//--> //--> //--> //-->
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
~subject:"Prognoseverfahren"
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
Identification and forecasting...
Similar by person
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Prognoseverfahren
Theorie
70
Theory
70
Volatility
43
Volatilität
43
China
33
Forecasting model
29
Bayes-Statistik
25
Bayesian inference
25
Börsenkurs
25
Share price
25
ARCH-Modell
24
Risiko
24
Risk
24
ARCH model
23
Capital income
22
Kapitaleinkommen
22
Estimation
19
Nichtparametrisches Verfahren
19
Nonparametric statistics
19
Schätzung
19
Consumer behaviour
17
Konsumentenverhalten
17
Markov chain
15
Markov-Kette
15
MCMC
13
Aktienmarkt
12
Corporate Governance
12
Corporate governance
12
Portfolio selection
12
Portfolio-Management
12
Stock market
12
Prognose
10
Risikomaß
10
Risk measure
10
Stochastic process
10
Stochastischer Prozess
10
Time series analysis
10
USA
10
United States
10
more ...
less ...
Online availability
All
Free
9
Undetermined
9
CC license
3
Type of publication
All
Article
21
Book / Working Paper
8
Type of publication (narrower categories)
All
Article in journal
21
Aufsatz in Zeitschrift
21
Arbeitspapier
1
Graue Literatur
1
Non-commercial literature
1
Working Paper
1
Language
All
English
29
Author
All
Maheu, John M.
19
McCurdy, Thomas H.
9
Liu, Jia
8
Jin, Xin
4
Yang, Qiao
4
Song, Yong
3
Liu, Jacie Jia
2
Butt, Adam
1
Chen, Bo
1
Chen, Min
1
Feng, Hui
1
Frazier, David T.
1
Gordon, Stephen F.
1
Han, Peiwen
1
He, Kaijian
1
Huang, Dengshi
1
Huber, Florian
1
Koop, Gary
1
Li, Jackie
1
Li, Jackie Zhanbiao
1
Li, Roujia
1
Liu, Chun
1
Loiza-Maya, Ruben
1
Lu, Xinjie
1
Ma, Feng
1
Maneesoonthorn, Worapree
1
Martin, Gael M.
1
Nibbering, Didier
1
Panagiotelis, Anastasios
1
Reeves, Jonathan J.
1
Shamsi, Azam
1
Tso, Kwok Fai Geoffrey
1
Xie, Xuan
1
Zhu, Zhaobo
1
Zou, Yingchao
1
more ...
less ...
Published in...
All
Journal of econometrics
3
International journal of forecasting
2
Journal of applied econometrics
2
22-327
1
Applied economics
1
Econometrics : open access journal
1
Energy economics
1
Finance research letters
1
International review of financial analysis
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
Journal of financial econometrics : official journal of the Society for Financial Econometrics
1
Journal of forecasting
1
Journal of international financial markets, institutions & money
1
Journal of risk and financial management : JRFM
1
Operations research forum
1
Risks : open access journal
1
Scandinavian actuarial journal
1
ShanghaiTech SEM Working Paper
1
The journal of finance : the journal of the American Finance Association
1
Working paper / Department of Econometrics and Business Statistics, Monash University
1
more ...
less ...
Source
All
ECONIS (ZBW)
29
Showing
1
-
10
of
29
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Bull and bear markets during the COVID-19 pandemic
Maheu, John M.
;
McCurdy, Thomas H.
;
Song, Yong
- In:
Finance research letters
42
(
2021
),
pp. 1-11
Persistent link: https://www.econbiz.de/10014581535
Saved in:
2
Oil price shocks and economic growth : the volatility link
Maheu, John M.
;
Song, Yong
;
Yang, Qiao
- In:
International journal of forecasting
36
(
2020
)
2
,
pp. 570-587
Persistent link: https://www.econbiz.de/10012415259
Saved in:
3
A new structural break model, with an application to Canadian inflation forecasting
Maheu, John M.
;
Song, Yong
- In:
International journal of forecasting
30
(
2013
)
1
,
pp. 144-160
Persistent link: https://www.econbiz.de/10010246985
Saved in:
4
News arrival, jump dynamics, and volatility components for individual stock returns
Maheu, John M.
;
McCurdy, Thomas H.
- In:
The journal of finance : the journal of the American …
59
(
2004
)
2
,
pp. 755-793
Persistent link: https://www.econbiz.de/10002013824
Saved in:
5
Forecasting realized volatility : a Bayesian model-averaging approach
Liu, Chun
;
Maheu, John M.
- In:
Journal of applied econometrics
24
(
2009
)
5
,
pp. 709-733
Persistent link: https://www.econbiz.de/10003931571
Saved in:
6
Do high-frequency measures of volatility improve forecasts of return distributions?
Maheu, John M.
;
McCurdy, Thomas H.
- In:
Journal of econometrics
160
(
2011
)
1
,
pp. 69-76
Persistent link: https://www.econbiz.de/10009242544
Saved in:
7
Learning, forecasting and structural breaks
Maheu, John M.
;
Gordon, Stephen F.
- In:
Journal of applied econometrics
23
(
2008
)
5
,
pp. 553-583
Persistent link: https://www.econbiz.de/10003760413
Saved in:
8
How useful are historical data for forecasting the long-run equity return distribution?
Maheu, John M.
;
McCurdy, Thomas H.
- In:
Journal of business & economic statistics : JBES ; a …
27
(
2009
)
1
,
pp. 95-112
Persistent link: https://www.econbiz.de/10003805430
Saved in:
9
Components of market risk and return
Maheu, John M.
;
McCurdy, Thomas H.
- In:
Journal of financial econometrics : official journal of …
5
(
2007
)
4
,
pp. 560-590
Persistent link: https://www.econbiz.de/10003570729
Saved in:
10
Bayesian semiparametric modeling of realized covariance matrices
Jin, Xin
;
Maheu, John M.
- In:
Journal of econometrics
192
(
2016
)
1
,
pp. 19-39
Persistent link: https://www.econbiz.de/10011610652
Saved in:
1
2
3
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->