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subject:"Forecasting model"
subject:"United Kingdom"
~isPartOf:"Journal of empirical finance"
~language:"eng"
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Search: subject_exact:"Estimation theory"
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Forecasting model
United Kingdom
Estimation theory
76
Schätztheorie
76
Time series analysis
24
Zeitreihenanalyse
24
Estimation
22
Schätzung
22
Volatility
20
Volatilität
20
Capital income
19
Kapitaleinkommen
19
Theorie
18
Theory
18
ARCH model
13
ARCH-Modell
13
Prognoseverfahren
12
Portfolio selection
11
Portfolio-Management
11
Börsenkurs
10
Share price
10
Stochastic process
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Stochastischer Prozess
10
Autocorrelation
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Autokorrelation
9
Statistical distribution
8
Statistische Verteilung
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Correlation
7
Korrelation
7
Nichtparametrisches Verfahren
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Nonparametric statistics
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Yield curve
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Zinsstruktur
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CAPM
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USA
6
United States
6
Regression analysis
5
Regressionsanalyse
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Bayes-Statistik
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Bayesian inference
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Article in journal
12
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English
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Baillie, Richard
3
Dacorogna, Michel M.
2
Amihud, Yakov
1
Bauwens, Luc
1
Bekaert, Geert
1
Berens, Tobias
1
Chiang, I-Hsuan Ethan
1
Dark, Jonathan
1
De Backer, Bruno
1
Dufays, Arnaud
1
Hurvich, Clifford M.
1
Jayetileke, Harshanie L.
1
Kapetanios, George
1
Liao, Yin
1
Papailias, Fotis
1
Ren, Yu
1
Sizova, Natalia
1
Sun, Licheng
1
Tu, Yundong
1
Wang, Yi
1
Wang, You-Gan
1
Weiß, Gregor
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Wied, Dominik
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Yi, Yanping
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Zhou, Qing
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HFDF <1, 1995, Zürich>
2
HFDF <2, 1998, Zürich>
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Journal of empirical finance
International journal of forecasting
114
Journal of econometrics
81
Journal of forecasting
71
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
52
Economics letters
28
Discussion paper / Tinbergen Institute
26
Working paper / Department of Econometrics and Business Statistics, Monash University
20
Oxford bulletin of economics and statistics
18
Discussion paper
14
Journal of applied econometrics
14
The econometrics journal
14
Econometric theory
13
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
13
Journal of banking & finance
13
Working paper
13
Applied economics
12
Insurance / Mathematics & economics
12
Journal of the American Statistical Association : JASA
12
Econometric reviews
11
Finance research letters
11
NBER working paper series
11
Working papers / Rutgers University, Department of Economics
11
Discussion papers in economics
10
Economic modelling
10
European journal of operational research : EJOR
10
Quantitative finance
10
CREATES research paper
9
Empirical economics : a quarterly journal of the Institute for Advanced Studies
9
NBER Working Paper
9
Risks : open access journal
9
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
9
Working paper / National Bureau of Economic Research, Inc.
9
Working papers series in theoretical and applied economics
9
Applied economics letters
8
Astin bulletin : the journal of the International Actuarial Association
8
CESifo working papers
8
Computational economics
8
Discussion paper / A
8
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
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ECONIS (ZBW)
13
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1
An adaptive long memory conditional correlation model
Dark, Jonathan
- In:
Journal of empirical finance
75
(
2024
),
pp. 1-16
Persistent link: https://www.econbiz.de/10014491877
Saved in:
2
Modeling the cross-section of stock returns using sensible models in a model pool
Chiang, I-Hsuan Ethan
;
Liao, Yin
;
Zhou, Qing
- In:
Journal of empirical finance
60
(
2021
),
pp. 56-73
Persistent link: https://www.econbiz.de/10012692977
Saved in:
3
Predictive regression with p-lags and order-q autoregressive predictors
Jayetileke, Harshanie L.
;
Wang, You-Gan
;
Zhu, Min
- In:
Journal of empirical finance
62
(
2021
),
pp. 282-293
Persistent link: https://www.econbiz.de/10012693434
Saved in:
4
Balanced predictive regressions
Ren, Yu
;
Tu, Yundong
;
Yi, Yanping
- In:
Journal of empirical finance
54
(
2019
),
pp. 118-142
Persistent link: https://www.econbiz.de/10012174812
Saved in:
5
Testing for structural breaks in correlations : does it improve Value-at-Risk forecasting?
Berens, Tobias
;
Weiß, Gregor
;
Wied, Dominik
- In:
Journal of empirical finance
32
(
2015
),
pp. 135-152
Persistent link: https://www.econbiz.de/10011556809
Saved in:
6
A Bayesian method of change-point estimation with recurrent regimes : application to GARCH models
Bauwens, Luc
;
De Backer, Bruno
;
Dufays, Arnaud
- In:
Journal of empirical finance
29
(
2014
),
pp. 207-229
Persistent link: https://www.econbiz.de/10011300484
Saved in:
7
Bandwidth selection by cross-validation for forecasting long memory financial time series
Baillie, Richard
;
Kapetanios, George
;
Papailias, Fotis
- In:
Journal of empirical finance
29
(
2014
),
pp. 129-143
Persistent link: https://www.econbiz.de/10011300500
Saved in:
8
A frequency-domain alternative to long-horizon regressions with application to return predictability
Sizova, Natalia
- In:
Journal of empirical finance
28
(
2014
),
pp. 261-272
Persistent link: https://www.econbiz.de/10011285632
Saved in:
9
Predictive regression with order-p autoregressive predictors
Amihud, Yakov
;
Hurvich, Clifford M.
;
Wang, Yi
- In:
Journal of empirical finance
17
(
2010
)
3
,
pp. 513-525
Persistent link: https://www.econbiz.de/10009267284
Saved in:
10
Regime shifts in interest rate volatility
Sun, Licheng
- In:
Journal of empirical finance
12
(
2005
)
3
,
pp. 418-434
Persistent link: https://www.econbiz.de/10002900508
Saved in:
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