//--> //--> //--> //-->
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:"Schätztheorie"
~isPartOf:"Applied economics"
~isPartOf:"Statistical papers"
~subject:"ARCH-Modell"
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:"Theory"
Narrow search
Delete all filters
| 4 applied filters
Year of publication
From:
To:
Subject
All
Schätztheorie
ARCH-Modell
Theorie
1,704
Theory
1,704
Estimation
318
Schätzung
318
USA
167
United States
166
Estimation theory
128
Time series analysis
118
Zeitreihenanalyse
118
Forecasting model
78
Großbritannien
78
Prognoseverfahren
78
United Kingdom
78
Welt
67
World
67
Volatility
61
Volatilität
61
Economic growth
59
Geldpolitik
59
Monetary policy
59
Wirtschaftswachstum
59
Portfolio selection
58
Portfolio-Management
58
Inflation
57
Capital income
55
Kapitaleinkommen
55
Cointegration
53
Kointegration
53
Statistical distribution
53
Statistische Verteilung
53
Börsenkurs
52
Share price
52
Risiko
49
Risk
48
Exchange rate
47
Wechselkurs
47
Produktivität
45
Regression analysis
45
Regressionsanalyse
45
more ...
less ...
Online availability
All
Undetermined
21
Free
1
Type of publication
All
Article
169
Type of publication (narrower categories)
All
Article in journal
168
Aufsatz in Zeitschrift
168
Systematic review
1
Übersichtsarbeit
1
Language
All
English
169
Author
All
Baltagi, Badi H.
4
Srivastava, Virendra K.
4
Ohtani, Kazuhiro
3
Song, Seuck-heun
3
Toutenburg, Helge
3
Bhatti, Muhammad Ishaq
2
Blazsek, Szabolcs
2
Bonham, Carl Stanley
2
Breitung, Jörg
2
Chaturvedi, Anoop
2
Haldrup, Niels
2
Maiti, Tapabrata
2
McAleer, Michael
2
Smith, Jeremy
2
Tracy, Derrick S.
2
Wan, Alan T. K.
2
Wang, Yi-Hsien
2
Abberger, Klaus
1
Abid, Ilyes
1
Abuzayed, Bana
1
Adhikary, Arun K.
1
Al-Fayoumi, Nedal
1
Alexander, T. Leo
1
Allen, David E.
1
Anderson, David P.
1
Arestis, Philip
1
Ariyawansa, K. A.
1
Arnab, Raghunath
1
Arndt, Channing
1
Arnold, Bernhard
1
Balakrishnan, Narayanaswamy
1
Balasubramanian, K.
1
Bar-Lev, Shaul K.
1
Barai, Parama
1
Baringhaus, Ludwig
1
Barnum, Darold T.
1
Baruphakēs, Giannēs
1
Belhachemi, Rachid
1
Belongia, Michael T.
1
Benlagha, Noureddine
1
more ...
less ...
Published in...
All
Applied economics
Statistical papers
Journal of econometrics
423
Economics letters
414
Econometric theory
312
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
246
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
228
Série des documents de travail / Centre de Recherche en Économie et Statistique
160
Journal of applied econometrics
159
Econometric reviews
155
Journal of quantitative economics : official journal of the Indian Econometric Society
139
The review of economics and statistics
124
Discussion paper / Tinbergen Institute
110
Oxford bulletin of economics and statistics
106
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
96
CORE discussion paper : DP
90
Working paper / National Bureau of Economic Research, Inc.
90
Discussion paper / Center for Economic Research, Tilburg University
86
Journal of forecasting
83
Série des documents de travail du CREST / Institut National de la Statistique et des Etudes Economiques
83
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
76
Journal of empirical finance
68
International journal of forecasting
64
International economic review
60
The review of economic studies
60
Annales d'économie et de statistique
59
Working paper
58
Metrika : international journal for theoretical and applied statistics
57
Technical working paper / National Bureau of Economic Research
54
Working paper series
53
American journal of agricultural economics
51
Discussion paper series / IZA
51
Journal of economic dynamics & control
51
The econometrics journal
51
Allgemeines statistisches Archiv : AStA ; journal of the German Statistical Society
50
SFB 649 discussion paper
48
Journal of banking & finance
46
Europäische Hochschulschriften / 5
45
Journal of the Royal Statistical Society
41
Finance research letters
40
more ...
less ...
