//--> //--> //--> //-->
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:"International review of economics & finance : IREF"
~source:"econis"
~subject:"Kapitaleinkommen"
~subject:"Zustandsraummodell"
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
Block Bootstrap Consistency Un...
Similar by subject
Narrow search
Delete all filters
| 4 applied filters
Year of publication
From:
To:
Subject
All
Kapitaleinkommen
Zustandsraummodell
Time series analysis
84
Zeitreihenanalyse
84
Estimation
40
Schätzung
40
Theorie
28
Theory
28
Volatility
28
Volatilität
28
Capital income
24
Forecasting model
20
Prognoseverfahren
20
Börsenkurs
19
Share price
19
Aktienmarkt
16
Stock market
16
ARCH model
15
ARCH-Modell
15
Exchange rate
13
Structural break
13
Strukturbruch
13
Wechselkurs
13
State space model
11
Causality analysis
9
Cointegration
9
Einheitswurzeltest
9
Kausalanalyse
9
Kointegration
9
Unit root test
9
Welt
9
World
9
Oil price
8
USA
8
United States
8
Ölpreis
8
Forecast
7
Prognose
7
Realized volatility
7
EU countries
6
more ...
less ...
Online availability
All
Undetermined
26
Type of publication
All
Article
32
Type of publication (narrower categories)
All
Article in journal
32
Aufsatz in Zeitschrift
32
Language
All
English
32
Author
All
Caporin, Massimiliano
3
Chang, Tsangyao
2
Ferrer, Román
2
Gupta, Rangan
2
Li, Xiao-Lin
2
McAleer, Michael
2
Ajmi, Ahdi Noomen
1
Al-Yahyaee, Khamis Hamed
1
Asai, Manabu
1
Balcilar, Mehmet
1
Bali, Rakesh
1
Baruník, Jozef
1
Benítez, Rafael
1
Bolós, Vicente J.
1
Boughrara, Adel
1
Brooks, Robert
1
Caraiani, Petre
1
Chang, Chia-Lin
1
Chang, Kuang-Liang
1
Chen, Nan-kuang
1
Chen, Shiu-sheng
1
Chen, Yuzhi
1
Cheng, Nick Ying-pin
1
Chiang, Shu-mei
1
Chou, Yu-Hsi
1
Corhay, Albert
1
Dahmene, Meriam
1
Do, Hung Xuan
1
Elder, John
1
Fang, Yi
1
Gau, Yin-feng
1
Ge, Futing
1
Gong, Xue
1
Gould, John
1
Guirguis, Hany S.
1
Hkiri, Besma
1
Huang, Jingjing
1
Jammazi, Rania
1
Jareño, Francisco
1
Jayawardena, Nirodha I.
1
more ...
less ...
Published in...
All
International review of economics & finance : IREF
Discussion paper / Tinbergen Institute
87
Journal of econometrics
71
International journal of forecasting
70
Economic modelling
59
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
52
Journal of empirical finance
49
Finance research letters
47
Computational economics
43
Journal of forecasting
43
Economics letters
40
Applied economics
37
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
36
Energy economics
35
International review of financial analysis
31
The North American journal of economics and finance : a journal of financial economics studies
28
Applied economics letters
27
Journal of economic dynamics & control
24
Econometric reviews
23
Working paper / Department of Econometrics and Business Statistics, Monash University
23
Journal of banking & finance
22
Journal of risk and financial management : JRFM
22
CREATES research paper
21
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
21
CESifo working papers
20
Econometrics : open access journal
19
CAMA working paper series
18
Research in international business and finance
18
Journal of financial econometrics
17
Journal of financial economics
17
The journal of finance : the journal of the American Finance Association
17
Journal of international financial markets, institutions & money
16
Research paper series / Swiss Finance Institute
16
Working paper
16
Applied financial economics
15
Journal of financial econometrics : official journal of the Society for Financial Econometrics
15
Quantitative finance
15
NBER working paper series
13
The European journal of finance
13
Discussion paper
12
more ...
less ...
Source
All
ECONIS (ZBW)
Showing
1
-
10
of
32
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
A factor pricing model based on machine learning algorithm
Fang, Yi
;
Chen, Yuzhi
;
Ren, Hang
- In:
International review of economics & finance : IREF
88
(
2023
),
pp. 280-297
Persistent link: https://www.econbiz.de/10014474520
Saved in:
2
Extreme observations and non-normality in ARCH and GARCH
Bali, Rakesh
;
Guirguis, Hany S.
- In:
International review of economics & finance : IREF
16
(
2007
)
3
,
pp. 332-346
Persistent link: https://www.econbiz.de/10003613144
Saved in:
3
Money growth and inflation in China : new evidence from a wavelet analysis
Jiang, Chun
;
Chang, Tsangyao
;
Li, Xiao-Lin
- In:
International review of economics & finance : IREF
35
(
2015
),
pp. 249-261
Persistent link: https://www.econbiz.de/10011333667
Saved in:
4
Forecasting the volatility of S&P depositary receipts using GARCH-type models under intraday range-based and return-based proxy measures
Liu, Hung-Chun
;
Chiang, Shu-mei
;
Cheng, Nick Ying-pin
- In:
International review of economics & finance : IREF
22
(
2012
)
1
,
pp. 78-91
Persistent link: https://www.econbiz.de/10009618705
Saved in:
5
Modelling dynamic dependence between crude oil prices and Asia-Pacific stock market returns
Zhu, Huiming
;
Li, Rong
;
Li, Sufang
- In:
International review of economics & finance : IREF
29
(
2014
),
pp. 208-223
Persistent link: https://www.econbiz.de/10010431437
Saved in:
6
A reexamination of fractional integrating dynamics in foreign currency markets
Jin, Hyun J.
;
Elder, John
;
Koo, Wŏn-hoe
- In:
International review of economics & finance : IREF
15
(
2006
)
1
,
pp. 120-135
Persistent link: https://www.econbiz.de/10003298513
Saved in:
7
Expected returns and volatility in European stock markets
Corhay, Albert
- In:
International review of economics & finance : IREF
3
(
1994
)
1
,
pp. 45-56
Persistent link: https://www.econbiz.de/10001162914
Saved in:
8
Let's take a smooth break : stock return predictability revisited
Luo, Shikong
;
Yan, Xinyan
;
Yang, Haoyi
- In:
International review of economics & finance : IREF
75
(
2021
),
pp. 300-314
Persistent link: https://www.econbiz.de/10012692492
Saved in:
9
Do credit conditions matter for the impact of oil price shocks on stock returns? : evidence from a structural threshold VAR model
Jiang, Yong
;
Wang, Gang-Jin
;
Ma, Chaoqun
;
Yang, Xiaoguang
- In:
International review of economics & finance : IREF
72
(
2021
),
pp. 1-15
Persistent link: https://www.econbiz.de/10012671271
Saved in:
10
Nonlinearity in stock returns : do risk aversion, investor sentiment and, monetary policy shocks matter?
Dahmene, Meriam
;
Boughrara, Adel
;
Slim, Skander
- In:
International review of economics & finance : IREF
71
(
2021
),
pp. 676-699
Persistent link: https://www.econbiz.de/10012628018
Saved in:
1
2
3
4
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->