//--> //--> //--> //-->
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:"Economic modelling"
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
Dynamic forecasting for nonsta...
Similar by subject
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Volatility
341
Volatilität
339
Estimation
294
Schätzung
293
Time series analysis
265
Zeitreihenanalyse
265
Börsenkurs
254
Share price
254
Theorie
252
Theory
252
Forecasting model
241
Prognoseverfahren
241
Aktienmarkt
155
Stock market
155
Estimation theory
139
Schätztheorie
139
Capital income
138
Kapitaleinkommen
138
ARCH model
121
ARCH-Modell
121
Welt
87
World
87
China
86
Cointegration
75
Kointegration
75
Exchange rate
71
Wechselkurs
71
USA
66
United States
66
Oil price
63
Ölpreis
63
VAR model
59
VAR-Modell
59
Spillover effect
54
Spillover-Effekt
54
Business cycle
52
Konjunktur
52
Financial crisis
51
Finanzkrise
51
Forecast
47
more ...
less ...
Online availability
All
Undetermined
541
Free
5
Type of publication
All
Article
921
Type of publication (narrower categories)
All
Article in journal
921
Aufsatz in Zeitschrift
921
Conference paper
5
Konferenzbeitrag
5
Language
All
English
921
Author
All
Gupta, Rangan
10
Ma, Feng
9
Zhang, Yaojie
8
Sharma, Susan Sunila
7
Tiwari, Aviral Kumar
7
Arouri, Mohamed
6
Salisu, Afees A.
6
Todorova, Neda
6
Zhang, Wei
6
Balcilar, Mehmet
5
Li, Bin
5
Li, Yong
5
Narayan, Paresh Kumar
5
Wang, Yudong
5
Yang, Chunpeng
5
Hall, Stephen G.
4
Huang, Zhuo
4
Kumar, Dilip
4
Lee, Chien-chiang
4
Liu, Li
4
Månsson, Kristofer
4
Rua, António
4
Shahbaz, Muhammad
4
Shen, Dehua
4
Wang, Shouyang
4
Afonso, António
3
Arčabić, Vladimir
3
Beckmann, Joscha
3
Bekiros, Stelios
3
Caporale, Guglielmo Maria
3
Chen, Shyh-Wei
3
Chevallier, Julien
3
Cross, Jamie
3
Cubadda, Gianluca
3
Czudaj, Robert
3
Gil-Alaña, Luis A.
3
Kabundi, Alain
3
Kim, Hyeongwoo
3
Kim, Jae H.
3
Kim, Jong-Min
3
more ...
less ...
Published in...
All
Economic modelling
Journal of econometrics
2,297
Economics letters
1,789
International journal of forecasting
1,764
NBER working paper series
1,660
Finance research letters
1,450
NBER Working Paper
1,442
Working paper / National Bureau of Economic Research, Inc.
1,424
Applied economics
1,259
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1,099
Energy economics
1,079
Applied economics letters
1,065
Journal of banking & finance
1,059
Journal of forecasting
1,036
International review of financial analysis
1,005
Econometric theory
908
Working paper
812
Discussion paper / Tinbergen Institute
790
International review of economics & finance : IREF
787
Discussion paper / Centre for Economic Policy Research
757
Journal of financial economics
746
The journal of finance : the journal of the American Finance Association
745
Econometric reviews
666
Applied financial economics
656
Pacific-Basin finance journal
639
The North American journal of economics and finance : a journal of financial economics studies
618
Journal of empirical finance
617
The journal of futures markets
594
Research in international business and finance
593
CESifo working papers
583
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
583
European journal of operational research : EJOR
545
The review of financial studies
531
Journal of applied econometrics
522
Journal of financial and quantitative analysis : JFQA
517
Journal of international financial markets, institutions & money
511
Journal of international money and finance
488
Journal of risk and financial management : JRFM
461
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
457
Journal of economic dynamics & control
455
more ...
less ...
Source
All
ECONIS (ZBW)
921
Showing
1
-
10
of
921
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Common persistence in conditional variance : a reconsideration
Li, Chang-shuai
- In:
Economic modelling
29
(
2012
)
5
,
pp. 1809-1819
Persistent link: https://www.econbiz.de/10009667096
Saved in:
2
An automatic bias correction procedure for
volatility
estimation using extreme values of asset prices
Maheswaran, S.
;
Kumar, Dilip
- In:
Economic modelling
33
(
2013
),
pp. 701-712
Persistent link: https://www.econbiz.de/10010194420
Saved in:
3
A reflection principle for a random walk with implications for
volatility
estimation using extreme values of asset prices
Kumar, Dilip
;
Maheswaran, S.
- In:
Economic modelling
38
(
2014
),
pp. 33-44
Persistent link: https://www.econbiz.de/10010418224
Saved in:
4
Asymmetric generalized impulse responses with an application in finance
Hatemi-J, Abdulnasser
- In:
Economic modelling
36
(
2014
),
pp. 18-22
Persistent link: https://www.econbiz.de/10010412088
Saved in:
5
Volatility
forecasting using high frequency data : evidence from stock markets
Çelik, Sibel
;
Ergin, Hüseyin
- In:
Economic modelling
36
(
2014
),
pp. 176-190
Persistent link: https://www.econbiz.de/10010412371
Saved in:
6
Forecasting stock
volatility
using after-hour information : evidence from the Australian Stock Exchange
Jayawardena, Nirodha I.
;
Todorova, Neda
;
Li, Bin
;
Su, Jen-je
- In:
Economic modelling
52
(
2016
),
pp. 592-608
Persistent link: https://www.econbiz.de/10011642932
Saved in:
7
High-dimensional covariance forecasting based on principal component analysis of high-frequency data
Jian, Zhihong
;
Deng, Pingjun
;
Zhu, Zhican
- In:
Economic modelling
75
(
2018
),
pp. 422-431
Persistent link: https://www.econbiz.de/10012101548
Saved in:
8
Forecasting stock market
volatility
: the role of technical variables
Liu, Li
;
Pan, Zhiyuan
- In:
Economic modelling
84
(
2020
),
pp. 55-65
Persistent link: https://www.econbiz.de/10012210290
Saved in:
9
A medium-N approach to macroeconomic forecasting
Cubadda, Gianluca
;
Guardabascio, Barbara
- In:
Economic modelling
29
(
2012
)
4
,
pp. 1099-1105
Persistent link: https://www.econbiz.de/10009667434
Saved in:
10
Can Google data help predict French youth unemployment?
Fondeur, Yannick
;
Karamé, Frédéric
- In:
Economic modelling
30
(
2013
),
pp. 117-125
Persistent link: https://www.econbiz.de/10009703714
Saved in:
1
2
3
4
5
6
7
8
9
10
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->