Source
All
ECONIS (ZBW)
169
Showing
1
-
10
of
169
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Spillovers from stock markets to currency markets : evidence from Copula-CoVar with time-varying higher moments
Usman, Muhammad
;
Umar, Zaghum
;
Gubareva, Mariya
;
Dang …
- In:
Applied economics
55
(
2023
)
52
,
pp. 6091-6114
Persistent link: https://www.econbiz.de/10014381519
Saved in:
2
Modelling and forecasting COVID-19 stock returns using asymmetric GARCH-ICAPM with mixture and heavy-tailed distributions
Rewat Khanthaporn
;
Wichitaksorn, Nuttanan
- In:
Applied economics
55
(
2023
)
51
,
pp. 6042-6061
Persistent link: https://www.econbiz.de/10014335891
Saved in:
3
Linear time-varying regression with copula-DCC-asymmetric-GARCH models for volatility : the co-movement between industrial electricity demand and financial factors
Kim, Yunsun
;
Hwang, Sun Young
;
Kim, Jong-Min
;
Kim, Sahm
- In:
Applied economics
55
(
2023
)
3
,
pp. 255-272
Persistent link: https://www.econbiz.de/10013494421
Saved in:
4
Modelling asset returns in the presence of price limits with Markov-switching mixture of truncated normal GARCH distribution : evidence from China
Wang, Donghua
;
Ding, Jin
;
Chu, Guoqing
;
Xu, Dinghai
; …
- In:
Applied economics
53
(
2021
)
7
,
pp. 781-804
Persistent link: https://www.econbiz.de/10012416088
Saved in:
5
Oil volatility forecasting and risk allocation : evidence from an extended mixed-frequency volatility model
Shang, Yuhuang
;
Dong, Qingma
- In:
Applied economics
53
(
2021
)
10
,
pp. 1127-1142
Persistent link: https://www.econbiz.de/10012425453
Saved in:
6
Measuring systemic risk with a dynamic copula-based approach
Jang, Hyun Jin
;
Pan, Xiao
;
Park, Sumin
- In:
Applied economics
53
(
2021
)
50
,
pp. 5843-5863
Persistent link: https://www.econbiz.de/10012627102
Saved in:
7
The impact of liquidity on portfolio value-at-risk forecasts
Hung, Jui-Cheng
;
Su, Jung-bin
;
Chang, Matthew C.
;
Wang, …
- In:
Applied economics
52
(
2020
)
3
,
pp. 242-259
Persistent link: https://www.econbiz.de/10012197387
Saved in:
8
Spillover effects in the global copper futures markets: asymmetric multivariate GARCH approaches
Lee, Hyun-Bock
;
Park, Cheol-Ho
- In:
Applied economics
52
(
2020
)
54
,
pp. 5909-5920
Persistent link: https://www.econbiz.de/10012308379
Saved in:
9
Hedging and diversification across commodity assets
Abid, Ilyes
;
Dhaoui, Abderrazak
;
Goutte, Stéphane
; …
- In:
Applied economics
52
(
2020
)
23
,
pp. 2472-2492
Persistent link: https://www.econbiz.de/10012210890
Saved in:
10
Volatility forecasting : long memory, regime switching and heteroscedasticity
Ma, Feng
;
Lu, Xinjie
;
Yang, Ke
;
Zhang, Yaojie
- In:
Applied economics
51
(
2019
)
38
,
pp. 4151-4163
Persistent link: https://www.econbiz.de/10012196974
Saved in:
1
2
3
4
5
6
7
8
9
10
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->