//--> //--> //--> //-->
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:"Economic modelling"
~isPartOf:"Journal of empirical finance"
~subject:"Forecasting model"
~subject:"State space model"
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:"Trendbereinigung"
Narrow search
Delete all filters
| 4 applied filters
Year of publication
From:
To:
Subject
All
Forecasting model
State space model
Time series analysis
370
Zeitreihenanalyse
370
Theorie
164
Theory
164
Estimation
133
Schätzung
133
Volatility
104
Volatilität
103
Prognoseverfahren
90
ARCH model
67
ARCH-Modell
67
Capital income
62
Kapitaleinkommen
62
Börsenkurs
58
Estimation theory
58
Schätztheorie
58
Share price
58
Cointegration
45
Kointegration
45
Zustandsraummodell
43
Einheitswurzeltest
38
Unit root test
38
Structural break
33
Strukturbruch
33
USA
32
United States
32
Business cycle
30
Konjunktur
30
Aktienmarkt
26
Stock market
26
Stochastic process
25
Stochastischer Prozess
25
VAR model
24
VAR-Modell
24
Forecasting
22
Correlation
20
Exchange rate
20
Korrelation
20
more ...
less ...
Online availability
All
Undetermined
73
Free
1
Type of publication
All
Article
120
Type of publication (narrower categories)
All
Article in journal
120
Aufsatz in Zeitschrift
120
Language
All
English
120
Author
All
Tiwari, Aviral Kumar
4
Todorova, Neda
3
Dark, Jonathan
2
Kapetanios, George
2
Kiani, Khurshid M.
2
Liu, Li
2
Pan, Zhiyuan
2
Ahamada, Ibrahim
1
Aloui, Chaker
1
Anatolyev, Stanislav
1
Andries, Alin Marius
1
Arora, Sanchit
1
Aubry, Mathilde
1
Bacchiocchi, Emanuele
1
Bahmani-Oskooee, Mohsen
1
Baillie, Richard
1
Bao Hoang Nguyen
1
Bao, Yukun
1
Baruník, Jozef
1
Bastianin, Andrea
1
Bee, Marco
1
Bekiros, Stelios
1
Benavides, Guillermo
1
Benhmad, François
1
Berens, Tobias
1
Bhanja, Niyati
1
Boubaker, Heni
1
Buncic, Daniel
1
Burns, Kelly
1
Cai, Lili
1
Cai, Yuzhi
1
Camacho, Maximo
1
Capistrán Carmona, Carlos
1
Caraiani, Petre
1
Carravetta, Francesco
1
Casarin, Roberto
1
Chang, Tsangyao
1
Charfeddine, Lanouar
1
Chen, Si
1
Cheng, Ching-hsue
1
more ...
less ...
Published in...
All
Economic modelling
Journal of empirical finance
International journal of forecasting
430
Journal of forecasting
230
Journal of econometrics
112
Discussion paper / Tinbergen Institute
107
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
87
Working paper / Department of Econometrics and Business Statistics, Monash University
82
Energy economics
77
Computational economics
69
Applied economics
65
Economics letters
58
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
53
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
51
Working paper
49
CAMA working paper series
39
Applied economics letters
37
International Journal of Energy Economics and Policy : IJEEP
37
CREATES research paper
36
Econometric reviews
36
European journal of operational research : EJOR
35
CESifo working papers
33
Working paper series / European Central Bank
32
International review of economics & finance : IREF
29
Journal of applied econometrics
29
The North American journal of economics and finance : a journal of financial economics studies
29
Finance research letters
28
International journal of production economics
27
Journal of risk and financial management : JRFM
27
Journal of economic dynamics & control
26
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
26
Econometric Institute research papers
24
Working papers
24
NBER Working Paper
23
Discussion paper
22
Discussion papers / CEPR
22
Discussion paper / Centre for Economic Policy Research
21
Econometrics : open access journal
21
International review of financial analysis
21
Working paper series
21
more ...
less ...
Source
All
ECONIS (ZBW)
120
Showing
1
-
10
of
120
Sort
Relevance
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
Are low frequency macroeconomic variables important for high frequency electricity prices?
Foroni, Claudia
;
Ravazzolo, Francesco
;
Rossini, Luca
- In:
Economic modelling
120
(
2023
),
pp. 1-11
Persistent link: https://www.econbiz.de/10014384007
Saved in:
6
Forecasting dividend growth : the role of adjusted earnings yield
Yu, Deshui
;
Huang, Difang
;
Li, Chen
;
Li, Luyang
- In:
Economic modelling
120
(
2023
),
pp. 1-16
Persistent link: https://www.econbiz.de/10014384127
Saved in:
7
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:
8
Real-time macroeconomic monitoring using mixed frequency data : evidence from China
Zhang, Wei
;
He, Jie
;
Ge, Chanyuan
;
Xue, Rui
- In:
Economic modelling
117
(
2022
),
pp. 1-14
Persistent link: https://www.econbiz.de/10014229194
Saved in:
9
Improving the accuracy of tail risk forecasting models by combining several realized volatility estimators
Naimoli, Antonio
;
Gerlach, Richard
;
Storti, Giuseppe
- In:
Economic modelling
107
(
2022
),
pp. 1-19
Persistent link: https://www.econbiz.de/10013367470
Saved in:
10
Asymmetric multivariate HAR models for realized covariance matrix : a study based on volatility timing strategies
Qu, Hui
;
Zhang, Yi
- In:
Economic modelling
106
(
2022
),
pp. 1-13
Persistent link: https://www.econbiz.de/10013347668
Saved in:
1
2
3
4
5
6
7
8
9
10
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->