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subject:"Arbeitslosigkeit"
~isPartOf:"Econometric reviews"
~isPartOf:"Economic modelling"
~isPartOf:"Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria"
~isPartOf:"Journal of forecasting"
~person:"Poon, Aubrey"
~person:"Xu, Qifa"
~person:"Zhang, Yaojie"
~subject:"Asymmetry"
~subject:"Bayesian inference"
~subject:"Forecasting model"
~subject:"Group selection"
~subject:"Nationaleinkommen"
~subject:"Schätztheorie"
~subject:"Theory"
~subject:"Time series analysis"
~subject:"Zeitreihenanalyse"
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Arbeitslosigkeit
Asymmetry
Bayesian inference
Forecasting model
Group selection
Nationaleinkommen
Schätztheorie
Theory
Time series analysis
Zeitreihenanalyse
Estimation
14
Schätzung
14
Prognoseverfahren
9
Theorie
6
Volatility
5
Volatilität
5
Capital income
4
Kapitaleinkommen
4
Bayes-Statistik
3
Capital market returns
3
Kapitalmarktrendite
3
Regression analysis
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Regressionsanalyse
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Return predictability
3
Sampling
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Stichprobenerhebung
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Stochastic process
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Stochastischer Prozess
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Australia
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Australien
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Bayesian estimation
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China
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Commodity derivative
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Erdöl
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Inflation
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Mixed frequency data
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Oil price
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Petroleum
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Phillips curve
2
Phillips-Kurve
2
Portfolio selection
2
Portfolio-Management
2
Risikomaß
2
Risk measure
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Rohstoffderivat
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14
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Poon, Aubrey
Xu, Qifa
Zhang, Yaojie
Gupta, Rangan
11
Gil-Alaña, Luis A.
7
Kumbhakar, Subal
7
Caporale, Guglielmo Maria
5
Herwartz, Helmut
5
Tiwari, Aviral Kumar
5
Arčabić, Vladimir
4
Cross, Jamie
4
Jiang, Cuixia
4
Karathanasopoulos, Andreas
4
Lee, Hyejin
4
Narayan, Paresh Kumar
4
Ullah, Aman
4
Wang, Yudong
4
Bu, Ruijun
3
Chan, Joshua
3
Chan, Ngai Hang
3
Chen, Shyh-Wei
3
Egger, Peter
3
Franses, Philip Hans
3
Jawadi, Fredj
3
Lee, Junsoo
3
Maasoumi, Esfandiar
3
Martín-Arroyo, Antonio S.
3
McAleer, Michael
3
Meng, Ming
3
Murasawa, Yasutomo
3
Oh, Dong-Yop
3
Paleologou, Suzanna-Maria
3
Pan, Zhiyuan
3
Rossi, Eduardo
3
Rumler, Fabio
3
Schumacher, Christian
3
Su, Liangjun
3
Sun, Yiguo
3
Tamarit Escalona, Cecilio R.
3
Ullah, Wali
3
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Econometric reviews
Economic modelling
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
Journal of forecasting
Applied economics
3
Finance research letters
3
CAMP working paper series
2
Energy economics
2
International journal of finance & economics : IJFE
2
Working paper
2
Applied economics letters
1
Bulletin of economic research
1
CAMA working paper series
1
Emerging markets, finance & trade : a journal of the Society for the Study of Emerging Markets
1
Empirical economics : a quarterly journal of the Institute for Advanced Studies
1
FRB of Cleveland Working Paper
1
Federal Reserve Bank of Cleveland working paper series
1
Financial innovation : FIN
1
Global finance journal
1
International journal of forecasting
1
International review of financial analysis
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
Journal of econometrics
1
Journal of economic dynamics & control
1
Strathclyde discussion papers in economics
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The European journal of finance
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The North American journal of economics and finance : a journal of financial economics studies
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The journal of futures markets
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ECONIS (ZBW)
14
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1
A new Bayesian model for contagion and interdependence
Poon, Aubrey
;
Zhu, Dan
- In:
Econometric reviews
41
(
2022
)
7
,
pp. 806-826
Persistent link: https://www.econbiz.de/10013364908
Saved in:
2
Out-of-sample volatility prediction : rolling window, expanding window, or both?
Feng, Yuqing
;
Zhang, Yaojie
;
Wang, Yudong
- In:
Journal of forecasting
43
(
2024
)
3
,
pp. 567-582
Persistent link: https://www.econbiz.de/10014532353
Saved in:
3
Hedging pressure momentum and the predictability of oil futures returns
Yu, Dan
;
Chen, Chuang
;
Wang, Yudong
;
Zhang, Yaojie
- In:
Economic modelling
121
(
2023
),
pp. 1-11
Persistent link: https://www.econbiz.de/10014384325
Saved in:
4
A time-varying Phillips curve with global factors : are global factors important?
Kabundi, Alain
;
Poon, Aubrey
;
Wu, Ping
- In:
Economic modelling
126
(
2023
),
pp. 1-8
Persistent link: https://www.econbiz.de/10014462575
Saved in:
5
Default return spread : a powerful predictor of crude oil price returns
Han, Qingxiang
;
He, Mengxi
;
Zhang, Yaojie
;
Umar, Muhammad
- In:
Journal of forecasting
42
(
2023
)
7
,
pp. 1786-1804
Persistent link: https://www.econbiz.de/10014432770
Saved in:
6
Forecasting expected shortfall and value at risk with a joint elicitable mixed data sampling model
Xu, Qifa
;
Chen, Lu
;
Jiang, Cuixia
;
Liu, Yezheng
- In:
Journal of forecasting
41
(
2022
)
3
,
pp. 407-421
Persistent link: https://www.econbiz.de/10013166148
Saved in:
7
Intraday return predictability in China's crude oil futures market : new evidence from a unique trading mechanism
Wen, Danyan
;
Wang, Yudong
;
Zhang, Yaojie
- In:
Economic modelling
96
(
2021
),
pp. 209-219
Persistent link: https://www.econbiz.de/10012745351
Saved in:
8
Mixed data sampling expectile regression with applications to measuring financial risk
Xu, Qifa
;
Chen, Lu
;
Jiang, Cuixia
;
Yu, Keming
- In:
Economic modelling
91
(
2020
),
pp. 469-486
Persistent link: https://www.econbiz.de/10012429122
Saved in:
9
On the contribution of international shocks in Australian business cycle fluctuations
Cross, Jamie
;
Poon, Aubrey
- In:
Empirical economics : a journal of the Institute for …
59
(
2020
)
6
,
pp. 2613-2637
Persistent link: https://www.econbiz.de/10012491245
Saved in:
10
Intraday momentum and stock return predictability : evidence from China
Zhang, Yaojie
;
Ma, Feng
;
Zhu, Bo
- In:
Economic modelling
76
(
2019
),
pp. 319-329
Persistent link: https://www.econbiz.de/10012198353
Saved in:
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