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isPartOf:"SFB 649 discussion paper"
subject:"Prognoseverfahren"
~isPartOf:"International journal of finance & economics : IJFE"
~isPartOf:"International journal of forecasting"
~subject:"Zeitreihenanalyse"
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Prognoseverfahren
Zeitreihenanalyse
Estimation
570
Schätzung
570
Theorie
216
Theory
216
Forecasting model
191
Time series analysis
119
Volatility
116
Volatilität
116
Börsenkurs
86
Share price
86
Capital income
83
Kapitaleinkommen
83
USA
80
United States
80
Exchange rate
67
Wechselkurs
67
Welt
60
World
60
Deutschland
55
Germany
55
ARCH model
53
ARCH-Modell
53
Aktienmarkt
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Stock market
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Estimation theory
47
Schätztheorie
47
Cointegration
39
Kointegration
39
Panel
38
Panel study
38
Yield curve
37
Zinsstruktur
37
VAR model
36
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36
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Bayesian inference
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EU countries
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EU-Staaten
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36
Graue Literatur
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Non-commercial literature
36
Working Paper
36
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1
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1
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English
238
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Härdle, Wolfgang
22
Hautsch, Nikolaus
6
Koopman, Siem Jan
5
Gupta, Rangan
4
Herwartz, Helmut
4
Mihoci, Andrija
4
Athanasopoulos, George
3
Gil-Alaña, Luis A.
3
Huber, Florian
3
McMillan, David G.
3
Bibinger, Markus
2
Blasques, Francisco
2
Breunig, Christoph
2
Bräuning, Falk
2
Chen, Ying
2
De Grauwe, Paul
2
Franses, Philip Hans
2
Gerlach, Richard
2
Giovannelli, Alessandro
2
González-Rivera, Gloria
2
Guérin, Pierre
2
Hammoudeh, Shawkat
2
Hoffmann, Linda
2
Hou, Chenghan
2
Hyndman, Rob J.
2
Kapetanios, George
2
Klein, Tony
2
Lahiri, Kajal
2
Lucas, André
2
Ma, Feng
2
Marcellino, Massimiliano
2
McAleer, Michael
2
Mumtaz, Haroon
2
Ogbonna, Ahamuefula E.
2
Pigorsch, Uta
2
Proietti, Tommaso
2
Rapach, David E.
2
Rua, António
2
Ruiz, Esther
2
Swanson, Norman R.
2
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SFB 649 discussion paper
International journal of finance & economics : IJFE
International journal of forecasting
Applied economics
162
Journal of econometrics
152
Economic modelling
147
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
126
Applied economics letters
125
Journal of forecasting
119
Finance research letters
109
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
104
Economics letters
98
Journal of banking & finance
98
CESifo working papers
95
Energy economics
91
Journal of empirical finance
88
Working paper
87
Discussion paper / Tinbergen Institute
86
International review of economics & finance : IREF
84
International review of financial analysis
73
The North American journal of economics and finance : a journal of financial economics studies
71
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
68
Discussion paper / Centre for Economic Policy Research
66
Journal of applied econometrics
62
Journal of financial economics
62
NBER Working Paper
55
Working paper / National Bureau of Economic Research, Inc.
55
Journal of international money and finance
54
Econometric reviews
52
NBER working paper series
51
Applied financial economics
45
Discussion papers / Deutsches Institut für Wirtschaftsforschung
43
Journal of economic dynamics & control
43
Finance and economics discussion series
41
Journal of international financial markets, institutions & money
41
Journal of risk and financial management : JRFM
39
Pacific-Basin finance journal
39
CREATES research paper
38
Journal of macroeconomics
38
Macroeconomic dynamics
37
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ECONIS (ZBW)
238
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1
Directional predictability from energy markets to exchange rates and stock markets in the emerging market countries (E7 + 1) : new evidence from cross-quantilogram approach
Tiwari, Aviral Kumar
;
Shahbaz, Muhammad
;
Khalfaoui, Rabeh
; …
- In:
International journal of finance & economics : IJFE
29
(
2024
)
1
,
pp. 719-789
Persistent link: https://www.econbiz.de/10014469052
Saved in:
2
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:
3
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:
4
Are lower interest rates really associated with higher growth? : new empirical evidence on the interest rate thesis from 19 countries
Lee, Kang-Soek
;
Werner, Richard A.
- In:
International journal of finance & economics : IJFE
28
(
2023
)
4
,
pp. 3960-3975
Persistent link: https://www.econbiz.de/10014429221
Saved in:
5
Trend inflation in Sweden
Österholm, Pär
;
Poon, Aubrey
- In:
International journal of finance & economics : IJFE
28
(
2023
)
4
,
pp. 4707-4716
Persistent link: https://www.econbiz.de/10014430060
Saved in:
6
On the persistence of UK inflation : a long-range dependence approach
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
;
Trani, …
- In:
International journal of finance & economics : IJFE
27
(
2022
)
1
,
pp. 439-454
Persistent link: https://www.econbiz.de/10012814596
Saved in:
7
Macroeconomic determinants of households' indebtedness in Portugal : what really matters in the era of financialisation?
Romão, Ana
;
Barradas, Ricardo
- In:
International journal of finance & economics : IJFE
29
(
2024
)
1
,
pp. 383-401
Persistent link: https://www.econbiz.de/10014469016
Saved in:
8
Forecasting in factor augmented regressions under structural change
Massacci, Daniele
;
Kapetanios, George
- In:
International journal of forecasting
40
(
2024
)
1
,
pp. 62-76
Persistent link: https://www.econbiz.de/10014450259
Saved in:
9
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:
10
Does the tail risk index matter in forecasting downside risk?
Hung, Jui-Cheng
;
Liu, Hung-Chun
;
Yang, J. Jimmy
- In:
International journal of finance & economics : IJFE
28
(
2023
)
3
,
pp. 3451-3466
Persistent link: https://www.econbiz.de/10014327761
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