//--> //--> //--> //-->
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
~subject:"ARCH-Modell"
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
Predictive Regression with Ord...
Similar by subject
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
ARCH-Modell
Prognoseverfahren
40,839
Forecasting model
39,846
Schätztheorie
35,688
Estimation theory
35,063
Theorie
26,597
Theory
25,948
Regressionsanalyse
14,453
Regression analysis
14,407
Schätzung
13,714
Estimation
13,467
Zeitreihenanalyse
11,747
Time series analysis
11,495
Prognose
6,299
USA
6,067
Forecast
6,021
United States
5,895
Kapitaleinkommen
5,844
Capital income
5,826
Volatilität
5,429
Volatility
5,362
Börsenkurs
4,712
Share price
4,645
Nichtparametrisches Verfahren
4,293
Nonparametric statistics
4,196
Wirtschaftsprognose
3,917
Economic forecast
3,835
Welt
3,245
World
3,175
Panel
3,072
Bayes-Statistik
3,045
Panel study
3,013
Bayesian inference
2,986
Autocorrelation
2,828
ARCH model
2,806
Autokorrelation
2,801
Deutschland
2,719
Statistische Verteilung
2,598
Statistical distribution
2,557
Statistischer Test
2,508
more ...
less ...
Online availability
All
Undetermined
1,024
Free
1,000
Type of publication
All
Article
1,849
Book / Working Paper
995
Type of publication (narrower categories)
All
Article in journal
1,788
Aufsatz in Zeitschrift
1,788
Working Paper
484
Arbeitspapier
449
Graue Literatur
449
Non-commercial literature
449
Aufsatz im Buch
57
Book section
57
Hochschulschrift
39
Thesis
27
Collection of articles written by one author
8
Sammlung
8
Collection of articles of several authors
6
Sammelwerk
6
Conference paper
5
Konferenzbeitrag
5
Aufsatzsammlung
3
Bibliografie enthalten
2
Bibliography included
2
Doctoral Thesis
2
Amtsdruckschrift
1
Article
1
Bibliografie
1
Case study
1
Conference proceedings
1
Fallstudie
1
Festschrift
1
Government document
1
Konferenzschrift
1
Rezension
1
Systematic review
1
Übersichtsarbeit
1
more ...
less ...
Language
All
English
2,831
German
9
French
4
Italian
1
Author
All
Ma, Feng
59
Gupta, Rangan
47
McAleer, Michael
37
Zhang, Yaojie
32
Francq, Christian
28
Teräsvirta, Timo
24
Zakoïan, Jean-Michel
24
Rahbek, Anders
23
Ardia, David
22
Liang, Chao
22
Caporin, Massimiliano
21
Engle, Robert F.
21
Hafner, Christian M.
20
Wang, Yudong
20
Wei, Yu
19
Chen, Cathy W. S.
17
Kumar, Dilip
17
Degiannakis, Stavros
16
Paolella, Marc S.
16
Wu, Xinyu
16
Bauwens, Luc
15
Molnár, Peter
15
Sheppard, Kevin
15
Trojani, Fabio
15
Ñíguez, Trino-Manuel
15
Audrino, Francesco
14
Bollerslev, Tim
14
Bouri, Elie
14
Barigozzi, Matteo
13
Storti, Giuseppe
13
Blazsek, Szabolcs
12
Herwartz, Helmut
12
Lu, Xinjie
12
Lux, Thomas
12
Nonejad, Nima
12
Wang, Jiqian
12
Catania, Leopoldo
11
Chlebus, Marcin
11
Linton, Oliver
11
Liu, Jing
11
more ...
less ...
Institution
All
National Bureau of Economic Research
6
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
5
Ekonomiska forskningsinstitutet <Stockholm>
3
University of Canterbury / Dept. of Economics and Finance
3
Brown University / Department of Economics
2
Econometrisch Instituut <Rotterdam>
2
Escola de Pós-Graduação em Economia <Rio de Janeiro>
2
Gottfried Wilhelm Leibniz Universität Hannover
2
Instituto Valenciano de Investigaciones Económicas
2
Banca nazionale del lavoro / Ufficio scenari economici
1
Banca nazionale del lavoro / Ufficio studi
1
Centre for Quantitative Economics & Computing
1
Fachhochschule Stralsund / Fachbereich Wirtschaft
1
Federal Reserve Bank of San Francisco
1
Federal Reserve Bank of St. Louis
1
International Workshop on Statistics and Finance <1999, Hongkong>
1
Leibniz-Institut für Agrarentwicklung in Transformationsökonomien
1
London School of Economics and Political Science
1
Pontifícia Universidade Católica do Rio de Janeiro / Departamento de Economia
1
Shakai-Keizai-Kenkyūsho <Osaka>
1
Suntory and Toyota International Centres for Economics and Related Disciplines
1
Umeå Universitet / Institutionen för Nationalekonomi
1
Universitat Pompeu Fabra / Departament d'Economia i Empresa
1
University of Chicago / Graduate School of Business
1
University of Chicago / Graduate School of Business / Department of Economics
1
University of Waterloo / Department of Economics
1
Université de Montréal / Département de sciences économiques
1
Uniwersytet Warszawski / Wydział Nauk Ekonomicznych
1
Westfälische Wilhelms-Universität Münster
1
more ...
less ...
