//--> //--> //--> //-->
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
~isPartOf:"Econometric Institute research papers"
~isPartOf:"Journal of empirical finance"
~subject:"Time series analysis"
~subject:"Zinsstruktur"
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:"Prognoseverfahren"
Narrow search
Delete all filters
| 4 applied filters
Year of publication
From:
To:
Subject
All
Time series analysis
Zinsstruktur
Forecasting model
270
Prognoseverfahren
270
Theorie
104
Theory
104
Capital income
103
Kapitaleinkommen
103
Estimation
84
Schätzung
84
Volatility
64
Volatilität
64
Börsenkurs
53
Share price
53
Zeitreihenanalyse
53
ARCH model
43
ARCH-Modell
43
Portfolio selection
31
Portfolio-Management
31
Modellierung
27
Scientific modelling
27
USA
26
United States
26
Risikomaß
25
Risk measure
25
Forecast
24
Prognose
24
Risikoprämie
22
Risk premium
22
Forecasting
21
Aktienmarkt
19
Stock market
19
Welt
18
World
18
Regression analysis
16
Regressionsanalyse
16
Return predictability
16
Yield curve
16
Risiko
15
Risk
15
more ...
less ...
Online availability
All
Undetermined
35
Free
24
Type of publication
All
Article
46
Book / Working Paper
23
Type of publication (narrower categories)
All
Article in journal
46
Aufsatz in Zeitschrift
46
Arbeitspapier
23
Working Paper
23
Graue Literatur
20
Non-commercial literature
20
Language
All
English
69
Author
All
Franses, Philip Hans
12
McAleer, Michael
10
Dijk, Dick van
6
Caporin, Massimiliano
3
Chang, Chia-Lin
3
Groenen, Patrick J. F.
3
Heij, Christiaan
3
Dark, Jonathan
2
Legerstee, Rianne
2
Oxley, Les
2
Tzavalis, Elias
2
Argyropoulos, Efthymios
1
Baillie, Richard
1
Bee, Marco
1
Bel, Koen
1
Benavides, Guillermo
1
Berens, Tobias
1
Borochin, Paul
1
Byrne, Joseph P.
1
Cai, Lili
1
Caldeira, João F.
1
Cao, Shuo
1
Capistrán Carmona, Carlos
1
Chan, Felix
1
Chang, Hao
1
Chen, Ying
1
Cummins, Mark
1
Davidson, James E. H.
1
De Lira Salvatierra, Irving Arturo
1
Degiannakis, Stavros
1
Ding, Zhuanxin
1
Donaldson, R. Glen
1
Dupuis, Debbie J.
1
Engsted, Tom
1
Exterkate, Peter
1
Fang, Tong
1
Faria, Gonçalo
1
Filis, George
1
Giovannelli, Alessandro
1
Golosnoy, Vasyl
1
more ...
less ...
Institution
All
Econometrisch Instituut <Rotterdam>
2
Published in...
All
Econometric Institute research papers
Journal of empirical finance
International journal of forecasting
444
Journal of forecasting
245
Journal of econometrics
96
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
81
Working paper / Department of Econometrics and Business Statistics, Monash University
75
Energy economics
70
Discussion paper / Tinbergen Institute
69
Economic modelling
62
Applied economics
59
Working paper
55
Economics letters
54
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
48
Computational economics
43
CREATES research paper
36
CESifo working papers
34
International Journal of Energy Economics and Policy : IJEEP
34
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
34
Working paper series / European Central Bank
34
Applied economics letters
33
European journal of operational research : EJOR
33
Journal of applied econometrics
32
NBER Working Paper
32
The North American journal of economics and finance : a journal of financial economics studies
32
NBER working paper series
31
International review of economics & finance : IREF
30
Discussion paper / Centre for Economic Policy Research
29
Finance research letters
28
Management science : journal of the Institute for Operations Research and the Management Sciences
28
Econometric reviews
27
International journal of production economics
26
CAMA working paper series
25
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
25
International review of financial analysis
24
Journal of risk and financial management : JRFM
24
Applied financial economics
23
Discussion papers / CEPR
23
ECB Working Paper
23
Journal of international money and finance
23
more ...
less ...
Source
All
ECONIS (ZBW)
69
Showing
1
-
10
of
69
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
An adaptive long memory conditional correlation model
Dark, Jonathan
- In:
Journal of empirical finance
75
(
2024
),
pp. 1-16
Persistent link: https://www.econbiz.de/10014491877
Saved in:
2
Time series momentum and reversal : intraday information from realized semivariance
Liu, Zhenya
;
Lu, Shanglin
;
Li, Bo
;
Wang, Shixuan
- In:
Journal of empirical finance
72
(
2023
),
pp. 54-77
Persistent link: https://www.econbiz.de/10014476799
Saved in:
3
Conditional out-of-sample predictability of aggregate equity returns and aggregate equity return volatility using economic variables
Nonejad, Nima
- In:
Journal of empirical finance
70
(
2023
),
pp. 91-122
Persistent link: https://www.econbiz.de/10014423619
Saved in:
4
Forecasting intraday market risk : a marked self-exciting point process with exogenous renewals
Stindl, Tom
- In:
Journal of empirical finance
70
(
2023
),
pp. 182-198
Persistent link: https://www.econbiz.de/10014423627
Saved in:
5
Out-of-sample equity premium prediction : the role of option-implied constraints
Wang, Yunqi
;
Zhou, Ti
- In:
Journal of empirical finance
70
(
2023
),
pp. 199-226
Persistent link: https://www.econbiz.de/10014423642
Saved in:
6
Forecasting tail risk measures for financial time series : an extreme value approach with covariates
James, Robert
;
Leung, Henry
;
Leung, Jessica Wai Yin
; …
- In:
Journal of empirical finance
71
(
2023
),
pp. 29-50
Persistent link: https://www.econbiz.de/10014292519
Saved in:
7
An introduction to time-varying lag autoregression
Franses, Philip Hans
-
2020
Persistent link: https://www.econbiz.de/10012216295
Saved in:
8
The time-varying bond risk premia in China
Zhang, Han
;
Guo, Bin
;
Liu, Lanbiao
- In:
Journal of empirical finance
65
(
2022
),
pp. 51-76
Persistent link: https://www.econbiz.de/10013286400
Saved in:
9
Model-based forecast adjustment : with an illustration to inflation
Franses, Philip Hans
-
2018
-
This version: March 2018
Persistent link: https://www.econbiz.de/10011823289
Saved in:
10
Forecasting Bitcoin realized volatility by exploiting measurement error under model uncertainty
Qiu, Yue
;
Wang, Zongrun
;
Xie, Tian
;
Zhang, Xinyu
- In:
Journal of empirical finance
62
(
2021
),
pp. 179-201
Persistent link: https://www.econbiz.de/10012693338
Saved in:
1
2
3
4
5
6
7
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->