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subject:"Forecasting model"
~isPartOf:"Journal of banking & finance"
~isPartOf:"Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet"
~subject:"Kapitaleinkommen"
~subject:"United States"
~type_genre:"Aufsatz in Zeitschrift"
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Forecasting model
Kapitaleinkommen
United States
Estimation theory
181
Schätztheorie
181
Estimation
61
Schätzung
60
Time series analysis
60
Zeitreihenanalyse
60
Volatility
30
Volatilität
30
ARCH model
26
ARCH-Modell
26
Portfolio selection
21
Portfolio-Management
21
Regression analysis
20
Regressionsanalyse
20
Nichtparametrisches Verfahren
18
Nonparametric statistics
18
Prognoseverfahren
17
Theorie
17
Theory
17
Capital income
16
Börsenkurs
15
Cointegration
15
Kointegration
15
Share price
15
Statistical distribution
15
Statistical test
15
Statistische Verteilung
15
Statistischer Test
15
Stochastic process
15
Stochastischer Prozess
15
Markov chain
13
Markov-Kette
13
VAR model
13
VAR-Modell
13
Correlation
12
Korrelation
12
USA
12
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Undetermined
25
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Article
40
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Aufsatz in Zeitschrift
Article in journal
40
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English
40
Author
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Abbara, Omar
1
Adams, Zeno
1
Alexander, Carol
1
Anatolyev, Stanislav
1
Aslanidis, Nektarios
1
Bekiros, Stelios
1
Blazsek, Szabolcs
1
Brailsford, Timothy J.
1
Candelon, Bertrand
1
Casas, Isabel
1
Cenedese, Gino
1
Chan, Jennifer So Kuen
1
Chan, Kam C.
1
Chen, Yi-ting
1
Clare, Andrew D.
1
Clements, Adam
1
De Angelis, Luca
1
Donfack, Morvan Nongni
1
Dufays, Arnaud
1
Enders, Walter
1
Escribano, Álvaro
1
Faff, Robert W.
1
Falk, Barry
1
Fenech, Jean-Pierre
1
Feng, Guohua
1
Foster, Michael E.
1
Füss, Roland
1
Gao, Jiti
1
Glück, Thorsten
1
Golosnoy, Vasyl
1
Gong, Jinguo
1
Hamid, Alain
1
Hanson, Samuel G.
1
Hartmann-Wendels, Thomas
1
Haurin, Donald R.
1
Hou, Weijie
1
Jong, Robert M. de
1
Jorion, Philippe
1
Kaeck, Andreas
1
Kalyvitēs, Sarantēs
1
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Journal of banking & finance
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
149
Journal of econometrics
142
International journal of forecasting
119
Journal of forecasting
81
Economics letters
47
The review of economics and statistics
46
Journal of applied econometrics
31
Journal of empirical finance
28
Finance research letters
26
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
25
Applied economics
21
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
21
Econometric reviews
20
American journal of agricultural economics
19
Journal of financial and quantitative analysis : JFQA
19
The econometrics journal
19
Journal of financial econometrics : official journal of the Society for Financial Econometrics
18
Journal of the American Statistical Association : JASA
17
Insurance / Mathematics & economics
16
The journal of finance : the journal of the American Finance Association
16
The journal of futures markets
16
The review of financial studies
16
Econometric theory
15
Journal of financial economics
14
Journal of macroeconomics
14
Oxford bulletin of economics and statistics
14
Applied economics letters
13
Computational economics
13
Economic modelling
13
The European journal of finance
13
European journal of operational research : EJOR
12
Journal of financial econometrics
12
Journal of risk and financial management : JRFM
12
Quantitative finance
12
The review of economic studies
12
Empirical economics : a quarterly journal of the Institute for Advanced Studies
11
International economic review
11
Journal of money, credit and banking : JMCB
11
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ECONIS (ZBW)
40
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1
Score-driven location plus scale models : asymptotic theory and an application to forecasting Dow Jones volatility
Blazsek, Szabolcs
;
Escribano, Álvaro
;
Licht, Adrian
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
28
(
2024
)
1
,
pp. 61-82
Persistent link: https://www.econbiz.de/10014506888
Saved in:
2
Estimation and forecasting of long memory stochastic volatility models
Abbara, Omar
;
Zevallos, Mauricio
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
27
(
2023
)
1
,
pp. 1-24
Persistent link: https://www.econbiz.de/10014288818
Saved in:
3
Unrestricted, restricted, and regularized models for forecasting multivariate volatility
Anatolyev, Stanislav
;
Staněk, Filip
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
27
(
2023
)
2
,
pp. 199-218
Persistent link: https://www.econbiz.de/10014288890
Saved in:
4
Weighted least squares realized covariation estimation
Li, Yifan
;
Nolte, Ingmar
;
Vasios, Michalis
;
Voev, Valeri
; …
- In:
Journal of banking & finance
137
(
2022
),
pp. 1-21
Persistent link: https://www.econbiz.de/10013460187
Saved in:
5
Buffered vector error-correction models : an application to the U.S. Treasury bond rates
Lu, Renjie
;
Yu, Philip L. H.
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
25
(
2021
)
5
,
pp. 267-287
Persistent link: https://www.econbiz.de/10012806530
Saved in:
6
Modeling time-varying parameters using artificial neural networks : a GARCH illustration
Donfack, Morvan Nongni
;
Dufays, Arnaud
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
25
(
2021
)
5
,
pp. 311-343
Persistent link: https://www.econbiz.de/10012806535
Saved in:
7
Local logit regression for loan recovery rate
Sopitpongstorn, Nithi
;
Silvapulle, Paramsothy
;
Gao, Jiti
; …
- In:
Journal of banking & finance
126
(
2021
),
pp. 1-14
Persistent link: https://www.econbiz.de/10012820172
Saved in:
8
A practical guide to harnessing the HAR volatility model
Clements, Adam
;
Preve, Daniel P. A.
- In:
Journal of banking & finance
133
(
2021
),
pp. 1-16
Persistent link: https://www.econbiz.de/10013256626
Saved in:
9
Variance reduction estimation for return models with jumps using gamma asymmetric kernels
Song, Yuping
;
Hou, Weijie
;
Zhou, Shengyi
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
23
(
2019
)
5
,
pp. 1-38
Persistent link: https://www.econbiz.de/10012198377
Saved in:
10
Efficient estimation of financial risk by regressing the quantiles of parametric distributions : an application to CARR models
Chan, Jennifer So Kuen
;
Kok Haur Ng
;
Thanakorn …
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
23
(
2019
)
2
,
pp. 1-22
Persistent link: https://www.econbiz.de/10012054882
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