//--> //--> //--> //-->
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"
~person:"Fabozzi, Frank J."
~person:"Ghysels, Eric"
~subject:"Schätzung"
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
| 4 applied filters
Year of publication
From:
To:
Subject
All
Schätzung
Theorie
58
Theory
58
Portfolio selection
22
Portfolio-Management
22
Forecasting model
17
Prognoseverfahren
17
Estimation
15
Time series analysis
12
Zeitreihenanalyse
12
Volatility
9
Volatilität
9
CAPM
8
USA
8
United States
8
Capital income
7
Kapitaleinkommen
7
Regression analysis
7
Regressionsanalyse
7
ARCH model
6
ARCH-Modell
6
Factor analysis
6
Faktorenanalyse
6
Risikoprämie
5
Risk premium
5
Statistical distribution
4
Statistische Verteilung
4
Anleihe
3
Bond
3
Credit risk
3
Earnings announcement
3
Financial analysis
3
Finanzanalyse
3
Gewinnprognose
3
Kreditrisiko
3
Panel
3
Panel study
3
Performance measurement
3
Performance-Messung
3
Risiko
3
more ...
less ...
Online availability
All
Undetermined
Free
6
Type of publication
All
Article
12
Book / Working Paper
3
Type of publication (narrower categories)
All
Article in journal
12
Aufsatz in Zeitschrift
12
Arbeitspapier
3
Graue Literatur
3
Non-commercial literature
3
Working Paper
3
Language
All
English
15
Author
All
Fabozzi, Frank J.
Ghysels, Eric
Gupta, Rangan
18
Marcellino, Massimiliano
18
Serletis, Apostolos
17
Gil-Alaña, Luis A.
13
Kumbhakar, Subal
11
Bahmani-Oskooee, Mohsen
10
Chan, Joshua
10
Jawadi, Fredj
10
Apergēs, Nikolaos
9
Kelly, Bryan T.
9
Rubio-Ramírez, Juan Francisco
9
Timmermann, Allan
9
Rossi, Barbara
8
Xu, Libo
8
Baumeister, Christiane
7
Egger, Peter
7
Engel, Charles
7
Forni, Mario
7
Hamilton, James D.
7
Jordà, Òscar
7
Koopman, Siem Jan
7
Müller, Gernot J.
7
Petrella, Ivan
7
Tsionas, Efthymios G.
7
Afonso, Oscar
6
Albuquerque, Rui
6
Arbia, Giuseppe
6
Barnett, William A.
6
Bekiros, Stelios
6
Born, Benjamin
6
Casarin, Roberto
6
Gagliardini, Patrick
6
Gertler, Mark
6
Huber, Florian
6
Jalles, João Tovar
6
Jiang, Cuixia
6
Kang, Kyu Ho
6
Liu, Xiaochun
6
more ...
less ...
Published in...
All
Discussion paper / Centre for Economic Policy Research
2
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
2
Applied economics
1
International review of financial analysis
1
Journal of econometrics
1
Journal of financial econometrics
1
Journal of financial econometrics : official journal of the Society for Financial Econometrics
1
Management science : journal of the Institute for Operations Research and the Management Sciences
1
Research paper series / Swiss Finance Institute
1
Review of quantitative finance and accounting
1
The journal of fixed income
1
The journal of fixed income : JFI
1
The journal of real estate finance and economics
1
more ...
less ...
Source
All
ECONIS (ZBW)
15
Showing
1
-
10
of
15
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Machine learning panel data regressions with heavy-tailed dependent data : theory and application
Babii, Andrii
;
Ball, Ryan T.
;
Ghysels, Eric
;
Striaukas, …
- In:
Journal of econometrics
237
(
2023
)
2,3
,
pp. 1-25
Persistent link: https://www.econbiz.de/10014471811
Saved in:
2
A comparison of multi-factor term structure models for interbank rates
Fabozzi, Frank J.
;
Fabozzi, Francesco A.
;
Tunaru, Diana
- In:
Review of quantitative finance and accounting
61
(
2023
)
1
,
pp. 323-356
Persistent link: https://www.econbiz.de/10014342033
Saved in:
3
Testing the forecasting ability of multi-factor models on non-US interbank rates
Tunaru, Diana
;
Fabozzi, Francesco A.
;
Fabozzi, Frank J.
- In:
The journal of fixed income : JFI
31
(
2021
)
2
,
pp. 7-33
Persistent link: https://www.econbiz.de/10012656054
Saved in:
4
Detecting bubbles in the US and UK real estate markets
Fabozzi, Frank J.
;
Kynigakis, Iason
;
Panopulu, Aikaterinē
- In:
The journal of real estate finance and economics
60
(
2020
)
4
,
pp. 469-513
Persistent link: https://www.econbiz.de/10012226693
Saved in:
5
A complete model for pricing coco bonds
Milanov, Krasimir
;
Kunčev, Ognjan I.
;
Fabozzi, Frank J.
- In:
The journal of fixed income
29
(
2020
)
3
,
pp. 53-67
Persistent link: https://www.econbiz.de/10012253567
Saved in:
6
Mixed-frequency macro-finance factor models : theory and applications
Andreou, Elena
;
Gagliardini, Patrick
;
Ghysels, Eric
; …
- In:
Journal of financial econometrics
18
(
2020
)
3
,
pp. 585-628
Persistent link: https://www.econbiz.de/10012316703
Saved in:
7
Modeling local trends with regime shifting models with time-varying probabilities
Focardi, Sergio M.
;
Fabozzi, Frank J.
;
Mazza, Davide
- In:
International review of financial analysis
66
(
2019
),
pp. 1-11
Persistent link: https://www.econbiz.de/10012208942
Saved in:
8
Automated earnings forecasts : beat analysts or combine and conquer?
Ball, Ryan T.
;
Ghysels, Eric
- In:
Management science : journal of the Institute for …
64
(
2018
)
10
,
pp. 4936-4952
Persistent link: https://www.econbiz.de/10011932653
Saved in:
9
Indirect inference estimation of mixed frequency stochastic volatility state space models using MIDAS regressions and ARCH models
Gagliardini, Patrick
;
Ghysels, Eric
;
Rubin, M.
- In:
Journal of financial econometrics : official journal of …
15
(
2017
)
4
,
pp. 509-560
Persistent link: https://www.econbiz.de/10011987633
Saved in:
10
A flexible approach to estimate the equity premium
Bonaparte, Yosef
;
Fabozzi, Frank J.
- In:
Applied economics
49
(
2017
)
59
,
pp. 5940-5950
Persistent link: https://www.econbiz.de/10011845875
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->