//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
subject:"National income"
subject:"Time series analysis"
~person:"Balcilar, Mehmet"
~person:"Bollerslev, Tim"
~type_genre:"Article in journal"
~type_genre:"Gutachten"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject_exact:"Estimation"
Narrow search
Delete all filters
| 6 applied filters
Year of publication
From:
To:
Subject
All
National income
Time series analysis
Estimation
78
Schätzung
78
Volatility
41
Volatilität
41
Capital income
31
Kapitaleinkommen
31
Börsenkurs
27
Share price
27
Forecasting model
23
Prognoseverfahren
23
USA
23
United States
23
Nichtparametrisches Verfahren
18
Nonparametric statistics
18
Zeitreihenanalyse
17
Causality analysis
16
Kausalanalyse
16
Theorie
15
Theory
15
Welt
15
World
15
Aktienmarkt
13
Risiko
13
Risk
13
Stock market
13
Risikoprämie
11
Risk premium
11
VAR model
10
VAR-Modell
10
Cointegration
9
Kointegration
9
ARCH model
8
ARCH-Modell
8
Exchange rate
8
High-frequency data
8
Markov chain
8
Markov-Kette
8
South Africa
8
Südafrika
8
more ...
less ...
Online availability
All
Undetermined
11
Type of publication
All
Article
17
Type of publication (narrower categories)
All
Article in journal
Gutachten
Aufsatz in Zeitschrift
17
Arbeitspapier
4
Graue Literatur
4
Non-commercial literature
4
Working Paper
4
Language
All
English
17
Author
All
Balcilar, Mehmet
Bollerslev, Tim
Gil-Alaña, Luis A.
80
Caporale, Guglielmo Maria
39
Gupta, Rangan
36
Chang, Tsangyao
30
Tiwari, Aviral Kumar
25
Moosa, Imad A.
21
Bahmani-Oskooee, Mohsen
14
Koopman, Siem Jan
14
Narayan, Paresh Kumar
13
Ramírez, Miguel D.
13
Ranjbar, Omid
13
Tauchen, George Eugene
12
Li, Jia
11
Österholm, Pär
11
Chan, Joshua
10
Franses, Philip Hans
10
Miller, Stephen M.
10
Su, Chi-Wei
10
Todorov, Viktor
10
Chang, Hsu-Ling
9
Koop, Gary
9
Omay, Tolga
9
Swanson, Norman R.
9
Wohar, Mark E.
9
Yaya, OlaOluwa S.
9
Ma, Feng
8
McAleer, Michael
8
McMillan, David G.
8
Nonejad, Nima
8
Taylor, Robert
8
Boubaker, Heni
7
Bratu, Mihaela
7
Canarella, Giorgio
7
Ghysels, Eric
7
Hassler, Uwe
7
Kapetanios, George
7
Kim, Donggyu
7
Lee, Chien-chiang
7
more ...
less ...
Published in...
All
Journal of econometrics
4
Energy economics
2
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
2
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
1
Emerging markets review
1
Empirical economics : a quarterly journal of the Institute for Advanced Studies
1
International economic review
1
International review of economics & finance : IREF
1
Journal of applied econometrics
1
Journal of economics and finance
1
Journal of financial economics
1
Symposium on forecasting and empirical methods in macroeconomics and finance
1
The journal of developing areas
1
more ...
less ...
Source
All
ECONIS (ZBW)
17
Showing
1
-
10
of
17
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Productivity and GDP : international evidence of persistence and trends over 130 years of data
Gil-Alaña, Luis A.
;
Solarin Sakiru Adebola
;
Balcilar, …
- In:
Empirical economics : a quarterly journal of the …
64
(
2023
)
3
,
pp. 1219-1246
Persistent link: https://www.econbiz.de/10014226350
Saved in:
2
From zero to hero : realized partial (co)variances
Bollerslev, Tim
;
Medeiros, Marcelo C.
;
Patton, Andrew J.
; …
- In:
Journal of econometrics
231
(
2022
)
2
,
pp. 348-360
Persistent link: https://www.econbiz.de/10013464800
Saved in:
3
Occupation density estimation for noisy high-frequency data
Zhang, Congshan
;
Li, Jia
;
Bollerslev, Tim
- In:
Journal of econometrics
227
(
2022
)
1
,
pp. 189-211
Persistent link: https://www.econbiz.de/10013441646
Saved in:
4
Generalized jump regressions for local moments
Bollerslev, Tim
;
Li, Jia
;
Chaves, Leonardo Salim Saker
- In:
Journal of business & economic statistics : JBES ; a …
39
(
2021
)
4
,
pp. 1015-1025
Persistent link: https://www.econbiz.de/10012653221
Saved in:
5
Multivariate leverage effects and realized semicovariance GARCH models
Bollerslev, Tim
;
Patton, Andrew J.
;
Quaedvlieg, Rogier
- In:
Journal of econometrics
217
(
2020
)
2
,
pp. 411-430
Persistent link: https://www.econbiz.de/10012482780
Saved in:
6
High-dimensional multivariate realized volatility estimation
Bollerslev, Tim
;
Meddahi, Nour
;
Nyawa, Serge
- In:
Journal of econometrics
212
(
2019
)
1
,
pp. 116-136
Persistent link: https://www.econbiz.de/10012303903
Saved in:
7
Differences of opinion and stock market volatility : evidence from a nonparametric causality-in-quantiles approach
Balcilar, Mehmet
;
Demirer, Rıza
;
Gupta, Rangan
;
Wohar, …
- In:
Journal of economics and finance
42
(
2018
)
2
,
pp. 339-351
Persistent link: https://www.econbiz.de/10012031009
Saved in:
8
Common cycles and common trends in the stock and oil markets : evidence from more than 150 years of data
Balcilar, Mehmet
;
Gupta, Rangan
;
Wohar, Mark E.
- In:
Energy economics
61
(
2017
),
pp. 72-86
Persistent link: https://www.econbiz.de/10011737672
Saved in:
9
Analyzing South Africa's inflation persistence using an arfima model with Markov-switching fractional differencing parameter
Balcilar, Mehmet
;
Gupta, Rangan
;
Jooste, Charl
- In:
The journal of developing areas
50
(
2016
)
1
,
pp. 47-57
Persistent link: https://www.econbiz.de/10011576379
Saved in:
10
Causality between inflation and inflation uncertainty in South Africa: evidence from a Markov-switching vector autoregressive model
Nasr, Adnen Ben
;
Balcilar, Mehmet
;
Ajmi, Ahdi Noomen
; …
- In:
Emerging markets review
24
(
2015
),
pp. 46-68
Persistent link: https://www.econbiz.de/10011538531
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->