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subject:"United States"
~person:"Fabozzi, Frank J."
~person:"Franses, Philip Hans"
~person:"McAleer, Michael"
~person:"Newey, Whitney K."
~person:"Steel, Mark F. J."
~subject:"Economic growth"
~subject:"Estimation theory"
~subject:"Nichtparametrisches Verfahren"
~subject:"Schätztheorie"
~type_genre:"Aufsatz in Zeitschrift"
~type_genre:"Conference proceedings"
~type_genre:"Sammelwerk"
~type_genre:"Systematic review"
~type_genre:"Thesis"
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| 15 applied filters
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Subject
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United States
Economic growth
Estimation theory
Nichtparametrisches Verfahren
Schätztheorie
Theorie
363
Theory
363
Time series analysis
75
Zeitreihenanalyse
75
Portfolio selection
62
Portfolio-Management
62
USA
48
Forecasting model
44
Prognoseverfahren
44
Estimation
41
Schätzung
41
Volatility
35
Volatilität
35
Saisonale Schwankungen
27
Seasonal variations
27
Stochastic process
25
Stochastischer Prozess
25
ARCH model
21
ARCH-Modell
21
Capital income
17
Kapitaleinkommen
17
CAPM
16
Nonparametric statistics
15
Statistical distribution
14
Statistical theory
14
Statistische Methodenlehre
14
Statistische Verteilung
14
Anleihe
13
Bond
13
Econometrics
13
Welt
13
World
13
Ökonometrie
13
Risikomanagement
12
Risk management
12
Modellierung
11
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Online availability
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Undetermined
9
Free
1
Type of publication
All
Article
113
Book / Working Paper
16
Type of publication (narrower categories)
All
Aufsatz in Zeitschrift
Conference proceedings
Sammelwerk
Systematic review
Thesis
Article in journal
114
Arbeitspapier
86
Working Paper
86
Graue Literatur
85
Non-commercial literature
85
Collection of articles of several authors
17
Aufsatz im Buch
11
Book section
11
Lehrbuch
9
Handbook
8
Handbuch
8
Textbook
8
Aufsatzsammlung
6
Glossar enthalten
1
Glossary included
1
Konferenzschrift
1
Mehrbändiges Werk
1
Multi-volume publication
1
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Language
All
English
127
French
2
Author
All
Fabozzi, Frank J.
Franses, Philip Hans
McAleer, Michael
Newey, Whitney K.
Steel, Mark F. J.
Phillips, Peter C. B.
50
Heckman, James J.
39
Linton, Oliver
37
Li, Qi
33
Andrews, Donald W. K.
32
Baltagi, Badi H.
30
Ullah, Aman
29
Chavas, Jean-Paul
27
Gupta, Rangan
27
Pesaran, M. Hashem
27
Turnovsky, Stephen J.
27
Simar, Léopold
25
Hahn, Jinyong
24
Horowitz, Joel
24
Robinson, Peter M.
24
Afonso, Oscar
23
Diebold, Francis X.
23
Härdle, Wolfgang
23
Kumbhakar, Subal
23
Engle, Robert F.
22
Giles, David E. A.
22
Stock, James H.
22
Acemoglu, Daron
21
Ohtani, Kazuhiro
21
Bollerslev, Tim
20
Gouriéroux, Christian
20
Imbens, Guido
20
Krämer, Walter
20
Stengos, Thanasēs
20
Christiano, Lawrence J.
19
Chu, Angus C.
19
Fan, Yanqin
19
Granger, C. W. J.
19
Lewbel, Arthur
19
Aghion, Philippe
18
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Institution
All
Frank J. Fabozzi Associates <New Hope, Pa.>
4
Association for Investment Management and Research
1
Published in...
