//--> //--> //--> //-->
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:"Capital markets and finance in the enlarged Europe : the Postgraduate Research Programme working paper series"
subject:"Capital income"
~isPartOf:"Journal of empirical finance"
~isPartOf:"Journal of forecasting"
~subject:"Risikoprämie"
~subject:"Volatility"
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
| 6 applied filters
Year of publication
From:
To:
Subject
All
Capital income
Risikoprämie
Volatility
Estimation
449
Schätzung
449
Theorie
177
Theory
177
Forecasting model
172
Prognoseverfahren
172
Kapitaleinkommen
165
Börsenkurs
135
Share price
135
Volatilität
112
Time series analysis
84
Zeitreihenanalyse
84
Aktienmarkt
62
Stock market
62
CAPM
55
ARCH model
54
ARCH-Modell
54
Portfolio selection
54
Portfolio-Management
54
USA
51
United States
51
Risk premium
43
Estimation theory
41
Schätztheorie
41
Risk
38
Welt
37
World
37
Risiko
36
Yield curve
33
Zinsstruktur
33
Deutschland
32
Germany
32
Forecast
26
Prognose
26
Poland
25
Polen
25
Regression analysis
25
more ...
less ...
Online availability
All
Undetermined
126
Free
6
Type of publication
All
Article
219
Book / Working Paper
14
Type of publication (narrower categories)
All
Article in journal
217
Aufsatz in Zeitschrift
217
Arbeitspapier
14
Graue Literatur
14
Non-commercial literature
14
Working Paper
14
Language
All
English
233
Author
All
Bohl, Martin T.
9
Wang, Yudong
5
Caporin, Massimiliano
3
Cenesizoglu, Tolga
3
Ge̜bka, Bartosz
3
Henke, Harald
3
Nelson, Charles R.
3
Pan, Zhiyuan
3
Baillie, Richard
2
Bonato, Matteo
2
Cepni, Oguzhan
2
Cheung, Yin-Wong
2
Cho, Dooyeon
2
Christiansen, Charlotte
2
Clements, Adam
2
Conrad, Christian
2
Dendramis, Yiannis
2
Dijk, Dick van
2
Gupta, Rangan
2
Hur, Jungshik
2
Kang, Kyu Ho
2
Karanasos, Menelaos
2
Karathanasopoulos, Andreas
2
Kim, Chang-Jin
2
Kim, Kun Ho
2
Klinkowska, Olga
2
Liu, Xiaoquan
2
Maio, Paulo
2
Martens, Martin
2
Min, Byoung-Kyu
2
Opschoor, Anne
2
Pedersen, Thomas Q.
2
Pierdzioch, Christian
2
Reeves, Jonathan J.
2
Salvador, Enrique
2
Santucci de Magistris, Paolo
2
Taylor, James W.
2
Taylor, Nicholas
2
Tzavalis, Elias
2
Ullah, Wali
2
more ...
less ...
Published in...
All
Capital markets and finance in the enlarged Europe : the Postgraduate Research Programme working paper series
Journal of empirical finance
Journal of forecasting
Finance research letters
219
Applied economics
200
Journal of banking & finance
200
International review of economics & finance : IREF
192
Working paper / National Bureau of Economic Research, Inc.
190
International review of financial analysis
189
NBER working paper series
184
Economic modelling
167
Energy economics
155
Journal of financial economics
155
NBER Working Paper
155
Applied financial economics
152
The North American journal of economics and finance : a journal of financial economics studies
151
Applied economics letters
141
Journal of international financial markets, institutions & money
131
Journal of econometrics
124
Journal of international money and finance
124
Research in international business and finance
112
Working paper
112
The European journal of finance
96
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
92
CESifo working papers
90
Discussion paper / Centre for Economic Policy Research
90
Economics letters
90
Pacific-Basin finance journal
84
International journal of finance & economics : IJFE
77
Journal of risk and financial management : JRFM
76
Review of quantitative finance and accounting
76
The journal of futures markets
72
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
69
Management science : journal of the Institute for Operations Research and the Management Sciences
65
International journal of economics and finance
63
Discussion paper / Tinbergen Institute
60
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
60
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
59
International journal of forecasting
58
Research paper series / Swiss Finance Institute
58
The journal of finance : the journal of the American Finance Association
57
Cogent economics & finance
56
more ...
less ...
Source
All
ECONIS (ZBW)
233
Showing
1
-
10
of
233
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Business applications and state-level stock market realized volatility : a forecasting experiment
Bonato, Matteo
;
Cepni, Oguzhan
;
Gupta, Rangan
; …
- In:
Journal of forecasting
43
(
2024
)
2
,
pp. 456-472
Persistent link: https://www.econbiz.de/10014475351
Saved in:
2
Risk-neutral moments and return predictability : international evidence
Zhang, Junyu
;
Ruan, Xinfeng
;
Zhang, Jin E.
- In:
Journal of forecasting
42
(
2023
)
5
,
pp. 1086-1111
Persistent link: https://www.econbiz.de/10014338814
Saved in:
3
Modeling the relation between the US real economy and the corporate bond-yield spread in Bayesian VARs with non-Gaussian innovations
Kiss, Tamás
;
Mazur, Stepan
;
Nguyen, Hoang
;
Österholm, Pär
- In:
Journal of forecasting
42
(
2023
)
2
,
pp. 347-368
Persistent link: https://www.econbiz.de/10014292181
Saved in:
4
Forecasting value at risk and expected shortfall using high-frequency data of domestic and international stock markets
Wang, Man
;
Cheng, Yihan
- In:
Journal of forecasting
41
(
2022
)
8
,
pp. 1595-1607
Persistent link: https://www.econbiz.de/10013465725
Saved in:
5
Forecasting VaR and ES in emerging markets : the role of time-varying higher moments
Trung Hai Le
- In:
Journal of forecasting
43
(
2024
)
2
,
pp. 402-414
Persistent link: https://www.econbiz.de/10014475347
Saved in:
6
International asset pricing with heterogeneous agents : estimation and inference
Tédongap, Roméo
;
Tinang, Jules
- In:
Journal of empirical finance
75
(
2024
),
pp. 1-26
Persistent link: https://www.econbiz.de/10014491863
Saved in:
7
Out-of-sample volatility prediction : rolling window, expanding window, or both?
Feng, Yuqing
;
Zhang, Yaojie
;
Wang, Yudong
- In:
Journal of forecasting
43
(
2024
)
3
,
pp. 567-582
Persistent link: https://www.econbiz.de/10014532353
Saved in:
8
Stock return predictability and cyclical movements in valuation ratios
Yu, Deshui
;
Huang, Difang
;
Li, Chen
- In:
Journal of empirical finance
72
(
2023
),
pp. 36-53
Persistent link: https://www.econbiz.de/10014476797
Saved in:
9
Empirical performance of component GARCH models in pricing VIX term structure and VIX futures
Cheng, Hung-Wen
;
Chang, Li-Han
;
Lo, Chien-Ling
;
Tsai, …
- In:
Journal of empirical finance
72
(
2023
),
pp. 122-142
Persistent link: https://www.econbiz.de/10014476812
Saved in:
10
Expected returns and risk in the stock market
Brennan, Michael J.
;
Taylor, Alex P.
- In:
Journal of empirical finance
72
(
2023
),
pp. 276-300
Persistent link: https://www.econbiz.de/10014476857
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...
//-->