//--> //--> //--> //-->
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:"United States"
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
United States
Theorie
67,975
Theory
66,686
Portfolio-Management
51,476
Portfolio selection
51,130
Volatility
43,670
Volatilität
43,411
Prognoseverfahren
43,313
Forecasting model
42,318
Schätztheorie
40,448
Estimation theory
39,818
Zeitreihenanalyse
31,702
Time series analysis
30,690
Schätzung
24,902
Estimation
24,329
Kapitaleinkommen
19,269
Capital income
19,211
Börsenkurs
17,074
Share price
16,832
USA
14,600
Welt
12,439
World
12,222
ARCH-Modell
11,663
ARCH model
11,482
Risk
11,476
Risiko
11,453
Anlageverhalten
10,652
Behavioural finance
10,528
Aktienmarkt
10,483
Stock market
10,339
Correlation
8,329
Korrelation
8,214
Stochastischer Prozess
8,179
Prognose
8,156
Stochastic process
8,044
Forecast
7,776
Wechselkurs
7,664
Regressionsanalyse
7,592
CAPM
7,548
Regression analysis
7,531
more ...
less ...
Online availability
All
Free
3,201
Undetermined
1,978
CC license
110
Type of publication
All
Article
8,658
Book / Working Paper
5,449
Journal
6
Other
1
Type of publication (narrower categories)
All
Article in journal
8,142
Aufsatz in Zeitschrift
8,142
Graue Literatur
3,881
Non-commercial literature
3,881
Working Paper
3,488
Arbeitspapier
3,482
Hochschulschrift
566
Thesis
504
Aufsatz im Buch
463
Book section
463
Collection of articles written by one author
184
Sammlung
184
Lehrbuch
103
Textbook
101
Collection of articles of several authors
74
Sammelwerk
74
Bibliografie enthalten
54
Bibliography included
54
Glossar enthalten
36
Glossary included
36
Handbook
36
Handbuch
36
Amtsdruckschrift
32
Government document
32
Ratgeber
30
Guidebook
26
Case study
25
Fallstudie
25
Aufsatzsammlung
21
Conference paper
20
Konferenzbeitrag
20
Systematic review
20
Übersichtsarbeit
20
Konferenzschrift
18
Forschungsbericht
12
Conference proceedings
11
Bibliografie
10
CD-ROM, DVD
9
Nachschlagewerk
8
Reference book
8
more ...
less ...
Language
All
English
13,839
German
194
French
39
Spanish
18
Undetermined
15
Italian
6
Polish
3
Portuguese
2
Swedish
2
Danish
1
Finnish
1
Hungarian
1
Dutch
1
Russian
1
more ...
less ...
Author
All
Gupta, Rangan
162
Gil-Alaña, Luis A.
120
Caporale, Guglielmo Maria
93
McAleer, Michael
64
Diebold, Francis X.
62
Miller, Stephen M.
52
Watson, Mark W.
46
Koopman, Siem Jan
45
Bahmani-Oskooee, Mohsen
43
Stock, James H.
43
Bollerslev, Tim
42
Fabozzi, Frank J.
42
Timmermann, Allan
41
Guidolin, Massimo
38
Marcellino, Massimiliano
36
Pierdzioch, Christian
35
Andersen, Torben
34
Campbell, John Y.
34
Baghestani, Hamid
33
Lanne, Markku
33
Balcilar, Mehmet
32
Pesaran, M. Hashem
32
Wohar, Mark E.
32
Bouri, Elie
31
Ravazzolo, Francesco
31
Engle, Robert F.
30
Ghysels, Eric
29
Rossi, Barbara
28
Warnock, Francis E.
28
Hautsch, Nikolaus
26
Kilian, Lutz
26
Lettau, Martin
26
Piger, Jeremy Max
26
Bali, Turan G.
25
Bekaert, Geert
25
Ang, Andrew
24
Clements, Michael P.
24
Dijk, Herman K. van
24
Franses, Philip Hans
24
Guo, Hui
23
more ...
less ...
