//--> //--> //--> //-->
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:"Applied economics"
~isPartOf:"Journal of forecasting"
~subject:"ARCH-Modell"
~subject:"Capital income"
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
Opt in versus opt out: a free-...
Similar by subject
Narrow search
Delete all filters
| 4 applied filters
Year of publication
From:
To:
Subject
All
ARCH-Modell
Capital income
Theorie
2,095
Theory
2,095
Forecasting model
509
Prognoseverfahren
509
Estimation
390
Schätzung
390
Time series analysis
325
Zeitreihenanalyse
325
USA
205
United States
204
Volatility
112
Volatilität
112
Kapitaleinkommen
101
Großbritannien
96
United Kingdom
96
Estimation theory
94
Schätztheorie
94
Börsenkurs
85
Share price
85
Inflation
80
Welt
78
World
78
ARCH model
76
Portfolio selection
74
Portfolio-Management
74
Exchange rate
73
Wechselkurs
73
Economic growth
65
Wirtschaftswachstum
65
Cointegration
64
Kointegration
64
Geldpolitik
63
Monetary policy
63
Risiko
56
Risk
55
Regression analysis
54
Regressionsanalyse
54
Forecast
51
more ...
less ...
Online availability
All
Undetermined
79
Free
5
Type of publication
All
Article
151
Type of publication (narrower categories)
All
Article in journal
151
Aufsatz in Zeitschrift
151
Language
All
English
151
Author
All
Blazsek, Szabolcs
3
Song, Yuping
3
Tang, Xiaolong
3
Belhachemi, Rachid
2
Bollen, Bernard
2
Bonaparte, Yosef
2
Brooks, Chris
2
Caporin, Massimiliano
2
Fabozzi, Frank J.
2
Kolari, James W.
2
Li, Jinfang
2
Ma, Feng
2
Racicot, François-Éric
2
Reeves, Jonathan J.
2
Rostan, Pierre
2
Ullah, Wali
2
Wang, Yi-Hsien
2
Wang, Yudong
2
Wu, Haifeng
2
Xu, Dinghai
2
Yang, Chunpeng
2
Zapranis, Achilleas
2
Zhang, Yaojie
2
Abdoh, Hussein Ali
1
Abid, Ilyes
1
Aboura, Sofiane
1
Abuzayed, Bana
1
Aiolfi, Marco
1
Al-Fayoumi, Nedal
1
Allen, David E.
1
Amendola, Alessandra
1
Amin Gutiérrez de Piñeres, Sheila
1
Anderson, David P.
1
Angelo, Claudio F. de
1
Arisoy, Yakup Eser
1
Asai, Manabu
1
Asgharian, Hossein
1
Auer, Benjamin R.
1
Ayala, Astrid
1
Bae, Kwangil
1
more ...
less ...
Published in...
All
Applied economics
Journal of forecasting
NBER working paper series
199
Working paper / National Bureau of Economic Research, Inc.
187
Journal of banking & finance
155
NBER Working Paper
155
Journal of empirical finance
148
Journal of financial economics
124
Finance research letters
122
Journal of econometrics
101
International review of financial analysis
90
The journal of finance : the journal of the American Finance Association
87
Economics letters
85
The review of financial studies
80
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
77
The European journal of finance
77
International journal of forecasting
75
International review of economics & finance : IREF
73
Journal of economic dynamics & control
67
Discussion paper / Centre for Economic Policy Research
60
Economic modelling
58
Discussion paper / Tinbergen Institute
55
Working paper
55
Research paper series / Swiss Finance Institute
53
The North American journal of economics and finance : a journal of financial economics studies
53
Applied financial economics
50
Management science : journal of the Institute for Operations Research and the Management Sciences
50
Journal of financial and quantitative analysis : JFQA
49
Applied economics letters
48
Journal of financial econometrics : official journal of the Society for Financial Econometrics
48
Quantitative finance
47
Journal of risk and financial management : JRFM
46
Review of quantitative finance and accounting
45
Econometric reviews
44
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
44
CESifo working papers
40
Journal of international financial markets, institutions & money
40
Journal of international money and finance
39
Econometric theory
38
Insurance / Mathematics & economics
35
more ...
less ...
Source
All
ECONIS (ZBW)
151
Showing
1
-
10
of
151
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Forecasting stock returns : an examination of stock market trading in the presence of transaction costs
Pesaran, M. Hashem
- In:
Journal of forecasting
13
(
1994
)
4
,
pp. 335-367
Persistent link: https://www.econbiz.de/10001166232
Saved in:
2
Return patterns of South Korean stocks following large price shocks
Kolaric, Sascha
;
Kiesel, Florian
;
Schiereck, Dirk
- In:
Applied economics
48
(
2016
)
1/3
,
pp. 121-132
Persistent link: https://www.econbiz.de/10011412611
Saved in:
3
Forecasting government bond yields with neural networks considering cointegration
Wegener, Christoph
;
Spreckelsen, Christian von
;
Basse, …
- In:
Journal of forecasting
35
(
2016
)
1
,
pp. 86-92
Persistent link: https://www.econbiz.de/10011417732
Saved in:
4
Luck versus skill over time : time-varying performance in the cross-section of mutual fund returns
Ercolani, Marco G.
;
Pouliot, William
;
Ercolani, Joanne S.
- In:
Applied economics
50
(
2018
)
34/35
,
pp. 3686-3701
Persistent link: https://www.econbiz.de/10012059401
Saved in:
5
Equity market neutral hedge funds and the stock market : an application of score-driven copula models
Ayala, Astrid
;
Blazsek, Szabolcs
- In:
Applied economics
50
(
2018
)
37
,
pp. 4005-4023
Persistent link: https://www.econbiz.de/10012060246
Saved in:
6
Estimating 'gamma' for tail-hedge discount rates when project returns are cointegrated with GDP
Mantalos, Panagiotis
;
Hultkrantz, Lars
- In:
Applied economics
50
(
2018
)
37
,
pp. 4074-4085
Persistent link: https://www.econbiz.de/10012060694
Saved in:
7
An alternative approach for portfolio performance evaluation : enabling fund evaluation relative to peer group via Malkiel’s monkey
Lee, Yongjae
;
Kwon, Do-Gyun
;
Kim, Woo Chang
;
Fabozzi, …
- In:
Applied economics
50
(
2018
)
40
,
pp. 4318-4327
Persistent link: https://www.econbiz.de/10012060850
Saved in:
8
Portfolio management with tail dependence
Bergmann, Daniel Reed
;
Savoia, José Roberto Ferreira
; …
- In:
Applied economics
50
(
2018
)
51
,
pp. 5510-5520
Persistent link: https://www.econbiz.de/10012062255
Saved in:
9
Optimizing tracking error-constrained portfolios
Maxwell, Michael
;
Daly, Michael
;
Thomson, Daniel
;
Van …
- In:
Applied economics
50
(
2018
)
54
,
pp. 5846-5858
Persistent link: https://www.econbiz.de/10012062920
Saved in:
10
Score-driven Markov-switching EGARCH models : an application to systematic risk analysis
Blazsek, Szabolcs
;
Ho, Han-Chiang
;
Liu, Su-Ping
- In:
Applied economics
50
(
2018
)
56
,
pp. 6047-6060
Persistent link: https://www.econbiz.de/10012063386
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...
//-->