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~isPartOf:"Applied financial economics"
~isPartOf:"Discussion paper / Department of Economics, University of California San Diego"
~subject:"Prognoseverfahren"
~subject:"Zeitreihenanalyse"
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Prognoseverfahren
Zeitreihenanalyse
Theorie
575
Theory
575
Estimation
490
Schätzung
490
USA
456
United States
456
Capital income
378
Kapitaleinkommen
378
Börsenkurs
341
Share price
341
Aktienmarkt
305
Stock market
305
Volatility
288
Volatilität
288
Großbritannien
205
United Kingdom
205
Forecasting model
141
Time series analysis
137
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119
ARCH-Modell
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Exchange rate
117
Wechselkurs
117
Portfolio selection
114
Portfolio-Management
114
Bank
111
Welt
107
World
107
Estimation theory
104
Schätztheorie
104
Aktienindex
100
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100
Japan
91
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85
Australia
83
Australien
83
Interest rate
83
Zins
83
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30
Graue Literatur
30
Non-commercial literature
30
Working Paper
30
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1
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English
259
Author
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Granger, C. W. J.
25
Engle, Robert F.
20
White, Halbert
12
Timmermann, Allan
7
McMillan, David G.
6
Giacomini, Raffaella
5
Franses, Philip Hans
4
Gil-Alaña, Luis A.
4
Russell, Jeffrey R.
4
Aparicio Acosta, Felipe M.
3
Caporale, Guglielmo Maria
3
Ding, Zhuanxin
3
Gupta, Rangan
3
Haldrup, Niels
3
Hamilton, James D.
3
Jeon, Yongil
3
Lee, Gary G. J.
3
Pesaran, M. Hashem
3
Satchell, Stephen
3
Swanson, Norman R.
3
Wohar, Mark E.
3
Barkoulas, John T.
2
Baum, Christopher F.
2
Boswijk, Herman Peter
2
Bühlmann, Peter
2
Chen, Xiaohong
2
Cuñado Eizaguirre, Juncal
2
Degiannakis, Stavros
2
Den Haan, Wouter J.
2
Elliott, Graham
2
Engsted, Tom
2
Issler, João Victor
2
Kane, Alex
2
Karfakis, Costas I.
2
Kunst, Robert M.
2
Noh, Jaesun
2
Patton, Andrew J.
2
Pierdzioch, Christian
2
Reeves, Jonathan J.
2
Sin, Chor-yiu
2
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Applied financial economics
Discussion paper / Department of Economics, University of California San Diego
Economics letters
611
Applied economics
563
Energy economics
429
Applied economics letters
419
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
337
Computational economics
251
CREATES research paper
234
International review of economics & finance : IREF
216
Working paper
211
The North American journal of economics and finance : a journal of financial economics studies
196
Oxford bulletin of economics and statistics
156
International Journal of Energy Economics and Policy : IJEEP
139
Journal of financial economics
135
International journal of production economics
134
Finance and economics discussion series
130
The review of economics and statistics
116
Insurance / Mathematics & economics
115
Discussion paper / Centre for Economic Policy Research
103
International journal of finance & economics : IJFE
103
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
103
Tourism economics : the business and finance of tourism and recreation
98
The empirical economics letters : a monthly international journal of economics
95
International journal of economics and finance
94
International journal of economics and financial issues : IJEFI
94
Empirical economics : a quarterly journal of the Institute for Advanced Studies
91
Cambridge working papers in economics
86
EUI working paper / ECO
86
Discussion papers / CEPR
85
Cowles Foundation discussion paper
80
Journal of monetary economics
79
Working Paper
79
Econometric Institute research papers
77
Jahrbücher für Nationalökonomie und Statistik
74
Working paper series
71
Cogent economics & finance
65
Economics discussion papers
62
Economics and finance working paper series
61
American journal of agricultural economics
60
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ECONIS (ZBW)
259
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1
Adaptive market hypothesis : evidence from the REIT market
Zhou, Jian
;
Lee, Jin Man
- In:
Applied financial economics
23
(
2013
)
19/21
,
pp. 1649-1662
Persistent link: https://www.econbiz.de/10010259752
Saved in:
2
A comparison of ARIMA forecasting and heuristic modelling
Wang, Chi-chen
;
Hsu, Yun-sheng
;
Liou, Cheng-hwai
- In:
Applied financial economics
21
(
2011
)
13/15
,
pp. 1095-1102
Persistent link: https://www.econbiz.de/10009317433
Saved in:
3
What are we learning about the long-run?
Granger, C. W. J.
-
1992
Persistent link: https://www.econbiz.de/10000841646
Saved in:
4
Some variables are more worthy than others : new diffusion index evidence on the monitoring of key economic indicators
Armah, Nii Ayi
;
Swanson, Norman R.
- In:
Applied financial economics
21
(
2011
)
1/3
,
pp. 43-60
Persistent link: https://www.econbiz.de/10009124680
Saved in:
5
A simple model that generates stylized facts of returns
Yoon, Gawon
-
2003
Persistent link: https://www.econbiz.de/10001753302
Saved in:
6
Estimation of the long-run average relationship in nonstationary panel time series
Sun, Yixiao
-
2003
Persistent link: https://www.econbiz.de/10001753311
Saved in:
7
Optimally testing general breaking processes in linear time series models
Elliott, Graham
;
Müller, Ulrich K.
-
2003
Persistent link: https://www.econbiz.de/10001753313
Saved in:
8
Tests of conditional predictive ability
Giacomini, Raffaella
;
White, Halbert
-
2003
Persistent link: https://www.econbiz.de/10001778124
Saved in:
9
A consistent characteristic-function-based test for conditional independence
Su, Liangjun
;
White, Halbert
-
2003
Persistent link: https://www.econbiz.de/10001778136
Saved in:
10
Model-free volatility prediction
Politis, Dimitris N.
-
2003
Persistent link: https://www.econbiz.de/10002118468
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