Institution
All
National Bureau of Economic Research
99
Federal Reserve Bank of St. Louis
36
European University Institute / Department of Economics
9
Rodney L. White Center for Financial Research
9
Federal Reserve Bank of New York
8
University of Chicago / Center for Research in Security Prices
8
Frank J. Fabozzi Associates <New Hope, Pa.>
7
Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>
6
European University Institute / Department of Law
6
Centre for Growth and Business Cycle Research <Manchester>
5
Federal Reserve Bank of Cleveland
5
Federal Reserve System / Board of Governors
5
Association for Investment Management and Research
4
Centre for Analytical Finance <Århus>
4
Christian-Albrechts-Universität zu Kiel / Institut für Weltwirtschaft
4
Econometrisch Instituut <Rotterdam>
4
Organisation for Economic Co-operation and Development
4
School of Economics and Finance <Brisbane>
4
University of Canterbury / Dept. of Economics and Finance
4
Center for Economic Research <Tilburg>
3
Christian-Albrechts-Universität zu Kiel
3
Erasmus Research Institute of Management
3
Federal Reserve Bank of San Francisco
3
Federal Reserve System / Division of Research and Statistics
3
FinanzBuch Verlag
3
Institute of Finance and Accounting <London>
3
New York Stock Exchange
3
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
3
USA / General Accounting Office
3
University of Exeter / Department of Economics
3
University of Toronto / Department of Economics
3
Université de Montréal / Département de sciences économiques
3
Zentrum für Europäische Wirtschaftsforschung
3
Birkbeck College / Department of Economics
2
Boston College / Department of Economics
2
Brown University / Department of Economics
2
Business Information Centre <Toronto>
2
Ekonomiska forskningsinstitutet <Stockholm>
2
Europäische Kommission / Statistisches Amt
2
Federal Reserve Bank of Chicago
2
more ...
less ...
Published in...
All
Working paper / National Bureau of Economic Research, Inc.
488
The review of financial studies
275
The journal of futures markets
219
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
210
The journal of finance : the journal of the American Finance Association
210
Discussion paper / Centre for Economic Policy Research
196
The review of economics and statistics
151
Applied economics
144
International journal of forecasting
134
Journal of financial and quantitative analysis : JFQA
127
Journal of banking & finance
125
Working paper
123
Journal of money, credit and banking : JMCB
119
Economics letters
113
Applied financial economics
105
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
100
NBER working paper series
96
Energy economics
95
Journal of applied econometrics
95
Finance and economics discussion series
94
International review of financial analysis
88
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
83
Journal of financial economics
82
Journal of forecasting
80
Journal of empirical finance
79
Journal of econometrics
77
The North American journal of economics and finance : a journal of financial economics studies
75
The journal of real estate finance and economics
75
American journal of agricultural economics
74
CESifo working papers
74
Journal of macroeconomics
73
Finance research letters
71
International review of economics & finance : IREF
69
Journal of economics & business
67
Economic modelling
65
The American economic review
63
Applied economics letters
62
Discussion paper / Tinbergen Institute
62
International finance discussion papers
60
Journal of monetary economics
60
more ...
less ...
Source
All
ECONIS (ZBW)
14,086
RePEc
16
EconStor
6
BASE
2
ArchiDok
2
USB Cologne (EcoSocSci)
1
Other ZBW resources
1
more ...
less ...
Showing
1
-
10
of
14,114
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Essays on financial econometrics
Marcucci, Juri
-
2005
Persistent link: https://www.econbiz.de/10003384566
Saved in:
2
The application of multivariate GARCH models to turbulent financial markets
Zahnd, Edy
-
2002
-
Als Ms. gedr.
Persistent link: https://www.econbiz.de/10001659873
Saved in:
3
Intra-day realized
volatility
for European and USA Stock indices
Degiannakis, Stavros
;
Floros, Christos
- In:
Global finance journal
29
(
2016
),
pp. 24-41
Persistent link: https://www.econbiz.de/10011714562
Saved in:
4
A long-run pure variance common features model for the common volatilities of the Dow Jones
Engle, Robert F.
;
Marcucci, Juri
- In:
Journal of econometrics
132
(
2006
)
1
,
pp. 7-42
Persistent link: https://www.econbiz.de/10003320235
Saved in:
5
High-dimensionality in statistics and portfolio optimization
Glombek, Konstantin
-
2012
-
1. Aufl.
Persistent link: https://www.econbiz.de/10013360879
Saved in:
6
A multivariate threshold varying conditional correlations model
Kwan, W.
;
Li, Wai Keung
;
Ng, K. W.
- In:
Econometric reviews
29
(
2010
)
1
,
pp. 20-38
Persistent link: https://www.econbiz.de/10003943399
Saved in:
7
On portfolio optimization : forecasting covariances and choosing the risk model
Chan, Louis K. C.
;
Karceski, Jason
;
Lakonishok, Josef
- In:
The review of financial studies
12
(
1999
)
5
,
pp. 937-974
Persistent link: https://www.econbiz.de/10001434627
Saved in:
8
On portfolio optimization : forecasting covariances and choosing the risk model
Chan, Louis K. C.
;
Karceski, Jason
;
Lakonishok, Josef
-
1999
Persistent link: https://www.econbiz.de/10001378371
Saved in:
9
Modelling, estimation and visualization of multivariate dependence for high-frequency data
Brodin, Erik
;
Klüppelberg, Claudia
- In:
Statistical modelling and regression structures : …
,
(pp. 267-300)
.
2010
Persistent link: https://www.econbiz.de/10003964488
Saved in:
10
Multivariate
volatility
impulse response analysis of GFC news events
Allen, David E.
;
McAleer, Michael
;
Powell, Robert
; …
-
2015
Persistent link: https://www.econbiz.de/10011432589
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...
//-->