//--> //--> //--> //-->
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
~institution:"Birkbeck College / Department of Economics"
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
A new test on asset return pre...
Similar by subject
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Theorie
24
Theory
24
Estimation
21
Schätzung
21
Estimation theory
10
Großbritannien
10
Schätztheorie
10
United Kingdom
10
Börsenkurs
6
Share price
6
Forecasting model
5
Prognoseverfahren
5
Time series analysis
5
Zeitreihenanalyse
5
Capital income
4
Kapitaleinkommen
4
Kaufkraftparität
4
OECD countries
4
OECD-Staaten
4
Purchasing power parity
4
Volatility
4
Volatilität
4
1973-1997
3
USA
3
United States
3
CAPM
2
Deutschland
2
Germany
2
Human capital
2
Humankapital
2
Schock
2
Shock
2
Simulation
2
Welt
2
World
2
1948-1987
1
1954-1992
1
1960-1992
1
1973-1998
1
1978-1992
1
more ...
less ...
Type of publication
All
Book / Working Paper
31
Type of publication (narrower categories)
All
Arbeitspapier
25
Graue Literatur
25
Non-commercial literature
25
Working Paper
25
Language
All
English
31
Author
All
Coakley, Jerry
5
Sola, Martin
5
Timmermann, Allan
5
Fuertes, Ana María
4
Gylfi Zoega
4
Psaradakis, Zacharias G.
4
Satchell, Stephen
4
Orszag, Jonathan Michael
3
Wall, Howard J.
3
Dacco, Roberto
2
Davies, Hugh
2
Karanasos, Menelaos
2
Peronaci, Romana
2
Thorvaldur Gylfason
2
Tryggvi Þor Herbertsson
2
Bianchi, Marco
1
Georgellis, Yannis
1
Hall, Stephen G.
1
Hasan, Farida
1
Joshi, Heather
1
Knight, John L.
1
Pesaran, M. Hashem
1
Phelps, Edmund S.
1
Ravn, Morten O.
1
Smith, Ron
1
Steeley, James M.
1
Tran, Kien C.
1
Vitale, Giovanni
1
more ...
less ...
Institution
All
Birkbeck College / Department of Economics
National Bureau of Economic Research
2,951
Forschungsinstitut zur Zukunft der Arbeit
355
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
229
International Monetary Fund (IMF)
148
Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
139
Ekonomiska forskningsinstitutet <Stockholm>
123
Institut für Weltwirtschaft
101
OECD
94
Zentrum für Europäische Wirtschaftsforschung
78
Springer Fachmedien Wiesbaden
76
European University Institute / Department of Economics
54
Federal Reserve Bank of St. Louis
51
Tilburg University, Center for Economic Research
50
William Davidson Institute <Ann Arbor, Mich.>
50
Cowles Foundation for Research in Economics, Yale University
48
International Monetary Fund
43
Deutsches Institut für Wirtschaftsforschung
41
Center for Economic Research <Tilburg>
35
Umeå universitet
35
EconWPA
34
Österreichisches Institut für Wirtschaftsforschung
34
Federal Reserve Bank of San Francisco
33
Federal Reserve System / Division of Research and Statistics
32
Internationaler Währungsfonds / Research Department
31
Centre for Economic Performance
29
Verlag Dr. Kovač
29
Centre for Quantitative Economics & Computing
27
Econometrisch Instituut <Rotterdam>
27
Queen Mary College / Department of Economics
27
HAL
26
London School of Economics and Political Science
26
University of New England / Department of Econometrics
26
Centre for Analytical Finance <Århus>
25
Federal Reserve System / Board of Governors
25
Institut für Arbeitsmarkt- und Berufsforschung (IAB)
25
Ludwig-Maximilians-Universität München / Volkswirtschaftliche Fakultät
25
Rutgers University / Department of Economics
25
University of Exeter / Department of Economics
25
World Bank
25
more ...
less ...
Published in...
All
Discussion papers in economics
22
Discussion paper in financial economics : FE
9
Source
All
ECONIS (ZBW)
31
Showing
1
-
10
of
31
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Testing for unit roots in time series with nearly deterministic seasonal variation
Psaradakis, Zacharias G.
-
1996
Persistent link: https://www.econbiz.de/10000930373
Saved in:
2
Some new results on GARCH : exact formulas for the 2nd moments of the squared errors
Karanasos, Menelaos
-
1996
Persistent link: https://www.econbiz.de/10000953935
Saved in:
3
Cumulative waveletgram test for randomness
Orszag, Jonathan Michael
-
1995
Persistent link: https://www.econbiz.de/10000924235
Saved in:
4
Fitting the moments : a comparison of ARCH and regime switching models for daily stock returns
Sola, Martin
;
Timmermann, Allan
-
1994
Persistent link: https://www.econbiz.de/10000924807
Saved in:
5
A bivariate threshold autoregressive model for the Italian stock market
Dacco, Roberto
-
1994
Persistent link: https://www.econbiz.de/10000924812
Saved in:
6
The use of recursive model selection strategies in forecasting stock returns
Pesaran, M. Hashem
;
Timmermann, Allan
-
1994
Persistent link: https://www.econbiz.de/10000924261
Saved in:
7
Semi-parametric modelling of the term structure
Bianchi, Marco
;
Orszag, Jonathan Michael
;
Steeley, James M.
-
1997
Persistent link: https://www.econbiz.de/10000956524
Saved in:
8
On low-frequency filtering and symmetry testing
Psaradakis, Zacharias G.
;
Sola, Martin
-
1997
Persistent link: https://www.econbiz.de/10000956526
Saved in:
9
Option pricing with GARCH and systematic consumption risk
Satchell, Stephen
;
Timmermann, Allan
-
1993
Persistent link: https://www.econbiz.de/10000930377
Saved in:
10
Modelling long memory in stock market volatility : a fractionally integrated generalised ARCH approach
Psaradakis, Zacharias G.
;
Sola, Martin
-
1995
Persistent link: https://www.econbiz.de/10000930379
Saved in:
1
2
3
4
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->