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subject:"Capital income"
subject:"Zeitreihenanalyse"
~institution:"Institut für Höhere Studien"
~institution:"The Wharton Financial Institutions Center"
~subject:"Prognoseverfahren"
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Capital income
Zeitreihenanalyse
Prognoseverfahren
Theorie
80
Theory
80
Estimation
14
Schätzung
14
USA
9
United States
9
Austria
8
Österreich
8
Kapitaleinkommen
6
Börsenkurs
5
Forecasting model
5
Geldpolitik
5
Monetary policy
5
Share price
5
Time series analysis
5
Asymmetric information
4
Asymmetrische Information
4
Credit risk
4
Estimation theory
4
Kreditrisiko
4
Mathematical programming
4
Mathematische Optimierung
4
Portfolio selection
4
Portfolio-Management
4
Schätztheorie
4
Volatility
4
Volatilität
4
Agency theory
3
Arbeitslosigkeit
3
Asset-liability management
3
Bankenkrise
3
Banking crisis
3
Bilanzstrukturmanagement
3
Bubbles
3
Forecast
3
Human capital
3
Humankapital
3
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Book / Working Paper
13
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Graue Literatur
13
Non-commercial literature
13
Arbeitspapier
12
Working Paper
12
Collection of articles of several authors
1
Conference proceedings
1
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1
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1
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English
13
Author
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Diebold, Francis X.
4
Kunst, Robert M.
3
Helmenstein, Christian
2
Häfke, Christian
2
Andersen, Torben
1
Anderson, Torben G.
1
Bertocchi, Marida
1
Bollerslev, Tim
1
Brandner, Peter
1
Brandt, Michael W.
1
Christoffersen, Peter F.
1
Foster, Dean P.
1
Franses, Philip Hans
1
Giacometti, Rosella
1
Hahn, Franz R.
1
Jumah, Adusei
1
Li, Canlin
1
Rünstler, Gerhard
1
Stine, Robert A.
1
Zenios, Stauros Andrea
1
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Institution
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Institut für Höhere Studien
The Wharton Financial Institutions Center
National Bureau of Economic Research
332
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
49
Ekonomiska forskningsinstitutet <Stockholm>
46
European University Institute / Department of Economics
34
Rodney L. White Center for Financial Research
12
Umeå universitet
11
Centre for Quantitative Economics & Computing
10
Econometrisch Instituut <Rotterdam>
10
European University Institute / Department of Law
10
Birkbeck College / Department of Economics
9
University of Chicago / Center for Research in Security Prices
9
Centre for Analytical Finance <Århus>
8
Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
8
Erasmus Research Institute of Management
8
University of Exeter / Department of Economics
8
Christian-Albrechts-Universität zu Kiel
7
Federal Reserve System / Division of Research and Statistics
7
Gottfried Wilhelm Leibniz Universität Hannover
7
Rutgers University / Department of Economics
7
Springer Fachmedien Wiesbaden
7
Umeå Universitet / Institutionen för Nationalekonomi
7
Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>
6
London School of Economics and Political Science
6
Ludwig-Maximilians-Universität München / Volkswirtschaftliche Fakultät
6
Svenska Handelshögskolan <Helsinki>
6
University of Cambridge / Department of Applied Economics
6
University of Strathclyde / Department of Economics
6
Zakład Teorii Prognoz <Krakau>
6
Escola de Pós-Graduação em Economia <Rio de Janeiro>
5
University of Southampton / Department of Economics
5
Centre for Economic Policy Research
4
Centre for International Research on Economic Tendency Surveys
4
Federal Reserve Bank of New York
4
Federal Reserve Bank of San Francisco
4
Federal Reserve System / Board of Governors
4
Institute of Finance and Accounting <London>
4
Instituto Valenciano de Investigaciones Económicas
4
International Center for Financial Asset Management and Engineering
4
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Working papers / Financial Institutions Center
7
Reihe Ökonomie
5
Workshop proceedings / Institut für Höhere Studien, Wien
1
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ECONIS (ZBW)
13
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Some like it smooth, and some like it rough : untangling continuous and jump components in measuring, modeling, and forecasting asset return volatility
Andersen, Torben
(
contributor
);
Bollerslev, Tim
(
contributor
)
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001899970
Saved in:
2
Financial asset returns, direction-of-change forecasting, and volatility dynamics
Christoffersen, Peter F.
(
contributor
); …
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002100081
Saved in:
3
A no-arbitrage approach to range-based estimation of return covariances and correlations
Brandt, Michael W.
(
contributor
); …
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001785523
Saved in:
4
Forecasting the term structure of government bond yields
Diebold, Francis X.
(
contributor
);
Li, Canlin
(
contributor
)
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001727236
Saved in:
5
Variable selection in data mining : building a predictive model for bankruptcy
Foster, Dean P.
(
contributor
);
Stine, Robert A.
(
contributor
)
-
2001
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001566838
Saved in:
6
Modeling and forecasting realized volatility
Anderson, Torben G.
(
contributor
)
-
2001
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001547064
Saved in:
7
Risk factor analysis and portfolio immunization in the corporate bond market
Bertocchi, Marida
(
contributor
); …
-
2000
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001528392
Saved in:
8
Potential output, the natural rate of unemployment, and the Phillips Curve in a multivariate structural time series framework
Hahn, Franz R.
;
Rünstler, Gerhard
-
1996
Persistent link: https://www.econbiz.de/10000941829
Saved in:
9
Forecasting stock market averages to enhance profitable trading strategies
Häfke, Christian
-
1995
Persistent link: https://www.econbiz.de/10000941825
Saved in:
10
Prediction risk and the forecasting of stock market indexes
Häfke, Christian
-
1995
Persistent link: https://www.econbiz.de/10000941826
Saved in:
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