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person:"Swanson, Norman R."
subject:"Prognoseverfahren"
~accessRights:"restricted"
~person:"Kumar, Dilip"
~person:"McMillan, David G."
~subject:"Aktienmarkt"
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Prognoseverfahren
Aktienmarkt
Estimation
34
Schätzung
34
Capital income
26
Kapitaleinkommen
26
Forecasting model
21
Volatility
17
Volatilität
17
ARCH model
16
ARCH-Modell
16
Börsenkurs
13
Share price
13
Estimation theory
8
Schätztheorie
8
Stock returns
8
Stock market
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Theorie
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Theory
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Time series analysis
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Zeitreihenanalyse
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Exchange rate
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Risikomaß
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Risk measure
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Wechselkurs
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Ausreißer
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Outliers
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Structural break
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Welt
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World
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Extreme value volatility estimator
3
Forecast evaluation
3
Forecasting
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Portfolio selection
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Portfolio-Management
3
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Swanson, Norman R.
Kumar, Dilip
McMillan, David G.
Gupta, Rangan
78
Zaremba, Adam
36
Ma, Feng
30
Pierdzioch, Christian
24
Balcilar, Mehmet
23
Marcellino, Massimiliano
22
Wang, Yudong
21
Zhang, Yaojie
21
Wohar, Mark E.
20
Narayan, Paresh Kumar
17
Salisu, Afees A.
17
Demirer, Rıza
15
Nonejad, Nima
15
Bouri, Elie
14
Tiwari, Aviral Kumar
13
Wei, Yu
13
Sehgal, Sanjay
12
Chiang, Thomas C.
11
Jawadi, Fredj
11
Long, Huaigang
11
Shahzad, Syed Jawad Hussain
11
Xuan Vinh Vo
11
Yoon, Seong-min
11
Ghysels, Eric
10
Bekiros, Stelios
9
Gil-Alaña, Luis A.
9
Ji, Qiang
9
Kang, Sang Hoon
9
Mensi, Walid
9
Narayan, Seema
9
Wu, Xinyu
9
Yin, Libo
9
Baumeister, Christiane
8
Ferreira, Paulo
8
Hammoudeh, Shawkat
8
Li, Bin
8
Liu, Li
8
Lu, Xinjie
8
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Theoretical economics letters
3
Studies in economics and finance
2
The journal of asset management
2
The journal of prediction markets
2
Applied economics
1
Economic modelling
1
Empirical economics : a quarterly journal of the Institute for Advanced Studies
1
Finance research letters
1
International journal of finance & economics : IJFE
1
International journal of forecasting
1
International review of applied economics
1
International review of economics & finance : IREF
1
Journal of econometrics
1
Research in international business and finance
1
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
1
The British accounting review : the journal of the British Accounting Association
1
The European journal of finance
1
The journal of asset management : a major new, international quarterly journal for the financial community
1
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
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ECONIS (ZBW)
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1
Do extreme range estimators improve realized volatility forecasts? : evidence from G7 Stock Markets
Korkusuz, Burak
;
Kambouroudis, Dimos
;
McMillan, David G.
- In:
Finance research letters
55
(
2023
)
2
,
pp. 1-7
Persistent link: https://www.econbiz.de/10014473523
Saved in:
2
Mixing mixed frequency and diffusion indices in good times and in bad : an assessment based on historical data around the great recession of 2008
Kim, Kihwan
;
Kim, Hyun Hak
;
Swanson, Norman R.
- In:
Empirical economics : a quarterly journal of the …
64
(
2023
)
3
,
pp. 1421-1469
Persistent link: https://www.econbiz.de/10014226366
Saved in:
3
The predictive ability of stock market factors
Elgammal, Mohammed Mohammed
;
Ahmed, Fatma Ehab
; …
- In:
Studies in economics and finance
39
(
2022
)
1
,
pp. 111-124
Persistent link: https://www.econbiz.de/10012798502
Saved in:
4
Forecasting sector stock market returns
McMillan, David G.
- In:
The journal of asset management : a major new, …
22
(
2021
)
4
,
pp. 291-300
Persistent link: https://www.econbiz.de/10012581629
Saved in:
5
Forecasting U.S. stock returns
McMillan, David G.
- In:
The European journal of finance
27
(
2021
)
1/2
,
pp. 86-109
Persistent link: https://www.econbiz.de/10012424930
Saved in:
6
Estimating and predicting value-at-risk in the presence of structural breaks : A study based on unbiased extreme value volatility estimator
Kumar, Dilip
- In:
The journal of prediction markets
14
(
2020
)
1
,
pp. 27-48
Persistent link: https://www.econbiz.de/10012667394
Saved in:
7
Heterogeneous market hypothesis approach for modeling unbiased extreme value volatility estimator in presence of leverage effect : an individual stock level study with economic sig...
Zargar, Faisal Nazir
;
Kumar, Dilip
- In:
The quarterly review of economics and finance : journal …
77
(
2020
),
pp. 271-285
Persistent link: https://www.econbiz.de/10012431113
Saved in:
8
Modeling unbiased extreme value volatility estimator in presence of heterogeneity and jumps : A study with economic significance analysis
Zargar, Faisal Nazir
;
Kumar, Dilip
- In:
International review of economics & finance : IREF
67
(
2020
),
pp. 25-41
Persistent link: https://www.econbiz.de/10012440181
Saved in:
9
Stock return predictability : using the cyclical component of the price ratio
McMillan, David G.
- In:
Research in international business and finance
48
(
2019
),
pp. 228-242
Persistent link: https://www.econbiz.de/10012135904
Saved in:
10
Modelling and forecasting unbiased extreme value volatility estimator : A study based on exchange rates with economic significance analysis
Kumar, Dilip
- In:
The journal of prediction markets
13
(
2019
)
1
,
pp. 3-28
Persistent link: https://www.econbiz.de/10012607570
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