//--> //--> //--> //-->
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
accessRights:"restricted"
subject:"Capital income"
~isPartOf:"Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet"
~subject:"ARCH model"
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:"Estimation"
Narrow search
Delete all filters
| 4 applied filters
Year of publication
From:
To:
Subject
All
Capital income
ARCH model
Estimation
197
Schätzung
197
Theorie
77
Theory
77
Time series analysis
58
Zeitreihenanalyse
58
Volatility
41
Volatilität
41
Estimation theory
33
Schätztheorie
33
USA
33
United States
33
Kapitaleinkommen
31
Cointegration
29
Kointegration
29
Nichtlineare Regression
29
Nonlinear regression
29
ARCH-Modell
25
Geldpolitik
25
Monetary policy
25
VAR model
24
VAR-Modell
24
Markov chain
22
Markov-Kette
22
Regression analysis
19
Regressionsanalyse
19
Business cycle
18
Konjunktur
18
Bayes-Statistik
16
Bayesian inference
16
Börsenkurs
16
Forecasting model
16
Prognoseverfahren
16
Share price
16
Inflation
15
Nichtparametrisches Verfahren
14
Nonparametric statistics
14
Yield curve
14
more ...
less ...
Online availability
All
Undetermined
Type of publication
All
Article
45
Type of publication (narrower categories)
All
Article in journal
45
Aufsatz in Zeitschrift
45
Language
All
English
45
Author
All
Fabozzi, Frank J.
2
Gupta, Rangan
2
Martin, Vance
2
Sarkar, Saikat
2
Alexandre, Fernando
1
Avdoulas, Christos
1
Avdulaj, Krenar
1
Bak, Yuhyeon
1
Barnett, William A.
1
Barunik, Jozef
1
Baruník, Jozef
1
Baur, Dirk G.
1
Bação, Pedro
1
Beck, Alexander
1
Becker, Ralf
1
Bekiros, Stelios
1
Blazsek, Szabolcs
1
Bouaddi, Mohammed
1
Boubaker, Heni
1
Broto, Carmen
1
Bu, Ruijun
1
Canarella, Giorgio
1
Chan, Jennifer So Kuen
1
Chao, John C.
1
Cheng, Jie
1
Chevallier, Julien
1
Chiao, Chaoshin
1
Choi, Seungmoon
1
Chuffart, Thomas
1
Chung, Huimin
1
Clements, Adam
1
Cuñado Eizaguirre, Juncal
1
De Angelis, Luca
1
Dhaoui, Abderrazak
1
Dimpfl, Thomas
1
Donfack, Morvan Nongni
1
Dueker, Michael
1
Dufays, Arnaud
1
Feindt, Michael
1
Fišer, Pavel
1
more ...
less ...
Published in...
All
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
Finance research letters
187
International review of economics & finance : IREF
116
International review of financial analysis
113
The North American journal of economics and finance : a journal of financial economics studies
97
Applied economics
96
Journal of banking & finance
89
Journal of empirical finance
88
Energy economics
87
Economic modelling
84
Journal of financial economics
80
Pacific-Basin finance journal
70
Research in international business and finance
67
Journal of international financial markets, institutions & money
62
Applied economics letters
57
Journal of econometrics
56
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
51
Management science : journal of the Institute for Operations Research and the Management Sciences
43
Review of quantitative finance and accounting
42
Journal of international money and finance
41
The European journal of finance
36
Economics letters
35
International journal of forecasting
35
International journal of finance & economics : IJFE
34
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
34
Journal of financial markets
32
Emerging markets, finance & trade : a journal of the Society for the Study of Emerging Markets
28
International journal of economics and finance
28
Discussion papers / CEPR
26
Journal of financial econometrics
25
Quantitative finance
25
Discussion paper / Centre for Economic Policy Research
22
Working paper / National Bureau of Economic Research, Inc.
22
Theoretical economics letters
21
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
20
Journal of economic dynamics & control
19
Global finance journal
18
International journal of emerging markets
18
Journal of financial econometrics : official journal of the Society for Financial Econometrics
18
Journal of risk
18
more ...
less ...
Source
All
ECONIS (ZBW)
45
Showing
1
-
10
of
45
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Bayesian reconciliation of return predictability
Koval, Borys
;
Frühwirth-Schnatter, Sylvia
;
Sögner, Leopold
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
28
(
2024
)
2
,
pp. 337-378
Persistent link: https://www.econbiz.de/10014631938
Saved in:
2
Co-jumping of treasury yield curve rates
Baruník, Jozef
;
Fišer, Pavel
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
28
(
2024
)
3
,
pp. 481-506
Persistent link: https://www.econbiz.de/10014632034
Saved in:
3
Score-driven multi-regime Markov-switching EGARCH : empirical evidence using the Meixner distribution
Blazsek, Szabolcs
;
Haddad, Michel Ferreira Cardia
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
27
(
2023
)
4
,
pp. 589-634
Persistent link: https://www.econbiz.de/10014372917
Saved in:
4
Bidirectional volatility transmission between stocks and bond in East Asia : the quantile estimates based on wavelets
Živkov, Dejan
;
Kovačević, Jelena
;
Stankov, Biljana
; …
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
27
(
2023
)
1
,
pp. 49-65
Persistent link: https://www.econbiz.de/10014288820
Saved in:
5
The co-integration of CDS and bonds in time-varying volatility dynamics : do credit risk swaps lower bond risks?
Li, Leon
;
Scrimgeour, Frank G.
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
26
(
2022
)
3
,
pp. 475-497
Persistent link: https://www.econbiz.de/10013334844
Saved in:
6
Consumption, aggregate wealth and expected stock returns : a quantile cointegration approach
Quineche, Ricardo
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
26
(
2022
)
5
,
pp. 693-703
Persistent link: https://www.econbiz.de/10013554939
Saved in:
7
Modeling time-varying parameters using artificial neural networks : a GARCH illustration
Donfack, Morvan Nongni
;
Dufays, Arnaud
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
25
(
2021
)
5
,
pp. 311-343
Persistent link: https://www.econbiz.de/10012806535
Saved in:
8
Identifying asymmetric responses of sectoral equities to oil price shocks in a NARDL model
Dhaoui, Abderrazak
;
Chevallier, Julien
;
Ma, Feng
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
25
(
2021
)
2
,
pp. 1-19
Persistent link: https://www.econbiz.de/10012507450
Saved in:
9
Causal relationships between inflation and inflation uncertainty
Barnett, William A.
;
Jawadi, Fredj
;
Ftiti, Zied
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
24
(
2020
)
5
,
pp. 1-26
Persistent link: https://www.econbiz.de/10012406029
Saved in:
10
The term structure of Eurozone peripheral bond yields : an asymmetric regime-switching equilibrium correction approach
Avdoulas, Christos
;
Bekiros, Stelios
;
Lucey, Brian M.
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
24
(
2020
)
4
,
pp. 1-23
Persistent link: https://www.econbiz.de/10012299596
Saved in:
1
2
3
4
5
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->