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subject:"Estimation"
subject:"Zeitreihenanalyse"
~isPartOf:"International review of economics & finance : IREF"
~person:"Gil-Alaña, Luis A."
~person:"McAleer, Michael"
~subject:"Credit and wealth effects"
~subject:"Geldpolitik"
~subject:"Schätztheorie"
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Estimation
Zeitreihenanalyse
Credit and wealth effects
Geldpolitik
Schätztheorie
Schätzung
7
Fractional integration
4
Time series analysis
4
Volatility
3
Volatilität
3
ARCH model
2
ARCH-Modell
2
Capital income
2
Cointegration
2
Fractional cointegration
2
Kapitaleinkommen
2
Kointegration
2
1999-2007
1
Aktienmarkt
1
Asymmetry
1
BRICS
1
BRICS countries
1
BRICS-Staaten
1
Biofuel
1
Biokraftstoff
1
Block structures
1
Börsenkurs
1
Central Africa
1
Commodity derivative
1
Countries
1
Crude oil futures
1
Cryptocurrencies
1
Day-night realized volatility
1
Day-night returns
1
Day-night volume
1
Deutschland
1
EU countries
1
EU-Staaten
1
Economic growth
1
Erdgas
1
Erdgasmarkt
1
Erdöl
1
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7
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English
7
Author
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Gil-Alaña, Luis A.
McAleer, Michael
Wohar, Mark E.
7
Xuan Vinh Vo
7
Balcilar, Mehmet
5
Gupta, Rangan
5
Hammoudeh, Shawkat
5
Salisu, Afees A.
5
Balli, Faruk
4
Kutan, Ali Mustafa
4
Arize, Augustine Chuck
3
Balli, Hatice Ozer
3
Brooks, Robert
3
Chang, Tsangyao
3
Chen, Shyh-Wei
3
Chiang, Thomas C.
3
Kang, Sang Hoon
3
Lee, Chien-chiang
3
Malindretos, John
3
Narayan, Seema
3
Sosvilla-Rivero, Simón
3
Wang, Yudong
3
Wu, Po-chin
3
Xie, Zixiong
3
Yin, Libo
3
Zeaiter, Hussein
3
Ahmad, Ahmad Hassan
2
Ahmad, Wasim
2
Ali, Syed Zahid
2
Beckmann, Joscha
2
Bissoondoyal-Bheenick, Emawtee
2
Bouri, Elie
2
Caporin, Massimiliano
2
Chakrabarti, Avik
2
Chang, Chia-Chien
2
Chang, Chia-Lin
2
Chang, Kuang-Liang
2
Chao, Chi-Chur
2
Chen, Carl R.
2
Chen, Mei-Ping
2
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International review of economics & finance : IREF
CESifo working papers
44
Econometric Institute research papers
38
Economics and finance working paper series
33
Working paper
26
Discussion papers / Deutsches Institut für Wirtschaftsforschung
22
Discussion paper / Tinbergen Institute
18
Applied economics
15
Applied economics letters
11
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
10
Discussion papers of interdisciplinary research project 373
9
Research in international business and finance
6
EUI working paper / ECO
5
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
5
Econometric reviews
4
International economics : a journal published by CEPII (Center for research and expertise on the world economy)
4
International journal of finance & economics : IJFE
4
Journal of risk and financial management : JRFM
4
Review of development finance
4
School of Accounting, Finance and Economics & FEMARC working paper series
4
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
4
Applied financial economics
3
Economic modelling
3
Empirical economics : a quarterly journal of the Institute for Advanced Studies
3
Finance research letters
3
International review of financial analysis
3
Journal of econometrics
3
Journal of economics and finance : JEF
3
Risks : open access journal
3
The North American journal of economics and finance : a journal of financial economics studies
3
The South African journal of economics
3
Department of Economics working papers
2
Discussion paper series / IZA
2
Economics letters
2
Emerging markets, finance and trade : EMFT
2
Empirica : journal of european economics
2
Energy economics
2
International journal of forecasting
2
Journal of economics and finance
2
Journal of financial econometrics : official journal of the Society for Financial Econometrics
2
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ECONIS (ZBW)
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1
GDP per capita in Sub-Saharan Africa : a time series approach using long memory
Gil-Alaña, Luis A.
;
Mudida, Robert
;
Zerbo, Eleazar
- In:
International review of economics & finance : IREF
72
(
2021
),
pp. 175-190
Persistent link: https://www.econbiz.de/10012671595
Saved in:
2
How do stocks in BRICS co-move with real estate stocks?
Gil-Alaña, Luis A.
;
Yaya, OlaOluwa S.
;
Akinsomi, Omokolade
- In:
International review of economics & finance : IREF
69
(
2020
),
pp. 93-101
Persistent link: https://www.econbiz.de/10012486337
Saved in:
3
Volatility persistence in cryptocurrency markets under structural breaks
Abakah, Emmanuel Joel Aikins
;
Gil-Alaña, Luis A.
; …
- In:
International review of economics & finance : IREF
69
(
2020
),
pp. 680-691
Persistent link: https://www.econbiz.de/10012487193
Saved in:
4
Are the S&P 500 index and crude oil, natural gas and ethanol futures related for intra-day data?
Caporin, Massimiliano
;
Chang, Chia-Lin
;
McAleer, Michael
- In:
International review of economics & finance : IREF
59
(
2019
),
pp. 50-70
Persistent link: https://www.econbiz.de/10012202481
Saved in:
5
Long-term interest rates in Europe : a fractional cointegration analysis
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
- In:
International review of economics & finance : IREF
61
(
2019
),
pp. 170-178
Persistent link: https://www.econbiz.de/10012205401
Saved in:
6
Forecasting value-at-risk using block structure multivariate stochastic volatility models
Asai, Manabu
;
Caporin, Massimiliano
;
McAleer, Michael
- In:
International review of economics & finance : IREF
40
(
2015
),
pp. 40-50
Persistent link: https://www.econbiz.de/10011571858
Saved in:
7
Precious metals-exchange rate volatility transmissions and hedging strategies
Hammoudeh, Shawkat
;
Yuan, Yuan
;
McAleer, Michael
; …
- In:
International review of economics & finance : IREF
19
(
2010
)
4
,
pp. 633-647
Persistent link: https://www.econbiz.de/10009007004
Saved in:
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