//--> //--> //--> //-->
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:"Finance research letters"
~subject:"Forecasting model"
~subject:"Strukturbruch"
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
Block Bootstrap Consistency Un...
Similar by subject
Narrow search
Delete all filters
| 3 applied filters
Year of publication
From:
To:
Subject
All
Forecasting model
Strukturbruch
Time series analysis
103
Zeitreihenanalyse
103
Theorie
50
Theory
50
Volatility
46
Volatilität
46
Capital income
40
Kapitaleinkommen
40
Prognoseverfahren
36
Estimation
33
Schätzung
33
ARCH model
30
ARCH-Modell
30
Börsenkurs
22
Share price
22
Estimation theory
16
Schätztheorie
16
Aktienmarkt
12
Stock market
12
Bootstrap approach
11
Bootstrap-Verfahren
11
Financial market
11
Finanzmarkt
11
Long memory
10
Virtual currency
10
Virtuelle Währung
10
State space model
9
Zustandsraummodell
9
Risikomaß
8
Risk measure
8
USA
8
United States
8
Bitcoin
7
Efficient market hypothesis
7
Effizienzmarkthypothese
7
Realized volatility
7
Exchange rate
6
Forecasting
6
GARCH
6
more ...
less ...
Online availability
All
Undetermined
41
Type of publication
All
Article
42
Type of publication (narrower categories)
All
Article in journal
42
Aufsatz in Zeitschrift
42
Language
All
English
42
Author
All
Kladívko, Kamil
2
Österholm, Pär
2
Al-Yahyaee, Khamis Hamed
1
Arsova, Antonia
1
Ballinari, Daniele
1
Barokas, Lina
1
Baruník, Jozef
1
Behrendt, Simon
1
Berrisch, Jonathan
1
Biswas, Nabaneeta
1
Cai, Yi
1
Caporale, Guglielmo Maria
1
Carcel, Hector
1
Chen, Cathy W. S.
1
Chen, Kaijie
1
Chen, Zhenlong
1
Cheng, Zhonghou
1
Cummins, Mark
1
Diao, Xundi
1
Dowling, Michael
1
Esposito, Francesco
1
Ewald, Christian
1
Feng, Xiaotong
1
Gil-Alaña, Luis A.
1
González-Pla, Francisco
1
Guo, Ziyu
1
Gupta, Rangan
1
Hadina, Jelena
1
Hanus, Luboš
1
Hao, Xiaozhen
1
Hartkopf, Jan Patrick
1
Haugom, Erik
1
Hong, Yongmiao
1
Hsu, Hsiao-Yun
1
Hu, Shulan
1
Huang, Xiaoyong
1
Kang, Sang Hoon
1
Kerkemeier, Marco
1
Kilponen, Juha
1
Kim, Jae H.
1
more ...
less ...
Published in...
All
Finance research letters
International journal of forecasting
461
Journal of forecasting
238
Journal of econometrics
133
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
98
Applied economics
91
Discussion paper / Tinbergen Institute
89
Economic modelling
89
Energy economics
86
Working paper / Department of Econometrics and Business Statistics, Monash University
81
Economics letters
73
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
64
Working paper
58
Computational economics
53
Applied economics letters
51
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
49
CESifo working papers
42
International Journal of Energy Economics and Policy : IJEEP
42
Journal of empirical finance
38
CREATES research paper
37
Econometric reviews
36
Journal of applied econometrics
34
European journal of operational research : EJOR
33
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
33
Working paper series / European Central Bank
33
International review of economics & finance : IREF
31
The North American journal of economics and finance : a journal of financial economics studies
30
International journal of production economics
29
CAMA working paper series
28
Econometric Institute research papers
27
International review of financial analysis
26
Working papers
26
Journal of risk and financial management : JRFM
25
NBER working paper series
25
Econometrics : open access journal
24
NBER Working Paper
24
Tourism economics : the business and finance of tourism and recreation
23
Working papers / Rutgers University, Department of Economics
23
Discussion paper
22
Discussion paper / Centre for Economic Policy Research
22
more ...
less ...
Source
All
ECONIS (ZBW)
42
Showing
1
-
10
of
42
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
A bootstrap test for predictability of asset returns
Kim, Jae H.
;
Shamsuddin, Abul
- In:
Finance research letters
35
(
2020
),
pp. 1-7
Persistent link: https://www.econbiz.de/10012438374
Saved in:
2
Determining risk model confidence sets
Cummins, Mark
;
Dowling, Michael
;
Esposito, Francesco
- In:
Finance research letters
22
(
2017
),
pp. 169-174
Persistent link: https://www.econbiz.de/10011808131
Saved in:
3
Quantile-based GARCH-MIDAS : estimating value-at-risk using mixed-frequency information
Xu, Yan
;
Wang, Xinyu
;
Liu, Hening
- In:
Finance research letters
43
(
2021
),
pp. 1-9
Persistent link: https://www.econbiz.de/10014632411
Saved in:
4
Financial volatility forecasting with range-based autoregressive volatility model
Li, Hongquan
;
Hong, Yongmiao
- In:
Finance research letters
8
(
2011
)
2
,
pp. 69-76
Persistent link: https://www.econbiz.de/10009301308
Saved in:
5
Detecting structural changes using wavelets
Yazgan, Mustafa Ege
;
Özkan, Harun
- In:
Finance research letters
12
(
2015
),
pp. 23-37
Persistent link: https://www.econbiz.de/10011551751
Saved in:
6
Do market participants' forecasts of financial variables outperform the random-walk benchmark?
Kladívko, Kamil
;
Österholm, Pär
- In:
Finance research letters
40
(
2021
),
pp. 1-10
Persistent link: https://www.econbiz.de/10012819546
Saved in:
7
Does intraday time-series momentum exist in Chinese stock index futures market?
Li, Yi
;
Shen, Dehua
;
Wang, Pengfei
;
Zhang, Wei
- In:
Finance research letters
35
(
2020
),
pp. 1-11
Persistent link: https://www.econbiz.de/10012438384
Saved in:
8
Structural breaks in online investor sentiment : a note on the nonstationarity of financial chatter
Ballinari, Daniele
;
Behrendt, Simon
- In:
Finance research letters
35
(
2020
),
pp. 1-7
Persistent link: https://www.econbiz.de/10012439013
Saved in:
9
Structural breaks and double long memory of cryptocurrency prices : a comparative analysis from Bitcoin and Ethereum
Mensi, Walid
;
Al-Yahyaee, Khamis Hamed
;
Kang, Sang Hoon
- In:
Finance research letters
29
(
2019
),
pp. 222-230
Persistent link: https://www.econbiz.de/10012418764
Saved in:
10
Nowcasting of the US unemployment rate using Google Trends
Nagao, Shintaro
;
Takeda, Fumiko
;
Tanaka, Riku
- In:
Finance research letters
30
(
2019
),
pp. 103-109
Persistent link: https://www.econbiz.de/10012420306
Saved in:
1
2
3
4
5
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->