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subject:"Forecasting model"
subject:"Stock market"
~institution:"Gottfried Wilhelm Leibniz Universität Hannover"
~institution:"University of Chicago / Center for Research in Security Prices"
~subject:"ARCH-Modell"
~subject:"Estimation"
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Forecasting model
Stock market
ARCH-Modell
Estimation
Schätzung
17
USA
8
United States
8
Capital income
6
Kapitaleinkommen
6
Prognoseverfahren
5
Risikoprämie
5
Börsenkurs
4
Risk premium
4
Share price
4
Theorie
4
Theory
4
CAPM
3
Deutschland
3
Financial market
3
Finanzmarkt
3
Germany
3
Return Predictability
3
Risiko
3
Risk
3
Time series analysis
3
Volatility
3
Volatilität
3
Zeitreihenanalyse
3
ARCH model
2
Aktienmarkt
2
Cointegration
2
Financial investment
2
Kapitalanlage
2
Kointegration
2
Long Memory
2
Prognose
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Tail Risk
2
1872-1999
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1963-1998
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1979-1997
1
1994
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Free
5
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Book / Working Paper
17
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Graue Literatur
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Non-commercial literature
15
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9
Working Paper
9
Hochschulschrift
8
Collection of articles written by one author
3
Sammlung
3
Aufsatzsammlung
2
Collection of articles of several authors
2
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2
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English
17
Author
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Prokopczuk, Marcel
3
Sibbertsen, Philipp
3
Dierkes, Maik
2
Fama, Eugene F.
2
Lamont, Owen A.
2
Pástor, Ľuboš
2
Stambaugh, Robert F.
2
Becker, Janis
1
Bitler, Marianne
1
Bätje, Fabian
1
Dräger, Lena
1
French, Kenneth Ronald
1
Guiso, Luigi
1
Hollstein, Fabian
1
Menkhoff, Lukas
1
Meyer, Steffen
1
Meyer, Tobias
1
Moskowitz, Tobias J.
1
Nguyen, Duc Binh Benno
1
Polk, Christopher
1
Puhani, Patrick A.
1
Santos, Tano
1
Sapienza, Paola
1
Schäfer, Konrad Carsten
1
Thaler, Richard H.
1
Veronesi, Pietro
1
Vissing-Jørgensen, Annette
1
Voges, Michelle
1
Würsig, Christoph Matthias
1
Zingales, Luigi
1
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Institution
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Gottfried Wilhelm Leibniz Universität Hannover
University of Chicago / Center for Research in Security Prices
National Bureau of Economic Research
2,324
Forschungsinstitut zur Zukunft der Arbeit
346
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
95
Institut für Weltwirtschaft
88
Zentrum für Europäische Wirtschaftsforschung
74
Ekonomiska forskningsinstitutet <Stockholm>
65
Springer Fachmedien Wiesbaden
65
OECD
58
William Davidson Institute <Ann Arbor, Mich.>
48
Deutsches Institut für Wirtschaftsforschung
38
International Monetary Fund
30
Centre for Economic Performance
29
Internationaler Währungsfonds / Research Department
28
Federal Reserve Bank of St. Louis
27
Verlag Dr. Kovač
26
Federal Reserve Bank of San Francisco
24
Österreichisches Institut für Wirtschaftsforschung
24
University of Oxford / Institute of Economics and Statistics
23
World Bank
23
Tilburg University, Center for Economic Research
22
University of Reading / Department of Economics
22
Birkbeck College / Department of Economics
21
Friedrich-Schiller-Universität Jena
21
Trinity College Dublin / Department of Economics
21
Centre for Economic Policy Research
20
Federal Reserve System / Board of Governors
20
Christian-Albrechts-Universität zu Kiel
19
Christian-Albrechts-Universität zu Kiel / Institut für Ernährungswirtschaft und Verbrauchslehre
19
Federal Reserve System / Division of Research and Statistics
19
Johns Hopkins University / Department of Economics
19
Rheinisch-Westfälisches Institut für Wirtschaftsforschung
19
Universität Mannheim
19
Volkswirtschaftliches Forschungszentrum <Frankfurt, Main>
19
Harvard Institute for International Development
17
Organisation for Economic Co-operation and Development
17
Center for Economic Research <Tilburg>
16
Federal Reserve Bank of New York
16
Institut für Agrarentwicklung in Mittel- und Osteuropa
16
Tilburg University, School of Economics and Management
16
University of Sheffield / Department of Economics
16
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Working paper series / Center for Research in Security Prices
9
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ECONIS (ZBW)
17
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1
Volatility and systematic risks in financial markets
Würsig, Christoph Matthias
-
2022
Persistent link: https://www.econbiz.de/10013256100
Saved in:
2
Tail risk and long memory in financial markets
Nguyen, Duc Binh Benno
-
2018
Persistent link: https://www.econbiz.de/10012173996
Saved in:
3
Empirical essays on stock return predictability using macroeconomic variables and technical indicators
Bätje, Fabian
-
2017
Persistent link: https://www.econbiz.de/10012123337
Saved in:
4
Personality traits in labor economics
Schäfer, Konrad Carsten
-
2017
Persistent link: https://www.econbiz.de/10012604768
Saved in:
5
Essays on financial time series with a focus on high-frequency data
Becker, Janis
-
2020
Persistent link: https://www.econbiz.de/10012225306
Saved in:
6
Market beta and factor risk premia in financial markets
Hollstein, Fabian
-
2015
Persistent link: https://www.econbiz.de/10011453200
Saved in:
7
Essays on fractional cointegration and seasonal long memory
Voges, Michelle
-
2019
Persistent link: https://www.econbiz.de/10012144876
Saved in:
8
An evaluation of the shortened high school duration in Germany and its impact on postsecondary education and labor market entry
Meyer, Tobias
-
2016
Persistent link: https://www.econbiz.de/10011559567
Saved in:
9
The behavior of interest rates
Fama, Eugene F.
(
contributor
)
-
2004
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001992788
Saved in:
10
Why do entrepreneurs hold large ownership shares? : Testing agency theory using entrepreneur effort and wealth
Bitler, Marianne
(
contributor
); …
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001728352
Saved in:
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