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subject:"Time series analysis"
subject:"United States"
~isPartOf:"Journal of econometrics"
~isPartOf:"Journal of international financial markets, institutions & money"
~isPartOf:"Journal of macroeconomics"
~isPartOf:"The North American journal of economics and finance : a journal of financial economics studies"
~isPartOf:"The review of economics and statistics"
~subject:"Prognoseverfahren"
~subject:"Volatilität"
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Time series analysis
United States
Prognoseverfahren
Volatilität
Estimation
1,582
Schätzung
1,577
Theorie
490
Theory
490
USA
347
Volatility
289
Estimation theory
264
Schätztheorie
264
Capital income
235
Kapitaleinkommen
235
Börsenkurs
224
Share price
224
Zeitreihenanalyse
203
Forecasting model
168
Welt
153
World
153
Panel
142
Panel study
140
Aktienmarkt
132
Stock market
132
Nichtparametrisches Verfahren
121
Nonparametric statistics
121
Regression analysis
120
Regressionsanalyse
120
ARCH model
115
ARCH-Modell
115
Geldpolitik
110
Monetary policy
110
Exchange rate
101
Wechselkurs
101
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98
VAR-Modell
98
Cointegration
88
Kointegration
88
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Shock
88
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1
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English
772
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Todorov, Viktor
14
Gupta, Rangan
12
Bollerslev, Tim
8
Narayan, Paresh Kumar
8
Tauchen, George Eugene
7
Wohar, Mark E.
7
McAleer, Michael
6
Zhu, Huiming
6
Andersen, Torben
5
Aït-Sahalia, Yacine
5
Hau, Liya
5
Kim, Donggyu
5
Koop, Gary
5
Li, Jia
5
Mensi, Walid
5
Pierdzioch, Christian
5
Dai, Zhifeng
4
Kang, Sang Hoon
4
Phillips, Peter C. B.
4
Xiu, Dacheng
4
Asai, Manabu
3
Balcilar, Mehmet
3
Baltagi, Badi H.
3
Barigozzi, Matteo
3
Blundell, Richard W.
3
Creal, Drew
3
Diebold, Francis X.
3
Fan, Jianqing
3
Francq, Christian
3
Fulop, Andras
3
Ghysels, Eric
3
Grossmann, Axel
3
Hong, Yongmiao
3
Ji, Qiang
3
Kanas, Angelos
3
Koopman, Siem Jan
3
Lee, Tae-hwy
3
Nonejad, Nima
3
Paolella, Marc S.
3
Park, Joon Y.
3
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Journal of econometrics
Journal of international financial markets, institutions & money
Journal of macroeconomics
The North American journal of economics and finance : a journal of financial economics studies
The review of economics and statistics
Working paper / National Bureau of Economic Research, Inc.
1,542
Applied economics
481
Discussion paper series / IZA
452
Discussion paper / Centre for Economic Policy Research
451
Applied economics letters
306
Economic modelling
271
CESifo working papers
268
NBER working paper series
261
Working paper
230
Energy economics
218
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
214
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
213
NBER Working Paper
201
Economics letters
200
Finance research letters
199
Finance and economics discussion series
194
International review of economics & finance : IREF
193
Journal of banking & finance
190
Applied financial economics
180
Journal of international money and finance
169
International journal of forecasting
166
International review of financial analysis
159
The American economic review
155
The journal of finance : the journal of the American Finance Association
153
Journal of applied econometrics
152
Journal of empirical finance
148
Discussion paper / Tinbergen Institute
134
The journal of futures markets
130
Journal of forecasting
125
Journal of financial economics
123
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
117
Discussion paper
115
Journal of money, credit and banking : JMCB
105
Journal of economic dynamics & control
101
Research in international business and finance
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ECONIS (ZBW)
772
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1
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772
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1
Changes in shares outstanding and country stock returns around the world
Long, Huaigang
;
Chiah, Mardy
;
Zaremba, Adam
;
Umar, Zaghum
- In:
Journal of international financial markets, …
90
(
2024
),
pp. 1-26
Persistent link: https://www.econbiz.de/10014494713
Saved in:
2
International stock market volatility : a global tail risk sight
Lu, Xinjie
;
Zeng, Qing
;
Zhong, Juandan
;
Zhu, Bo
- In:
Journal of international financial markets, …
91
(
2024
),
pp. 1-15
Persistent link: https://www.econbiz.de/10014494749
Saved in:
3
Time-varying unobserved heterogeneity in earnings shocks
Botosaru, Irene
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 1378-1393
Persistent link: https://www.econbiz.de/10014471381
Saved in:
4
Intraday cross-sectional distributions of systematic risk
Andersen, Torben
;
Riva, Raul
;
Thyrsgaard, Martin
; …
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 1394-1418
Persistent link: https://www.econbiz.de/10014471397
Saved in:
5
Parametric estimation of long memory in factor models
Ergemen, Yunus Emre
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 1483-1499
Persistent link: https://www.econbiz.de/10014471404
Saved in:
6
Penetrating sporadic return predictability
Tu, Yundong
;
Xie, Xinling
- In:
Journal of econometrics
237
(
2023
)
1
,
pp. 1-27
Persistent link: https://www.econbiz.de/10014471472
Saved in:
7
Score-driven models for realized volatility
Harvey, Andrew C.
;
Palumbo, Dario
- In:
Journal of econometrics
237
(
2023
)
2,2
,
pp. 1-14
Persistent link: https://www.econbiz.de/10014471522
Saved in:
8
Volatility measurement with pockets of extreme return persistence
Andersen, Torben
;
Li, Yingying
;
Todorov, Viktor
;
Zhou, Bo
- In:
Journal of econometrics
237
(
2023
)
2,3
,
pp. 1-27
Persistent link: https://www.econbiz.de/10014471793
Saved in:
9
A penalized two-pass regression to predict stock returns with time-varying risk premia
Bakalli, Gaetan
;
Guerrier, Stéphane
;
Scaillet, Olivier
- In:
Journal of econometrics
237
(
2023
)
2,3
,
pp. 1-27
Persistent link: https://www.econbiz.de/10014471822
Saved in:
10
Are bond returns predictable with real-time macro data?
Huang, Dashan
;
Jiang, Fuwei
;
Li, Kunpeng
;
Tong, Guoshi
; …
- In:
Journal of econometrics
237
(
2023
)
2,3
,
pp. 1-20
Persistent link: https://www.econbiz.de/10014471827
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