//--> //--> //--> //-->
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:"Volatility"
subject:"Yield curve"
~isPartOf:"International journal of forecasting"
~isPartOf:"Journal of banking & finance"
~subject:"Portfolio selection"
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
| 5 applied filters
Year of publication
From:
To:
Subject
All
Volatility
Yield curve
Portfolio selection
Estimation
620
Schätzung
619
Forecasting model
234
Prognoseverfahren
234
Theorie
209
Theory
209
Capital income
172
Kapitaleinkommen
172
Volatilität
130
Börsenkurs
110
Share price
110
Time series analysis
101
Zeitreihenanalyse
101
Portfolio-Management
74
USA
70
United States
70
Risikoprämie
63
Risk premium
63
Welt
61
World
61
Estimation theory
50
Schätztheorie
50
ARCH model
48
ARCH-Modell
48
Aktienmarkt
48
Stock market
48
CAPM
46
Zinsstruktur
45
Bank
43
Anlageverhalten
42
Behavioural finance
42
Risikomaß
41
Risk measure
41
EU countries
36
EU-Staaten
36
Exchange rate
36
Wechselkurs
36
more ...
less ...
Online availability
All
Undetermined
131
Free
3
Type of publication
All
Article
226
Type of publication (narrower categories)
All
Article in journal
226
Aufsatz in Zeitschrift
226
Conference paper
1
Konferenzbeitrag
1
Language
All
English
226
Author
All
Prokopczuk, Marcel
5
Wese Simen, Chardin
4
Bianchi, Robert
2
Chiu, Ching Wai Jeremy
2
Chou, Pin-huang
2
DeLisle, R. Jared
2
Gerlach, Richard
2
Guidolin, Massimo
2
Hautsch, Nikolaus
2
Klein, Tony
2
Li, Junye
2
Liu, Xiaochun
2
Maltritz, Dominik
2
Paschke, Raphael
2
Philip, Dennis
2
Rudolf, Markus
2
Thornton, Daniel L.
2
Zakamulin, Valeriy
2
Abbritti, Mirko
1
Afonso, António
1
Ahmed, Shamim
1
Akdeniz, Levent
1
Alles, Lakshman
1
Altay-Salih, Aslihan
1
Ammann, Manuel
1
Anderson, Heather M.
1
Andreou, Panayiotis C.
1
Annaert, Jan
1
Arismendi Zambrano, Juan Carlos
1
Arroyo, Javier
1
Asai, Manabu
1
Ascheberg, Marius
1
Aslanidis, Nektarios
1
Atilgan, Yigit
1
Audrino, Francesco
1
Avouyi-Dovi, Sanvi
1
Back, Janis
1
Ballinari, Daniele
1
Baltzer, Markus
1
Barinov, Alexander
1
more ...
less ...
Published in...
All
International journal of forecasting
Journal of banking & finance
Applied economics
176
Finance research letters
175
International review of economics & finance : IREF
175
Energy economics
153
International review of financial analysis
152
Economic modelling
144
Working paper / National Bureau of Economic Research, Inc.
141
NBER working paper series
134
The North American journal of economics and finance : a journal of financial economics studies
131
Journal of empirical finance
130
Journal of econometrics
115
Journal of international money and finance
113
Applied financial economics
111
NBER Working Paper
111
Applied economics letters
109
Working paper
103
Journal of international financial markets, institutions & money
97
Research in international business and finance
93
Journal of financial economics
92
Discussion paper / Centre for Economic Policy Research
89
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
83
CESifo working papers
75
Economics letters
73
Journal of risk and financial management : JRFM
72
The journal of futures markets
72
Discussion paper / Tinbergen Institute
71
International journal of finance & economics : IJFE
70
The European journal of finance
70
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
59
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
58
Journal of economic dynamics & control
57
Pacific-Basin finance journal
56
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
56
Discussion paper
52
Finance and economics discussion series
52
Research paper series / Swiss Finance Institute
51
The journal of finance : the journal of the American Finance Association
50
Quantitative finance
49
more ...
less ...
Source
All
ECONIS (ZBW)
226
Showing
1
-
10
of
226
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Accelerating peak dating in a dynamic factor Markov-switching model
Os, Bram van
;
Dijk, Dick van
- In:
International journal of forecasting
40
(
2024
)
1
,
pp. 313-323
Persistent link: https://www.econbiz.de/10014450273
Saved in:
2
2T-POT Hawkes model for left- and right-tail conditional quantile forecasts of financial log returns : Out-of-sample comparison of conditional EVT models
Tomlinson, Matthew F.
;
Greenwood, David
; …
- In:
International journal of forecasting
40
(
2024
)
1
,
pp. 324-347
Persistent link: https://www.econbiz.de/10014450274
Saved in:
3
Should I open to forecast? : implications from a multi-country unobserved components model with sparse factor stochastic volatility
Wu, Ping
- In:
International journal of forecasting
40
(
2024
)
3
,
pp. 903-917
Persistent link: https://www.econbiz.de/10014547224
Saved in:
4
Term premium in a fractionally cointegrated yield curve
Abbritti, Mirko
;
Carcel, Hector
;
Gil-Alaña, Luis A.
; …
- In:
Journal of banking & finance
149
(
2023
),
pp. 1-17
Persistent link: https://www.econbiz.de/10014462435
Saved in:
5
Price discovery in equity markets : a state-dependent analysis of spot and futures markets
Kuck, Konstantin
;
Schweikert, Karsten
- In:
Journal of banking & finance
149
(
2023
),
pp. 1-18
Persistent link: https://www.econbiz.de/10014462550
Saved in:
6
Forecasting expected shortfall : should we use a multivariate model for stock market factors?
Fortin, Alain-Philippe
;
Simonato, Jean-Guy
;
Dionne, Georges
- In:
International journal of forecasting
39
(
2023
)
1
,
pp. 314-331
Persistent link: https://www.econbiz.de/10014462782
Saved in:
7
Non-Gaussian models for CoVaR estimation
Bianchi, Michele Leonardo
;
De Luca, Giovanni
; …
- In:
International journal of forecasting
39
(
2023
)
1
,
pp. 391-404
Persistent link: https://www.econbiz.de/10014462788
Saved in:
8
The incremental information in the yield curve about future interest rate risk
Christensen, Bent Jesper
;
Kjær, Mads Markvart
; …
- In:
Journal of banking & finance
155
(
2023
),
pp. 1-22
Persistent link: https://www.econbiz.de/10014490508
Saved in:
9
Why does option-implied volatility forecast realized volatility? : evidence from news events
Chen, Sipeng
;
Li, Gang
- In:
Journal of banking & finance
156
(
2023
),
pp. 1-14
Persistent link: https://www.econbiz.de/10014487208
Saved in:
10
Forecasting extreme financial risk : a score-driven approach
Fuentes, Fernanda
;
Herrera, Rodrigo
;
Clements, Adam
- In:
International journal of forecasting
39
(
2023
)
2
,
pp. 720-735
Persistent link: https://www.econbiz.de/10014465107
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...
//-->