//--> //--> //-->
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:"Prognoseverfahren"
~isPartOf:"Journal of econometrics"
~person:"Aït-Sahalia, Yacine"
~person:"Demetrescu, Matei"
~person:"Ghysels, Eric"
~person:"Timmermann, Allan"
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
| 6 applied filters
Year of publication
From:
To:
Subject
All
Prognoseverfahren
Estimation
13
Schätzung
13
Theorie
8
Theory
8
Volatility
7
Volatilität
7
Regression analysis
6
Regressionsanalyse
6
Forecasting model
5
CAPM
3
Capital income
3
Estimation theory
3
Kapitaleinkommen
3
Schätztheorie
3
Statistical test
3
Statistischer Test
3
Bayes-Statistik
2
Bayesian inference
2
Business cycle
2
Börsenkurs
2
Factor analysis
2
Faktorenanalyse
2
Konjunktur
2
Panel
2
Panel study
2
Risikoprämie
2
Risk premium
2
Sampling
2
Share price
2
Stichprobenerhebung
2
Stochastic process
2
Stochastic volatility
2
Stochastischer Prozess
2
Swap
2
Time series analysis
2
USA
2
United States
2
Zeitreihenanalyse
2
ARCH filters
1
more ...
less ...
Online availability
All
Undetermined
4
Type of publication
All
Article
5
Type of publication (narrower categories)
All
Article in journal
5
Aufsatz in Zeitschrift
5
Language
All
English
5
Author
All
Aït-Sahalia, Yacine
Demetrescu, Matei
Ghysels, Eric
Timmermann, Allan
Fan, Jianqing
3
Kim, Donggyu
3
Andersen, Torben
2
Andreou, Elena
2
Bollerslev, Tim
2
Hong, Yongmiao
2
Lee, Tae-hwy
2
Patton, Andrew J.
2
Todorov, Viktor
2
Tu, Yundong
2
Valkanov, Rossen I.
2
Aruoba, S. Borağan
1
Asai, Manabu
1
Bakalli, Gaetan
1
Baltagi, Badi H.
1
Bandi, Federico M.
1
Barnett, William A.
1
Bekaert, Geert
1
Bennedsen, Mikkel
1
Billio, Monica
1
Bitto, Angela
1
Boot, Tom
1
Casarin, Roberto
1
Catania, Leopoldo
1
Chan, Joshua C. C.
1
Chauvet, Marcelle
1
Chen, Liang
1
Chen, Ying
1
Cho, Dongchul
1
Choi, Yongok
1
Corradi, Valentina
1
Cui, Liyuan
1
Cui, Xiangyu
1
Dhaene, Geert
1
Di Mari, Roberto
1
Diebold, Francis X.
1
Dijk, Herman K. van
1
more ...
less ...
Published in...
All
Journal of econometrics
Discussion paper / Centre for Economic Policy Research
6
Working papers / Brandeis University, Department of Economics and International Business School
3
DAE working paper
2
Discussion paper / Department of Economics, University of California San Diego
2
Journal of applied econometrics
2
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
2
Journal of financial economics
2
Management science : journal of the Institute for Operations Research and the Management Sciences
2
NBER Working Paper
2
NBER working paper series
2
Working paper / National Bureau of Economic Research, Inc.
2
CESifo Working Paper
1
CESifo working papers
1
Cambridge working papers in economics
1
DNB working paper
1
Discussion paper in financial economics : FE
1
Discussion paper series / LSE Financial Markets Group
1
Discussion papers / CEPR
1
Handbook of Economic Forecasting : volume 2, part A
1
Handbook of economic forecasting ; Volume 2A
1
International journal of forecasting
1
Journal of empirical finance
1
Journal of financial econometrics
1
Journal of financial econometrics : official journal of the Society for Financial Econometrics
1
Oxford bulletin of economics and statistics
1
Research paper series / Swiss Finance Institute
1
The review of economic studies
1
Working paper / Department of Economics, University of Cyprus
1
more ...
less ...
Source
All
ECONIS (ZBW)
5
Showing
1
-
5
of
5
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Testing for episodic predictability in stock returns
Demetrescu, Matei
;
Georgiev, Iliyan
;
Rodrigues, Paulo M. M.
- In:
Journal of econometrics
227
(
2022
)
1
,
pp. 85-113
Persistent link: https://www.econbiz.de/10013441625
Saved in:
2
Predicting the VIX and the volatility risk premium : the role of short-run funding spreads Volatility Factors
Andreou, Elena
;
Ghysels, Eric
- In:
Journal of econometrics
220
(
2021
)
2
,
pp. 366-398
Persistent link: https://www.econbiz.de/10012618520
Saved in:
3
High-frequency factor models and regressions
Aït-Sahalia, Yacine
;
Kalnina, Ilze
;
Xiu, Dacheng
- In:
Journal of econometrics
216
(
2020
)
1
,
pp. 86-105
Persistent link: https://www.econbiz.de/10012439640
Saved in:
4
A MIDAS approach to modeling first and second moment dynamics
Pettenuzzo, Davide
;
Timmermann, Allan
;
Valkanov, Rossen I.
- In:
Journal of econometrics
193
(
2016
)
2
,
pp. 315-334
Persistent link: https://www.econbiz.de/10011704952
Saved in:
5
Predicting volatility: getting the most out of return data sampled at different frequencies
Ghysels, Eric
;
Santa-Clara, Pedro
;
Valkanov, Rossen I.
- In:
Journal of econometrics
131
(
2006
)
1/2
,
pp. 59-95
Persistent link: https://www.econbiz.de/10003298564
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->