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source:"econis"
subject:"Theorie"
~isPartOf:"Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria"
~isPartOf:"International review of economics & finance : IREF"
~isPartOf:"Journal of forecasting"
~isPartOf:"The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association"
~person:"Apostolakis, George N."
~person:"Attanasio, Orazio P."
~person:"Camarero Olivas, Mariam"
~person:"Gupta, Rangan"
~person:"Lindé, Jesper"
~person:"McAleer, Michael"
~person:"Pierdzioch, Christian"
~person:"Semmler, Willi"
~person:"Serletis, Apostolos"
~person:"Timmermann, Allan"
~subject:"Bayesian shrinkage"
~subject:"Forecasting model"
~subject:"Hedging"
~subject:"Real estate price"
~subject:"Schätzung"
~subject:"VAR model"
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Theorie
Bayesian shrinkage
Forecasting model
Hedging
Real estate price
Schätzung
VAR model
Estimation
32
Prognoseverfahren
14
Capital income
13
Kapitaleinkommen
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USA
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10
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32
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Apostolakis, George N.
Attanasio, Orazio P.
Camarero Olivas, Mariam
Gupta, Rangan
Lindé, Jesper
McAleer, Michael
Pierdzioch, Christian
Semmler, Willi
Serletis, Apostolos
Timmermann, Allan
Gil-Alaña, Luis A.
14
Wohar, Mark E.
12
Lee, Chien-chiang
8
Xuan Vinh Vo
8
Balcilar, Mehmet
7
Caporale, Guglielmo Maria
7
Egger, Peter
6
Salisu, Afees A.
6
Baltagi, Badi H.
5
Beckmann, Joscha
5
Bohl, Martin T.
5
Bouri, Elie
5
Herwartz, Helmut
5
Holmes, Mark J.
5
Kutan, Ali Mustafa
5
Sosvilla-Rivero, Simón
5
Wang, Yudong
5
Xie, Zixiong
5
Bahmani-Oskooee, Mohsen
4
Chang, Tsangyao
4
Chen, Shyh-Wei
4
Hammoudeh, Shawkat
4
Hayo, Bernd
4
Majumdar, Anandamayee
4
Miller, Stephen M.
4
Mollick, André Varella
4
Tiwari, Aviral Kumar
4
Yin, Libo
4
Österholm, Pär
4
Afonso, António
3
Arize, Augustine Chuck
3
Balli, Faruk
3
Boughrara, Adel
3
Brooks, Robert
3
Caporin, Massimiliano
3
Chan, Ngai Hang
3
Cheung, Yin-Wong
3
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
International review of economics & finance : IREF
Journal of forecasting
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
Econometric Institute research papers
38
Department of Economics working paper series
37
Working paper
29
Kiel working paper
19
Discussion paper / Tinbergen Institute
18
Kieler Arbeitspapiere
18
Applied economics
16
The North American journal of economics and finance : a journal of financial economics studies
16
Working papers / University of Connecticut, Department of Economics
15
Discussion paper / Centre for Economic Policy Research
12
Working paper / National Bureau of Economic Research, Inc.
12
Applied economics letters
11
Finance research letters
11
Macroeconomic dynamics
11
Economics letters
10
Sveriges Riksbank working paper series
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Research in international business and finance
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Economic modelling
8
NBER working paper series
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Open economies review
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
8
International journal of finance & economics : IJFE
7
Journal of macroeconomics
7
CESifo working papers
6
Econometric reviews
6
Applied financial economics
5
Cambridge working papers in economics
5
Discussion paper / Department of Economics, University of California San Diego
5
Diskussionsarbeit
5
Empirical economics : a quarterly journal of the Institute for Advanced Studies
5
Energy economics
5
Journal of econometrics
5
The European journal of finance
5
Discussion paper series / LSE Financial Markets Group
4
Journal of economic behavior & organization : JEBO
4
Journal of economic dynamics & control
4
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1
Business applications and state-level stock market realized volatility : a forecasting experiment
Bonato, Matteo
;
Cepni, Oguzhan
;
Gupta, Rangan
; …
- In:
Journal of forecasting
43
(
2024
)
2
,
pp. 456-472
Persistent link: https://www.econbiz.de/10014475351
Saved in:
2
Macro-financial effects of monetary policy easing
Apostolakis, George N.
;
Giannellis, Nikolaos
; …
- In:
Journal of forecasting
42
(
2023
)
3
,
pp. 715-738
Persistent link: https://www.econbiz.de/10014292226
Saved in:
3
Estimating U.S. housing price network connectedness : evidence from dynamic Elastic Net, Lasso, and ridge vector autoregressive models
Gabauer, David
;
Gupta, Rangan
;
Marfatia, Hardik A.
; …
- In:
International review of economics & finance : IREF
89
(
2024
)
2
,
pp. 349-362
Persistent link: https://www.econbiz.de/10014446771
Saved in:
4
Firm-level business uncertainty and the predictability of the aggregate US stock market volatility during the COVID-19 pandemic
Demirer, Rıza
;
Gupta, Rangan
;
Salisu, Afees A.
;
Van …
- In:
The quarterly review of economics and finance : journal …
88
(
2023
),
pp. 295-302
Persistent link: https://www.econbiz.de/10014428071
Saved in:
5
The ENSO cycle and forecastability of global inflation and output growth : evidence from standard and mixed-frequency multivariate singular spectrum analyses
Yeganegi, Mohammad Reza
;
Hassani, Hossein
;
Gupta, Rangan
- In:
Journal of forecasting
42
(
2023
)
7
,
pp. 1690-1707
Persistent link: https://www.econbiz.de/10014432753
Saved in:
6
The role of investor sentiment in forecasting housing returns in China : a machine learning approach
Cepni, Oguzhan
;
Gupta, Rangan
;
Onay, Yigit
- In:
Journal of forecasting
41
(
2022
)
8
,
pp. 1725-1740
Persistent link: https://www.econbiz.de/10013465745
Saved in:
7
On bank return and volatility spillovers : identifying transmitters and receivers during crisis periods
Apostolakis, George N.
;
Floros, Christos
;
Giannellis, …
- In:
International review of economics & finance : IREF
82
(
2022
),
pp. 156-176
Persistent link: https://www.econbiz.de/10013542907
Saved in:
8
Linking U.S. state-level housing market returns, and the consumption-(dis)aggregate wealth ratio
Balcilar, Mehmet
;
Gupta, Rangan
;
Sousa, Ricardo M.
; …
- In:
International review of economics & finance : IREF
71
(
2021
),
pp. 779-810
Persistent link: https://www.econbiz.de/10012630699
Saved in:
9
Credit ratings and predictability of stock return dynamics of the BRICS and the PIIGS : evidence from a nonparametric causality-in-quantiles approach
Balcilar, Mehmet
;
Bathia, Deven
;
Demirer, Rıza
;
Gupta, …
- In:
The quarterly review of economics and finance : journal …
79
(
2021
),
pp. 290-302
Persistent link: https://www.econbiz.de/10012655054
Saved in:
10
Dynamic impact of the US monetary policy on oil market returns and volatility
Marfatia, Hardik A.
;
Gupta, Rangan
;
Cakan, Esin
- In:
The quarterly review of economics and finance : journal …
80
(
2021
),
pp. 159-169
Persistent link: https://www.econbiz.de/10012655291
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