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subject:"Kapitaleinkommen"
~isPartOf:"International journal of forecasting"
~subject:"Volatility"
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Kapitaleinkommen
Volatility
Estimation
179
Schätzung
179
Forecasting model
151
Prognoseverfahren
151
Theorie
87
Theory
87
Time series analysis
74
Zeitreihenanalyse
74
Volatilität
46
Capital income
32
Economic forecast
27
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27
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25
ARCH-Modell
25
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22
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Forecast
22
Estimation theory
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20
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19
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USA
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16
Börsenkurs
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Inflation
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57
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English
57
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Gerlach, Richard
2
Klein, Tony
2
Ahmed, Shamim
1
Arroyo, Javier
1
Asai, Manabu
1
Audrino, Francesco
1
Ballinari, Daniele
1
Baumeister, Christiane
1
Bauwens, Luc
1
Bekierman, Jeremias
1
Bluedorn, John Christopher
1
Catania, Leopoldo
1
Cecen, A. A.
1
Chan, Joshua
1
Chen, Cathy W. S.
1
Chen, Langnan
1
Chiu, Ching Wai Jeremy
1
Cho, Dooyeon
1
Chortareas, Georgios E.
1
Clements, Adam
1
Cross, Jamie
1
Croux, Christophe
1
Decressin, Jörg
1
Degiannakis, Stavros
1
Dichtl, Hubert
1
Dionne, Georges
1
Drobetz, Wolfgang
1
Ellington, Michael
1
Eraslan, Sercan
1
Erkal, Cahit
1
Filis, George
1
Fortin, Alain-Philippe
1
Franses, Philip Hans
1
Fu, Jin-Yu
1
Fu, Xi
1
Fuentes, Fernanda
1
Gallo, Giampiero M.
1
García-Ferrer, Antonio
1
Ghijsels, Hendrik
1
González-Prieto, Ester
1
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International journal of forecasting
Finance research letters
210
Applied economics
192
International review of financial analysis
182
Journal of banking & finance
181
International review of economics & finance : IREF
180
Working paper / National Bureau of Economic Research, Inc.
161
Economic modelling
160
Journal of empirical finance
158
NBER working paper series
156
Energy economics
152
The North American journal of economics and finance : a journal of financial economics studies
147
Applied financial economics
140
Journal of financial economics
140
Applied economics letters
137
NBER Working Paper
131
Journal of econometrics
122
Journal of international financial markets, institutions & money
115
Research in international business and finance
108
Journal of international money and finance
105
Working paper
99
The European journal of finance
92
Economics letters
89
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
89
Pacific-Basin finance journal
83
CESifo working papers
81
Journal of risk and financial management : JRFM
74
Review of quantitative finance and accounting
73
Discussion paper / Centre for Economic Policy Research
72
International journal of finance & economics : IJFE
70
The journal of futures markets
69
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
64
International journal of economics and finance
63
Management science : journal of the Institute for Operations Research and the Management Sciences
62
Discussion paper / Tinbergen Institute
59
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
57
Cogent economics & finance
56
Research paper series / Swiss Finance Institute
55
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
53
Journal of financial econometrics : official journal of the Society for Financial Econometrics
51
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ECONIS (ZBW)
57
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1
2T-POT Hawkes model for left- and right-tail conditional quantile forecasts of financial log returns : Out-of-sample comparison of conditional EVT models
Tomlinson, Matthew F.
;
Greenwood, David
; …
- In:
International journal of forecasting
40
(
2024
)
1
,
pp. 324-347
Persistent link: https://www.econbiz.de/10014450274
Saved in:
2
Real estate illiquidity and returns : a time-varying regional perspective
Ellington, Michael
;
Fu, Xi
;
Zhu, Yunyi
- In:
International journal of forecasting
39
(
2023
)
1
,
pp. 58-72
Persistent link: https://www.econbiz.de/10014462768
Saved in:
3
Forecasting expected shortfall : should we use a multivariate model for stock market factors?
Fortin, Alain-Philippe
;
Simonato, Jean-Guy
;
Dionne, Georges
- In:
International journal of forecasting
39
(
2023
)
1
,
pp. 314-331
Persistent link: https://www.econbiz.de/10014462782
Saved in:
4
Forecasting crude oil futures market returns : a principal component analysis combination approach
Zhang, Yaojie
;
Wang, Yudong
- In:
International journal of forecasting
39
(
2023
)
2
,
pp. 659-673
Persistent link: https://www.econbiz.de/10014465079
Saved in:
5
Forecasting extreme financial risk : a score-driven approach
Fuentes, Fernanda
;
Herrera, Rodrigo
;
Clements, Adam
- In:
International journal of forecasting
39
(
2023
)
2
,
pp. 720-735
Persistent link: https://www.econbiz.de/10014465107
Saved in:
6
Time-varying variance and skewness in realized volatility measures
Opschoor, Anne
;
Lucas, André
- In:
International journal of forecasting
39
(
2023
)
2
,
pp. 827-840
Persistent link: https://www.econbiz.de/10014465151
Saved in:
7
DCC- and DECO-HEAVY : multivariate GARCH models based on realized variances and correlations
Bauwens, Luc
;
Xu, Yongdeng
- In:
International journal of forecasting
39
(
2023
)
2
,
pp. 938-955
Persistent link: https://www.econbiz.de/10014465168
Saved in:
8
Nowcasting GDP with a pool of factor models and a fast estimation algorithm
Eraslan, Sercan
;
Schröder, Maximilian
- In:
International journal of forecasting
39
(
2023
)
3
,
pp. 1460-1476
Persistent link: https://www.econbiz.de/10014465295
Saved in:
9
Forecasting the variability of stock index returns with the multifractal random walk model for realized volatilities
Sattarhoff, Cristina
;
Lux, Thomas
- In:
International journal of forecasting
39
(
2023
)
4
,
pp. 1678-1697
Persistent link: https://www.econbiz.de/10014465344
Saved in:
10
Volatility analysis for the GARCH-Itô-Jumps model based on high-frequency and low-frequency financial data
Fu, Jin-Yu
;
Lin, Jin-Guan
;
Hao, Hong-Xia
- In:
International journal of forecasting
39
(
2023
)
4
,
pp. 1698-1712
Persistent link: https://www.econbiz.de/10014465345
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