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:"Time series analysis"
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
UNSMOOTHING REAL ESTATE RETURN...
Similar by person
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Time series analysis
Theorie
150
Theory
150
Portfolio selection
93
Portfolio-Management
93
Capital income
47
Kapitaleinkommen
47
Forecasting model
45
Prognoseverfahren
45
Großbritannien
42
United Kingdom
42
CAPM
35
Estimation
35
Schätzung
35
Risiko
29
Risk
29
Anlageverhalten
27
Börsenkurs
26
Share price
26
Behavioural finance
25
Volatility
24
Volatilität
24
Commercial real estate
18
Gewerbeimmobilien
18
Immobilienmarkt
18
Real estate market
18
Estimation theory
17
Schätztheorie
17
Zeitreihenanalyse
17
Immobilienfonds
14
Real estate fund
14
Statistical distribution
14
Statistische Verteilung
14
USA
14
United States
14
Welt
14
World
14
Financial market
13
Finanzmarkt
13
Risikomanagement
13
more ...
less ...
Online availability
All
Free
5
Undetermined
3
Type of publication
All
Article
10
Book / Working Paper
7
Type of publication (narrower categories)
All
Article in journal
10
Aufsatz in Zeitschrift
10
Arbeitspapier
4
Working Paper
4
Graue Literatur
3
Non-commercial literature
3
Aufsatz im Buch
1
Book section
1
Rezension
1
more ...
less ...
Language
All
English
17
Author
All
Satchell, Stephen
17
Srivastava, Nandini
4
Timmermann, Allan
4
Knight, John L.
2
Smith, Richard J.
2
Ahmed, Muhammad Farid
1
Allen, David
1
Brooks, Chris
1
Campbell, Rachel
1
Kwon, Oh Kang
1
Lizieri, Colin
1
Malloch, H.
1
McKenzie, Michael D.
1
Philip, R.
1
Pitsillis, M.
1
Weale, Martin
1
Weale, Martin J.
1
Wongwachara, Warapong
1
more ...
less ...
Institution
All
Birkbeck College / Department of Economics
1
University of Cambridge / Department of Applied Economics
1
Published in...
All
Birkbeck working papers in economics and finance : BWPEF
2
Cambridge working papers in economics
2
Applied economics
1
Cambridge-INET working papers
1
DAE working paper
1
Discussion paper / Department of Economics, University of California San Diego
1
Discussion paper in financial economics : FE
1
Economic modelling
1
International journal of forecasting
1
Journal of empirical finance
1
Journal of international money and finance
1
Nonlinear dynamics and economics : proceedings of the Tenth Internat. Symposium in Economic Theory and Econometrics
1
The economic journal : the journal of the Royal Economic Society
1
The journal of asset management
1
The journal of asset management : a major new, international quarterly journal for the financial community
1
The review of economic studies
1
more ...
less ...
Source
All
ECONIS (ZBW)
17
Showing
1
-
10
of
17
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Converting true returns into reported returns : a general theory of linear smoothing and anti-smoothing
McKenzie, Michael D.
;
Satchell, Stephen
;
Wongwachara, …
- In:
Journal of empirical finance
28
(
2014
),
pp. 215-229
Persistent link: https://www.econbiz.de/10011285066
Saved in:
2
Quantifying the non-Gaussian gain
Allen, David
;
Satchell, Stephen
;
Lizieri, Colin
- In:
The journal of asset management : a major new, …
25
(
2024
)
1
,
pp. 1-18
Persistent link: https://www.econbiz.de/10014511571
Saved in:
3
[Rezension von: Brooks, Chris, Introductory econometrics for finance]
Satchell, Stephen
- In:
The economic journal : the journal of the Royal …
113
(
2003
),
pp. 397-398
Persistent link: https://www.econbiz.de/10001782982
Saved in:
4
On the optimality of adaptive expectations : Muth revisited
Satchell, Stephen
;
Timmermann, Allan
-
1994
Persistent link: https://www.econbiz.de/10000904202
Saved in:
5
Daily returns in international stock markets : predictability, nonlinearity, and transaction costs
Satchell, Stephen
- In:
Nonlinear dynamics and economics : proceedings of the …
,
(pp. 369-391)
.
1996
Persistent link: https://www.econbiz.de/10001297232
Saved in:
6
Measurement error with accounting constraints : point and interval estimation for latent data with an application to UK gross domestic product
Smith, Richard J.
- In:
The review of economic studies
65
(
1998
)
1
,
pp. 109-134
Persistent link: https://www.econbiz.de/10001238781
Saved in:
7
On the optimality of adaptive expectations : Muth revisited
Satchell, Stephen
- In:
International journal of forecasting
11
(
1995
)
3
,
pp. 407-416
Persistent link: https://www.econbiz.de/10001203016
Saved in:
8
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:
9
On the optimality of adaptive expectations: muth revisited and Optimal properties of exponentially weighted forecasts in the presence of different information sources
Satchell, Stephen
;
Timmermann, Allan
-
1993
Persistent link: https://www.econbiz.de/10000891418
Saved in:
10
Measurement error with accounting constraints : point and interval estimation for latent data with an application to UK gross domestic product
Smith, Richard J.
;
Weale, Martin J.
;
Satchell, Stephen
-
1995
-
Rev
Persistent link: https://www.econbiz.de/10000560164
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
