//--> //--> //--> //-->
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:"Applied financial economics"
subject:"Theorie"
~isPartOf:"International journal of forecasting"
~subject:"Großbritannien"
~subject:"Volatility"
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
| 5 applied filters
Year of publication
From:
To:
Subject
All
Theorie
Großbritannien
Volatility
Estimation
623
Schätzung
623
Theory
182
Forecasting model
174
Prognoseverfahren
174
Volatilität
121
Capital income
119
Kapitaleinkommen
119
USA
115
United States
115
Time series analysis
100
Zeitreihenanalyse
100
Börsenkurs
99
Share price
99
Aktienmarkt
67
Stock market
67
United Kingdom
58
Exchange rate
56
Wechselkurs
56
ARCH model
51
ARCH-Modell
51
Deutschland
42
Germany
42
Welt
40
World
40
Aktienindex
35
Stock index
35
Estimation theory
31
Schätztheorie
31
Yield curve
31
Zinsstruktur
31
Interest rate
30
Zins
30
Japan
29
Portfolio selection
29
Portfolio-Management
29
Forecast
28
more ...
less ...
Online availability
All
Undetermined
70
Free
2
Type of publication
All
Article
294
Type of publication (narrower categories)
All
Article in journal
293
Aufsatz in Zeitschrift
293
Systematic review
2
Übersichtsarbeit
2
Language
All
English
294
Author
All
Chatrath, Arjun
3
Danbolt, Jo
3
Garrett, Ian
3
Koopman, Siem Jan
3
McMillan, David G.
3
Ramchander, Sanjay
3
Wohar, Mark E.
3
Adrangi, Bahram
2
Alles, Lakshman
2
Barkoulas, John T.
2
Bevan, Alan A.
2
Brooks, Chris
2
Brooks, Robert
2
Choi, Seung-mook S.
2
Clare, Andrew D.
2
Clements, Adam
2
Craigwell, Roland C.
2
Dijk, Dick van
2
Franses, Philip Hans
2
Fraser, Patricia
2
Gerlach, Richard
2
Gupta, Rangan
2
Guérin, Pierre
2
Hou, Chenghan
2
Huber, Florian
2
Jiang, Christine X.
2
Kanas, Angelos
2
Keasey, Kevin
2
Klein, Tony
2
Kouretas, Georgios P.
2
Lee, Kiseok
2
Lucas, André
2
Marcellino, Massimiliano
2
Masih, Abdul Mansur M.
2
Masih, Rumi
2
McAleer, Michael
2
Mills, Terence C.
2
Morley, Bruce
2
Mumtaz, Haroon
2
Niizeki, Mikiyo Kii
2
more ...
less ...
Published in...
All
Applied financial economics
International journal of forecasting
Working paper / National Bureau of Economic Research, Inc.
666
NBER working paper series
567
NBER Working Paper
530
Applied economics
511
Discussion paper series / IZA
509
Discussion paper / Centre for Economic Policy Research
469
CESifo working papers
321
Economic modelling
297
Economics letters
269
Working paper
258
Applied economics letters
253
Journal of econometrics
237
IZA Discussion Paper
236
Journal of international money and finance
215
International review of economics & finance : IREF
212
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
205
Energy economics
203
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
201
Discussion paper
193
Journal of banking & finance
177
Journal of applied econometrics
167
Discussion paper / Tinbergen Institute
166
Finance research letters
166
Journal of empirical finance
155
International review of financial analysis
153
Discussion papers / CEPR
143
The North American journal of economics and finance : a journal of financial economics studies
141
Journal of economic dynamics & control
140
Europäische Hochschulschriften / 5
137
Journal of macroeconomics
130
The review of economics and statistics
116
Journal of financial economics
115
International journal of finance & economics : IJFE
109
CESifo Working Paper Series
108
The European journal of finance
108
Journal of monetary economics
105
Macroeconomic dynamics
105
Journal of international financial markets, institutions & money
103
more ...
less ...
Source
All
ECONIS (ZBW)
294
Showing
1
-
10
of
294
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Accelerating peak dating in a dynamic factor Markov-switching model
Os, Bram van
;
Dijk, Dick van
- In:
International journal of forecasting
40
(
2024
)
1
,
pp. 313-323
Persistent link: https://www.econbiz.de/10014450273
Saved in:
2
2T-POT Hawkes model for left- and right-tail conditional quantile forecasts of financial log returns : Out-of-sample comparison of conditional EVT models
Tomlinson, Matthew F.
;
Greenwood, David
; …
- In:
International journal of forecasting
40
(
2024
)
1
,
pp. 324-347
Persistent link: https://www.econbiz.de/10014450274
Saved in:
3
A time-varying skewness model for Growth-at-Risk
Iseringhausen, Martin
- In:
International journal of forecasting
40
(
2024
)
1
,
pp. 229-246
Persistent link: https://www.econbiz.de/10014450268
Saved in:
4
Daily news sentiment and monthly surveys : a mixed-frequency dynamic factor model for nowcasting consumer confidence
Algaba, Andres
;
Borms, Samuel
;
Boudt, Kris
;
Verbeken, Brecht
- In:
International journal of forecasting
39
(
2023
)
1
,
pp. 266-278
Persistent link: https://www.econbiz.de/10014462779
Saved in:
5
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:
6
Estimation of a dynamic multi-level factor model with possible long-range dependence
Ergemen, Yunus Emre
;
Rodríguez-Caballero, Carlos Vladimir
- In:
International journal of forecasting
39
(
2023
)
1
,
pp. 405-430
Persistent link: https://www.econbiz.de/10014462789
Saved in:
7
Multi-population mortality projection : the augmented common factor model with structural breaks
Wang, Pengjie
;
Pantelous, Athanasios A.
;
Vahid, Farshid
- In:
International journal of forecasting
39
(
2023
)
1
,
pp. 450-469
Persistent link: https://www.econbiz.de/10014462791
Saved in:
8
Testing the predictive accuracy of COVID-19 forecasts
Coroneo, Laura
;
Iacone, Fabrizio
;
Paccagnini, Alessia
; …
- In:
International journal of forecasting
39
(
2023
)
2
,
pp. 606-622
Persistent link: https://www.econbiz.de/10014465074
Saved in:
9
Forecasting extreme financial risk : a score-driven approach
Fuentes, Fernanda
;
Herrera, Rodrigo
;
Clements, Adam
- In:
International journal of forecasting
39
(
2023
)
2
,
pp. 720-735
Persistent link: https://www.econbiz.de/10014465107
Saved in:
10
Time-varying variance and skewness in realized volatility measures
Opschoor, Anne
;
Lucas, André
- In:
International journal of forecasting
39
(
2023
)
2
,
pp. 827-840
Persistent link: https://www.econbiz.de/10014465151
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...
//-->