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subject:"Forecasting model"
subject:"United Kingdom"
~isPartOf:"Journal of empirical finance"
~language:"eng"
~subject:"Theorie"
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Search: subject_exact:"Estimation theory"
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Forecasting model
United Kingdom
Theorie
Estimation theory
76
Schätztheorie
76
Time series analysis
24
Zeitreihenanalyse
24
Estimation
22
Schätzung
22
Volatility
20
Volatilität
20
Capital income
19
Kapitaleinkommen
19
Theory
18
ARCH model
13
ARCH-Modell
13
Prognoseverfahren
12
Portfolio selection
11
Portfolio-Management
11
Börsenkurs
10
Share price
10
Stochastic process
10
Stochastischer Prozess
10
Autocorrelation
9
Autokorrelation
9
Statistical distribution
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Statistische Verteilung
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Correlation
7
Korrelation
7
Nichtparametrisches Verfahren
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Nonparametric statistics
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Yield curve
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Zinsstruktur
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CAPM
6
USA
6
United States
6
Regression analysis
5
Regressionsanalyse
5
Bayes-Statistik
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Article
26
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English
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Baillie, Richard
3
Dacorogna, Michel M.
2
Kim, Chang-Jin
2
Nelson, Charles R.
2
Scaillet, Olivier
2
Amihud, Yakov
1
Ball, Clifford A.
1
Bauwens, Luc
1
Bekaert, Geert
1
Berens, Tobias
1
Broze, Laurence
1
Campbell, John Y.
1
Chiang, I-Hsuan Ethan
1
Daníelsson, Jón
1
Dark, Jonathan
1
De Backer, Bruno
1
Dufays, Arnaud
1
Fornari, Fabio
1
Ghose, Devajyoti
1
Gouriéroux, Christian
1
Granger, C. W. J.
1
Horst, Jenke R. ter
1
Huang, Roger D.
1
Hurvich, Clifford M.
1
Hyung, Namwon
1
Jayetileke, Harshanie L.
1
Kapetanios, George
1
Kroner, Kenneth F.
1
Laurent, Jean-Paul
1
Liao, Yin
1
Lin, Charles S. Y.
1
Marsh, Terry Alan
1
Mayer-Foulkes, David
1
Mele, Antonio
1
Nijman, Theodore E.
1
Papailias, Fotis
1
Ren, Yu
1
Sizova, Natalia
1
Startz, Richard
1
Sun, Licheng
1
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HFDF <1, 1995, Zürich>
2
HFDF <2, 1998, Zürich>
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Journal of empirical finance
Journal of econometrics
441
Economics letters
404
Econometric theory
294
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
243
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
230
Série des documents de travail / Centre de Recherche en Économie et Statistique
150
Journal of applied econometrics
141
Econometric reviews
139
Journal of quantitative economics : official journal of the Indian Econometric Society
138
International journal of forecasting
125
The review of economics and statistics
123
Oxford bulletin of economics and statistics
110
Discussion paper / Tinbergen Institute
99
Journal of forecasting
94
Working paper / National Bureau of Economic Research, Inc.
88
Discussion paper / Center for Economic Research, Tilburg University
85
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
81
Statistical papers
79
Série des documents de travail du CREST / Institut National de la Statistique et des Etudes Economiques
78
CORE discussion paper : DP
77
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
73
The review of economic studies
60
International economic review
59
Metrika : international journal for theoretical and applied statistics
57
Applied economics
56
Technical working paper / National Bureau of Economic Research
55
Discussion paper series / IZA
54
Working paper series
54
American journal of agricultural economics
50
The econometrics journal
44
Working paper
43
Journal of the Royal Statistical Society
42
Cowles Foundation discussion paper
41
Discussion paper
41
Report / Econometric Institute, Erasmus University Rotterdam
40
Journal of economic dynamics & control
39
SFB 649 discussion paper
39
Discussion paper / Tinbergen Institute / Tinbergen Institute
37
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
37
CESifo working papers
35
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ECONIS (ZBW)
29
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1
An adaptive long memory conditional correlation model
Dark, Jonathan
- In:
Journal of empirical finance
75
(
2024
),
pp. 1-16
Persistent link: https://www.econbiz.de/10014491877
Saved in:
2
Modeling the cross-section of stock returns using sensible models in a model pool
Chiang, I-Hsuan Ethan
;
Liao, Yin
;
Zhou, Qing
- In:
Journal of empirical finance
60
(
2021
),
pp. 56-73
Persistent link: https://www.econbiz.de/10012692977
Saved in:
3
Predictive regression with p-lags and order-q autoregressive predictors
Jayetileke, Harshanie L.
;
Wang, You-Gan
;
Zhu, Min
- In:
Journal of empirical finance
62
(
2021
),
pp. 282-293
Persistent link: https://www.econbiz.de/10012693434
Saved in:
4
Balanced predictive regressions
Ren, Yu
;
Tu, Yundong
;
Yi, Yanping
- In:
Journal of empirical finance
54
(
2019
),
pp. 118-142
Persistent link: https://www.econbiz.de/10012174812
Saved in:
5
Testing for structural breaks in correlations : does it improve Value-at-Risk forecasting?
Berens, Tobias
;
Weiß, Gregor
;
Wied, Dominik
- In:
Journal of empirical finance
32
(
2015
),
pp. 135-152
Persistent link: https://www.econbiz.de/10011556809
Saved in:
6
A Bayesian method of change-point estimation with recurrent regimes : application to GARCH models
Bauwens, Luc
;
De Backer, Bruno
;
Dufays, Arnaud
- In:
Journal of empirical finance
29
(
2014
),
pp. 207-229
Persistent link: https://www.econbiz.de/10011300484
Saved in:
7
Bandwidth selection by cross-validation for forecasting long memory financial time series
Baillie, Richard
;
Kapetanios, George
;
Papailias, Fotis
- In:
Journal of empirical finance
29
(
2014
),
pp. 129-143
Persistent link: https://www.econbiz.de/10011300500
Saved in:
8
A frequency-domain alternative to long-horizon regressions with application to return predictability
Sizova, Natalia
- In:
Journal of empirical finance
28
(
2014
),
pp. 261-272
Persistent link: https://www.econbiz.de/10011285632
Saved in:
9
Predictive regression with order-p autoregressive predictors
Amihud, Yakov
;
Hurvich, Clifford M.
;
Wang, Yi
- In:
Journal of empirical finance
17
(
2010
)
3
,
pp. 513-525
Persistent link: https://www.econbiz.de/10009267284
Saved in:
10
Measuring tail thickness under GARCH and an application to extreme exchange rate changes
Wagner, Niklas F.
;
Marsh, Terry Alan
- In:
Journal of empirical finance
12
(
2005
)
1
,
pp. 165-185
Persistent link: https://www.econbiz.de/10002644047
Saved in:
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