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subject:"Forecasting model"
subject:"Stock market"
~isPartOf:"Econometric Institute research papers"
~subject:"Share price"
~type_genre:"Aufsatzsammlung"
~type_genre:"Bibliografie enthalten"
~type_genre:"Non-commercial literature"
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Forecasting model
Stock market
Share price
Estimation
61
Schätzung
61
Volatility
22
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
Börsenkurs
7
Economic indicator
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
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24
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24
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Aufsatzsammlung
Bibliografie enthalten
Non-commercial literature
Arbeitspapier
24
Graue Literatur
24
Working Paper
24
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English
24
Author
All
McAleer, Michael
16
Franses, Philip Hans
7
Asai, Manabu
4
Chang, Chia-Lin
3
Medeiros, Marcelo C.
3
Ravazzolo, Francesco
3
Dijk, Dick van
2
Jimenez-Martin, Juan-Angel
2
Martinet, Guillaume Gaetan
2
Pérez Amaral, Teodosio
2
Allen, David E.
1
Bhaghoe, Sailesh
1
Caporin, Massimiliano
1
Chan, Felix
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
Ooft, Gavin
1
Oxley, Les
1
Oya, Kosuke
1
Paap, Richard
1
Singh, Abhay Kumar
1
Verbeek, Marno
1
Wiphatthanananthakul, Chatayan
1
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Econometric Institute research papers
Working paper / National Bureau of Economic Research, Inc.
148
Discussion paper / Centre for Economic Policy Research
111
CESifo working papers
88
Working paper
74
Discussion paper / Tinbergen Institute
57
Finance and economics discussion series
46
SFB 649 discussion paper
44
Discussion paper
42
CFS working paper series
41
Discussion papers / CEPR
40
Research paper series / Swiss Finance Institute
40
Kiel working paper
36
Discussion paper / Deutsche Bundesbank
34
Capital markets and finance in the enlarged Europe : the Postgraduate Research Programme working paper series
31
CREATES research paper
26
Discussion papers / Deutsches Institut für Wirtschaftsforschung
26
Department of Economics working paper series
24
ZEW discussion papers
24
Working paper series / European Central Bank
23
CAMA working paper series
22
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
22
Fisher College of Business working paper series
22
Working paper series
22
Staff reports / Federal Reserve Bank of New York
21
Working papers
21
Kieler Arbeitspapiere
19
Swiss Finance Institute Research Paper
19
Federal Reserve Bank of Cleveland working paper series
18
IES working paper
17
Working paper / Centre for Financial Research
17
Cambridge working papers in economics
15
Working paper / Department of Econometrics and Business Statistics, Monash University
15
Working paper series / Department of Economics, Auburn University
15
Discussion papers of interdisciplinary research project 373
14
Economics and finance working paper series
14
Working papers on finance
14
KOF working papers
13
Ruhr economic papers
13
Economics : the open-access, open-assessment e-journal
12
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ECONIS (ZBW)
24
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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
Forecasting value-at-risk using block structure multivariate stochastic volatility models
Asai, Manabu
;
Caporin, Massimiliano
;
McAleer, Michael
-
2012
-
Rev.
Persistent link: https://www.econbiz.de/10009619566
Saved in:
10
Do commercial real estate prices have predictive content for GDP?
Groot, Bert de
;
Franses, Philip Hans
-
2012
Persistent link: https://www.econbiz.de/10010360671
Saved in:
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