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isPartOf:"The journal of economics"
subject:"Forecasting model"
~isPartOf:"Journal of financial econometrics : official journal of the Society for Financial Econometrics"
~isPartOf:"The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association"
~type_genre:"Aufsatz in Zeitschrift"
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Forecasting model
Estimation
341
Schätzung
341
Theorie
97
Theory
97
USA
92
United States
92
Capital income
75
Kapitaleinkommen
75
Volatility
75
Volatilität
75
Börsenkurs
72
Share price
72
Prognoseverfahren
53
ARCH model
42
ARCH-Modell
42
Aktienmarkt
41
Stock market
41
Time series analysis
30
Zeitreihenanalyse
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Risikoprämie
23
Risk premium
23
Estimation theory
22
Schätztheorie
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Cointegration
21
Exchange rate
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Risk
21
Wechselkurs
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Welt
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World
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CAPM
19
Portfolio selection
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Portfolio-Management
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Yield curve
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Zinsstruktur
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Causality analysis
15
Kausalanalyse
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Aufsatz in Zeitschrift
Article in journal
53
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English
53
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Garcia, René
4
Gupta, Rangan
4
Almeida, Caio
3
Ardison, Kym
3
Trojani, Fabio
3
Vicente, Jose
3
Dobrev, Dobrislav
2
Jahan-Parvar, Mohammad R.
2
Majumdar, Anandamayee
2
Narayan, Paresh Kumar
2
Okou, Cédric
2
Pierdzioch, Christian
2
Russo, Benjamin
2
Schaumburg, Ernst
2
Van Eyden, Reneé
2
Westerlund, Joakim
2
Aastveit, Knut Are
1
Ahoniemi, Katja
1
Aramonte, Sirio
1
Argyropoulos, Efthymios
1
Asai, Manabu
1
Audrino, Francesco
1
Balcilar, Mehmet
1
Bali, Turan G.
1
Boughrara, Adel
1
Caldeira, João F.
1
Camponovo, Lorenzo
1
Cendejas Bueno, José Luis
1
Chebbi, Ali
1
Chen, Naiwei
1
Chiu, Ching Wai Jeremy
1
Chou, Nan-ting
1
Christou, Christina
1
Ciner, Cetin
1
Copley, Ronald E.
1
Dahmene, Meriam
1
Demirer, Rıza
1
Dufour, Jean-Marie
1
Eraker, Bjørn
1
Ferrell, Dana
1
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The journal of economics
Journal of financial econometrics : official journal of the Society for Financial Econometrics
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
International journal of forecasting
151
Journal of forecasting
107
Finance research letters
88
Applied economics
78
Journal of banking & finance
77
Journal of empirical finance
65
Economic modelling
63
International review of financial analysis
63
Journal of econometrics
63
Journal of financial economics
58
Applied economics letters
55
Energy economics
53
International review of economics & finance : IREF
53
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
50
The North American journal of economics and finance : a journal of financial economics studies
48
Economics letters
42
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
38
Journal of international money and finance
34
Pacific-Basin finance journal
32
Journal of applied econometrics
30
Journal of international financial markets, institutions & money
30
The European journal of finance
29
Management science : journal of the Institute for Operations Research and the Management Sciences
25
Applied financial economics
23
The journal of futures markets
23
International journal of finance & economics : IJFE
22
Journal of risk and financial management : JRFM
22
Journal of financial markets
20
Quantitative finance
20
Research in international business and finance
20
Econometric reviews
19
Journal of economic dynamics & control
19
Journal of money, credit and banking : JMCB
19
Journal of macroeconomics
18
Journal of financial and quantitative analysis : JFQA
16
Review of quantitative finance and accounting
16
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
15
International journal of economics and finance
15
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ECONIS (ZBW)
53
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1
Recessions and flattening of the yield curve (1960-2021) : A two-way road under a regime switching approach
Cendejas Bueno, José Luis
- In:
The quarterly review of economics and finance : journal …
88
(
2023
),
pp. 8-20
Persistent link: https://www.econbiz.de/10014427895
Saved in:
2
Firm-level business uncertainty and the predictability of the aggregate US stock market volatility during the COVID-19 pandemic
Demirer, Rıza
;
Gupta, Rangan
;
Salisu, Afees A.
;
Van …
- In:
The quarterly review of economics and finance : journal …
88
(
2023
),
pp. 295-302
Persistent link: https://www.econbiz.de/10014428071
Saved in:
3
Revisiting the accuracy of standard VaR methods for risk assessment : using the Copula-EVT multidimensional approach for stock markets in the MENA region
Chebbi, Ali
;
Hedhli, Amel
- In:
The quarterly review of economics and finance : journal …
84
(
2022
),
pp. 430-445
Persistent link: https://www.econbiz.de/10013335886
Saved in:
4
Predicting stock returns from the pricing and mispricing of accounting fundamentals
Walkshäusl, Christian
- In:
The quarterly review of economics and finance : journal …
81
(
2021
),
pp. 253-260
Persistent link: https://www.econbiz.de/10012656290
Saved in:
5
The influence of real interest rates and risk premium effects on the ability of the nominal term structure to forecast inflation
Argyropoulos, Efthymios
;
Tzavalis, Elias
- In:
The quarterly review of economics and finance : journal …
80
(
2021
),
pp. 785-796
Persistent link: https://www.econbiz.de/10012655704
Saved in:
6
Does happiness forecast implied volatility? : evidence from nonparametric wave-based Granger causality testing
Li, Yue
;
Goodell, John W.
;
Shen, Dehua
- In:
The quarterly review of economics and finance : journal …
81
(
2021
),
pp. 113-122
Persistent link: https://www.econbiz.de/10012656244
Saved in:
7
Heterogeneous market hypothesis approach for modeling unbiased extreme value volatility estimator in presence of leverage effect : an individual stock level study with economic sig...
Zargar, Faisal Nazir
;
Kumar, Dilip
- In:
The quarterly review of economics and finance : journal …
77
(
2020
),
pp. 271-285
Persistent link: https://www.econbiz.de/10012431113
Saved in:
8
Forecasting equity premium in a panel of OECD countries : the role of economic policy uncertainty
Christou, Christina
;
Gupta, Rangan
- In:
The quarterly review of economics and finance : journal …
76
(
2020
),
pp. 243-248
Persistent link: https://www.econbiz.de/10012417600
Saved in:
9
How informative are variance risk premium and implied volatility for Value-at-Risk prediction? : international evidence
Slim, Skander
;
Dahmene, Meriam
;
Boughrara, Adel
- In:
The quarterly review of economics and finance : journal …
76
(
2020
),
pp. 22-37
Persistent link: https://www.econbiz.de/10012417081
Saved in:
10
Institutions and return predictability in oil-exporting countries
Aramonte, Sirio
;
Jahan-Parvar, Mohammad R.
;
Shugarman, …
- In:
The quarterly review of economics and finance : journal …
71
(
2019
),
pp. 14-26
Persistent link: https://www.econbiz.de/10012175820
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