//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Academic Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~accessRights:"restricted"
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
The effects of Federal funds t...
Similar by person
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Theorie
10
Theory
10
Forecasting model
7
Prognoseverfahren
7
Volatility
7
Volatilität
7
Capital income
4
Estimation
4
Kapitaleinkommen
4
Schätzung
4
ARCH model
3
ARCH-Modell
3
Börsenkurs
3
Erwartungsbildung
3
Expectation formation
3
Forecasting
3
Nichtlineare Regression
3
Nonlinear regression
3
Share price
3
Time series analysis
3
Zeitreihenanalyse
3
2001-2008
2
Ankündigungseffekt
2
Announcement effect
2
Bayesian analysis
2
Bid offer spreads
2
Business cycle
2
Correlation
2
Electric power industry
2
Electricity price
2
Elektrizitätswirtschaft
2
Estimation theory
2
Financial market
2
Financial markets
2
Finanzmarkt
2
Forecast
2
Geldpolitik
2
Hedging
2
High-frequency data
2
Impulse response analysis
2
more ...
less ...
Online availability
All
Undetermined
Free
388
CC license
1
Type of publication
All
Article
87
Book / Working Paper
4
Type of publication (narrower categories)
All
Article in journal
15
Aufsatz in Zeitschrift
15
Arbeitspapier
1
Aufsatzsammlung
1
Collection of articles of several authors
1
Conference paper
1
Graue Literatur
1
Konferenzbeitrag
1
Non-commercial literature
1
Sammelwerk
1
Working Paper
1
research-article
1
more ...
less ...
Language
All
Undetermined
69
English
22
Author
All
van Dijk, Dick
36
Dijk, Dick van
33
Martens, Martin
24
Franses, Philip Hans
16
Paap, Richard
7
Heij, Christiaan
6
Groenen, Patrick J.F.
5
Opschoor, Anne
5
Wel, Michel van der
5
Kole, Erik
4
Sensier, Marianne
4
Diks, Cees
3
Henker, Thomas
3
Kofman, Paul
3
Lumsdaine, Robin L.
3
Markwat, Thijs
3
Osborn, Denise R.
3
Panchenko, Valentyn
3
Terasvirta, Timo
3
van der Wel, Michel
3
Baltussen, Guido
2
Bannouh, Karim
2
Bataa, Erdenebat
2
Boswijk, H. Peter
2
Clements, Michael P.
2
Dijk, Dick Van
2
Duyvesteyn, Johan
2
Fok, Dennis
2
Hans Franses, Philip
2
Lucas, Andre
2
Medeiros, Marcelo C.
2
Milas, Costas
2
Ozturk, Sait R.
2
Taylor, Nick
2
de Zwart, Gerben
2
van der Hart, Jaap
2
Çakmaklı, Cem
2
Bavinck, M.
1
Baştürk, Nalan
1
Beekhuizen, Paul
1
more ...
less ...
Institution
All
National Bureau of Economic Research (NBER)
1
Published in...
All
International Journal of Forecasting
10
Journal of Banking & Finance
7
Journal of Econometrics
6
Journal of Empirical Finance
6
Applied Financial Economics
3
Computational Statistics & Data Analysis
3
Journal of Economic Dynamics and Control
3
Journal of International Money and Finance
3
Applied Economics
2
Econometric Reviews
2
International Journal of Managerial Finance
2
International journal of forecasting
2
Journal of Applied Econometrics
2
Journal of International Financial Markets, Institutions and Money
2
Journal of applied econometrics
2
The Review of Economics and Statistics
2
Contributions to economic analysis
1
Dynamic factor models
1
Econometric analysis of financial and economic time series
1
Economics Letters
1
Emerging Markets Review
1
Energy economics
1
Financial analysts journal : FAJ
1
Forecasting in the presence of structural breaks and model uncertainty
1
Journal of Business & Economic Statistics
1
Journal of Business Ethics
1
Journal of Development Economics
1
Journal of Financial Econometrics
1
Journal of Financial Research
1
Journal of Forecasting
1
Journal of Macroeconomics
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
Journal of econometrics
1
Journal of empirical finance
1
Journal of financial econometrics : official journal of the Society for Financial Econometrics
1
Journal of financial economics
1
Journal of financial markets
1
Marine Policy
1
NBER Working Papers
1
Nonlinear time series analysis of business cycles
1
more ...
less ...
Source
All
RePEc
69
ECONIS (ZBW)
21
Other ZBW resources
1
Showing
1
-
10
of
91
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Moments, shocks and spillovers in Markov-switching VAR models
Kole, Erik
;
Dijk, Dick van
- In:
Journal of econometrics
236
(
2023
)
2
,
pp. 1-26
Persistent link: https://www.econbiz.de/10014365495
Saved in:
2
Market set-up in advance of Federal Reserve policy decisions
Dijk, Dick van
;
Lumsdaine, Robin L.
;
Wel, Michel van der
-
2014
Persistent link: https://www.econbiz.de/10010239989
Saved in:
3
Nonlinear analysis of electricity prices
Dijk, Dick van
(
contributor
)
-
2006
Persistent link: https://www.econbiz.de/10003558991
Saved in:
4
Forecasting value-at-risk under temporal and portfolio aggregation
Kole, Erik
;
Markwat, Thijs
;
Opschoor, Anne
;
Dijk, Dick van
- In:
Journal of financial econometrics : official journal of …
15
(
2017
)
4
,
pp. 649-677
Persistent link: https://www.econbiz.de/10011987663
Saved in:
5
Combining density forecasts using focused scoring rules
Opschoor, Anne
;
Dijk, Dick van
;
Wel, Michel van der
- In:
Journal of applied econometrics
32
(
2017
)
7
,
pp. 1298-1313
Persistent link: https://www.econbiz.de/10011862725
Saved in:
6
How to identify and forecast bull and bear markets?
Kole, Erik
;
Dijk, Dick van
- In:
Journal of applied econometrics
32
(
2017
)
1
,
pp. 120-139
Persistent link: https://www.econbiz.de/10011688491
Saved in:
7
Forecasting day-ahead electricity prices : utilizing hourly prices
Raviv, Eran
;
Bouwman, Kees E.
;
Dijk, Dick van
- In:
Energy economics
50
(
2015
),
pp. 227-239
Persistent link: https://www.econbiz.de/10011564052
Saved in:
8
Market set‐up in advance of federal reserve policy rate decisions
Dijk, Dick van
;
Lumsdaine, Robin L.
;
Wel, Michel van der
- In:
The economic journal : the journal of the Royal …
126
(
2016
)
592
,
pp. 618-653
Persistent link: https://www.econbiz.de/10011620467
Saved in:
9
Getting the most out of macroeconomic information for predicting excess stock returns
Çakmaklı, Cem
;
Dijk, Dick van
- In:
International journal of forecasting
32
(
2016
)
3
,
pp. 650-668
Persistent link: https://www.econbiz.de/10011621754
Saved in:
10
Nonlinear forecasting with many predictors using kernel ridge regression
Exterkate, Peter
;
Groenen, Patrick J. F.
;
Heij, Christiaan
- In:
International journal of forecasting
32
(
2016
)
3
,
pp. 736-753
Persistent link: https://www.econbiz.de/10011621797
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...
//-->