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:"CESifo Forum"
~isPartOf:"Environmental modeling & assessment"
~isPartOf:"International journal of forecasting"
~isPartOf:"Journal of econometrics"
~isPartOf:"Journal of macroeconomics"
~isPartOf:"Review of economic dynamics"
~isPartOf:"Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet"
~person:"Agudze, Komla M."
~person:"Andersen, Torben"
~person:"Asai, Manabu"
~person:"Bandi, Federico M."
~person:"Blasques, Francisco"
~person:"Heckman, James J."
~person:"Herwartz, Helmut"
~person:"Pelger, Markus"
~subject:"ARCH model"
~subject:"ARCH-Modell"
~subject:"Aggregation"
~subject:"Autokorrelation"
~subject:"EU-Staaten"
~subject:"Estimation"
~subject:"Forecasting model"
~subject:"Innovation"
~subject:"Schätzung"
~subject:"Structural innovations"
~subject:"Theorie"
~subject:"Welt"
~type_genre:"Article in journal"
~type_genre:"Aufsatz in Zeitschrift"
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
Bounded rationality and compet...
Similar by subject
Narrow search
Delete all filters
| 30 applied filters
Year of publication
From:
To:
Subject
All
ARCH model
ARCH-Modell
Aggregation
Autokorrelation
EU-Staaten
Estimation
Forecasting model
Innovation
Schätzung
Structural innovations
Theorie
Welt
Theory
20
Time series analysis
9
Zeitreihenanalyse
9
Capital income
7
Kapitaleinkommen
7
Prognoseverfahren
7
Volatility
7
Volatilität
7
Bayes-Statistik
4
Bayesian inference
4
CAPM
4
Factor analysis
4
Faktorenanalyse
4
Leverage effects
3
Spillover effect
3
Spillover-Effekt
3
Stochastic process
3
Stochastischer Prozess
3
Börsenkurs
2
Correlation
2
Dynamic factor models
2
Education
2
Forecasting
2
High-dimensional data
2
High-frequency data
2
Inflation
2
Inflation expectations
2
Inflationserwartung
2
Jumps
2
Korrelation
2
Long memory
2
Markov chain
2
Markov-Kette
2
more ...
less ...
Online availability
All
Undetermined
Type of publication
All
Article
21
Type of publication (narrower categories)
All
Article in journal
Aufsatz in Zeitschrift
Language
All
English
21
Author
All
Agudze, Komla M.
Andersen, Torben
Asai, Manabu
Bandi, Federico M.
Blasques, Francisco
Heckman, James J.
Herwartz, Helmut
Pelger, Markus
Makridakis, Spyros G.
13
Assimakopoulos, V.
9
Hyndman, Rob J.
9
Spiliotis, Evangelos
9
Linton, Oliver
8
Koopman, Siem Jan
7
Ruiz, Esther
7
Chu, Angus C.
6
Diebold, Francis X.
6
Kapetanios, George
6
Marcellino, Massimiliano
6
Petropoulos, Fotios
6
Phillips, Peter C. B.
6
Semmler, Willi
6
Yu, Jun
6
Arvanitis, Stelios
5
Barnett, William A.
5
Casarin, Roberto
5
Chan, Joshua
5
Chiarella, Carl
5
Escribano, Álvaro
5
Franses, Philip Hans
5
Frazier, David T.
5
Gao, Jiti
5
Gupta, Rangan
5
Hecq, Alain W. J.
5
Hendry, David F.
5
Kang, Yanfei
5
Koop, Gary
5
Lucas, André
5
Proietti, Tommaso
5
Ravazzolo, Francesco
5
Schorfheide, Frank
5
Tsionas, Efthymios G.
5
Weron, Rafał
5
Ziel, Florian
5
Aït-Sahalia, Yacine
4
more ...
less ...
Published in...
