//--> //--> //--> //-->
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:"Volatilität"
~isPartOf:"Econometric Institute research papers"
~subject:"Bayesian inference"
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:"Econometric specification"
Narrow search
Delete all filters
| 3 applied filters
Year of publication
From:
To:
Subject
All
Volatilität
Bayesian inference
Modellierung
39
Scientific modelling
39
Forecasting model
23
Prognoseverfahren
23
Theorie
19
Theory
19
ARCH model
10
ARCH-Modell
10
Time series analysis
10
Zeitreihenanalyse
10
Estimation
9
Schätzung
9
Knowledge
8
Wissen
8
Experten
7
Experts
7
Volatility
7
Bayes-Statistik
5
Robust statistics
3
Robustes Verfahren
3
Stochastic process
3
Stochastischer Prozess
3
USA
3
United States
3
Welt
3
World
3
Analysis of variance
2
Commodity derivative
2
Comparison
2
Econometric model
2
Exchange rate risk
2
Rohstoffderivat
2
Simulation
2
Stahlprodukt
2
Steel product
2
VAR model
2
VAR-Modell
2
Varianzanalyse
2
more ...
less ...
Online availability
All
Free
12
Type of publication
All
Book / Working Paper
12
Type of publication (narrower categories)
All
Arbeitspapier
12
Working Paper
12
Graue Literatur
10
Non-commercial literature
10
Language
All
English
12
Author
All
McAleer, Michael
7
Dijk, Herman K. van
3
Caporin, Massimiliano
2
Chang, Chia-Lin
2
Ravazzolo, Francesco
2
Strachan, Rodney W.
2
Asai, Manabu
1
Camehl, Annika
1
Groen, Jan J. J.
1
Hammoudeh, Shawkat M.
1
Jimenez-Martin, Juan-Angel
1
Paap, Richard
1
Pérez Amaral, Teodosio
1
Roengchai Tansuchat
1
Verbeek, Marno
1
Wiphatthanananthakul, Chatayan
1
Yuan, Yuan
1
more ...
less ...
Institution
All
Econometrisch Instituut <Rotterdam>
1
Published in...
All
Econometric Institute research papers
Journal of econometrics
28
Econometric reviews
18
Discussion paper / Tinbergen Institute
17
Working paper
16
Journal of forecasting
14
International journal of forecasting
13
Journal of applied econometrics
11
CREATES research paper
10
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
10
Econometrics : open access journal
9
Economic modelling
9
Economics letters
9
Journal of the American Statistical Association : JASA
9
Discussion papers / CEPR
8
Journal of economic dynamics & control
8
NBER working paper series
8
Tinbergen Institute research series
8
Working paper / Norges Bank
8
CAMP working paper series
7
NBER Working Paper
7
Applied economics
6
CESifo working papers
6
Discussion papers / Adam Smith Business School, University of Glasgow
6
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
6
CAMA working paper series
5
CEMMAP working papers / Centre for Microdata Methods and Practice
5
Energy economics
5
European economic review : EER
5
Journal of empirical finance
5
Journal of macroeconomics
5
Journal of money, credit and banking : JMCB
5
Research series / Universiteit van Amsterdam
5
Risks : open access journal
5
Scandinavian actuarial journal
5
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
5
Working paper / Central Bank of Iceland
5
Working papers
5
Discussion paper / Centre for Economic Policy Research
4
European journal of operational research : EJOR
4
more ...
less ...
Source
All
ECONIS (ZBW)
12
Showing
1
-
10
of
12
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Penalized estimation of panel vector autoregressive models : a panel LASSO approach
Camehl, Annika
-
2019
Persistent link: https://www.econbiz.de/10012131829
Saved in:
2
Asymmetry and leverage in conditional volatility models
McAleer, Michael
-
2015
Persistent link: https://www.econbiz.de/10010507684
Saved in:
3
Modelling long memory volatility in agricultural commodity futures returns
Chang, Chia-Lin
;
McAleer, Michael
;
Roengchai Tansuchat
-
2012
-
Rev.
Persistent link: https://www.econbiz.de/10009619551
Saved in:
4
The rise and fall of S&P500 variance futures
Chang, Chia-Lin
;
Jimenez-Martin, Juan-Angel
;
McAleer, …
-
2011
-
Rev.
Persistent link: https://www.econbiz.de/10009619346
Saved in:
5
Model selection and testing of conditional and stochastic volatility models
Caporin, Massimiliano
;
McAleer, Michael
-
2010
Persistent link: https://www.econbiz.de/10008664052
Saved in:
6
Exchange rate and industrial commodity volatility transmissions, asymmetries and hedging strategies
Hammoudeh, Shawkat M.
;
Yuan, Yuan
;
McAleer, Michael
-
2010
Persistent link: https://www.econbiz.de/10003987666
Saved in:
7
Real-time inflation forecasting in a changing world
Groen, Jan J. J.
;
Paap, Richard
;
Ravazzolo, Francesco
-
2009
Persistent link: https://www.econbiz.de/10003877152
Saved in:
8
Block structure multivariate stochastic volatility models
Asai, Manabu
;
Caporin, Massimiliano
;
McAleer, Michael
-
2009
Persistent link: https://www.econbiz.de/10003987296
Saved in:
9
A simple expected volatility (SEV) index : application to SET50 index options
Wiphatthanananthakul, Chatayan
;
McAleer, Michael
-
2008
Persistent link: https://www.econbiz.de/10003893426
Saved in:
10
Predictive gains from forecast combinations using time varying model weights
Ravazzolo, Francesco
(
contributor
); …
-
2007
Persistent link: https://www.econbiz.de/10003746745
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->