONIS (ZBW)
25
Showing
1
-
10
of
25
Sort
Relevance
Date (newest first)
Date (oldest first)
1
Nowcasting German GDP : foreign factors, financial markets, and model averaging
Andreini, Paolo
;
Hasenzagl, Thomas
;
Reichlin, Lucrezia
; …
- In:
International journal of forecasting
39
(
2023
)
1
,
pp. 298-313
Persistent link: https://www.econbiz.de/10014462781
Saved in:
2
Forecasting expected shortfall : should we use a multivariate model for stock market factors?
Fortin, Alain-Philippe
;
Simonato, Jean-Guy
;
Dionne, Georges
- In:
International journal of forecasting
39
(
2023
)
1
,
pp. 314-331
Persistent link: https://www.econbiz.de/10014462782
Saved in:
3
Non-Gaussian models for CoVaR estimation
Bianchi, Michele Leonardo
;
De Luca, Giovanni
; …
- In:
International journal of forecasting
39
(
2023
)
1
,
pp. 391-404
Persistent link: https://www.econbiz.de/10014462788
Saved in:
4
DCC- and DECO-HEAVY : multivariate GARCH models based on realized variances and correlations
Bauwens, Luc
;
Xu, Yongdeng
- In:
International journal of forecasting
39
(
2023
)
2
,
pp. 938-955
Persistent link: https://www.econbiz.de/10014465168
Saved in:
5
Forecasting the variability of stock index returns with the multifractal random walk model for realized volatilities
Sattarhoff, Cristina
;
Lux, Thomas
- In:
International journal of forecasting
39
(
2023
)
4
,
pp. 1678-1697
Persistent link: https://www.econbiz.de/10014465344
Saved in:
6
Volatility analysis for the GARCH-Itô-Jumps model based on high-frequency and low-frequency financial data
Fu, Jin-Yu
;
Lin, Jin-Guan
;
Hao, Hong-Xia
- In:
International journal of forecasting
39
(
2023
)
4
,
pp. 1698-1712
Persistent link: https://www.econbiz.de/10014465345
Saved in:
7
Multivariate volatility forecasts for stock market indices
Wilms, Ines
;
Rombouts, Jeroen V. K.
;
Croux, Christophe
- In:
International journal of forecasting
37
(
2021
)
2
,
pp. 484-499
Persistent link: https://www.econbiz.de/10012792845
Saved in:
8
Conditional value-at-risk forecasts of an optimal foreign currency portfolio
Kim, Dongwhan
;
Kang, Kyu Ho
- In:
International journal of forecasting
37
(
2021
)
2
,
pp. 838-861
Persistent link: https://www.econbiz.de/10012792873
Saved in:
9
Volatility forecasting in European government bond markets
Özbekler, Ali Gencay
;
Kontonikas, Alexandros
; …
- In:
International journal of forecasting
37
(
2021
)
4
,
pp. 1691-1709
Persistent link: https://www.econbiz.de/10013274332
Saved in:
10
Trading and non-trading period realized market volatility : does it matter for forecasting the volatility of US stocks?
Lyócsa, Štefan
;
Todorova, Neda
- In:
International journal of forecasting
36
(
2020
)
2
,
pp. 628-645
Persistent link: https://www.econbiz.de/10012415313
Saved in:
1
2
3
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->