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~isPartOf:"Beiträge des Fachbereichs Wirtschaftswissenschaften der Universität Osnabrück"
~isPartOf:"Discussion paper series / Research Institute for Economics and Business Administration, Kobe University"
~isPartOf:"Discussion papers in economics"
~isPartOf:"Games and economic behavior"
~isPartOf:"Journal of economics & business"
~isPartOf:"Journal of international economics"
~isPartOf:"Macroeconomic dynamics"
~isPartOf:"School of Accounting, Finance and Economics & FEMARC working paper series"
~isPartOf:"Working paper / Foerder Institute for Economic Research"
~isPartOf:"Working paper series / University of Zurich, Department of Economics"
~isPartOf:"Working paper"
~isPartOf:"Working papers in economics"
~person:"Allouch, Nizar"
~person:"Alós-Ferrer, Carlos"
~person:"Camacho, Carmen"
~person:"Chatelain, Jean-Bernard"
~person:"Dickhaut, John W."
~person:"Heckman, James J."
~person:"Karanassou, Marika"
~person:"McAleer, Michael"
~person:"Mumtaz, Haroon"
~person:"Zilcha, Itzhak"
~source:"econis"
~subject:"Prognoseverfahren"
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Prognoseverfahren
Theorie
112
Theory
112
Estimation
64
Schätzung
64
Volatility
59
Volatilität
59
Welt
38
World
38
VAR model
35
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33
Shock
33
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32
USA
32
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31
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Stochastic process
27
Stochastischer Prozess
27
Geldpolitik
25
Monetary policy
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23
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Time series analysis
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Zeitreihenanalyse
23
Financial crisis
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Finanzkrise
18
Bibliometrics
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Bibliometrie
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Börsenkurs
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Share price
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Einkommensverteilung
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Income distribution
16
Modellierung
16
Risiko
16
Risk
16
Scientific modelling
16
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14
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13
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Arbeitspapier
32
Graue Literatur
32
Non-commercial literature
32
Working Paper
32
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English
32
Author
All
Allouch, Nizar
Alós-Ferrer, Carlos
Camacho, Carmen
Chatelain, Jean-Bernard
Dickhaut, John W.
Heckman, James J.
Karanassou, Marika
McAleer, Michael
Mumtaz, Haroon
Zilcha, Itzhak
Kapetanios, George
12
Allen, David E.
8
Coroneo, Laura
7
Caporin, Massimiliano
6
Carriero, Andrea
6
Escribano, Álvaro
6
Franses, Philip Hans
6
Guidolin, Massimo
6
Guo, Hui
6
Iacone, Fabrizio
6
Chang, Chia-Lin
5
Clark, Todd E.
5
Sarno, Lucio
5
Blazsek, Szabolcs
4
Dueker, Michael
4
Marcellino, Massimiliano
4
McCracken, Michael W.
4
Pérez Amaral, Teodosio
4
Valente, Giorgio
4
Österholm, Pär
4
Asai, Manabu
3
Bastianin, Andrea
3
Doz, Catherine
3
Galeotti, Marzio
3
Gonzalo, Jesús
3
Huber, Florian
3
Jiménez-Martín, Juan-Ángel
3
Kiss, Tamás
3
Manera, Matteo
3
Medeiros, Marcelo C.
3
Neely, Christopher J.
3
Price, Simon
3
Scharth, Marcel
3
Skiadopoulos, George
3
Thornton, Daniel L.
3
Bruder, Stefan
2
Engel, Charles
2
Gavin, William T.
2
Jones, Barry E.
2
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University of Canterbury / Dept. of Economics and Finance
7
Published in...
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Beiträge des Fachbereichs Wirtschaftswissenschaften der Universität Osnabrück
Discussion paper series / Research Institute for Economics and Business Administration, Kobe University
Discussion papers in economics
Games and economic behavior
Journal of economics & business
Journal of international economics
Macroeconomic dynamics
School of Accounting, Finance and Economics & FEMARC working paper series
Working paper / Foerder Institute for Economic Research
Working paper series / University of Zurich, Department of Economics
Working paper
Working papers in economics
Econometric Institute research papers
6
International review of economics & finance : IREF
2
Annals of financial economics
1
Discussion paper / Tinbergen Institute
1
Economics letters
1
Journal of labor economics
1
The North American journal of economics and finance : a journal of financial economics studies
1
The economics of tourism and sustainable development
1
Working paper / Department of Economics and Finance, College of Business and Economics, University of Canterbury
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ECONIS (ZBW)
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11
Realized volatility risk
Allen, David E.
;
McAleer, Michael
;
Scharth, Marcel
-
2010
Persistent link: https://www.econbiz.de/10008689075
Saved in:
12
GFC-robust risk management strategies under the Basel Accord
McAleer, Michael
;
Jiménez-Martín, Juan-Ángel
;
Pérez …
-
2010
-
Rev.
Persistent link: https://www.econbiz.de/10008695591
Saved in:
13
Asymmetry and long memory in volatility modelling
Asai, Manabu
;
McAleer, Michael
;
Medeiros, Marcelo C.
-
2010
-
Rev.
Persistent link: https://www.econbiz.de/10008695596
Saved in:
14
Model selection and testing of conditional and stochastic volatility models
Caporin, Massimiliano
;
McAleer, Michael
-
2010
Persistent link: https://www.econbiz.de/10008695598
Saved in:
15
Forecasting value-at-risk using block structure multivariate stochastic volatility models
Asai, Manabu
;
Caporin, Massimiliano
;
McAleer, Michael
-
2012
-
Rev.
Persistent link: https://www.econbiz.de/10009562985
Saved in:
16
Evaluating combined non-replicable forecasts
Chang, Chia-Lin
;
Franses, Philip Hans
;
McAleer, Michael
-
2010
Persistent link: https://www.econbiz.de/10008760499
Saved in:
17
Ranking multivariate GARCH models by problem dimension : an empirical evaluation
Caporin, Massimiliano
;
McAleer, Michael
-
2011
Persistent link: https://www.econbiz.de/10009412785
Saved in:
18
Realized volatility uncertainty
Allen, David E.
(
contributor
);
McAleer, Michael
(
contributor
)
-
2008
Persistent link: https://www.econbiz.de/10003760022
Saved in:
19
Ten things we should know about time series
McAleer, Michael
;
Oxley, Les
-
2010
Persistent link: https://www.econbiz.de/10008688841
Saved in:
20
Combining non-replicable forecasts
Chang, Chia-Lin
;
Franses, Philip Hans
;
McAleer, Michael
-
2010
-
Rev.
Persistent link: https://www.econbiz.de/10008689066
Saved in:
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