//--> //--> //--> //-->
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
~institution:"Center for Economic Research <Tilburg>"
~institution:"Federal Reserve Bank of St. Louis"
~subject:"ARMA model"
~subject:"United States"
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
Economic linkages across commo...
Similar by subject
Narrow search
Delete all filters
| 4 applied filters
Year of publication
From:
To:
Subject
All
ARMA model
United States
Volatility
17
Volatilität
17
USA
12
Aktienmarkt
5
Finance
5
Forecasting model
5
Prognoseverfahren
5
Stock market
5
Börsenkurs
4
Share price
4
ARCH model
3
ARCH-Modell
3
CAPM
3
Capital income
3
Exchange rate
3
Kapitaleinkommen
3
Wechselkurs
3
Bayes-Statistik
2
Bayesian inference
2
Economic growth
2
Estimation
2
Industrialized countries
2
Industrieländer
2
National income
2
Nationaleinkommen
2
Private consumption
2
Privater Konsum
2
Schätzung
2
Structural break
2
Strukturbruch
2
Theorie
2
Theory
2
Vermögen
2
Wealth
2
Wirtschaftswachstum
2
1927-2001
1
1954-1998
1
1963-2002
1
1968-2004
1
more ...
less ...
Online availability
All
Free
11
Type of publication
All
Book / Working Paper
12
Type of publication (narrower categories)
All
Arbeitspapier
12
Graue Literatur
12
Non-commercial literature
12
Working Paper
12
Language
All
English
12
Author
All
Guo, Hui
5
Kim, Chang-jin
2
Neely, Christopher J.
2
Piger, Jeremy Max
2
Savickas, Robert
2
Baele, Lieven
1
Guidolin, Massimo
1
Higbee, Jason
1
Marquering, Wessel A.
1
Morley, James C.
1
Nelson, Charles R.
1
Timmermann, Allan
1
Verbeek, Marno
1
more ...
less ...
Institution
All
Center for Economic Research <Tilburg>
Federal Reserve Bank of St. Louis
National Bureau of Economic Research
27
USA / General Accounting Office
9
Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>
6
Princeton University Press
6
Federal Reserve Bank of New York
5
USA / Congress / Senate / Committee on Agriculture, Nutrition and Forestry
5
Centre for Growth and Business Cycle Research <Manchester>
4
European University Institute / Department of Economics
4
University of Canterbury / Dept. of Economics and Finance
4
Centre for Analytical Finance <Århus>
3
EcoMod Network
3
Federal Reserve Bank of Cleveland
3
New York Stock Exchange
3
Rodney L. White Center for Financial Research
3
Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
3
American Enterprise Institute for Public Policy Research
2
Brown University / Department of Economics
2
Commodity Research Bureau
2
Edward Elgar Publishing
2
Federal Reserve Bank of San Francisco
2
Federal Reserve System / Board of Governors
2
Federal Reserve System / Division of Research and Statistics
2
Institute for Research in the Behavioral, Economic, and Management Sciences
2
International Monetary Fund (IMF)
2
Internationale Vereinigung der Textilindustrie
2
Internationaler Währungsfonds / Research Department
2
Krannert Graduate School of Management
2
Massachusetts Institute of Technology / Department of Economics
2
Research Seminar in International Economics
2
School of Accounting, Economics and Finance <Geelong>
2
Svenska Handelshögskolan <Helsinki>
2
Treasury Department
2
USA / Congress / House of Representatives / Committee on the Budget
2
USA / Congress / House of Representatives / Subcommittee on Finance and Hazardous Materials
2
USA / Government Accountability Office
2
USA / Subcommittee on Risk Management, Research, and Specialty Crops
2
University of British Columbia / Finance Division
2
University of Minnesota / Department of Applied Economics
2
more ...
less ...
Published in...
All
Working paper
10
Discussion paper / Center for Economic Research, Tilburg University
2
Source
All
ECONIS (ZBW)
12
Showing
1
-
10
of
12
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Forecasting foreign exchange
volatility
: is implied
volatility
the best we can do?
Neely, Christopher J.
(
contributor
)
-
2003
-
[Elektronische Ressource], rev
Persistent link: https://www.econbiz.de/10001974118
Saved in:
2
Does stock market
volatility
forecast returns : the international evidence
Guo, Hui
(
contributor
)
-
2003
-
[Elektronische Ressource], rev
Persistent link: https://www.econbiz.de/10001979873
Saved in:
3
Implied
volatility
from options on gold futures : do statistical forecasts add value or simply paint the lilly?
Neely, Christopher J.
(
contributor
)
-
2003
-
[Elektronische Ressource], rev
Persistent link: https://www.econbiz.de/10001982800
Saved in:
4
Does idiosyncratic risk matter : another look
Guo, Hui
(
contributor
);
Savickas, Robert
(
contributor
)
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001984084
Saved in:
5
Idiosyncratic
volatility
, stock market
volatility
, and expected stock returns
Guo, Hui
(
contributor
);
Savickas, Robert
(
contributor
)
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001985899
Saved in:
6
The less volatile U.S. economy : a bayesian investigation of timing, Breadth, and potential explanations
Kim, Chang-jin
(
contributor
);
Nelson, Charles R.
(
contributor
)
-
2003
-
[Elektronische Ressource].rev
Persistent link: https://www.econbiz.de/10001965242
Saved in:
7
A Bayesian approach to counterfactual analysis of structural change
Kim, Chang-jin
(
contributor
);
Morley, James C.
(
contributor
)
-
2004
-
[Elektronische Ressource], rev.
Persistent link: https://www.econbiz.de/10002496905
Saved in:
8
Volatility
spillover effects in European equity markets
Baele, Lieven
(
contributor
)
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001870724
Saved in:
9
The economic value of predicting stock index returns and
volatility
Marquering, Wessel A.
(
contributor
); …
-
2000
Persistent link: https://www.econbiz.de/10001528578
Saved in:
10
Market timing with aggregate and idiosyncratic stock volatilities
Guo, Hui
(
contributor
);
Higbee, Jason
(
contributor
)
-
2005
-
rev.
Persistent link: https://www.econbiz.de/10003344908
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->