//--> //--> //--> //-->
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:"Wirtschaftsindikator"
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
Backtesting Value-at-Risk and...
Similar by person
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Wirtschaftsindikator
Theorie
121
Theory
115
Prognoseverfahren
103
Forecasting model
96
Zeitreihenanalyse
90
Time series analysis
84
Volatilität
67
Volatility
66
Schätzung
52
Estimation
49
USA
40
Schätztheorie
35
Börsenkurs
34
Business cycle
33
Estimation theory
33
United States
32
Konjunktur
29
Share price
29
Bayes-Statistik
27
Bayesian inference
25
Kapitaleinkommen
25
Nichtlineare Regression
25
Nonlinear regression
25
Markov-Kette
24
Bayesian analysis
23
Capital income
23
Markov chain
23
ARCH-Modell
22
ARCH model
21
Portfolio-Management
21
Strukturbruch
21
Portfolio selection
20
Finanzkrise
19
Monte Carlo simulation
19
Monte-Carlo-Simulation
19
Statistische Verteilung
19
Structural break
19
Correlation
18
Financial crisis
18
more ...
less ...
Online availability
All
Free
14
Type of publication
All
Book / Working Paper
14
Article
5
Type of publication (narrower categories)
All
Working Paper
12
Arbeitspapier
10
Graue Literatur
10
Non-commercial literature
10
Article in journal
5
Aufsatz in Zeitschrift
5
Language
All
English
19
Author
All
Dijk, Dick van
17
Opschoor, Anne
6
Wel, Michel van der
5
Groenen, Patrick J. F.
4
Ravazzolo, Francesco
4
Heij, Christiaan
3
Pooter, Michiel de
3
Franses, Philip Hans
2
Frijns, Bart
2
Paap, Richard
2
Scholtus, Martin L.
2
Segers, Rene
2
Taylor, Nicholas
2
van Dijk, Dick
2
Heij, Christian
1
Lucas, André
1
Taylor, Nick
1
van der Wel, Michel
1
more ...
less ...
Published in...
All
Discussion paper / Tinbergen Institute
4
Econometric Institute research papers
4
Tinbergen Institute Discussion Paper
2
FRB International Finance Discussion Paper
1
International finance discussion papers
1
International journal of forecasting
1
Journal of applied econometrics
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
Journal of business cycle measurement and analysis : a joint publication of OECD and CIRET
1
Journal of empirical finance
1
Working paper / Norges Bank
1
more ...
less ...
Source
All
ECONIS (ZBW)
17
EconStor
2
Showing
1
-
10
of
19
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Testing for ARCH in the presence of addiative outliers
Dijk, Dick van
;
Franses, Philip Hans
;
Lucas, André
- In:
Journal of applied econometrics
14
(
1999
)
5
,
pp. 539-562
Persistent link: https://www.econbiz.de/10001421498
Saved in:
2
Evaluating real-time forecasts in real-time
Dijk, Dick van
(
contributor
); …
-
2007
Persistent link: https://www.econbiz.de/10003753981
Saved in:
3
Do leading indicators lead peaks more than troughs?
Paap, Richard
(
contributor
);
Segers, Rene
(
contributor
); …
-
2007
Persistent link: https://www.econbiz.de/10003483904
Saved in:
4
Improved forecasting with leading indicators : the principal covariate index
Heij, Christiaan
(
contributor
);
Dijk, Dick van
(
contributor
)
-
2007
Persistent link: https://www.econbiz.de/10003484195
Saved in:
5
Term structure forecasting using macro factors and forecast combination
Pooter, Michiel de
;
Ravazzolo, Francesco
;
Dijk, Dick van
-
2010
Persistent link: https://www.econbiz.de/10009537445
Saved in:
6
Real-time macroeconomic forecasting with leading indicators : an empirical comparison
Heij, Christiaan
;
Dijk, Dick van
;
Groenen, Patrick J. F.
- In:
International journal of forecasting
27
(
2011
)
2
,
pp. 466-481
Persistent link: https://www.econbiz.de/10009247466
Saved in:
7
Predicting covariance matrices with financial conditions indexes
Opschoor, Anne
;
Dijk, Dick van
;
Wel, Michel van der
-
2013
Persistent link: https://www.econbiz.de/10009784937
Saved in:
8
Macroeconomic forecasting with real-time data : an empirical comparison
Heij, Christiaan
;
Dijk, Dick van
;
Groenen, Patrick J. F.
-
2009
Persistent link: https://www.econbiz.de/10003908624
Saved in:
9
Do leading indicators lead peaks more than troughs?
Paap, Richard
;
Segers, Rene
;
Dijk, Dick van
- In:
Journal of business & economic statistics : JBES ; a …
27
(
2009
)
4
,
pp. 528-543
Persistent link: https://www.econbiz.de/10003913434
Saved in:
10
Term structure forecasting using macro factors and forecast combination
Pooter, Michiel de
;
Ravazzolo, Francesco
;
Dijk, Dick van
-
2010
Persistent link: https://www.econbiz.de/10003937282
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->