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subject:"Forecasting model"
subject:"Stock market"
~institution:"Gottfried Wilhelm Leibniz Universität Hannover"
~institution:"University of Chicago / Center for Research in Security Prices"
~subject:"ARCH-Modell"
~subject:"Estimation"
~type_genre:"Graue Literatur"
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Forecasting model
Stock market
ARCH-Modell
Estimation
Schätzung
15
USA
8
United States
8
Capital income
5
Kapitaleinkommen
5
Prognoseverfahren
4
Theorie
4
Theory
4
Börsenkurs
3
CAPM
3
Deutschland
3
Financial market
3
Finanzmarkt
3
Germany
3
Return Predictability
3
Risikoprämie
3
Risk premium
3
Share price
3
Time series analysis
3
Volatility
3
Volatilität
3
Zeitreihenanalyse
3
ARCH model
2
Cointegration
2
Financial investment
2
Kapitalanlage
2
Kointegration
2
Long Memory
2
Risiko
2
Risk
2
Tail Risk
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1872-1999
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1963-1998
1
1979-1997
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1994
1
1998-2000
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ARMA model
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Book / Working Paper
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Graue Literatur
Non-commercial literature
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9
Working Paper
9
Hochschulschrift
8
Collection of articles written by one author
3
Sammlung
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English
15
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Prokopczuk, Marcel
3
Sibbertsen, Philipp
3
Dierkes, Maik
2
Fama, Eugene F.
2
Lamont, Owen A.
2
Pástor, Ľuboš
2
Stambaugh, Robert F.
2
Becker, Janis
1
Bitler, Marianne
1
Dräger, Lena
1
French, Kenneth Ronald
1
Guiso, Luigi
1
Meyer, Tobias
1
Moskowitz, Tobias J.
1
Nguyen, Duc Binh Benno
1
Polk, Christopher
1
Puhani, Patrick A.
1
Santos, Tano
1
Sapienza, Paola
1
Schäfer, Konrad Carsten
1
Thaler, Richard H.
1
Veronesi, Pietro
1
Vissing-Jørgensen, Annette
1
Voges, Michelle
1
Würsig, Christoph Matthias
1
Zingales, Luigi
1
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Gottfried Wilhelm Leibniz Universität Hannover
University of Chicago / Center for Research in Security Prices
Forschungsinstitut zur Zukunft der Arbeit
344
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
95
Institut für Weltwirtschaft
84
National Bureau of Economic Research
79
Zentrum für Europäische Wirtschaftsforschung
66
Ekonomiska forskningsinstitutet <Stockholm>
59
William Davidson Institute <Ann Arbor, Mich.>
47
Deutsches Institut für Wirtschaftsforschung
34
Centre for Economic Performance
29
Federal Reserve Bank of St. Louis
26
Federal Reserve Bank of San Francisco
21
Birkbeck College / Department of Economics
19
Christian-Albrechts-Universität zu Kiel / Institut für Ernährungswirtschaft und Verbrauchslehre
19
Internationaler Währungsfonds / Research Department
19
Johns Hopkins University / Department of Economics
19
Rheinisch-Westfälisches Institut für Wirtschaftsforschung
19
Trinity College Dublin / Department of Economics
19
Volkswirtschaftliches Forschungszentrum <Frankfurt, Main>
19
Österreichisches Institut für Wirtschaftsforschung
19
Friedrich-Schiller-Universität Jena
18
Centre for Economic Policy Research
17
Christian-Albrechts-Universität zu Kiel
17
University of Reading / Department of Economics
17
Center for Economic Research <Tilburg>
16
Federal Reserve Bank of New York
16
Institut für Agrarentwicklung in Mittel- und Osteuropa
16
University of Oxford / Institute of Economics and Statistics
16
University of Sheffield / Department of Economics
16
Federal Reserve Bank of Cleveland
15
Institute of Finance and Accounting <London>
15
Universität Mannheim
15
Konjunkturforschungsstelle <Zürich>
14
Maxwell Graduate School of Citizenship and Public Affairs
14
National Institute of Economic and Social Research
14
Queen Mary College / Department of Economics
14
University of Hong Kong / School of Economics and Finance
14
Institute for Fiscal Studies
13
Türkiye Cumhuriyet Merkez Bankası
13
Boston College / Department of Economics
12
Harvard Institute for International Development
12
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Working paper series / Center for Research in Security Prices
9
Source
All
ECONIS (ZBW)
15
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1
Volatility and systematic risks in financial markets
Würsig, Christoph Matthias
-
2022
Persistent link: https://www.econbiz.de/10013256100
Saved in:
2
Tail risk and long memory in financial markets
Nguyen, Duc Binh Benno
-
2018
Persistent link: https://www.econbiz.de/10012173996
Saved in:
3
Personality traits in labor economics
Schäfer, Konrad Carsten
-
2017
Persistent link: https://www.econbiz.de/10012604768
Saved in:
4
Essays on financial time series with a focus on high-frequency data
Becker, Janis
-
2020
Persistent link: https://www.econbiz.de/10012225306
Saved in:
5
Essays on fractional cointegration and seasonal long memory
Voges, Michelle
-
2019
Persistent link: https://www.econbiz.de/10012144876
Saved in:
6
An evaluation of the shortened high school duration in Germany and its impact on postsecondary education and labor market entry
Meyer, Tobias
-
2016
Persistent link: https://www.econbiz.de/10011559567
Saved in:
7
The behavior of interest rates
Fama, Eugene F.
(
contributor
)
-
2004
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001992788
Saved in:
8
Why do entrepreneurs hold large ownership shares? : Testing agency theory using entrepreneur effort and wealth
Bitler, Marianne
(
contributor
); …
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001728352
Saved in:
9
Can the market add and subtract? : Mispricing in tech stock carve-outs
Lamont, Owen A.
(
contributor
); …
-
2001
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001576031
Saved in:
10
The role of social capital in financial development
Guiso, Luigi
(
contributor
);
Sapienza, Paola
(
contributor
); …
-
2000
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001521410
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