All
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
18
Journal of econometrics
15
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
10
Econometric reviews
8
Journal of applied econometrics
7
Econometric theory
6
Economics letters
5
The review of economics and statistics
5
International economic review
3
Journal of macroeconomics
3
Oxford bulletin of economics and statistics
3
The review of economic studies
3
Annales d'économie et de statistique
2
Applied economics
2
Macroeconomic dynamics
2
The Japanese economic review : the journal of the Japanese Economic Association
2
The journal of fixed income : JFI
2
Advances in econometrics
1
Advances in futures and options research : a research annual
1
Computational economics
1
Economic modelling
1
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
1
International review of economics & finance : IREF
1
Journal of economic psychology : research in economic psychology and behavioral economics
1
Journal of productivity analysis
1
Journal of quantitative economics : official journal of the Indian Econometric Society
1
Journal of risk and financial management : JRFM
1
L' Actualité économique : revue trimest.
1
L' économétrie appliquée
1
Nonparametric dynamic modelling
1
Structural change and economic dynamics : SC+ED
1
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
1
Testing integration and cointegration
1
The American economic review
1
The Frank J. Fabozzi series
1
The economic record : er
1
The journal of asset management
1
The journal of fixed income
1
The journal of portfolio management : a publication of Institutional Investor
1
The journal of real estate finance and economics
1
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ECONIS (ZBW)
129
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129
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1
Are African business cycles synchronized? : evidence from spatio-temporal modeling
Mattera, Raffaele
;
Franses, Philip Hans
- In:
Economic modelling
128
(
2023
),
pp. 1-15
Persistent link: https://www.econbiz.de/10014464318
Saved in:
2
The economic theory of qualitative green growth
Fabozzi, Frank J.
;
Focardi, Sergio M.
;
Ponta, Linda
; …
- In:
Structural change and economic dynamics : SC+ED
61
(
2022
),
pp. 242-254
Persistent link: https://www.econbiz.de/10013393407
Saved in:
3
Testing the forecasting ability of multi-factor models on non-US interbank rates
Tunaru, Diana
;
Fabozzi, Francesco A.
;
Fabozzi, Frank J.
- In:
The journal of fixed income : JFI
31
(
2021
)
2
,
pp. 7-33
Persistent link: https://www.econbiz.de/10012656054
Saved in:
4
Carry strategies and the US dollar risk of US and global bonds
Konstantinov, Gueorgui
;
Fabozzi, Frank J.
- In:
The journal of fixed income : JFI
30
(
2021
)
3
,
pp. 26-46
Persistent link: https://www.econbiz.de/10012423026
Saved in:
5
Detecting bubbles in the US and UK real estate markets
Fabozzi, Frank J.
;
Kynigakis, Iason
;
Panopulu, Aikaterinē
- In:
The journal of real estate finance and economics
60
(
2020
)
4
,
pp. 469-513
Persistent link: https://www.econbiz.de/10012226693
Saved in:
6
Intertemporal similarity of economic time series : an application of dynamic time warping
Franses, Philip Hans
;
Wiemann, Thomas
- In:
Computational economics
56
(
2020
)
1
,
pp. 59-75
Persistent link: https://www.econbiz.de/10012272016
Saved in:
7
A complete model for pricing coco bonds
Milanov, Krasimir
;
Kunčev, Ognjan I.
;
Fabozzi, Frank J.
- In:
The journal of fixed income
29
(
2020
)
3
,
pp. 53-67
Persistent link: https://www.econbiz.de/10012253567
Saved in:
8
The Journal of Risk and Financial Management in open access
McAleer, Michael
- In:
Journal of risk and financial management : JRFM
6
(
2013
)
1
,
pp. 1-3
Persistent link: https://www.econbiz.de/10011553413
Saved in:
9
The handbook of mortgage-backed securities
Fabozzi, Frank J.
(
ed.
)
-
2016
-
7th revised edition
Persistent link: https://www.econbiz.de/10011485010
Saved in:
10
Equity style allocation : a nonparametric approach
Subbiah, Mohan
;
Fabozzi, Frank J.
- In:
The journal of asset management
17
(
2016
)
3
,
pp. 141-164
Persistent link: https://www.econbiz.de/10011485142
Saved in:
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