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type_genre:"Collection of articles written by one author"
~isPartOf:"International review of financial analysis"
~subject:"Time series analysis"
~type_genre:"Aufsatz in Zeitschrift"
~type_genre:"Graue Literatur"
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Search: subject_exact:"Estimation"
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Time series analysis
Estimation
324
Schätzung
323
Capital income
130
Kapitaleinkommen
130
Volatility
102
Volatilität
102
Börsenkurs
100
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100
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88
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Collection of articles written by one author
Aufsatz in Zeitschrift
Graue Literatur
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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
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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
94
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
78
Applied economics letters
75
International journal of forecasting
74
Economics letters
70
CESifo working papers
66
Discussion paper / Tinbergen Institute
63
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
60
Energy economics
54
Journal of forecasting
49
Working paper
48
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
32
Journal of economic dynamics & control
30
Finance research letters
28
Macroeconomic dynamics
28
Discussion papers / Deutsches Institut für Wirtschaftsforschung
27
Economics and finance working paper series
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Applied financial economics
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CAMA working paper series
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Working paper / Department of Econometrics and Business Statistics, Monash University
26
CREATES research paper
25
Computational economics
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Journal of banking & finance
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Journal of macroeconomics
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International journal of finance & economics : IJFE
24
Journal of international money and finance
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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
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
21
Journal of risk and financial management : JRFM
21
SFB 649 discussion paper
21
International journal of economics and financial issues : IJEFI
20
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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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