//--> //--> //--> //-->
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:"CREATES research paper"
~subject:"ARCH-Modell"
~subject:"Prognoseverfahren"
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
Endogenous growth, downward wa...
Similar by subject
Narrow search
Delete all filters
| 3 applied filters
Year of publication
From:
To:
Subject
All
ARCH-Modell
Prognoseverfahren
Theorie
211
Theory
211
Time series analysis
73
Zeitreihenanalyse
73
Forecasting model
46
Volatility
41
Volatilität
41
Stochastic process
36
Stochastischer Prozess
36
Estimation
32
Schätzung
32
USA
22
United States
22
Estimation theory
19
Schätztheorie
19
VAR model
18
VAR-Modell
18
Yield curve
17
Zinsstruktur
17
Capital income
15
Kapitaleinkommen
15
Börsenkurs
14
CAPM
14
Risikoprämie
14
Risk premium
14
Share price
14
Cointegration
13
Kointegration
13
ARCH model
11
Statistical test
11
Statistischer Test
11
Factor analysis
10
Faktorenanalyse
10
Martingal
10
Martingale
10
Nichtlineare Regression
9
Nonlinear regression
9
Regression analysis
9
more ...
less ...
Online availability
All
Free
57
Type of publication
All
Book / Working Paper
57
Type of publication (narrower categories)
All
Arbeitspapier
57
Graue Literatur
57
Non-commercial literature
57
Working Paper
57
Language
All
English
57
Author
All
Borup, Daniel
4
Hansen, Peter Reinhard
4
Andreasen, Martin Møller
3
Christensen, Bent Jesper
3
Christiansen, Charlotte
3
Dias, Gustavo Fruet
3
Lunde, Asger
3
Boldrini, Lorenzo
2
Bollerslev, Tim
2
Bredahl Kock, Anders
2
Eriksen, Jonas Nygaard
2
Kjær, Mads Markvart
2
Kruse, Robinson
2
Papailias, Fotis
2
Patton, Andrew J.
2
Proietti, Tommaso
2
Rahbek, Anders
2
Teräsvirta, Timo
2
Thyrsgaard, Martin
2
Timmermann, Allan
2
Varneskov, Rasmus Tangsgaard
2
Veliyev, Bezirgen
2
Agosto, Arianna
1
Amado, Cristina
1
Amaya, Diego
1
Ankargren, Sebastian
1
Archakov, Ilya
1
Aslanidis, Nektarios
1
Bauwens, Luc
1
Bennedsen, Mikkel
1
Callot, Laurent
1
Callot, Laurent A. F.
1
Casarin, Roberto
1
Cavaliere, Giuseppe
1
Chini, Emilio Zanetti
1
Christensen, Kim
1
Christoffersen, Peter F.
1
Cipollini, Andrea
1
Dijk, Herman K. van
1
Dolatabadim, Sepideh
1
more ...
less ...
Published in...
All
CREATES research paper
International journal of forecasting
740
Journal of forecasting
453
Journal of econometrics
176
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
173
Discussion paper / Tinbergen Institute
123
European journal of operational research : EJOR
119
Economics letters
117
Applied economics
115
Economic modelling
115
Journal of empirical finance
114
Finance research letters
112
Discussion paper / Centre for Economic Policy Research
104
Working paper
104
Computational economics
102
Energy economics
101
NBER working paper series
101
NBER Working Paper
100
Working paper / National Bureau of Economic Research, Inc.
95
Applied economics letters
92
Journal of banking & finance
91
Journal of applied econometrics
85
Risks : open access journal
79
Working paper / Department of Econometrics and Business Statistics, Monash University
76
The European journal of finance
75
International review of financial analysis
74
Technological forecasting & social change : an international journal
74
CESifo working papers
73
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
72
Working paper series / European Central Bank
71
Journal of economic dynamics & control
68
Management science : journal of the Institute for Operations Research and the Management Sciences
68
ECB Working Paper
67
The North American journal of economics and finance : a journal of financial economics studies
66
Journal of international money and finance
65
Econometric reviews
61
Quantitative finance
61
International review of economics & finance : IREF
60
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
58
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
56
more ...
less ...
Source
All
ECONIS (ZBW)
57
Showing
1
-
10
of
57
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
The volatility of long-term bond returns : rersistent interest shocks and time-varying risk premiums
Osterrieder, Daniela
;
Schotman, Peter C.
-
2012
Persistent link: https://www.econbiz.de/10009576958
Saved in:
2
How Non-Gaussian shocks affect risk premia in non-linear DSGE models
Andreasen, Martin Møller
-
2010
Persistent link: https://www.econbiz.de/10008659421
Saved in:
3
Option valuation with conditional heteroskedasticity and non-normality
Christoffersen, Peter F.
(
contributor
)
-
2009
Persistent link: https://www.econbiz.de/10003865667
Saved in:
4
On IGARCH and convergence of the QMLE for misspecified GARCH models
Tolver Jensen, Anders
;
Lange, Theis
-
2009
Persistent link: https://www.econbiz.de/10003849498
Saved in:
5
Forecasting with universal approximators and a learning algorithm
Bredahl Kock, Anders
-
2009
Persistent link: https://www.econbiz.de/10003849546
Saved in:
6
Forecasting autoregressive time series under changing persistence
Kruse, Robinson
-
2010
Persistent link: https://www.econbiz.de/10003988288
Saved in:
7
The model confidence set
Hansen, Peter Reinhard
;
Lunde, Asger
;
Nason, James Michael
-
2010
Persistent link: https://www.econbiz.de/10008780026
Saved in:
8
Forecasting covariance matrices : a mixed frequency approach
Halbleib, Roxana
;
Voev, Valeri
-
2011
Persistent link: https://www.econbiz.de/10008807445
Saved in:
9
A comprehensive look at financial volatility prediction by economic variables
Christiansen, Charlotte
;
Schmeling, Maik
;
Schrimpf, Andreas
-
2010
Persistent link: https://www.econbiz.de/10008651643
Saved in:
10
The role of dynamic specification in forecasting volatility in the presence of jumps and noisy high-frequency data
Varneskov, Rasmus Tangsgaard
-
2010
Persistent link: https://www.econbiz.de/10008651714
Saved in:
1
2
3
4
5
6
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->