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
~institution:"University of Cambridge / Department of Applied Economics"
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
Forecasting conditional covari...
Similar by subject
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Theorie
10
Theory
10
Time series analysis
10
Zeitreihenanalyse
10
Forecasting model
6
Prognoseverfahren
6
Portfolio selection
5
Portfolio-Management
5
Großbritannien
4
United Kingdom
4
Correlation
3
Korrelation
3
Statistical distribution
3
Statistische Verteilung
3
Structural break
3
Strukturbruch
3
Capital income
2
Estimation
2
Estimation theory
2
Kapitaleinkommen
2
Nichtparametrisches Verfahren
2
Nonparametric statistics
2
Panel
2
Panel study
2
Schätztheorie
2
Schätzung
2
Welt
2
World
2
1950-1999
1
1965-1998
1
1968-1997
1
1979-1999
1
1988-1998
1
1990-1999
1
Aktienmarkt
1
Anlageverhalten
1
Arbitrage Pricing
1
Arbitrage pricing
1
Asset management
1
Autocorrelation
1
more ...
less ...
Online availability
All
Free
24
Type of publication
All
Book / Working Paper
24
Type of publication (narrower categories)
All
Arbeitspapier
24
Graue Literatur
24
Non-commercial literature
24
Working Paper
24
Language
All
English
24
Author
All
Satchell, Stephen
7
Pesaran, M. Hashem
6
Harvey, Andrew C.
4
Sancetta, Alessio
3
Timmermann, Allan
3
Higson, C.
2
Trimbur, Thomas M.
2
Bhattacharjee, A.
1
Bhattacharjee, Arnab
1
Busetti, Fabio
1
Carvalho, Vasco M.
1
Corrado, Luisa
1
Das, Samarjit
1
Davies, Greg B.
1
Dijk, Herman K. van
1
Farah, Nathalie
1
Holly, Sean
1
Kapetanios, George
1
Kattuman, P.
1
Miller, Marcus
1
Nikanrova, Arina
1
Pettenuzzo, Davide
1
Pitsillis, M.
1
Sancetta, A.
1
Schuermann, Til
1
Weiner, Scott M.
1
Wright, Stephen M.
1
Yang, J.-H. Steffi
1
Zhang, Lei
1
more ...
less ...
Institution
All
University of Cambridge / Department of Applied Economics
National Bureau of Economic Research
1,991
International Monetary Fund (IMF)
431
Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
267
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
244
Ekonomiska forskningsinstitutet <Stockholm>
111
OECD
104
Institut für Schweizerisches Bankwesen <Zürich>
87
European University Institute / Department of Economics
68
International Monetary Fund
68
C.E.P.R. Discussion Papers
65
European Commission / Joint Research Centre
60
European Central Bank
54
HAL
48
Centre for Analytical Finance <Århus>
47
Federal Reserve Bank of St. Louis
46
EconWPA
44
Springer Fachmedien Wiesbaden
40
Center for Economic Research <Tilburg>
38
Université Paris-Dauphine (Paris IX)
37
National Centre of Competence in Research North South <Bern>
36
Econometrisch Instituut <Rotterdam>
35
Christian-Albrechts-Universität zu Kiel / Institut für Weltwirtschaft
34
World Bank
34
European Commission / Statistical Office of the European Communities
33
European University Institute / Department of Law
31
Umeå universitet
31
London School of Economics and Political Science
30
Federal Reserve System / Division of Research and Statistics
29
Faculteit der Economische Wetenschappen, Erasmus Universiteit Rotterdam
28
Sonderforschungsbereich Ökonomisches Risiko <Berlin>
28
Centre for Quantitative Economics & Computing
27
European Commission / Directorate-General for Economic and Financial Affairs
27
Organisation for Economic Co-operation and Development
27
Institute of Finance and Accounting <London>
26
Agricultural and Applied Economics Association - AAEA
25
CESifo
25
Society for Computational Economics - SCE
25
Center for Operations Research and Econometrics (CORE), École des Sciences Économiques de Louvain
24
Rodney L. White Center for Financial Research
23
more ...
less ...
Published in...
All
Cambridge working papers in economics
24
DAE working paper / University of Cambridge, Department of Applied Economics
2
Source
All
ECONIS (ZBW)
24
Showing
1
-
10
of
24
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Changing
correlation
and portfolio diversification failure in the presence of large market losses
Sancetta, Alessio
(
contributor
); …
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001764558
Saved in:
2
How costly is it to ignore breaks when forecasting the direction of a time series?
Pesaran, M. Hashem
(
contributor
); …
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001729369
Saved in:
3
Forecasting time series subject to multiple structural breaks
Pesaran, M. Hashem
(
contributor
); …
-
2004
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002153301
Saved in:
4
Testing proportionality in duration models with respect to continuous covariates
Das, Samarjit
(
contributor
)
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001687689
Saved in:
5
A simple test for the absence of covariate dependence in duration models
Bhattacharjee, Arnab
(
contributor
)
-
2004
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001877432
Saved in:
6
Improving the estimates of the risk premia : application in the UK financial market
Pitsillis, M.
;
Satchell, Stephen
-
2001
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001593475
Saved in:
7
General model-based filters for extracting cycles and trends in economic time series
Harvey, Andrew C.
(
contributor
); …
-
2001
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001593484
Saved in:
8
The business cycle, macroeconomic shocks and the cross section : the growth of UK quoted companies
Higson, C.
(
contributor
)
-
2001
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001628522
Saved in:
9
Modeling regional interdependencies using a global error-correcting macroeconometric model
Pesaran, M. Hashem
(
contributor
); …
-
2001
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001629728
Saved in:
10
Growth, cycles and convergence in US regional time series
Carvalho, Vasco M.
(
contributor
); …
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001691504
Saved in:
1
2
3
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
