//--> //--> //-->
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:"Journal of international money and finance"
~isPartOf:"Working paper / National Bureau of Economic Research, Inc."
~person:"Bollerslev, Tim"
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:"Forecasting+model"
Narrow search
Delete all filters
| 3 applied filters
Year of publication
From:
To:
Subject
All
Forecasting model
3
Prognoseverfahren
3
Theorie
3
Theory
3
Volatility
3
Volatilität
3
Capital income
2
Kapitaleinkommen
2
1987-1992
1
ARCH model
1
ARCH-Modell
1
Deutsche Mark
1
Estimation
1
Risikomaß
1
Risikoprämie
1
Risk measure
1
Risk premium
1
Schätzung
1
Time series analysis
1
US dollar
1
US-Dollar
1
Welt
1
World
1
Yen
1
Zeitreihenanalyse
1
more ...
less ...
Online availability
All
Free
2
Type of publication
All
Book / Working Paper
3
Type of publication (narrower categories)
All
Arbeitspapier
3
Graue Literatur
3
Non-commercial literature
3
Working Paper
3
Language
All
English
3
Author
All
Bollerslev, Tim
Diebold, Francis X.
14
Chinn, Menzie David
11
Schorfheide, Frank
8
Watson, Mark W.
8
Stock, James H.
7
Cheung, Yin-Wong
6
MacDonald, Ronald
6
Wolfers, Justin
6
Zarnowitz, Victor
5
Zitzewitz, Eric
5
Bekaert, Geert
4
Campbell, John Y.
4
Cecchetti, Stephen G.
4
Garcia Pascual, Antonio
4
Lamont, Owen A.
4
Andersen, Torben
3
Beckmann, Joscha
3
Boudoukh, Jacob
3
Christoffersen, Peter F.
3
Engel, Charles
3
Engle, Robert F.
3
Fernald, John G.
3
Ghysels, Eric
3
Hsu, Eric
3
Kane, Alex
3
Ng, Serena
3
Richardson, Matthew
3
Santa-Clara, Pedro
3
Shiller, Robert J.
3
Shin, Minchul
3
Song, Dongho
3
Spiegel, Mark
3
West, Kenneth D.
3
Whitelaw, Robert F.
3
Wright, Jonathan H.
3
Ang, Andrew
2
Aruoba, S. Borağan
2
Bajari, Patrick L.
2
Bansal, Ravi
2
more ...
less ...
Published in...
All
Journal of international money and finance
Working paper / National Bureau of Economic Research, Inc.
Journal of econometrics
6
CREATES research paper
5
NBER working paper series
4
CFS working paper series
3
Journal of financial economics
3
Working papers / Financial Institutions Center
3
ERID working paper
2
Finance and economics discussion series
2
International economic review
2
Journal of applied econometrics
2
NBER Working Paper
2
The review of economics and statistics
2
Advanced texts in econometrics
1
Cahier / Départment de Sciences Économiques, Université de Montréal
1
Discussion paper / Centre for Economic Policy Research
1
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
1
Economic Research Initiatives at Duke (ERID) Working Paper
1
Handbook of economic forecasting ; 1
1
Handbook of economic forecasting ; Vol. 1
1
International finance discussion papers
1
Journal of financial and quantitative analysis : JFQA
1
Journal of financial econometrics
1
Journal of time series econometrics
1
Symposium on forecasting and empirical methods in macroeconomics and finance
1
Texto para discussão / Pontifícia Universidade Católica do Rio de Janeiro, Departamento de Economia
1
The review of financial studies
1
more ...
less ...
Source
All
ECONIS (ZBW)
3
Showing
1
-
3
of
3
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Volatility forecasting
Andersen, Torben
;
Bollerslev, Tim
;
Christoffersen, Peter F.
-
2005
Persistent link: https://www.econbiz.de/10002685057
Saved in:
2
Roughing it up : including jump components in the measurement, modeling and forecasting of return volatility
Andersen, Torben
;
Bollerslev, Tim
;
Diebold, Francis X.
-
2005
Persistent link: https://www.econbiz.de/10003217674
Saved in:
3
Answering the critics : yes, arch models do provide good volatility forecasts
Andersen, Torben
;
Bollerslev, Tim
-
1997
Persistent link: https://www.econbiz.de/10000627888
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->