Published in...
All
International journal of forecasting
82
Energy economics
77
Journal of forecasting
75
Finance research letters
69
Journal of econometrics
68
Applied economics
48
Journal of empirical finance
48
The North American journal of economics and finance : a journal of financial economics studies
47
International review of financial analysis
45
Economic modelling
37
Econometric theory
36
Economics letters
36
International review of economics & finance : IREF
34
Discussion paper / Tinbergen Institute
32
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
32
Applied economics letters
29
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
27
Journal of risk and financial management : JRFM
26
Journal of financial econometrics : official journal of the Society for Financial Econometrics
25
Econometric reviews
24
Journal of banking & finance
23
Journal of international financial markets, institutions & money
22
The European journal of finance
22
Applied financial economics
21
Journal of risk
21
Computational economics
20
The econometrics journal
19
Department of Economics working paper series
18
International journal of finance & economics : IJFE
18
Journal of financial econometrics
18
Research in international business and finance
18
International Journal of Energy Economics and Policy : IJEEP
17
Quantitative finance
16
International journal of economics and financial issues : IJEFI
15
Working paper
15
Working papers
15
CREATES research paper
14
Econometric Institute research papers
14
Econometrics : open access journal
13
Risks : open access journal
13
more ...
less ...
Source
All
ECONIS (ZBW)
2,806
EconStor
38
Showing
1
-
10
of
2,844
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Least squares and IVX limit theory in systems of predictive regressions with GARCH innovations
Magdalinos, Tassos
- In:
Econometric theory
38
(
2022
)
5
,
pp. 875-912
Persistent link: https://www.econbiz.de/10013469682
Saved in:
2
Estimation of value-at-Risk on Romanian stock exchange using volatility forecasting models
Opreana, Claudiu Ilie
- In:
Expert journal of finance
1
(
2013
),
pp. 4-18
Persistent link: https://www.econbiz.de/10011572395
Saved in:
3
Linear double autoregression
Zhu, Qianqian
;
Zheng, Yao
;
Li, Guodong
- In:
Journal of econometrics
207
(
2018
)
1
,
pp. 162-174
Persistent link: https://www.econbiz.de/10012116135
Saved in:
4
Predicting stock realized variance based on an asymmetric robust regression approach
Zhang, Yaojie
;
He, Mengxi
;
Zhao, Yuqi
;
Hao, Xianfeng
- In:
Bulletin of economic research
75
(
2023
)
4
,
pp. 1022-1047
Persistent link: https://www.econbiz.de/10014435626
Saved in:
5
Oil price volatility forecasting : threshold effect from stock market volatility
Chen, Yan
;
Qiao, Gaoxiu
;
Zhang, Feipeng
- In:
Technological forecasting & social change : an …
180
(
2022
),
pp. 1-8
Persistent link: https://www.econbiz.de/10013429265
Saved in:
6
Threshold models in time series analysis : some reflections
Tong, Howell
- In:
Journal of econometrics
189
(
2015
)
2
,
pp. 485-491
Persistent link: https://www.econbiz.de/10011504634
Saved in:
7
Future natural gas price forecasting model and its policy implication
Ambya, Ambya
;
Gunarto, Toto
;
Hendrawaty, Ernie
; …
- In:
International Journal of Energy Economics and Policy : IJEEP
10
(
2020
)
5
,
pp. 64-70
Persistent link: https://www.econbiz.de/10012505591
Saved in:
8
FARVaR : functional autoregressive value-at-risk
Cai, Charlie X.
;
Kim, Minjoo
;
Shin, Yongcheol
;
Zhang, Qi
- In:
Journal of financial econometrics
17
(
2019
)
2
,
pp. 284-337
Persistent link: https://www.econbiz.de/10012054445
Saved in:
9
Averaging heterogeneous autoregression models with heteroskedastic errors : theory and an application to cryptocurrency volatility forecasting
Gao, Ziwen
;
Lehrer, Steven F.
;
Xie, Tian
;
Zhang, Xinyu
- In:
Essays in honor of Subal Kumbhakar
,
(pp. 99-131)
.
2024
Persistent link: https://www.econbiz.de/10014559151
Saved in:
10
Linear time-varying regression with a DCC-GARCH model for volatility
Kim, Jong-Min
;
Jung, Hojin
;
Qin, Li
- In:
Applied economics
48
(
2016
)
16/18
,
pp. 1573-1582
Persistent link: https://www.econbiz.de/10011456689
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...
//-->