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:"Econometric Institute research papers"
~isPartOf:"Finance research letters"
~person:"Caporin, Massimiliano"
~person:"Dijk, Herman K. van"
~person:"Gupta, Rangan"
~person:"Shahzad, Syed Jawad Hussain"
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
Copyright in computer-readable...
Similar by subject
Narrow search
Delete all filters
| 6 applied filters
Year of publication
From:
To:
Subject
All
USA
14
United States
14
Capital income
8
Kapitaleinkommen
8
Estimation
7
Schätzung
7
Forecasting model
5
Prognoseverfahren
5
Volatility
5
Volatilität
5
Bayes-Statistik
4
Bayesian inference
4
Risikoprämie
4
Risk premium
4
Börsenkurs
3
Regression analysis
3
Regressionsanalyse
3
Share price
3
Theorie
3
Theory
3
Aktienmarkt
2
Correlation
2
Immobilienpreis
2
Korrelation
2
Oil market
2
Real estate price
2
Risiko
2
Risk
2
Stock market
2
Time series analysis
2
Zeitreihenanalyse
2
Ölmarkt
2
1920-1940
1
2000-2010
1
ADCC-GARCH
1
Aktienindex
1
Anlageverhalten
1
Anleihe
1
Behavioural finance
1
Bond
1
more ...
less ...
Online availability
All
Undetermined
8
Free
6
Type of publication
All
Article
8
Book / Working Paper
6
Type of publication (narrower categories)
All
Article in journal
8
Aufsatz in Zeitschrift
8
Arbeitspapier
6
Graue Literatur
6
Non-commercial literature
6
Working Paper
6
Language
All
English
14
Author
All
Caporin, Massimiliano
Dijk, Herman K. van
Gupta, Rangan
Shahzad, Syed Jawad Hussain
McAleer, Michael
38
Chang, Chia-Lin
15
Asai, Manabu
9
Franses, Philip Hans
8
Paap, Richard
6
Hammoudeh, Shawkat
5
Bouri, Elie
4
Allen, David E.
3
Bijwaard, Govert
3
Dijk, Dick van
3
Goodell, John W.
3
Hsieh, Tai-Lin
3
Medeiros, Marcelo C.
3
Mehdian, Seyed M.
3
Ravazzolo, Francesco
3
Singh, Abhay Kumar
3
Wohar, Mark E.
3
Wong, Wing Keung
3
Yang, Yang
3
Apergēs, Nikolaos
2
Cepni, Oguzhan
2
Chang, Kuang-Liang
2
Chen, Yanhua
2
Dare, William H.
2
Dekker, Rommert
2
Feng, Yun
2
Gabauer, David
2
Gherghina, Ştefan Cristian
2
Gil-Alaña, Luis A.
2
Hamill, Philip
2
Heij, Christiaan
2
Hooi Hooi Lean
2
Huisman, Dennis
2
Islam, Mohammad Saiful
2
Jiang, Yonghong
2
Kocaarslan, Baris
2
Koch, Jascha-Alexander
2
Majumdar, Anandamayee
2
more ...
less ...
Institution
All
Econometrisch Instituut <Rotterdam>
2
Published in...
All
Econometric Institute research papers
Finance research letters
Department of Economics working paper series
31
Working papers / University of Connecticut, Department of Economics
21
Discussion paper / Tinbergen Institute
17
The North American journal of economics and finance : a journal of financial economics studies
14
Applied economics
8
Applied economics letters
7
Energy economics
7
The journal of real estate finance and economics
7
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
7
Economics letters
6
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
6
International review of economics & finance : IREF
6
Annals of financial economics
4
International journal of finance & economics : IJFE
4
Economic modelling
3
Economics : the open-access, open-assessment e-journal
3
Economics : the open-access, open-assessment journal
3
Financial innovation : FIN
3
International review of finance : the official journal of the Asia Pacific Finance Association and the Nippon Finance Association
3
Journal of forecasting
3
Research in international business and finance
3
The journal of behavioral finance : a publication of the Institute of Psychology and Markets and LEA
3
Economics and Business Letters : EBL
2
Global Research Unit working paper
2
International journal of strategic property management
2
Journal of applied econometrics
2
Journal of international financial markets, institutions & money
2
Journal of policy modeling : JPMOD ; a social science forum of world issues
2
Panoeconomicus
2
Structural change and economic dynamics : SC+ED
2
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
2
Applied econometrics and international development
1
Atlantic economic journal : AEJ
1
CAMA working paper series
1
CAMP working paper series
1
CESifo Working Paper Series
1
CESifo working papers
1
CORE discussion paper : DP
1
more ...
less ...
Source
All
ECONIS (ZBW)
14
Showing
1
-
10
of
14
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Bayesian model averaging in vector autoregressive processes with an investigation of stability of the US great ratios and risk of a liquidity trap in the USA, UK and Japan
Strachan, Rodney W.
(
contributor
); …
-
2007
Persistent link: https://www.econbiz.de/10003484038
Saved in:
2
Forecasting value-at-risk using block structure multivariate stochastic volatility models
Asai, Manabu
;
Caporin, Massimiliano
;
McAleer, Michael
-
2012
-
Rev.
Persistent link: https://www.econbiz.de/10009619566
Saved in:
3
Predictive gains from forecast combinations using time varying model weights
Ravazzolo, Francesco
(
contributor
); …
-
2007
Persistent link: https://www.econbiz.de/10003746745
Saved in:
4
Bayes estimates of Markov trends in possibly cointegrated series : an application to US consumption and income
Paap, Richard
(
contributor
);
Dijk, Herman K. van
(
contributor
)
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001722263
Saved in:
5
On Bayesian structural inference in a Simultaneous Equation Model
Dijk, Herman K. van
(
contributor
)
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001678732
Saved in:
6
Time and frequency relationship between household investors' sentiment index and US industry stock returns
Khan, Muhammad Asif
;
Hernandez, Jose Arreola
;
Shahzad, …
- In:
Finance research letters
36
(
2020
),
pp. 1-9
Persistent link: https://www.econbiz.de/10012483967
Saved in:
7
The impact of jumps and leverage in forecasting the co-volatility of oil and gold futures
Asai, Manabu
;
Gupta, Rangan
;
McAleer, Michael
-
2019
Persistent link: https://www.econbiz.de/10011986953
Saved in:
8
The role of partisan conflict in forecasting the U.S. equity premium : a nonparametric approach
Gupta, Rangan
;
Muteba Mwamba, John
;
Wohar, Mark E.
- In:
Finance research letters
25
(
2018
),
pp. 131-136
Persistent link: https://www.econbiz.de/10012003489
Saved in:
9
Incorporating economic policy uncertainty in US equity premium models : a nonlinear predictability analysis
Bekiros, Stelios
;
Gupta, Rangan
;
Majumdar, Anandamayee
- In:
Finance research letters
18
(
2016
),
pp. 291-296
Persistent link: https://www.econbiz.de/10011657223
Saved in:
10
Time-varying risk aversion and forecastability of the US term structure of interest rates
Bouri, Elie
;
Gupta, Rangan
;
Majumdar, Anandamayee
; …
- In:
Finance research letters
42
(
2021
),
pp. 1-8
Persistent link: https://www.econbiz.de/10014582612
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
