//--> //--> //--> //-->
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:"Economics letters"
~isPartOf:"Journal of international money and finance"
~language:"bul"
~language:"eng"
~language:"mul"
~language:"swe"
~person:"Kapetanios, George"
~type_genre:"Article in journal"
~type_genre:"Konferenzbeitrag"
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:
Narrow search
Delete all filters
| 9 applied filters
Year of publication
From:
To:
Subject
All
Theorie
7
Theory
7
Estimation theory
5
Schätztheorie
5
Großbritannien
4
United Kingdom
4
Estimation
3
Forecasting model
3
Prognoseverfahren
3
Regression analysis
3
Regressionsanalyse
3
Schätzung
3
Einheitswurzeltest
2
Factor analysis
2
Faktorenanalyse
2
Inflation
2
Kleinste-Quadrate-Methode
2
Least squares method
2
Stochastic process
2
Stochastischer Prozess
2
Time series analysis
2
Unit root test
2
Volatility
2
Volatilität
2
Zeitreihenanalyse
2
1960-2000
1
1995-2004
1
ARCH model
1
ARCH-Modell
1
ARMA model
1
ARMA-Modell
1
Aktienindex
1
Autocorrelation
1
Autokorrelation
1
Bayes-Statistik
1
Bayesian inference
1
Bipower variation
1
CAPM
1
Cointegration
1
Correlation
1
more ...
less ...
Online availability
All
Undetermined
5
Type of publication
All
Article
18
Type of publication (narrower categories)
All
Article in journal
Konferenzbeitrag
Aufsatz in Zeitschrift
18
Language
All
Bulgarian
English
Multiple languages
Swedish
Author
All
Kapetanios, George
Aizenman, Joshua
50
Peel, David
37
Taylor, Mark P.
33
Cheung, Yin-Wong
32
Chinn, Menzie David
29
Stark, Oded
28
MacDonald, Ronald
26
Krämer, Walter
24
Schmitz, Patrick W.
23
Koedijk, Kees
22
Phylaktis, Kate
21
Stengos, Thanasēs
21
Hahn, Jinyong
20
Egger, Peter
18
Kumbhakar, Subal
18
Lothian, James R.
18
Furceri, Davide
17
Gupta, Rangan
17
Hutchison, Michael M.
16
Shin, Dong-wan
16
Shogren, Jason F.
16
Devereux, Michael B.
15
Haan, Jakob de
15
Kollmann, Robert
15
Lai, Ching-chong
15
Lambertini, Luca
15
Smith, Vincent Kerry
15
Sutter, Matthias
15
Tran-van-Hoa
15
Baltagi, Badi H.
14
Beladi, Hamid
14
Kugler, Peter
14
Matsumura, Toshihiro
14
Ours, Jan C. van
14
Shaffer, Sherrill
14
Spiegel, Mark
14
Theil, Henri
14
Tillmann, Peter
14
Caporale, Guglielmo Maria
13
more ...
less ...
Published in...
All
Economics letters
Journal of international money and finance
Journal of econometrics
14
International journal of forecasting
11
Journal of applied econometrics
9
Journal of empirical finance
6
Econometric theory
5
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
5
Oxford bulletin of economics and statistics
5
Econometric reviews
4
Journal of banking & finance
4
Journal of economic dynamics & control
4
Journal of forecasting
4
The econometrics journal
4
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
3
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
3
Covid economics : vetted and real-time papers
1
Economic modelling
1
Empirical economics : a quarterly journal of the Institute for Advanced Studies
1
Journal of economic surveys
1
Journal of financial markets
1
Journal of risk and financial management : JRFM
1
L' Actualité économique : revue trimest.
1
National Institute economic review
1
The European journal of finance
1
The economic journal : the journal of the Royal Economic Society
1
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
1
more ...
less ...
Source
All
ECONIS (ZBW)
18
Showing
1
-
10
of
18
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
A new test for market efficiency and uncovered interest parity
Baillie, Richard
;
Diebold, Francis X.
;
Kapetanios, George
; …
- In:
Journal of international money and finance
130
(
2023
),
pp. 1-14
Persistent link: https://www.econbiz.de/10014248790
Saved in:
2
Time-varying cointegration with an application to the UK Great Ratios
Kapetanios, George
;
Millard, Stephen Patrick
;
Petrova, …
- In:
Economics letters
193
(
2020
),
pp. 1-7
Persistent link: https://www.econbiz.de/10012509073
Saved in:
3
Time-varying Lasso
Kapetanios, George
;
Zikes, Filip
- In:
Economics letters
169
(
2018
),
pp. 1-6
Persistent link: https://www.econbiz.de/10012019554
Saved in:
4
A new summary measure of inflation expectations
Kapetanios, George
;
Maule, Becky
;
Young, Garry
- In:
Economics letters
149
(
2016
),
pp. 83-85
Persistent link: https://www.econbiz.de/10011620132
Saved in:
5
A new approach to multi-step forecasting using dynamic stochastic general equilibrium models
Kapetanios, George
;
Price, Simon
;
Theodoridis, Konstantinos
- In:
Economics letters
136
(
2015
),
pp. 237-242
Persistent link: https://www.econbiz.de/10011436166
Saved in:
6
A factor approach to realized volatility forecasting in the presence of finite jumps and cross-sectional correlation in pricing errors
Atak, Alev
;
Kapetanios, George
- In:
Economics letters
120
(
2013
)
2
,
pp. 224-228
Persistent link: https://www.econbiz.de/10010128339
Saved in:
7
Cross-sectional averaging and instrumental variable estimation with many weak instruments
Kapetanios, George
;
Marcellino, Massimiliano
- In:
Economics letters
108
(
2010
)
1
,
pp. 36-39
Persistent link: https://www.econbiz.de/10008662294
Saved in:
8
GLS detrending-based unit root tests in nonlinear STAR and SETAR models
Kapetanios, George
;
Shin, Yongcheol
- In:
Economics letters
100
(
2008
)
3
,
pp. 377-380
Persistent link: https://www.econbiz.de/10003768791
Saved in:
9
A stochastic variance factor model for large datasets and an application to S&P data
Cipollini, Andrea
;
Kapetanios, George
- In:
Economics letters
100
(
2008
)
1
,
pp. 130-134
Persistent link: https://www.econbiz.de/10003747500
Saved in:
10
Estimating deterministically time-varying variances in regression models
Kapetanios, George
- In:
Economics letters
97
(
2007
)
2
,
pp. 97-104
Persistent link: https://www.econbiz.de/10003575265
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->