//--> //--> //--> //-->
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
~source:"econis"
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
A realized EGARCH-MIDAS model...
Similar by subject
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Schätzung
124,743
Estimation
124,691
Theorie
53,943
Theory
53,939
Volatilität
39,824
Volatility
39,796
Capital income
39,390
Kapitaleinkommen
39,384
Schätztheorie
35,522
Estimation theory
35,497
USA
24,343
United States
24,276
Börsenkurs
23,816
Share price
23,806
Welt
18,032
World
18,031
Deutschland
16,302
Germany
16,238
Aktienmarkt
14,291
Stock market
14,233
Zeitreihenanalyse
13,170
Time series analysis
13,129
Prognoseverfahren
12,840
Forecasting model
12,835
Portfolio selection
10,704
Portfolio-Management
10,704
ARCH model
10,413
ARCH-Modell
10,413
Wirtschaftswachstum
9,652
Economic growth
9,588
Statistical distribution
8,308
Statistische Verteilung
8,307
Wirkungsanalyse
8,202
Impact assessment
8,198
Wechselkurs
8,135
Exchange rate
8,110
Panel
7,925
Panel study
7,897
Risk
7,851
EU countries
7,819
more ...
less ...
Online availability
All
Free
86,761
Undetermined
42,536
Type of publication
All
Book / Working Paper
111,933
Article
109,647
Journal
25
Type of publication (narrower categories)
All
Article in journal
100,934
Aufsatz in Zeitschrift
100,934
Graue Literatur
55,925
Non-commercial literature
55,925
Arbeitspapier
53,839
Working Paper
53,839
Aufsatz im Buch
8,162
Book section
8,162
Hochschulschrift
6,272
Thesis
5,097
Collection of articles written by one author
1,316
Sammlung
1,316
Conference paper
904
Konferenzbeitrag
904
Collection of articles of several authors
712
Sammelwerk
712
Bibliografie enthalten
690
Bibliography included
690
Aufsatzsammlung
406
Amtsdruckschrift
376
Government document
376
Konferenzschrift
344
Systematic review
298
Übersichtsarbeit
298
Forschungsbericht
186
Case study
153
Fallstudie
153
Lehrbuch
140
Conference proceedings
135
Textbook
123
Rezension
109
Reprint
89
Statistik
66
Mehrbändiges Werk
61
Multi-volume publication
61
Bibliografie
56
Mikroform
56
Advisory report
47
Gutachten
47
Statistics
41
more ...
less ...
Language
All
English
213,292
German
6,149
French
979
Spanish
485
Italian
361
Polish
126
Portuguese
101
Russian
76
Hungarian
31
Dutch
26
Czech
23
Danish
18
Swedish
16
Romanian
15
Undetermined
12
Chinese
12
Finnish
11
Norwegian
10
Croatian
8
Turkish
7
Slovak
5
Bulgarian
4
Serbian
4
Japanese
3
Bosnian
2
Afrikaans
1
Arabic
1
Valencian
1
Modern Greek (1453-)
1
Lithuanian
1
Slovenian
1
Albanian
1
Ukrainian
1
more ...
less ...
Author
All
Caporale, Guglielmo Maria
628
McAleer, Michael
546
Gupta, Rangan
478
Phillips, Peter C. B.
392
Pesaran, M. Hashem
378
Gil-Alaña, Luis A.
325
Härdle, Wolfgang
289
Wagner, Joachim
278
Belke, Ansgar
261
Heckman, James J.
252
Diebold, Francis X.
245
Linton, Oliver
234
Gao, Jiti
217
Bahmani-Oskooee, Mohsen
211
Koopman, Siem Jan
202
Schneider, Friedrich
200
Narayan, Paresh Kumar
198
Bollerslev, Tim
190
Engle, Robert F.
186
Pierdzioch, Christian
185
Baltagi, Badi H.
183
Bekaert, Geert
183
Buch, Claudia M.
176
Lechner, Michael
176
Zaremba, Adam
176
Chang, Chia-Lin
169
Kapetanios, George
168
Campbell, John Y.
166
Tiwari, Aviral Kumar
163
Wohar, Mark E.
163
Blundell, Richard W.
162
Herwartz, Helmut
162
Franses, Philip Hans
161
McMillan, David G.
157
Newey, Whitney K.
154
Cheung, Yin-Wong
152
Aizenman, Joshua
151
Egger, Peter
150
Andrews, Donald W. K.
149
Bouri, Elie
149
more ...
less ...
Institution
All
National Bureau of Economic Research
3,616
Forschungsinstitut zur Zukunft der Arbeit
353
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
231
Ekonomiska forskningsinstitutet <Stockholm>
122
Institut für Weltwirtschaft
104
OECD
88
Zentrum für Europäische Wirtschaftsforschung
77
Springer Fachmedien Wiesbaden
72
William Davidson Institute <Ann Arbor, Mich.>
55
European University Institute / Department of Economics
52
Centre for Analytical Finance <Århus>
47
World Bank
47
Center for Economic Research <Tilburg>
45
Federal Reserve Bank of St. Louis
44
Deutsches Institut für Wirtschaftsforschung
40
Internationaler Währungsfonds / Research Department
39
Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>
37
Federal Reserve Bank of San Francisco
37
Federal Reserve System / Division of Research and Statistics
36
International Monetary Fund
34
Umeå universitet
34
Birkbeck College / Department of Economics
32
Verlag Dr. Kovač
31
Centre for Economic Performance
30
Federal Reserve System / Board of Governors
30
London School of Economics and Political Science
30
Centre for Economic Policy Research
28
Rodney L. White Center for Financial Research
28
University of Exeter / Department of Economics
28
University of New England / Department of Econometrics
28
Österreichisches Institut für Wirtschaftsforschung
28
Centre for Microdata Methods and Practice <London>
26
Econometrisch Instituut <Rotterdam>
26
Federal Reserve Bank of New York
26
Organisation for Economic Co-operation and Development
26
Rutgers University / Department of Economics
25
Trinity College Dublin / Department of Economics
25
Centre for Quantitative Economics & Computing
24
Ludwig-Maximilians-Universität München / Volkswirtschaftliche Fakultät
24
Technische Universität Dresden / Fakultät Wirtschaftswissenschaften
24
more ...
