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subject:"Prognoseverfahren"
~isPartOf:"Applied economics"
~person:"Huber, Florian"
~person:"Härdle, Wolfgang"
~person:"Kudlyak, Marianna"
~person:"Ma, Feng"
~person:"Wohar, Mark E."
~subject:"Aktienmarkt"
~subject:"Bayes-Statistik"
~subject:"Geldpolitik"
~subject:"Theory"
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Prognoseverfahren
Aktienmarkt
Bayes-Statistik
Geldpolitik
Theory
Estimation
7
Schätzung
7
Börsenkurs
5
Share price
5
Stock market
5
Volatility
5
Volatilität
5
Forecasting model
4
ARCH model
2
ARCH-Modell
2
Capital income
2
China
2
Kapitaleinkommen
2
USA
2
United States
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Volatility forecasting
2
1961-1992
1
Bayesian inference
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Bayesian model Averaging
1
DCC-GARCH
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Dividend
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Dividende
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EU countries
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EU-Staaten
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Economic policy
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Europa
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Europe
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European market
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High-frequency data
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Home sales
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Immobilienmarkt
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Immobilienpreis
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Impact assessment
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Public debt
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Huber, Florian
Härdle, Wolfgang
Kudlyak, Marianna
Ma, Feng
Wohar, Mark E.
Moosa, Imad A.
9
Gupta, Rangan
4
Tawadros, George B.
4
Turner, Paul
4
Yoon, Seong-min
4
Zaremba, Adam
4
Bahmani-Oskooee, Mohsen
3
Blazsek, Szabolcs
3
Gil-Alaña, Luis A.
3
Hernandez, Jose Arreola
3
Johnson, Paul A.
3
Li, Bin
3
Löthgren, Mickael
3
Nguyen, Duc Khuong
3
Silvapulle, Paramsothy
3
Uctum, Remzi
3
Yang, Chunpeng
3
Zhang, Yaojie
3
Abakah, Emmanuel Joel Aikins
2
Aloui, Chaker
2
Apergēs, Nikolaos
2
Azali, Mohamed
2
Babalos, Vassilios
2
Bekiros, Stelios
2
Benlagha, Noureddine
2
Burns, Kelly
2
Caporale, Guglielmo Maria
2
Cassou, Steven Peter
2
Clements, Kenneth W.
2
Dalamagas, Basil A.
2
Dutt, Swarna D.
2
Eichler, Stefan
2
Fraser, Iain M.
2
Fry, Jane M.
2
Fry, Tim R. L.
2
Ftiti, Zied
2
Fullerton, Thomas M.
2
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2
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Applied economics
SFB 649 discussion paper
32
Department of Economics working paper
9
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
9
Energy economics
8
Discussion papers / CEPR
7
Finance research letters
7
International review of financial analysis
7
Working papers in economics
6
International journal of finance & economics : IJFE
4
International journal of forecasting
4
International review of economics & finance : IREF
4
Discussion paper series / IZA
3
Focus on European economic integration
3
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
3
Macroeconomic dynamics
3
Applied economics letters
2
Department of Economics working paper series
2
Discussion papers of interdisciplinary research project 373
2
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
2
Journal of banking & finance
2
Journal of empirical finance
2
Journal of international financial markets, institutions & money
2
Journal of macroeconomics
2
Open economies review
2
Research Department working paper / Federal Reserve Bank of Dallas
2
Research in international business and finance
2
Review of quantitative finance and accounting
2
Southern economic journal
2
Strathclyde discussion papers in economics
2
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
2
The European journal of finance
2
The North American journal of economics and finance : a journal of financial economics studies
2
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
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Working papers in regional science
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Working papers series / Federal Reserve Bank of San Francisco
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Advances in statistical analysis : AStA ; a journal of the German Statistical Society
1
Applied financial economics
1
Applied quantitative finance
1
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1
International commodity-market tail risk and stock volatility
Zhong, Juandan
;
Long, Huaigang
;
Ma, Feng
;
Wang, Jiqian
- In:
Applied economics
55
(
2023
)
49
,
pp. 5790-5799
Persistent link: https://www.econbiz.de/10014335790
Saved in:
2
Does the US stock market information matter for European equity market volatility : a multivariate perspective?
Tang, Yusui
;
Ma, Feng
;
Wahab, M. I. M.
;
Wei, Yu
- In:
Applied economics
54
(
2022
)
58
,
pp. 6726-6743
Persistent link: https://www.econbiz.de/10013494246
Saved in:
3
The role of real estate uncertainty in predicting US home sales growth : evidence from a quantiles-based Bayesian model averaging approach
Çepni, Oğuzhan
;
Gupta, Rangan
;
Wohar, Mark E.
- In:
Applied economics
52
(
2020
)
5
,
pp. 528-536
Persistent link: https://www.econbiz.de/10012197432
Saved in:
4
Economic policy uncertainty and the Chinese stock market volatility : new evidence
Li, Yu
;
Ma, Feng
;
Zhang, Yaojie
;
Zuoping, Xiao
- In:
Applied economics
51
(
2019
)
49
,
pp. 5398-5410
Persistent link: https://www.econbiz.de/10012197238
Saved in:
5
Forecasting the realized volatility in the Chinese stock market : further evidence
Pu, Wang
;
Chen, Yixiang
;
Ma, Feng
- In:
Applied economics
48
(
2016
)
31/33
,
pp. 3116-3130
Persistent link: https://www.econbiz.de/10011616957
Saved in:
6
Expected returns and expected dividend growth : time to rethink an established empirical literature
Ma, Jun
;
Wohar, Mark E.
- In:
Applied economics
46
(
2014
)
19/21
,
pp. 2462-2476
Persistent link: https://www.econbiz.de/10010417214
Saved in:
7
The differing effects of pre- and post-1981 federal budget deficits on tax-adjusted real interest rates
Allen, Stuart Douglas
- In:
Applied economics
28
(
1996
)
1
,
pp. 45-53
Persistent link: https://www.econbiz.de/10001193548
Saved in:
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