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subject:"Time series analysis"
subject:"Zeitreihenanalyse"
~isPartOf:"International review of financial analysis"
~type:"article"
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Search: subject_exact:"Estimation"
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Time series analysis
Zeitreihenanalyse
Estimation
324
Schätzung
323
Capital income
130
Kapitaleinkommen
130
Volatility
102
Volatilität
102
Börsenkurs
100
Share price
100
Aktienmarkt
88
Stock market
88
Forecasting model
63
Prognoseverfahren
63
Theorie
61
Theory
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44
ARCH-Modell
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Welt
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World
44
Portfolio selection
43
Portfolio-Management
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CAPM
40
Risk
38
Risiko
37
Risikoprämie
27
Risk premium
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Spillover effect
27
Spillover-Effekt
27
USA
26
United States
26
Anlageverhalten
24
Behavioural finance
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Efficient market hypothesis
23
Effizienzmarkthypothese
23
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21
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19
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English
19
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Bahcivan, Hulusi
1
Baur, Dirk G.
1
Beckmann, Joscha
1
Bee, Marco
1
Cai, Yuzhi
1
Calice, Giovanni
1
Caporale, Guglielmo Maria
1
Chrétien, Stéphane
1
Chu, Patrick Kuok-Kun
1
Coggins, Frank
1
Czudaj, Robert
1
Degiannakis, Stavros
1
Dent, Pamela
1
Dimpfl, Thomas
1
Ellis, Craig
1
Floros, Christos
1
Gil-Alaña, Luis A.
1
He, Kaijian
1
Hess, Martin
1
Hutchinson, Mark
1
Ioannidis, Christos
1
Karahan, Cenk C.
1
Karanasos, Menelaos
1
Karoglou, Michail
1
Kyziropoulos, Panagiotis E.
1
Liu, Jia
1
Liu, Zhenya
1
Lu, Shanglin
1
Miao, Rong Hui
1
Nonejad, Nima
1
O'Brien, John
1
O'Reilly, Philip
1
Pourkhanali, Armin
1
Sharma, Tripti
1
Stafylas, Dimitrios
1
Tafakori, Laleh
1
Tunaru, Diana
1
Upreti, Vineet
1
Vivian, Andrew
1
Wang, Shixuan
1
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International review of financial analysis
Journal of econometrics
115
Economic modelling
100
Applied economics
98
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
95
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
78
Applied economics letters
75
International journal of forecasting
73
Economics letters
70
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
60
Energy economics
54
Journal of forecasting
49
Econometric reviews
41
International review of economics & finance : IREF
40
Journal of applied econometrics
35
The North American journal of economics and finance : a journal of financial economics studies
34
Journal of empirical finance
33
Journal of economic dynamics & control
30
Finance research letters
28
Macroeconomic dynamics
28
Applied financial economics
26
Computational economics
25
Journal of banking & finance
25
Journal of macroeconomics
25
International journal of finance & economics : IJFE
24
Journal of international money and finance
24
The empirical economics letters : a monthly international journal of economics
24
Empirical economics : a quarterly journal of the Institute for Advanced Studies
23
Journal of financial econometrics
22
Journal of risk and financial management : JRFM
21
International journal of economics and financial issues : IJEFI
20
Econometrics : open access journal
18
International journal of economics and finance
18
Research in international business and finance
18
Journal of financial econometrics : official journal of the Society for Financial Econometrics
17
Journal of international financial markets, institutions & money
17
Quantitative finance
17
The econometrics journal
16
Econometric theory
15
International Journal of Energy Economics and Policy : IJEEP
14
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ECONIS (ZBW)
19
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1
Forecasting Value-at-Risk using functional volatility incorporating an exogenous effect
Pourkhanali, Armin
;
Tafakori, Laleh
;
Bee, Marco
- In:
International review of financial analysis
89
(
2023
),
pp. 1-15
Persistent link: https://www.econbiz.de/10014467094
Saved in:
2
High frequency correlation dynamics and day-of-the-week effect : a score-driven approach in an emerging market stock exchange
Bahcivan, Hulusi
;
Karahan, Cenk C.
- In:
International review of financial analysis
80
(
2022
),
pp. 1-13
Persistent link: https://www.econbiz.de/10013366247
Saved in:
3
Are carry, momentum and value still there in currencies?
Hutchinson, Mark
;
Kyziropoulos, Panagiotis E.
;
O'Brien, John
- In:
International review of financial analysis
83
(
2022
),
pp. 1-11
Persistent link: https://www.econbiz.de/10013455045
Saved in:
4
Stock returns, quantile autocorrelation, and volatility forecasting
Zhao, Yixiu
;
Upreti, Vineet
;
Cai, Yuzhi
- In:
International review of financial analysis
73
(
2021
),
pp. 1-21
Persistent link: https://www.econbiz.de/10012803612
Saved in:
5
Asymmetry, tail risk and time series momentum
Liu, Zhenya
;
Lu, Shanglin
;
Wang, Shixuan
- In:
International review of financial analysis
78
(
2021
),
pp. 1-15
Persistent link: https://www.econbiz.de/10013255854
Saved in:
6
Dependences and volatility spillovers between the oil and stock markets: new evidence from the copula and VAR-BEKK-GARCH models
Yu, Lean
;
Zha, Rui
;
Stafylas, Dimitrios
;
He, Kaijian
; …
- In:
International review of financial analysis
68
(
2020
),
pp. 1-14
Persistent link: https://www.econbiz.de/10012301075
Saved in:
7
Déjà vol oil? : predicting S&P 500 equity premium using crude oil price volatility : evidence from old and recent time-series data
Nonejad, Nima
- In:
International review of financial analysis
58
(
2018
),
pp. 260-270
Persistent link: https://www.econbiz.de/10012006463
Saved in:
8
Gaussian estimation and forecasting of the U.K. yield curve with multi-factor continuous-time models
Tunaru, Diana
- In:
International review of financial analysis
52
(
2017
),
pp. 119-129
Persistent link: https://www.econbiz.de/10011868716
Saved in:
9
A Markov switching unobserved component analysis of the CDX index term premium
Calice, Giovanni
;
Ioannidis, Christos
;
Miao, Rong Hui
- In:
International review of financial analysis
44
(
2016
),
pp. 189-204
Persistent link: https://www.econbiz.de/10011623992
Saved in:
10
A melting pot : gold price forecasts under model and parameter uncertainty
Baur, Dirk G.
;
Beckmann, Joscha
;
Czudaj, Robert
- In:
International review of financial analysis
48
(
2016
),
pp. 282-291
Persistent link: https://www.econbiz.de/10011624523
Saved in:
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