//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
subject:"Forecasting model"
subject:"Stock market"
~isPartOf:"Econometric Institute research papers"
~subject:"Börsenkurs"
~subject:"Productivity"
~subject:"Volatility"
~type_genre:"Graue Literatur"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject_exact:"Estimation"
Narrow search
Delete all filters
| 7 applied filters
Year of publication
From:
To:
Subject
All
Forecasting model
Stock market
Börsenkurs
Productivity
Volatility
Estimation
61
Schätzung
61
Volatilität
22
USA
21
United States
21
Prognoseverfahren
19
ARCH model
15
ARCH-Modell
15
Welt
12
World
12
Modellierung
9
Scientific modelling
9
Time series analysis
9
Zeitreihenanalyse
9
Stochastic process
8
Stochastischer Prozess
8
Bayes-Statistik
7
Bayesian inference
7
Economic indicator
7
Share price
7
Wirtschaftsindikator
7
Economic growth
6
International tourism
6
Internationaler Tourismus
6
National income
6
Nationaleinkommen
6
Risikomaß
6
Risk measure
6
Wirtschaftswachstum
6
Capital income
5
Commodity derivative
5
Kapitaleinkommen
5
Rohstoffderivat
5
Taiwan
5
Theorie
5
Theory
5
Capital market returns
4
more ...
less ...
Online availability
All
Free
35
Type of publication
All
Book / Working Paper
35
Type of publication (narrower categories)
All
Graue Literatur
Arbeitspapier
35
Non-commercial literature
35
Working Paper
35
Language
All
English
35
Author
All
McAleer, Michael
26
Chang, Chia-Lin
10
Franses, Philip Hans
7
Asai, Manabu
6
Medeiros, Marcelo C.
4
Tansuchat, Roengchai
4
Dijk, Dick van
3
Ravazzolo, Francesco
3
Chen, Chi-chung
2
Jimenez-Martin, Juan-Angel
2
Martinet, Guillaume Gaetan
2
Pérez Amaral, Teodosio
2
Allen, David E.
1
Bannouh, Karim
1
Bhaghoe, Sailesh
1
Caporin, Massimiliano
1
Chan, Felix
1
Chen, Ping-Yu
1
Chu, LanFen
1
Dijk, Herman K. van
1
Groen, Jan J. J.
1
Groenen, Patrick J. F.
1
Groot, Bert de
1
Hafner, Christian M.
1
Heij, Christiaan
1
Ishida, Isao
1
Martens, Martin
1
Ooft, Gavin
1
Oxley, Les
1
Oya, Kosuke
1
Paap, Richard
1
Roengchai Tansuchat
1
Singh, Abhay Kumar
1
Verbeek, Marno
1
Wiphatthanananthakul, Chatayan
1
more ...
less ...
Published in...
All
Econometric Institute research papers
Working paper / National Bureau of Economic Research, Inc.
277
Discussion paper / Centre for Economic Policy Research
192
CESifo working papers
182
Working paper
144
Discussion paper series / IZA
122
Discussion paper
97
Discussion paper / Tinbergen Institute
95
Kiel working paper
78
Discussion papers / CEPR
65
Finance and economics discussion series
61
Discussion papers / Deutsches Institut für Wirtschaftsforschung
57
Research paper series / Swiss Finance Institute
55
SFB 649 discussion paper
55
CFS working paper series
52
ZEW discussion papers
48
CAMA working paper series
47
Discussion paper / Deutsche Bundesbank
46
CREATES research paper
39
Working paper series
39
Working papers
38
Working paper series / European Central Bank
36
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
34
Kieler Arbeitspapiere
34
Capital markets and finance in the enlarged Europe : the Postgraduate Research Programme working paper series
31
RIETI discussion paper
30
Staff reports / Federal Reserve Bank of New York
29
Department of Economics working paper series
27
Discussion papers of interdisciplinary research project 373
26
Economics and finance working paper series
26
Swiss Finance Institute Research Paper
26
International finance discussion papers
25
IES working paper
23
University of Lüneburg Working paper series in economics
23
Documentos de trabajo / Banco de España
22
Federal Reserve Bank of Cleveland working paper series
22
Fisher College of Business working paper series
22
WIFO working papers
21
CESifo working papers : the international platform of Ludwig-Maximilians University's Center for Economic Studies and the Ifo Institute
20
Ruhr economic papers
20
more ...
less ...
Source
All
ECONIS (ZBW)
35
Showing
1
-
10
of
35
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
An introduction to time-varying lag autoregression
Franses, Philip Hans
-
2020
Persistent link: https://www.econbiz.de/10012216295
Saved in:
2
Estimates of quarterly GDP growth using MIDAS regressions
Bhaghoe, Sailesh
;
Ooft, Gavin
;
Franses, Philip Hans
-
2019
Persistent link: https://www.econbiz.de/10012149762
Saved in:
3
Daily market news sentiment and stock prices
Allen, David E.
;
McAleer, Michael
;
Singh, Abhay Kumar
-
2015
Persistent link: https://www.econbiz.de/10011432600
Saved in:
4
On the Invertibility of EGARCH(p,q)
Martinet, Guillaume Gaetan
;
McAleer, Michael
-
2015
-
Revised: February 2015
Persistent link: https://www.econbiz.de/10011346214
Saved in:
5
The impact of jumps and leverage in forecasting co-volatility
Asai, Manabu
;
McAleer, Michael
-
2015
Persistent link: https://www.econbiz.de/10011346236
Saved in:
6
On the Invertibility of EGARCH
Martinet, Guillaume Gaetan
;
McAleer, Michael
-
2014
Persistent link: https://www.econbiz.de/10010438059
Saved in:
7
A one line derivation of EGARCH
McAleer, Michael
;
Hafner, Christian M.
-
2014
Persistent link: https://www.econbiz.de/10010438068
Saved in:
8
Modelling and simulation : an overview
McAleer, Michael
;
Chan, Felix
;
Oxley, Les
-
2013
Persistent link: https://www.econbiz.de/10009755013
Saved in:
9
Modelling the effects of oil prices on global fertilizer prices and volatility
Chen, Ping-Yu
;
Chang, Chia-Lin
;
Chen, Chi-chung
; …
-
2013
Persistent link: https://www.econbiz.de/10010354373
Saved in:
10
Modelling long memory volatility in agricultural commodity futures returns
Chang, Chia-Lin
;
McAleer, Michael
;
Roengchai Tansuchat
-
2012
-
Rev.
Persistent link: https://www.econbiz.de/10009619551
Saved in:
1
2
3
4
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->