less ...
Published in...
All
Working paper / National Bureau of Economic Research, Inc.
3,605
NBER working paper series
3,461
Discussion paper series / IZA
3,216
NBER Working Paper
3,132
Journal of econometrics
2,411
Applied economics
2,383
Economics letters
2,043
Discussion paper / Centre for Economic Policy Research
1,817
Applied economics letters
1,718
CESifo working papers
1,700
IZA Discussion Paper
1,414
Finance research letters
1,400
Working paper
1,332
Economic modelling
1,270
Journal of banking & finance
1,190
Energy economics
1,144
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1,039
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
992
International review of financial analysis
989
Discussion paper
973
Discussion paper / Tinbergen Institute
966
International review of economics & finance : IREF
943
Applied financial economics
891
Econometric theory
838
Journal of international money and finance
737
Journal of empirical finance
706
Journal of financial economics
703
The North American journal of economics and finance : a journal of financial economics studies
666
Econometric reviews
661
Journal of applied econometrics
649
The journal of finance : the journal of the American Finance Association
649
Research in international business and finance
638
Discussion papers / CEPR
617
The journal of futures markets
598
Journal of international financial markets, institutions & money
597
ZEW discussion papers
591
CESifo Working Paper Series
576
Pacific-Basin finance journal
552
Journal of economic dynamics & control
532
International journal of forecasting
513
more ...
less ...
Source
All
ECONIS (ZBW)
EconStor
8,075
RePEc
3,238
USB Cologne (EcoSocSci)
316
BASE
185
USB Cologne (business full texts)
179
Other ZBW resources
144
OLC EcoSci
47
ArchiDok
8
more ...
less ...
Showing
1
-
10
of
221,605
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
How does trading volume affect financial return distributions?
Do, Hung Xuan
;
Brooks, Robert
;
Sirimon Treepongkaruna
; …
- In:
International review of financial analysis
35
(
2014
),
pp. 190-206
Persistent link: https://www.econbiz.de/10010530243
Saved in:
2
Do realized higher moments have information content? : VaR forecasting based on the realized GARCH-RSRK model
Wang, Tianyi
;
Liang, Fang
;
Huang, Zhuo
;
Yan, Hong
- In:
Economic modelling
109
(
2022
),
pp. 1-13
Persistent link: https://www.econbiz.de/10013348237
Saved in:
3
Forecasting VaR and ES in emerging markets : the role of time-varying higher moments
Trung Hai Le
- In:
Journal of forecasting
43
(
2024
)
2
,
pp. 402-414
Persistent link: https://www.econbiz.de/10014475347
Saved in:
4
Higher moment connectedness of cryptocurrencies : a time-frequency approach
Nyakurukwa, Kingstone
;
Seetharam, Yudhvir
- In:
Journal of economics and finance : JEF
47
(
2023
)
3
,
pp. 793-814
Persistent link: https://www.econbiz.de/10014380684
Saved in:
5
Modeling time-varying higher-order conditional moments : a survey
Soltyk, Sylvia J.
;
Chan, Felix
- In:
Journal of economic surveys
37
(
2023
)
1
,
pp. 33-57
Persistent link: https://www.econbiz.de/10014287767
Saved in:
6
The higher moments of future earnings
Chang, Woo-Jin
;
Monahan, Steven J.
;
Ouazad, Amine
; …
- In:
The accounting review : a publication of the American …
96
(
2021
)
1
,
pp. 91-116
Persistent link: https://www.econbiz.de/10012439364
Saved in:
7
Empirical regularities of inflation
volatility
: evidence from advanced and developing countries
Banerjee, Shesadri
- In:
South Asian journal of macroeconomics and public finance
6
(
2017
)
1
,
pp. 133-156
Persistent link: https://www.econbiz.de/10012153819
Saved in:
8
What Difference Fat Tails Make : A Bayesian MCMC
Estimation
of Empirical Asset Pricing Models
Glabadanidis, Paskalis
-
2017
This chapter presents an empirical application of Bayesian MCMC
estimation
to the three main asset pricing models in …
Persistent link: https://www.econbiz.de/10012949435
Saved in:
9
Risk
estimation
with a time-varying probability of zero returns
Sucarrat, Genaro
;
Grønneberg, Steffen
- In:
Journal of financial econometrics
20
(
2022
)
2
,
pp. 278-309
Persistent link: https://www.econbiz.de/10013187979
Saved in:
10
Hedge fund return higher moments over the business cycle
Racicot, François-Éric
;
Théoret, Raymond
- In:
Economic modelling
78
(
2019
),
pp. 73-97
Persistent link: https://www.econbiz.de/10012198849
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...
//-->