//--> //--> //--> //-->
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:"Working papers"
subject:"General equilibrium"
~isPartOf:"Journal of business & economic statistics : JBES ; a publication of the American Statistical Association"
~subject:"ARCH model"
~subject:"United States"
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:"Theory"
Narrow search
Delete all filters
| 5 applied filters
Year of publication
From:
To:
Subject
All
General equilibrium
ARCH model
United States
Theorie
1,431
Theory
1,431
Time series analysis
267
Zeitreihenanalyse
267
Estimation
220
Schätzung
220
USA
211
Estimation theory
201
Schätztheorie
201
Forecasting model
170
Prognoseverfahren
170
Volatility
103
Volatilität
103
Bayes-Statistik
94
Bayesian inference
94
Statistical theory
70
Statistische Methodenlehre
70
Statistical distribution
68
Statistische Verteilung
68
Capital income
67
Kapitaleinkommen
67
Nichtparametrisches Verfahren
67
Nonparametric statistics
67
Statistical test
66
Statistischer Test
66
Portfolio selection
64
Portfolio-Management
64
Stochastic process
60
Stochastischer Prozess
60
Börsenkurs
53
Share price
53
Markov chain
51
Markov-Kette
51
ARCH-Modell
45
Regression analysis
44
Regressionsanalyse
44
VAR model
44
VAR-Modell
44
more ...
less ...
Online availability
All
Free
43
Undetermined
21
Type of publication
All
Article
220
Book / Working Paper
56
Type of publication (narrower categories)
All
Article in journal
217
Aufsatz in Zeitschrift
217
Arbeitspapier
53
Working Paper
53
Graue Literatur
51
Non-commercial literature
51
Bibliografie enthalten
1
Bibliography included
1
Reprint
1
more ...
less ...
Language
All
English
276
Author
All
Roson, Roberto
12
Chlebus, Marcin
4
Engle, Robert F.
4
Lucas, André
4
Billio, Monica
3
Covarrubias, Enrique
3
Franses, Philip Hans
3
Ghysels, Eric
3
Pelizzon, Loriana
3
Sartori, Martina
3
Zivot, Eric
3
Andrews, Donald W. K.
2
Bauwens, Luc
2
Bekaert, Geert
2
Bera, Anil K.
2
Bollerslev, Tim
2
Britz, Wolfgang
2
Brunner, Allan D.
2
Caporin, Massimiliano
2
Diebold, Francis X.
2
Enders, Walter
2
Frattarolo, Lorenzo
2
Gottardi, Piero
2
Gregory, Allan W.
2
Hess, Gregory D.
2
Higgins, Matthew Lawrence
2
Kim, Chang-jin
2
Koopman, Siem Jan
2
Lesage, James P.
2
Leybourne, Stephen James
2
Li, Wai Keung
2
Maddala, Gangadharrao S.
2
Maheu, John M.
2
McCabe, Brendan Peter Martin
2
McGarvey, Mary G.
2
Oyamada, Kazuhiko
2
Pfeffermann, Danny
2
Sentana, Enrique
2
Stock, James H.
2
Timmermann, Allan
2
more ...
less ...
Institution
All
Università degli studi di Venezia / Dipartimento di scienze economiche
1
Published in...
All
Working papers
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
Working paper / National Bureau of Economic Research, Inc.
1,530
Discussion paper / Centre for Economic Policy Research
466
European journal of operational research : EJOR
347
The American economic review
321
Working paper
313
CESifo working papers
262
American journal of agricultural economics
257
Economics letters
251
NBER working paper series
251
The review of financial studies
238
The review of economics and statistics
233
Journal of monetary economics
222
The journal of finance : the journal of the American Finance Association
221
Discussion paper series / IZA
217
Computers & operations research : and their applications to problems of world concern ; an international journal
211
Applied economics
210
Journal of political economy
210
NBER Working Paper
208
Journal of economic dynamics & control
188
Economic modelling
187
Economic theory : official journal of the Society for the Advancement of Economic Theory
177
Southern economic journal
177
Journal of banking & finance
176
Journal of money, credit and banking : JMCB
171
Finance and economics discussion series
170
International economic review
156
Economic inquiry : journal of the Western Economic Association International
149
International journal of production research
148
Journal of econometrics
148
Discussion paper
146
The economic journal : the journal of the Royal Economic Society
140
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
139
Journal of financial economics
139
Discussion paper / Tinbergen Institute
136
Energy economics
136
Journal of mathematical economics
135
Journal of economic theory
134
Journal of macroeconomics
134
Journal of public economics
129
more ...
less ...
Source
All
ECONIS (ZBW)
276
Showing
1
-
10
of
276
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Bayesian nonparametric panel Markov-switching GARCH models
Casarin, Roberto
;
Costantini, Mauro
;
Osuntuyi, Anthony
- In:
Journal of business & economic statistics : JBES ; a …
42
(
2024
)
1
,
pp. 135-146
Persistent link: https://www.econbiz.de/10014449842
Saved in:
2
Modeling and evaluating conditional quantile dynamics in VaR forecasts
Cipollini, Fabrizio
;
Gallo, Giampiero M.
;
Palandri, …
-
2023
-
Prima edizione
Persistent link: https://www.econbiz.de/10014321854
Saved in:
3
Ensembling ARIMAX model in algorithmic investment strategies on commodities market
Jakubowski, Paweł
;
Ślepaczuk, Robert
;
Windorbski, …
-
2023
Persistent link: https://www.econbiz.de/10014448210
Saved in:
4
Interpolation and shock persistence of prewar U.S. macroeconomic time series : a reconsideration
Dezhbakhsh, Hashem
;
Levy, Daniel C.
-
2022
-
Last revision: February 9, 2022
Persistent link: https://www.econbiz.de/10013164224
Saved in:
5
HCR & HCR-GARCH - novel statistical learning models for value at risk estimation
Woźniak, Michał
;
Chlebus, Marcin
-
2021
Persistent link: https://www.econbiz.de/10012795164
Saved in:
6
Comparison of the accuracy in VaR forecasting for commodities using different methods of combining forecasts
Lis, Szymon
;
Chlebus, Marcin
-
2021
Persistent link: https://www.econbiz.de/10012795166
Saved in:
7
The effectiveness of Value-at-Risk models in various volatility regimes
Schiffers, Aleksander
;
Chlebus, Marcin
-
2021
Persistent link: https://www.econbiz.de/10012816709
Saved in:
8
The MEGA regional general equilibrium model
Roson, Roberto
-
2021
Persistent link: https://www.econbiz.de/10012499725
Saved in:
9
Dynamic score-driven independent component analysis
Hafner, Christian M.
;
Herwartz, Helmut
- In:
Journal of business & economic statistics : JBES ; a …
41
(
2023
)
2
,
pp. 298-308
Persistent link: https://www.econbiz.de/10014448140
Saved in:
10
Locally stationary multiplicative volatility modeling
Walsh, Christopher
;
Vogt, Michael
- In:
Journal of business & economic statistics : JBES ; a …
41
(
2023
)
2
,
pp. 497-508
Persistent link: https://www.econbiz.de/10014448258
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...
//-->