//--> //--> //-->
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:"Schock"
subject:"Volatilität"
~isPartOf:"Applied economics"
~isPartOf:"International journal of forecasting"
~person:"Goutte, Stéphane"
~person:"McAleer, Michael"
~subject:"Forecasting model"
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
| 7 applied filters
Year of publication
From:
To:
Subject
All
Schock
Volatilität
Forecasting model
Estimation
9
Schätzung
9
Volatility
5
ARCH model
2
ARCH-Modell
2
Australia
2
Australien
2
Börsenkurs
2
Cointegration
2
Commodity derivative
2
Kointegration
2
Prognoseverfahren
2
Rohstoffderivat
2
Share price
2
Stochastic process
2
Stochastischer Prozess
2
1975-1995
1
1978-2008
1
Agrarpreis
1
Agricultural commodities
1
Agricultural price
1
Aktienmarkt
1
Americas
1
Asia
1
Asien
1
Bio
1
Capital income
1
Co-volatility
1
Commodity markets
1
Comparison
1
Cross-country
1
Demand
1
Devisenmarkt
1
Economic forecast
1
Europe
1
Financial crisis
1
Finanzkrise
1
Forecasting
1
more ...
less ...
Online availability
All
Undetermined
4
Type of publication
All
Article
6
Type of publication (narrower categories)
All
Article in journal
6
Aufsatz in Zeitschrift
6
Language
All
English
6
Author
All
Goutte, Stéphane
McAleer, Michael
Moosa, Imad A.
6
Koopman, Siem Jan
5
Gupta, Rangan
4
Ma, Feng
4
Umar, Zaghum
4
Zhang, Yaojie
4
Zhu, Huiming
4
Athanasopoulos, George
3
Blazsek, Szabolcs
3
Franses, Philip Hans
3
Gubareva, Mariya
3
Huber, Florian
3
Narayan, Paresh Kumar
3
Uctum, Remzi
3
Yoon, Seong-min
3
Zaremba, Adam
3
Allegret, Jean-Pierre
2
Bahmani-Oskooee, Mohsen
2
Balcilar, Mehmet
2
Balli, Faruk
2
Balli, Hatice Ozer
2
Blasques, Francisco
2
Bräuning, Falk
2
Burns, Kelly
2
Chang, Chia-Lin
2
Cho, Dooyeon
2
Dang Khoa Tran
2
Gausden, Robert
2
Gerlach, Richard
2
Giovannelli, Alessandro
2
González-Rivera, Gloria
2
Guérin, Pierre
2
Hammoudeh, Shawkat
2
Hasan, Mohammad S.
2
Hernandez, Jose Arreola
2
Herwartz, Helmut
2
Ho, Han-Chiang
2
Hossain, Akhand Akhtar
2
more ...
less ...
Published in...
All
Applied economics
International journal of forecasting
Econometric Institute research papers
26
Working paper
16
Discussion paper / Tinbergen Institute
11
Econometric reviews
4
International review of economics & finance : IREF
3
Journal of econometrics
3
School of Accounting, Finance and Economics & FEMARC working paper series
3
Journal of risk and financial management : JRFM
2
Risks : open access journal
2
The North American journal of economics and finance : a journal of financial economics studies
2
The econometrics journal
2
Applied mathematical finance
1
Econometrics : open access journal
1
Economic modelling
1
Handbook of applied econometrics and statistical inference
1
Journal of commodity markets
1
Journal of economic integration
1
Journal of financial econometrics : official journal of the Society for Financial Econometrics
1
Managerial finance
1
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
1
The Korean economic review
1
more ...
less ...
Source
All
ECONIS (ZBW)
6
Showing
1
-
6
of
6
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Forecasting volatility and co-volatility of crude oil and gold futures : effects of leverage, jumps, spillovers, and geopolitical risks
Asai, Manabu
;
Gupta, Rangan
;
McAleer, Michael
- In:
International journal of forecasting
36
(
2020
)
3
,
pp. 933-948
Persistent link: https://www.econbiz.de/10012497080
Saved in:
2
A cointegration analysis of agricultural, energy and bio-fuel spot, and futures prices
Allen, David E.
;
Chang, Chia-Lin
;
McAleer, Michael
; …
- In:
Applied economics
50
(
2018
)
7
,
pp. 804-823
Persistent link: https://www.econbiz.de/10011847174
Saved in:
3
Jumps and volatility dynamics in agricultural commodity spot prices
Boroumand, Raphaël Homayoun
;
Goutte, Stéphane
; …
- In:
Applied economics
49
(
2017
)
40
,
pp. 4035-4054
Persistent link: https://www.econbiz.de/10011820009
Saved in:
4
Cross-country performance of Lévy regime-switching models for stock markets
Chevallier, Julien
;
Goutte, Stéphane
- In:
Applied economics
49
(
2017
)
2
,
pp. 111-137
Persistent link: https://www.econbiz.de/10011810520
Saved in:
5
Tobin tax and trading volume tightening : a reassessment
Damette, Olivier
;
Goutte, Stéphane
- In:
Applied economics
47
(
2015
)
28/30
,
pp. 3124-3141
Persistent link: https://www.econbiz.de/10011289358
Saved in:
6
How accurate are government forecasts of economic fundamentals? : the case of Taiwan
Chang, Chia-Lin
;
Franses, Philip Hans
;
McAleer, Michael
- In:
International journal of forecasting
27
(
2011
)
4
,
pp. 1066-1075
Persistent link: https://www.econbiz.de/10009316905
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->