//--> //--> //-->
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"
~subject:"Estimation"
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
Estimation
USA
12
United States
12
Schätzung
7
Capital income
6
Kapitaleinkommen
6
Forecasting model
5
Prognoseverfahren
5
Bayes-Statistik
4
Bayesian inference
4
Risikoprämie
4
Risk premium
4
Volatility
4
Volatilität
4
Regression analysis
3
Regressionsanalyse
3
Theorie
3
Theory
3
Immobilienpreis
2
Oil market
2
Real estate price
2
Risiko
2
Risk
2
Time series analysis
2
Zeitreihenanalyse
2
Ölmarkt
2
1920-1940
1
2000-2010
1
ADCC-GARCH
1
Aktienmarkt
1
Anleihe
1
Bond
1
Bond market
1
Business cycle
1
Börsenkurs
1
CAPM
1
Climate change
1
Cointegration
1
Common housing market movements
1
Correlation
1
more ...
less ...
Online availability
All
Undetermined
4
Free
3
Type of publication
All
Article
4
Book / Working Paper
3
Type of publication (narrower categories)
All
Article in journal
4
Aufsatz in Zeitschrift
4
Arbeitspapier
3
Graue Literatur
3
Non-commercial literature
3
Working Paper
3
Language
All
English
7
Author
All
Caporin, Massimiliano
Dijk, Herman K. van
Gupta, Rangan
McAleer, Michael
14
Asai, Manabu
5
Chang, Chia-Lin
3
Dijk, Dick van
3
Medeiros, Marcelo C.
3
Ravazzolo, Francesco
3
Franses, Philip Hans
2
Gabauer, David
2
Hammoudeh, Shawkat
2
Tansuchat, Roengchai
2
Wohar, Mark E.
2
Akanni, Lateef O.
1
Akyildirim, Erdinc
1
Allen, David E.
1
Altunbaş, Yener
1
André, Christophe
1
Aree Wiboonpongse
1
Bampinas, Georgios
1
Bannouh, Karim
1
Baussola, Maurizio
1
Beechey, Meredith Jane
1
Bekiros, Stelios
1
Bruijn, Bert de
1
Carvelli, Gianni
1
Cepni, Oguzhan
1
Chang, Kuang-Liang
1
Chaovanapoonphol, Yaovarate
1
Chen, Baizhu
1
Chen, Li-Hsueh
1
Corbet, Shaen
1
Dettoni, Robinson
1
Ekinci, Cumhur
1
Fang, Libing
1
Frenk, Johannes G.
1
Geertsema, Paul
1
Gherghina, Ştefan Cristian
1
Gil-Alaña, Luis A.
1
more ...
less ...
Institution
All
Econometrisch Instituut <Rotterdam>
1
Published in...
All
Econometric Institute research papers
Finance research letters
Department of Economics working paper series
14
Working papers / University of Connecticut, Department of Economics
11
The North American journal of economics and finance : a journal of financial economics studies
6
Applied economics letters
4
Discussion paper / Tinbergen Institute
4
Economics letters
4
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
4
International review of economics & finance : IREF
3
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
3
Economics : the open-access, open-assessment e-journal
2
Economics : the open-access, open-assessment journal
2
Economics and Business Letters : EBL
2
International journal of finance & economics : IJFE
2
International review of finance : the official journal of the Asia Pacific Finance Association and the Nippon Finance Association
2
Applied economics
1
CESifo Working Paper Series
1
CESifo working papers
1
CORE discussion paper : DP
1
Cardiff economics working papers
1
DIW Berlin Discussion Paper
1
Discussion papers / Deutsches Institut für Wirtschaftsforschung
1
Economic systems
1
Economics and finance working paper series
1
Economics, management and financial markets
1
Empirica : journal of european economics
1
Energy economics
1
Eurasian economic review : a journal in applied macroeconomics and finance
1
Global Research Unit working paper
1
International journal of strategic property management
1
Journal of economic studies
1
Journal of economics and finance
1
Journal of macroeconomics
1
Journal of policy modeling : JPMOD ; a social science forum of world issues
1
Macroeconomic dynamics
1
Open economies review
1
Panoeconomicus
1
Research in international business and finance
1
SNB working papers
1
more ...
less ...
Source
All
ECONIS (ZBW)
7
Showing
1
-
7
of
7
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
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:
2
Predictive gains from forecast combinations using time varying model weights
Ravazzolo, Francesco
(
contributor
); …
-
2007
Persistent link: https://www.econbiz.de/10003746745
Saved in:
3
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:
4
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:
5
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:
6
Time-varying spillovers between housing sentiment and housing market in the United States
André, Christophe
;
Gabauer, David
;
Gupta, Rangan
- In:
Finance research letters
42
(
2021
),
pp. 1-8
Persistent link: https://www.econbiz.de/10014581363
Saved in:
7
Can municipal bonds hedge US state-level climate risks?
Polat, Onur
;
Gupta, Rangan
;
Cepni, Oguzhan
;
Ji, Qiang
- In:
Finance research letters
67
(
2024
)
2
,
pp. 1-10
Persistent link: https://www.econbiz.de/10015062613
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->