//--> //--> //--> //-->
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
~isPartOf:"Econometric Institute research papers"
~subject:"ARCH model"
~subject:"Basel Accord"
~subject:"Frühindikator"
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: ("Konjunkturprognose" OR "Prognose") AND NOT isPartOf:Wirtschaftsdienst
Narrow search
Delete all filters
| 4 applied filters
Year of publication
From:
To:
Subject
All
ARCH model
Basel Accord
Frühindikator
Forecasting model
94
Prognoseverfahren
94
Theorie
31
Theory
31
Modellierung
23
Scientific modelling
23
Time series analysis
22
Zeitreihenanalyse
22
Estimation
19
Schätzung
19
USA
15
United States
15
Experten
14
Experts
14
Volatility
13
Volatilität
13
Risikomaß
12
Risk measure
12
ARCH-Modell
10
Economic forecast
10
Wirtschaftsprognose
10
Basler Akkord
9
Forecast
9
Prognose
9
Knowledge
8
Wissen
8
Comparison
7
Netherlands
7
Niederlande
7
Vergleich
7
Absatz
6
Economic indicator
6
Leading indicator
6
Portfolio selection
6
Portfolio-Management
6
Sales
6
Wirtschaftsindikator
6
more ...
less ...
Online availability
All
Free
21
Type of publication
All
Book / Working Paper
21
Type of publication (narrower categories)
All
Arbeitspapier
21
Working Paper
21
Graue Literatur
20
Non-commercial literature
20
Language
All
English
21
Author
All
McAleer, Michael
17
Pérez Amaral, Teodosio
7
Caporin, Massimiliano
5
Jiménez-Martín, Juan-Ángel
5
Chang, Chia-Lin
4
Franses, Philip Hans
4
Jimenez-Martin, Juan-Angel
3
Dijk, Dick van
2
Groenen, Patrick J. F.
2
Heij, Christiaan
2
Maasoumi, Esfandiar
2
Bhaghoe, Sailesh
1
Chan, Felix
1
Da Veiga, Bernardo
1
Legerstee, Rianne
1
Ooft, Gavin
1
Santos, Paulo Araújo
1
more ...
less ...
Published in...
All
Econometric Institute research papers
International journal of forecasting
226
Journal of forecasting
127
Monatsberichte / WIFO, Österreichisches Institut für Wirtschaftsforschung
99
Energy economics
76
Finance research letters
62
Ifo-Schnelldienst
59
Applied economics
57
Economic modelling
50
Applied economics letters
45
The North American journal of economics and finance : a journal of financial economics studies
44
International review of financial analysis
43
Working paper
42
International review of economics & finance : IREF
40
Economics letters
37
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
36
DIW weekly report : economy, politics, science : a policy bulletin from the German Institute for Economic Research
35
Journal of empirical finance
35
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
34
CESifo working papers
33
Journal of applied econometrics
30
Journal of econometrics
29
Kieler Diskussionsbeiträge
28
Discussion paper / Centre for Economic Policy Research
27
Discussion paper / Tinbergen Institute
27
Kiel Institute economic outlook
27
NBER working paper series
27
Working paper series / European Central Bank
26
Jahrbücher für Nationalökonomie und Statistik
25
Journal of macroeconomics
25
Journal of banking & finance
24
NBER Working Paper
23
Economic review
22
Applied financial economics
21
European economy
21
Working paper / National Bureau of Economic Research, Inc.
21
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
20
Computational economics
19
IW-Trends : Vierteljahresschrift zur empirischen Wirtschaftsforschung aus dem Institut der Deutschen Wirtschaft Köln
19
Journal of international financial markets, institutions & money
19
more ...
less ...
Source
All
ECONIS (ZBW)
21
Showing
1
-
10
of
21
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Professional forecasters and january
Franses, Philip Hans
-
2019
Persistent link: https://www.econbiz.de/10012149747
Saved in:
2
Estimates of quarterly GDP growth using MIDAS regressions
Bhaghoe, Sailesh
;
Ooft, Gavin
;
Franses, Philip Hans
-
2019
Persistent link: https://www.econbiz.de/10012149762
Saved in:
3
Improved construction of diffusion indexes for macroeconomic forecasting
Heij, Christiaan
(
contributor
);
Dijk, Dick van
(
contributor
)
-
2006
Persistent link: https://www.econbiz.de/10003303551
Saved in:
4
The Ten Commandments for optimizing Value-at-Risk and daily capital charges
McAleer, Michael
(
contributor
)
-
2008
Persistent link: https://www.econbiz.de/10003780795
Saved in:
5
Choosing expected shortfall over VaR in Basel III using stochastic dominance
Chang, Chia-Lin
;
Jiménez-Martín, Juan-Ángel
; …
-
2015
Persistent link: https://www.econbiz.de/10011432786
Saved in:
6
A stochastic dominance approach to the Basel III dilemma : expected shortfall or VaR?
Chang, Chia-Lin
;
Jiménez-Martín, Juan-Ángel
; …
-
2015
Persistent link: https://www.econbiz.de/10011346199
Saved in:
7
Robust ranking of multivariate GARCH models by problem dimension
Caporin, Massimiliano
;
McAleer, Michael
-
2012
-
Rev.
Persistent link: https://www.econbiz.de/10009619553
Saved in:
8
The rise and fall of S&P500 variance futures
Chang, Chia-Lin
;
Jimenez-Martin, Juan-Angel
;
McAleer, …
-
2011
-
Rev.
Persistent link: https://www.econbiz.de/10009619346
Saved in:
9
GFC-robust risk management under the Basel accord using extreme value methodologies
Santos, Paulo Araújo
;
Jiménez-Martín, Juan-Ángel
; …
-
2011
Persistent link: https://www.econbiz.de/10009619356
Saved in:
10
Analyzing fixed-event forecast revisions
Franses, Philip Hans
;
Chang, Chia-Lin
;
McAleer, Michael
-
2011
Persistent link: https://www.econbiz.de/10009619362
Saved in:
1
2
3
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->