//--> //--> //--> //-->
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
~accessRights:"restricted"
~isPartOf:"Applied financial economics"
~isPartOf:"Computational economics"
~subject:"Schätzung"
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
Rational bubbles and fractiona...
Similar by subject
Narrow search
Delete all filters
| 4 applied filters
Year of publication
From:
To:
Subject
All
Schätzung
Time series analysis
113
Zeitreihenanalyse
113
Theorie
84
Theory
84
Forecasting model
57
Prognoseverfahren
57
Börsenkurs
47
Share price
47
State space model
31
Stock market
31
Zustandsraummodell
31
Aktienmarkt
30
Estimation
29
Estimation theory
29
Schätztheorie
29
Volatility
28
Volatilität
28
Capital income
21
Kapitaleinkommen
21
Financial market
20
Finanzmarkt
20
ARCH model
16
ARCH-Modell
16
Neural networks
16
Neuronale Netze
16
Monte Carlo simulation
15
Monte-Carlo-Simulation
15
Stochastic process
14
Stochastischer Prozess
14
Portfolio selection
13
Portfolio-Management
13
Correlation
12
Korrelation
12
Simulation
11
Agent-based modeling
10
Agentenbasierte Modellierung
10
Anlageverhalten
9
Bayes-Statistik
9
Bayesian inference
9
more ...
less ...
Online availability
All
Undetermined
Free
1
Type of publication
All
Article
29
Type of publication (narrower categories)
All
Article in journal
29
Aufsatz in Zeitschrift
29
Language
All
English
29
Author
All
Boubaker, Heni
2
Jawadi, Fredj
2
Su, Ender
2
Andersson, Fredrik N. G.
1
Antognini, Jonathan
1
Arce, Paola
1
Bahramian, Pejman
1
Belkacem, Lotfi
1
Bouri, Elie
1
Camarero Olivas, Mariam
1
Ceffer, A.
1
Chang, Kuang-Liang
1
Cheffou, Abdoulkarim Idi
1
Cheng, Hong
1
Chia, Wai-mun
1
Emirmahmutoglu, Furkan
1
Essaadi, Essahbi
1
Fernández del Hoyo, Juan J.
1
Ftiti, Zied
1
Huang, Weihong
1
Huang, Ya-Chi
1
Jawadi, Nabila
1
Karmous, Aida
1
Kiani, Khurshid M.
1
Kristjanpoller Rodríguez, Werner
1
Levendovszky, J.
1
Li, Changtai
1
Li, Yanglin
1
Li, Yushu
1
Llorente, G.
1
Mak, Ving-Vunk
1
Maki, Daiki
1
Mansour-Ibrahim, Dalia
1
Nobi, Ashadun
1
Nonejad, Nima
1
Olah, A.
1
Omay, Tolga
1
Ota, Yasushi
1
Ourir, Awatef
1
Reguly, I.
1
more ...
less ...
Published in...
All
Applied financial economics
Computational economics
Finance research letters
169
Discussion paper / Centre for Economic Policy Research
159
Economic modelling
140
Applied economics
133
Journal of econometrics
123
Energy economics
115
International review of economics & finance : IREF
114
The North American journal of economics and finance : a journal of financial economics studies
100
International review of financial analysis
90
Applied economics letters
88
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
81
Research in international business and finance
76
Economics letters
73
Journal of banking & finance
72
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
69
Journal of empirical finance
69
Working paper / National Bureau of Economic Research, Inc.
69
International journal of forecasting
61
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
59
Pacific-Basin finance journal
56
Journal of international financial markets, institutions & money
53
Journal of financial economics
45
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
43
Journal of economic dynamics & control
41
Discussion papers / CEPR
40
International journal of finance & economics : IJFE
40
The European journal of finance
39
International journal of economics and finance
38
SpringerLink / Bücher
38
Econometric reviews
36
Quantitative finance
36
Management science : journal of the Institute for Operations Research and the Management Sciences
34
Review of quantitative finance and accounting
34
Journal of financial econometrics
33
Empirical economics : a quarterly journal of the Institute for Advanced Studies
31
Journal of international money and finance
31
Emerging markets, finance & trade : a journal of the Society for the Study of Emerging Markets
30
Journal of financial markets
29
Journal of forecasting
29
more ...
less ...
Source
All
ECONIS (ZBW)
29
Showing
1
-
10
of
29
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Are central bankers inflation nutters? : an MCMC estimator of the long-memory üarameter in a state space model
Andersson, Fredrik N. G.
;
Li, Yushu
- In:
Computational economics
55
(
2020
)
2
,
pp. 529-549
Persistent link: https://www.econbiz.de/10012223649
Saved in:
2
Modeling persistence and parameter instability in historical crude oil price data using a gibbs sampling approach
Nonejad, Nima
- In:
Computational economics
53
(
2019
)
4
,
pp. 1687-1710
Persistent link: https://www.econbiz.de/10012135601
Saved in:
3
Modelling time-varying parameters in panel data state-space frameworks : an application to the Feldstein–Horioka puzzle
Camarero Olivas, Mariam
;
Sapena, Juan
;
Tamarit …
- In:
Computational economics
56
(
2020
)
1
,
pp. 87-114
Persistent link: https://www.econbiz.de/10012272020
Saved in:
4
Testing for Constant Parameters in Nonlinear Models : a quick procedure with an empirical illustration
Fernández del Hoyo, Juan J.
;
Llorente, G.
;
Rivero, C.
- In:
Computational economics
54
(
2019
)
1
,
pp. 113-137
Persistent link: https://www.econbiz.de/10012134106
Saved in:
5
Testing for time-varying properties under misspecified conditional mean and variance
Maki, Daiki
;
Ota, Yasushi
- In:
Computational economics
57
(
2021
)
4
,
pp. 1167-1182
Persistent link: https://www.econbiz.de/10012543270
Saved in:
6
Bayesian estimation for high-frequency volatility models in a time deformed framework
Santos, Antonio A. F.
- In:
Computational economics
57
(
2021
)
2
,
pp. 455-479
Persistent link: https://www.econbiz.de/10012486920
Saved in:
7
Discovering traders' heterogeneous behavior in high-frequency financial data
Huang, Ya-Chi
;
Tsao, Chueh-Yung
- In:
Computational economics
51
(
2018
)
4
,
pp. 821-846
Persistent link: https://www.econbiz.de/10011971267
Saved in:
8
Wavelet estimation of Gegenbauer processes : simulation and empirical application
Boubaker, Heni
- In:
Computational economics
46
(
2015
)
4
,
pp. 551-574
Persistent link: https://www.econbiz.de/10011478889
Saved in:
9
Inferring causal interactions in financial markets using conditional Granger causality based on quantile regression
Cheng, Hong
;
Wang, Yunqing
;
Wang, Yihong
;
Yang, Tinggan
- In:
Computational economics
59
(
2022
)
2
,
pp. 719-748
Persistent link: https://www.econbiz.de/10013169042
Saved in:
10
Forecasting volatility for an optimal portfolio with stylized facts using copulas
Karmous, Aida
;
Boubaker, Heni
;
Belkacem, Lotfi
- In:
Computational economics
58
(
2021
)
2
,
pp. 461-482
Persistent link: https://www.econbiz.de/10012615046
Saved in:
1
2
3
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->