//--> //--> //--> //-->
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
source:"econis"
subject:"Estimation"
~accessRights:"restricted"
~person:"Hamilton, James D."
~person:"Jawadi, Fredj"
~person:"Pierdzioch, Christian"
~subject:"Welt"
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:"Theory"
Narrow search
Delete all filters
| 7 applied filters
Year of publication
From:
To:
Subject
All
Estimation
Welt
Theorie
53
Theory
53
Schätzung
22
Forecasting model
16
Prognoseverfahren
16
Volatility
12
Volatilität
12
Börsenkurs
9
Capital income
9
Kapitaleinkommen
9
Share price
9
Time series analysis
9
Zeitreihenanalyse
9
Financial market
8
Finanzmarkt
8
ARCH model
7
ARCH-Modell
7
VAR model
7
VAR-Modell
7
Bayes-Statistik
5
Bayesian inference
5
Forecast
5
Geldpolitik
5
Monetary policy
5
Nichtlineare Regression
5
Nonlinear regression
5
Prognose
5
Risiko
5
Risk
5
USA
5
United States
5
Aktienmarkt
4
Forecasting
4
Modellierung
4
Scientific modelling
4
State space model
4
Stock market
4
World
4
more ...
less ...
Online availability
All
Undetermined
Free
31
Type of publication
All
Article
21
Book / Working Paper
4
Type of publication (narrower categories)
All
Article in journal
19
Aufsatz in Zeitschrift
19
Arbeitspapier
3
Graue Literatur
3
Non-commercial literature
3
Working Paper
3
Aufsatz im Buch
2
Book section
2
more ...
less ...
Language
All
English
25
Author
All
Hamilton, James D.
Jawadi, Fredj
Pierdzioch, Christian
Gupta, Rangan
20
Marcellino, Massimiliano
20
Serletis, Apostolos
17
Gil-Alaña, Luis A.
14
Kumbhakar, Subal
12
Nijkamp, Peter
12
Bahmani-Oskooee, Mohsen
11
Corsetti, Giancarlo
11
Kelly, Bryan T.
11
Lawrence, Kenneth D.
11
Apergēs, Nikolaos
10
Baumeister, Christiane
10
Chan, Joshua
10
Fabozzi, Frank J.
10
Kilian, Lutz
10
Antràs, Pol
9
Bekiros, Stelios
9
Egger, Peter
9
Rossi-Hansberg, Esteban
9
Rubio-Ramírez, Juan Francisco
9
Semmler, Willi
9
Timmermann, Allan
9
Belke, Ansgar
8
Desmet, Klaus
8
Koopman, Siem Jan
8
Levchenko, Andrei A.
8
Moosa, Imad A.
8
Müller, Gernot J.
8
Ploeg, Frederick van der
8
Rossi, Barbara
8
Schorfheide, Frank
8
Sornette, Didier
8
Xu, Libo
8
Dreher, Axel
7
Engel, Charles
7
Fontagné, Lionel
7
Forni, Mario
7
Ghysels, Eric
7
more ...
less ...
Published in...
All
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
3
Econometric reviews
2
Open economies review
2
Working paper / National Bureau of Economic Research, Inc.
2
Annals of financial economics
1
Annals of operations research ; volume 274, numbers 1/2 (March 2019)
1
Decision making and risk/return optimization in financial economics
1
Discussion papers / CEPR
1
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
1
Economic modelling
1
Finance research letters
1
International review of economics & finance : IREF
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
Journal of economic dynamics & control
1
Journal of financial markets
1
Journal of the Operational Research Society
1
Review of economic dynamics
1
Review of economics
1
Review of quantitative finance and accounting
1
Studies in Empirical Economics
1
more ...
less ...
Source
All
ECONIS (ZBW)
Showing
1
-
10
of
25
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
On the predictive value of the (shadow) real interest rate for the realized volatility of gold-price returns
Pierdzioch, Christian
;
Rohloff, Sebastian
;
Campe, Roland von
- In:
Annals of financial economics
18
(
2023
)
1
,
pp. 1-16
Persistent link: https://www.econbiz.de/10014442354
Saved in:
2
Risk aversion and the predictability of crude oil market volatility : a forecasting experiment with random forests
Demirer, Rıza
;
Gillas, Konstantinos Gkillas
;
Gupta, Rangan
- In:
Journal of the Operational Research Society
73
(
2022
)
8
,
pp. 1755-1767
Persistent link: https://www.econbiz.de/10013373057
Saved in:
3
Measuring labor-force participation and the incidence and duration of unemployment
Ahn, Hie Joo
;
Hamilton, James D.
- In:
Review of economic dynamics
44
(
2022
),
pp. 1-32
Persistent link: https://www.econbiz.de/10013346776
Saved in:
4
A multifactor transformed diffusion model with applications to VIX and VIX futures
Bu, Ruijun
;
Jawadi, Fredj
;
Li, Yuyi
- In:
Econometric reviews
39
(
2020
)
1
,
pp. 27-53
Persistent link: https://www.econbiz.de/10012181537
Saved in:
5
Forecasting energy futures volatility with threshold augmented heterogeneous autoregressive jump models
Jawadi, Fredj
;
Ftiti, Zied
;
Louhichi, Waël
- In:
Econometric reviews
39
(
2020
)
1
,
pp. 54-70
Persistent link: https://www.econbiz.de/10012181540
Saved in:
6
Advances in structural vector autoregressions with imperfect identifying information
Baumeister, Christiane
;
Hamilton, James D.
-
2020
Persistent link: https://www.econbiz.de/10012225608
Saved in:
7
Heterogeneity and unemployment dynamics
Ahn, Hie Joo
;
Hamilton, James D.
- In:
Journal of business & economic statistics : JBES ; a …
38
(
2020
)
3
,
pp. 554-569
Persistent link: https://www.econbiz.de/10012262494
Saved in:
8
Causal relationships between inflation and inflation uncertainty
Barnett, William A.
;
Jawadi, Fredj
;
Ftiti, Zied
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
24
(
2020
)
5
,
pp. 1-26
Persistent link: https://www.econbiz.de/10012406029
Saved in:
9
Assessing downside and upside risk spillovers across conventional and socially responsible stock markets
Ben Ameur, Hachmi
;
Jawadi, Fredj
;
Jawadi, Nabila
; …
- In:
Economic modelling
88
(
2020
),
pp. 200-210
Persistent link: https://www.econbiz.de/10012417068
Saved in:
10
Modeling time-varying beta in a sustainable stock market with a three-regime threshold GARCH model
Jawadi, Fredj
;
Louhichi, Wael
;
Cheffou, Abdoulkarim Idi
; …
- In:
Decision making and risk/return optimization in …
,
(pp. 275-295)
.
2019
Persistent link: https://www.econbiz.de/10012134816
Saved in:
1
2
3
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->