All
CESifo Forum
Environmental modeling & assessment
International journal of forecasting
Journal of econometrics
Journal of macroeconomics
Review of economic dynamics
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
Econometric reviews
3
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
3
Journal of international money and finance
3
Economics letters
2
Journal of economic dynamics & control
2
Oxford bulletin of economics and statistics
2
Computational economics
1
De economist : Netherlands economic review ; quarterly review of the Royal Netherlands Economic Association
1
Econometric theory
1
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
1
Energy economics
1
International journal of finance & economics : IJFE
1
Journal of financial economics
1
Journal of forecasting
1
Journal of time series econometrics
1
Macroeconomic dynamics
1
NBER reporter online
1
The American economic review
1
The economic journal : the journal of the Royal Economic Society
1
The review of financial studies
1
more ...
less ...
Source
All
ECONIS (ZBW)
21
Showing
1
-
10
of
21
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Forecasting volatility and co-volatility of crude oil and gold futures : effects of leverage, jumps, spillovers, and geopolitical risks
Asai, Manabu
;
Gupta, Rangan
;
McAleer, Michael
- In:
International journal of forecasting
36
(
2020
)
3
,
pp. 933-948
Persistent link: https://www.econbiz.de/10012497080
Saved in:
2
Leverage and feedback effects on multifactor Wishart stochastic volatility for option pricing
Asai, Manabu
;
McAleer, Michael
- In:
Journal of econometrics
187
(
2015
)
2
,
pp. 436-446
Persistent link: https://www.econbiz.de/10011499703
Saved in:
3
Forecasting co-volatilities via factor models with asymmetry and long memory in realized covariance
Asai, Manabu
;
McAleer, Michael
- In:
Journal of econometrics
189
(
2015
)
2
,
pp. 251-262
Persistent link: https://www.econbiz.de/10011504522
Saved in:
4
Large-dimensional factor modeling based on high-frequency observations
Pelger, Markus
- In:
Journal of econometrics
208
(
2019
)
1
,
pp. 23-42
Persistent link: https://www.econbiz.de/10012139775
Saved in:
5
Comments on "In-sample confidence bands and out-of-sample forecast bands for time-varying parameters in observation driven models"
Perron, Pierre
;
Xu, Jiawen
- In:
International journal of forecasting
32
(
2016
)
3
,
pp. 891-892
Persistent link: https://www.econbiz.de/10011621864
Saved in:
6
Rejoinder to the discussion "In-sample confidence bands and out-of-sample forecast bands for time-varying parameters in observation-driven models"
Blasques, Francisco
;
Koopman, Siem Jan
;
Łasak, Katarzyna
; …
- In:
International journal of forecasting
32
(
2016
)
3
,
pp. 893-894
Persistent link: https://www.econbiz.de/10011621879
Saved in:
7
A comparative assessment of alternative ex ante measures of inflation uncertainty
Hartmann, Matthias
;
Herwartz, Helmut
;
Ulm, Maren
- In:
International journal of forecasting
33
(
2017
)
1
,
pp. 75-89
Persistent link: https://www.econbiz.de/10011754686
Saved in:
8
Innovations in multiple time series analysis
Breitung, Jörg
;
Herwartz, Helmut
- In:
Journal of econometrics
192
(
2016
)
2
,
pp. 329-331
Persistent link: https://www.econbiz.de/10011704644
Saved in:
9
Spillover dynamics for systemic risk measurement using spatial financial time series models
Blasques, Francisco
;
Koopman, Siem Jan
;
Lucas, André
; …
- In:
Journal of econometrics
195
(
2016
)
2
,
pp. 211-223
Persistent link: https://www.econbiz.de/10011705251
Saved in:
10
Inequality in human capital and endogenous credit constraints
Hai, Rong
;
Heckman, James J.
- In:
Review of economic dynamics
25
(
2017
),
pp. 4-36
Persistent link: https://www.econbiz.de/10011893676
Saved in:
1
2
3
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
