//--> //--> //--> //-->
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:"Cowles Foundation discussion paper"
~isPartOf:"Applied financial economics"
~isPartOf:"Economic modelling"
~subject:"Capital income"
~subject:"Großbritannien"
~type_genre:"Aufsatz in Zeitschrift"
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
Search: subject_exact:"Trendmodell"
Narrow search
Delete all filters
| 6 applied filters
Year of publication
From:
To:
Subject
All
Capital income
Großbritannien
Time series analysis
345
Zeitreihenanalyse
345
Theorie
142
Theory
142
Estimation
126
Schätzung
126
Forecasting model
73
Prognoseverfahren
73
Volatility
71
Volatilität
70
Cointegration
46
Kointegration
46
Börsenkurs
42
Share price
42
ARCH model
41
ARCH-Modell
41
Estimation theory
38
Kapitaleinkommen
38
Schätztheorie
38
State space model
38
Zustandsraummodell
38
USA
37
United States
37
Einheitswurzeltest
36
Unit root test
36
Business cycle
31
Konjunktur
31
Structural break
31
Strukturbruch
31
Aktienmarkt
30
Stock market
30
Exchange rate
27
Wechselkurs
27
VAR model
20
VAR-Modell
20
United Kingdom
19
Inflation
18
National income
18
more ...
less ...
Online availability
All
Undetermined
17
Type of publication
All
Article
56
Type of publication (narrower categories)
All
Aufsatz in Zeitschrift
Article in journal
56
Arbeitspapier
2
Graue Literatur
2
Non-commercial literature
2
Working Paper
2
Language
All
English
56
Author
All
Caporale, Guglielmo Maria
3
Todorova, Neda
3
Gil-Alaña, Luis A.
2
Gupta, Rangan
2
Shen, Chung-hua
2
Alemany, Nuria
1
Alles, Lakshman
1
Aragó, Vicent
1
Aye, Goodness C.
1
Babikir, Ali
1
Baharumshah, Ahmad Zubaidi
1
Balcilar, Mehmet
1
Baruník, Jozef
1
Bejaoui, Azza
1
Boubaker, Heni
1
Boyd, Roy
1
Brown, Jane P.
1
Bucci, Andrea
1
Bühlmann, Peter
1
Celik, Sibel
1
Chen, Shyh-Wei
1
Chong, Terence Tai-Leung
1
Ciciretti, Vito
1
De Silva, Ashton
1
Dong, Minyi
1
Dvořáková, Sylvie
1
El Ouadghiri, Imane
1
Engsted, Tom
1
Fukuda, Kosei
1
Garg, S.
1
Garrett, Ian
1
Gerrits, Robert-Jan
1
Giner, Javier
1
Hall, Stephen G.
1
Hamzah, Nor Aishah
1
Hassapis, Christis
1
Haugom, Erik
1
Henry, Ólan Thomas John
1
Huang, Zhuo
1
Hyndman, Rob J.
1
more ...
less ...
Published in...
All
Cowles Foundation discussion paper
Applied financial economics
Economic modelling
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
45
Applied economics
41
Journal of econometrics
41
Journal of empirical finance
40
International journal of forecasting
37
Journal of forecasting
32
Finance research letters
31
Economics letters
27
International review of financial analysis
26
International review of economics & finance : IREF
25
Journal of banking & finance
20
The North American journal of economics and finance : a journal of financial economics studies
20
Applied economics letters
19
Journal of international financial markets, institutions & money
19
Energy economics
18
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
18
Journal of financial economics
16
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
15
Journal of financial econometrics
15
The journal of finance : the journal of the American Finance Association
15
Journal of applied econometrics
14
Research in international business and finance
14
Journal of financial econometrics : official journal of the Society for Financial Econometrics
12
Journal of risk and financial management : JRFM
12
Quantitative finance
12
Econometric reviews
11
International journal of finance & economics : IJFE
11
Pacific-Basin finance journal
11
The European journal of finance
11
Computational economics
9
Journal of economic dynamics & control
9
Review of quantitative finance and accounting
9
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
9
Applied financial economics letters
8
Bulletin of economic research
8
International journal of theoretical and applied finance
8
Journal of economics and finance
8
Oxford bulletin of economics and statistics
8
more ...
less ...
Source
All
ECONIS (ZBW)
56
Showing
1
-
10
of
56
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Regime-dependent effects of macroeconomic uncertainty on realized volatility in the US stock market
Liu, Wei
;
Garrett, Ian
- In:
Economic modelling
128
(
2023
),
pp. 1-15
Persistent link: https://www.econbiz.de/10014464307
Saved in:
2
Revisiting time series momentum in China's commodity futures market : evidence on sources of momentum profits
Ming, Lei
;
Song, Wuqi
;
Dong, Minyi
- In:
Economic modelling
128
(
2023
),
pp. 1-18
Persistent link: https://www.econbiz.de/10014464418
Saved in:
3
A regime-switching model of stock returns with momentum and mean reversion
Giner, Javier
;
Zakamulin, Valeriy
- In:
Economic modelling
122
(
2023
),
pp. 1-17
Persistent link: https://www.econbiz.de/10014388630
Saved in:
4
Do realized higher moments have information content? : VaR forecasting based on the realized GARCH-RSRK model
Wang, Tianyi
;
Liang, Fang
;
Huang, Zhuo
;
Yan, Hong
- In:
Economic modelling
109
(
2022
),
pp. 1-13
Persistent link: https://www.econbiz.de/10013348237
Saved in:
5
Market regime detection via realized covariances
Bucci, Andrea
;
Ciciretti, Vito
- In:
Economic modelling
111
(
2022
),
pp. 1-15
Persistent link: https://www.econbiz.de/10013349063
Saved in:
6
Forecasting stock market volatility : the role of technical variables
Liu, Li
;
Pan, Zhiyuan
- In:
Economic modelling
84
(
2020
),
pp. 55-65
Persistent link: https://www.econbiz.de/10012210290
Saved in:
7
The distribution of index futures realised volatility under seasonality and microstructure noise
Alemany, Nuria
;
Aragó, Vicent
;
Salvador, Enrique
- In:
Economic modelling
93
(
2020
),
pp. 398-414
Persistent link: https://www.econbiz.de/10012430196
Saved in:
8
The comovement and causality between stock market cycle and business cycle in China : evidence from a wavelet analysis
Si, Dengkui
;
Liu, Xi-Hua
;
Kong, Xianli
- In:
Economic modelling
83
(
2019
),
pp. 17-30
Persistent link: https://www.econbiz.de/10012204412
Saved in:
9
Fitting and forecasting yield curves with a mixed-frequency affine model : evidence from China
Shang, Yuhuang
;
Zheng, Tingguo
- In:
Economic modelling
68
(
2018
),
pp. 145-154
Persistent link: https://www.econbiz.de/10011934605
Saved in:
10
A dynamic Nelson-Siegel yield curve model with Markov switching
Levant, Jared
;
Ma, Jun
- In:
Economic modelling
67
(
2017
),
pp. 73-87
Persistent link: https://www.econbiz.de/10011813779
Saved in:
1
2
3
4
5
6
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->