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subject:"Forecasting model"
subject:"Stock market"
~institution:"Ekonomiska forskningsinstitutet <Stockholm>"
~institution:"University of Canterbury / Dept. of Economics and Finance"
~subject:"Börsenkurs"
~subject:"Efficient market hypothesis"
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Forecasting model
Stock market
Börsenkurs
Efficient market hypothesis
Estimation
72
Schätzung
72
Theorie
42
Theory
42
Schweden
31
Sweden
31
Technical efficiency
11
Technische Effizienz
11
Time series analysis
11
Zeitreihenanalyse
11
Share price
9
Volatility
8
Volatilität
8
Economic growth
6
OECD countries
6
OECD-Staaten
6
USA
6
United States
6
Wirtschaftswachstum
6
Gesundheitswesen
5
Health care system
5
Welt
5
World
5
ARCH model
4
ARCH-Modell
4
Data envelopment analysis
4
Data-Envelopment-Analyse
4
Hospital
4
Krankenhaus
4
Productivity
4
Produktivität
4
1991
3
Capital income
3
Exchange rate
3
Geldnachfrage
3
Geldpolitik
3
Großbritannien
3
Kapitaleinkommen
3
Monetary policy
3
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1
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Book / Working Paper
11
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Graue Literatur
10
Non-commercial literature
10
Arbeitspapier
9
Working Paper
9
Collection of articles written by one author
1
Hochschulschrift
1
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English
11
Author
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Hagerud, Gustaf E.
2
McAleer, Michael
2
Nydahl, Stefan
2
Säfvenblad, Patrik
2
Asai, Manabu
1
Białkowski, Je̜drzej
1
Caporin, Massimiliano
1
Eklund, Bruno
1
Etebari, Ahmad
1
Friberg, Richard
1
Hall, Anthony D.
1
Ishida, Isao
1
Oya, Kosuke
1
Rea, Alethea
1
Rea, William
1
Reale, Marco
1
Scarrott, Carl
1
Skalin, Joakim
1
Teräsvirta, Timo
1
Wisniewski, Tomasz Piotr
1
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Institution
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Ekonomiska forskningsinstitutet <Stockholm>
University of Canterbury / Dept. of Economics and Finance
National Bureau of Economic Research
175
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
14
Institut für Weltwirtschaft
8
Federal Reserve System / Division of Research and Statistics
7
Verlag Dr. Kovač
7
Federal Reserve Bank of St. Louis
5
Springer Fachmedien Wiesbaden
5
Zentrum für Europäische Wirtschaftsforschung
5
Birkbeck College / Department of Economics
4
Centre for Quantitative Economics & Computing
4
Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>
4
Christian-Albrechts-Universität zu Kiel
4
Gottfried Wilhelm Leibniz Universität Hannover
4
Shaker Verlag
4
University of Exeter / Department of Economics
4
Volkswirtschaftliches Forschungszentrum <Frankfurt, Main>
4
Chambre de commerce et d'industrie de Paris
3
Eric Cuvillier <Firma>
3
Federal Reserve Bank of Cleveland
3
Institute of European Finance <Bangor, Gwynedd>
3
Kansantaloustieteen Laitos <Tampere>
3
School of Accounting, Finance and Economics <Perth, Western Australia>
3
School of Economics, Mathematics and Statistics <London>
3
University of Chicago / Center for Research in Security Prices
3
Österreichisches Institut für Wirtschaftsforschung
3
Berliner Handels- und Frankfurter Bank
2
Bonn Graduate School of Economics
2
Centre for Economic Policy Research
2
Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
2
European University Institute / Department of Law
2
Federal Reserve Bank of San Francisco
2
Goethe-Universität Frankfurt am Main / Institut für Kapitalmarktforschung
2
Großbritannien / Parliament / House of Commons / Home Affairs Committee
2
Großbritannien / Parliament / House of Commons / Select Committee on Race Relations and Immigration
2
Humboldt-Universität zu Berlin
2
Innocenzo Gasparini Institute for Economic Research <Mailand>
2
Institut für Höhere Studien
2
Narodna Banka na Republika Makedonija
2
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Working paper series in economics and finance
6
Working paper
4
Source
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ECONIS (ZBW)
11
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1
A comparison of spillover effects before, during and after the 2008 financial crisis
Rea, Alethea
;
Rea, William
;
Reale, Marco
;
Scarrott, Carl
-
2012
Persistent link: https://www.econbiz.de/10009562986
Saved in:
2
Forecasting value-at-risk using block structure multivariate stochastic volatility models
Asai, Manabu
;
Caporin, Massimiliano
;
McAleer, Michael
-
2012
-
Rev.
Persistent link: https://www.econbiz.de/10009562985
Saved in:
3
Estimating the leverage parameter of continuous-time stochastic volatility models using high frequency S&P 500 and VIX
Ishida, Isao
;
McAleer, Michael
;
Oya, Kosuke
-
2011
-
1. version, rev.
Persistent link: https://www.econbiz.de/10009012211
Saved in:
4
Piety and profits : stock market anomaly during the Muslim holy month
Białkowski, Je̜drzej
;
Etebari, Ahmad
;
Wisniewski, …
-
2010
Persistent link: https://www.econbiz.de/10008695604
Saved in:
5
A nonlinear time series model of El Niño
Hall, Anthony D.
;
Skalin, Joakim
;
Teräsvirta, Timo
-
1998
Persistent link: https://www.econbiz.de/10000994162
Saved in:
6
Rational bubbles and fractional alternatives
Eklund, Bruno
;
Nydahl, Stefan
-
1998
Persistent link: https://www.econbiz.de/10000995305
Saved in:
7
A smooth transition ARCH model for asset returns
Hagerud, Gustaf E.
-
1997
Persistent link: https://www.econbiz.de/10000959364
Saved in:
8
Modeling Nordic stock returns with asymmetric GARCH models
Hagerud, Gustaf E.
-
1997
Persistent link: https://www.econbiz.de/10000959372
Saved in:
9
Trading volume and autocorrelation : empirical evidence from the Stockholm Stock Exchange
Säfvenblad, Patrik
-
1997
Persistent link: https://www.econbiz.de/10000971380
Saved in:
10
Openness and the exchange rate exposure of national stock markets : a note
Friberg, Richard
;
Nydahl, Stefan
-
1997
Persistent link: https://www.econbiz.de/10000971403
Saved in:
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