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isPartOf:"Gabler Edition Wissenschaft"
subject:"Zeitreihenanalyse"
~isPartOf:"Energy economics"
~isPartOf:"International review of economics & finance : IREF"
~type_genre:"Aufsatz in Zeitschrift"
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Search: subject_exact:"Estimation"
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Zeitreihenanalyse
Estimation
954
Schätzung
953
Volatility
252
Volatilität
252
Oil price
230
Ölpreis
230
Theorie
191
Theory
191
Welt
190
World
190
Börsenkurs
164
Share price
164
Capital income
156
Kapitaleinkommen
156
Stock market
124
Aktienmarkt
123
ARCH model
112
ARCH-Modell
112
Cointegration
106
Forecasting model
106
Kointegration
106
Prognoseverfahren
106
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101
Panel study
101
Time series analysis
94
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84
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84
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80
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79
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79
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79
China
75
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74
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64
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Aufsatz in Zeitschrift
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94
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5
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2
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2
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English
94
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Balcilar, Mehmet
3
Caporin, Massimiliano
3
Gil-Alaña, Luis A.
3
Ma, Feng
3
Narayan, Paresh Kumar
3
Wang, Yudong
3
Chang, Chia-Lin
2
Chen, Shyh-Wei
2
Golpe, Antonio A.
2
Gupta, Rangan
2
Iglesias, Jesús
2
Liu, Li
2
McAleer, Michael
2
Sun, Yuying
2
Todorova, Neda
2
Vides, José Carlos
2
Wang, Shouyang
2
Xie, Zixiong
2
Zaman, Saeed
2
Zhang, Yue-jun
2
Abakah, Emmanuel Joel Aikins
1
Abiyev, Vasif
1
Adarov, Amat
1
Aghababa, Hajar
1
Ahmad, Ahmad Hassan
1
Ahmad, Wasim
1
Alam, Md. Samsul
1
Aloui, Chaker
1
Alptekin, Aynur
1
Arize, Augustine Chuck
1
Asai, Manabu
1
Aworinde, Olalekan Bashir
1
Bacchi, Mirian Rumenos Piedade
1
Bagnai, Alberto
1
Barnett, William A.
1
Bekiros, Stelios
1
Bentancor, Andrea
1
Block, Alexander Souza
1
Boughrara, Adel
1
Bravo Caro, José Manuel
1
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Gabler Edition Wissenschaft
Energy economics
International review of economics & finance : IREF
Journal of econometrics
115
Economic modelling
100
Applied economics
98
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
94
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
78
Applied economics letters
75
International journal of forecasting
74
Economics letters
70
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
60
Journal of forecasting
49
Econometric reviews
41
Journal of applied econometrics
35
The North American journal of economics and finance : a journal of financial economics studies
34
Journal of empirical finance
32
Journal of economic dynamics & control
30
Finance research letters
28
Macroeconomic dynamics
28
Applied financial economics
26
Computational economics
25
Journal of banking & finance
25
Journal of macroeconomics
25
International journal of finance & economics : IJFE
24
Journal of international money and finance
24
The empirical economics letters : a monthly international journal of economics
24
Empirical economics : a quarterly journal of the Institute for Advanced Studies
23
Journal of financial econometrics
22
Journal of risk and financial management : JRFM
21
International journal of economics and financial issues : IJEFI
20
International review of financial analysis
19
Econometrics : open access journal
18
International journal of economics and finance
18
Research in international business and finance
18
Journal of financial econometrics : official journal of the Society for Financial Econometrics
17
Journal of international financial markets, institutions & money
17
Quantitative finance
17
The econometrics journal
16
Econometric theory
15
International Journal of Energy Economics and Policy : IJEEP
14
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ECONIS (ZBW)
94
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1
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10
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94
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date (oldest first)
1
Forecasting stock volatility using pseudo-out-of-sample information
Li, Xiaodan
;
Gong, Xue
;
Ge, Futing
;
Huang, Jingjing
- In:
International review of economics & finance : IREF
90
(
2024
),
pp. 123-135
Persistent link: https://www.econbiz.de/10014446892
Saved in:
2
The hard road to a soft landing : evidence from a (modestly) nonlinear structural model
Verbrugge, Randal
;
Zaman, Saeed
- In:
Energy economics
123
(
2023
),
pp. 1-27
Persistent link: https://www.econbiz.de/10014476462
Saved in:
3
A memory in the bond : green bond and sectoral investment interdependence in a fractionally cointegrated VAR framework
Mishra, Tapas
;
Park, Donghyun
;
Parhi, Mamata
;
Uddin, …
- In:
Energy economics
121
(
2023
),
pp. 1-15
Persistent link: https://www.econbiz.de/10014438770
Saved in:
4
Is timing everything? : assessing the evidence on whether energy/electricity demand elasticities are time-varying
Liddle, Brantley
- In:
Energy economics
124
(
2023
),
pp. 1-10
Persistent link: https://www.econbiz.de/10014481095
Saved in:
5
Forecasting fuel prices with the Chilean exchange rate : going beyond the commodity currency hypothesis
Pincheira, Pablo
;
Bentancor, Andrea
;
Hardy, Nicolás
; …
- In:
Energy economics
106
(
2022
),
pp. 1-16
Persistent link: https://www.econbiz.de/10013202113
Saved in:
6
An oil futures volatility forecast perspective on the selection of high-frequency jump tests
Li, Xiafei
;
Liao, Yin
;
Lu, Xinjie
;
Ma, Feng
- In:
Energy economics
116
(
2022
),
pp. 1-18
Persistent link: https://www.econbiz.de/10013542124
Saved in:
7
Risk-return trade-off in the Australian Securities Exchange : accounting for overnight effects, realized higher moments, long-run relations, and fractional cointegration
Jayawardena, Nirodha I.
;
Todorova, Neda
;
Li, Bin
;
Su, Jen-je
- In:
International review of economics & finance : IREF
80
(
2022
),
pp. 384-401
Persistent link: https://www.econbiz.de/10013342033
Saved in:
8
Canadian stock market volatility under COVID-19
Xu, Dinghai
- In:
International review of economics & finance : IREF
77
(
2022
),
pp. 159-169
Persistent link: https://www.econbiz.de/10013330750
Saved in:
9
Mean reversion in Asia-Pacific stock prices : new evidence from quantile unit root tests
Nartea, Gilbert V.
;
Valera, Harold Glenn A.
;
Valera, …
- In:
International review of economics & finance : IREF
73
(
2021
),
pp. 214-230
Persistent link: https://www.econbiz.de/10012692224
Saved in:
10
Let's take a smooth break : stock return predictability revisited
Luo, Shikong
;
Yan, Xinyan
;
Yang, Haoyi
- In:
International review of economics & finance : IREF
75
(
2021
),
pp. 300-314
Persistent link: https://www.econbiz.de/10012692492
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