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subject:"EU-Staaten"
subject:"Volatility"
~isPartOf:"Economic modelling"
~person:"Brooks, Chris"
~person:"Gupta, Rangan"
~subject:"Konjunktur"
~subject:"Prognoseverfahren"
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EU-Staaten
Volatility
Konjunktur
Prognoseverfahren
Estimation
7
Schätzung
7
Capital income
4
Kapitaleinkommen
4
South Africa
4
Südafrika
4
Börsenkurs
3
Forecasting model
3
In-sample tests
3
Out-of-sample tests
3
Share price
3
Volatilität
3
Aktienmarkt
2
Data Mining
2
Data mining
2
Geldpolitik
2
House prices
2
Immobilienpreis
2
Markov chain
2
Markov-Kette
2
Monetary policy
2
Real estate price
2
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2
Stock return predictability
2
VAR model
2
VAR-Modell
2
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1
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1
Australia
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1
Bayes-Statistik
1
Bayesian inference
1
Bayesian methods
1
Business cycle
1
DSGE model
1
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1
Dynamic equilibrium
1
Dynamisches Gleichgewicht
1
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Article
7
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7
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7
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English
7
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Brooks, Chris
Gupta, Rangan
Belke, Ansgar
4
Liu, Li
3
Narayan, Paresh Kumar
3
Zhang, Yaojie
3
Apergēs, Nikolaos
2
Arčabić, Vladimir
2
Balcilar, Mehmet
2
Bekiros, Stelios
2
Bouvatier, Vincent
2
Caporale, Guglielmo Maria
2
Chen, Shyh-wei
2
Clements, Adam
2
Cross, Jamie
2
Feng, Yun
2
Ferrara, Laurent
2
Gatfaoui, Hayette
2
Hewings, Geoffrey
2
Hou, Chenghan
2
Huang, Ho-chuan
2
Huang, Zhuo
2
Hur, Joonyoung
2
Kiani, Khurshid M.
2
Klose, Jens
2
Kumar, Dilip
2
López-Villavicencio, Antonia
2
Mignon, Valérie
2
Modise, Mampho P.
2
Morana, Claudio
2
Narayan, Seema
2
Nguyen, Anh D. M.
2
Ozkan, Ibrahim
2
Pan, Zhiyuan
2
Paradiso, Antonio
2
Poon, Aubrey
2
Racicot, François-Éric
2
Rey, Serge
2
Rumler, Fabio
2
Shahbaz, Muhammad
2
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Economic modelling
Department of Economics working paper series
23
The North American journal of economics and finance : a journal of financial economics studies
8
Finance research letters
7
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
7
The European journal of finance
4
Applied economics
3
Applied economics letters
3
Economics letters
3
International journal of finance & economics : IJFE
3
International review of economics & finance : IREF
3
International review of financial analysis
3
Journal of forecasting
3
Research in international business and finance
3
Discussion papers in quantitative economics and computing / E
2
Economics and Business Letters : EBL
2
Energy economics
2
International review of finance : the official journal of the Asia Pacific Finance Association and the Nippon Finance Association
2
Journal of economics and finance
2
Journal of macroeconomics
2
Journal of multinational financial management
2
Open economies review
2
Structural change and economic dynamics : SC+ED
2
Working papers / University of Connecticut, Department of Economics
2
Annals of economics and finance
1
Annals of finance
1
Annals of financial economics
1
Applied financial economics
1
Behavioral Finance and Asset Prices : The Influence of Investor's Emotions
1
Contemporary economics
1
Defence and peace economics
1
Discussion paper in urban and regional economics / C
1
Economics / Discussion papers : the open-access, open-assessment e-journal
1
Economics / Journal articles : the open-access, open-assessment journal
1
Economics, management and financial markets
1
Emerging markets review
1
Emerging markets, finance and trade : EMFT
1
Empirica : journal of european economics
1
Empirical economics : a quarterly journal of the Institute for Advanced Studies
1
Finmap working paper
1
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ECONIS (ZBW)
7
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1
Forecasting macroeconomic data for an emerging market with a nonlinear DSGE model
Balcilar, Mehmet
;
Gupta, Rangan
;
Kotzé, Kevin
- In:
Economic modelling
44
(
2015
),
pp. 215-228
Persistent link: https://www.econbiz.de/10011326254
Saved in:
2
Macroeconomic variables and South African stock return predictability
Gupta, Rangan
;
Modise, Mampho P.
- In:
Economic modelling
30
(
2013
),
pp. 612-622
Persistent link: https://www.econbiz.de/10009708826
Saved in:
3
House price dynamics and their reaction to macroeconomic changes
Nneji, Ogonna
;
Brooks, Chris
;
Ward, Charles W. R.
- In:
Economic modelling
32
(
2013
),
pp. 172-178
Persistent link: https://www.econbiz.de/10009760663
Saved in:
4
Is the relationship between monetary policy and house prices asymmetric across bull and bear markets in South Africa? : evidence from a Markov-switching vector autoregressive model
Simo-Kengne, Beatrice D.
;
Balcilar, Mehmet
;
Gupta, Rangan
; …
- In:
Economic modelling
32
(
2013
),
pp. 161-171
Persistent link: https://www.econbiz.de/10009760669
Saved in:
5
South African stock return predictability in the context data mining : the role of financial variables and international stock returns
Gupta, Rangan
;
Modise, Mampho P.
- In:
Economic modelling
29
(
2012
)
3
,
pp. 908-916
Persistent link: https://www.econbiz.de/10009545495
Saved in:
6
Structural breaks and GARCH models of stock return volatility : the case of South Africa
Babikir, Ali
;
Gupta, Rangan
;
Mwabutwa, Chance
; …
- In:
Economic modelling
29
(
2012
)
6
,
pp. 2435-2443
Persistent link: https://www.econbiz.de/10009673703
Saved in:
7
Linear and non-linear transmission of equity ruturn volatility : evidence from the US, Japan and Australia
Brooks, Chris
;
Henry, Ólan Thomas John
- In:
Economic modelling
17
(
2000
)
4
,
pp. 497-513
Persistent link: https://www.econbiz.de/10001533881
Saved in:
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