//--> //--> //--> //-->
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:"Forecasting model"
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
Risk Analysis of Returns of IT...
Similar by subject
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Forecasting model
Theorie
622,171
Theory
607,085
USA
52,025
Börsenkurs
52,002
United States
50,733
Share price
50,467
Portfolio-Management
43,683
Portfolio selection
43,335
Schätzung
40,013
Estimation
39,097
Kapitaleinkommen
39,030
Capital income
38,930
Welt
30,840
World
30,147
Deutschland
25,256
Geldpolitik
23,929
Germany
23,591
Monetary policy
23,157
Risiko
21,722
Risk
21,541
Volatilität
21,098
Volatility
20,741
Aktienmarkt
19,650
Stock market
19,370
CAPM
18,892
Prognoseverfahren
18,357
Mathematische Optimierung
17,140
Mathematical programming
17,034
Zeitreihenanalyse
14,609
Time series analysis
14,200
Wirtschaftswachstum
13,577
Economic growth
12,981
Anlageverhalten
12,871
Finanzmarkt
12,854
Spieltheorie
12,790
Behavioural finance
12,659
Financial market
12,611
Game theory
12,075
Experiment
11,675
more ...
less ...
Online availability
All
Free
6,576
Undetermined
4,776
Type of publication
All
Article
9,742
Book / Working Paper
8,301
Journal
11
Type of publication (narrower categories)
All
Article in journal
9,071
Aufsatz in Zeitschrift
9,071
Graue Literatur
3,321
Non-commercial literature
3,321
Arbeitspapier
3,072
Working Paper
3,072
Hochschulschrift
582
Aufsatz im Buch
558
Book section
558
Thesis
465
Collection of articles of several authors
192
Sammelwerk
192
Collection of articles written by one author
98
Sammlung
98
Aufsatzsammlung
95
Bibliografie enthalten
88
Bibliography included
88
Lehrbuch
63
Konferenzschrift
60
Textbook
57
Conference paper
56
Konferenzbeitrag
56
Conference proceedings
42
Systematic review
35
Übersichtsarbeit
35
Forschungsbericht
27
Amtsdruckschrift
21
Government document
21
Case study
19
Fallstudie
19
Handbook
18
Handbuch
18
Rezension
17
Reprint
15
Amtliche Publikation
10
Glossar enthalten
10
Glossary included
10
Statistik
10
Bibliografie
9
Mehrbändiges Werk
8
more ...
less ...
Language
All
English
17,328
German
591
French
44
Polish
33
Italian
30
Spanish
20
Russian
13
Dutch
5
Portuguese
4
Czech
2
Danish
2
Croatian
1
Lithuanian
1
Norwegian
1
Romanian
1
Ukrainian
1
more ...
less ...
Author
All
Gupta, Rangan
153
Diebold, Francis X.
133
Timmermann, Allan
118
Franses, Philip Hans
94
Clark, Todd E.
86
Pierdzioch, Christian
81
Marcellino, Massimiliano
80
Clements, Michael P.
79
McMillan, David G.
73
Ravazzolo, Francesco
66
Ma, Feng
64
Swanson, Norman R.
63
Pesaran, M. Hashem
61
Hyndman, Rob J.
60
McAleer, Michael
60
McCracken, Michael W.
55
Hendry, David F.
53
Bollerslev, Tim
49
Koop, Gary
49
Wang, Yudong
49
Dijk, Herman K. van
47
Giannone, Domenico
46
Guidolin, Massimo
45
Schorfheide, Frank
45
Kilian, Lutz
44
Koopman, Siem Jan
44
Zhou, Guofu
44
Zaremba, Adam
42
Wohar, Mark E.
41
Ghysels, Eric
40
Satchell, Stephen
40
Zhang, Yaojie
40
Dijk, Dick van
39
Rossi, Barbara
38
Granger, C. W. J.
37
Härdle, Wolfgang
37
Korobilis, Dimitris
36
Patton, Andrew J.
36
Armstrong, J. Scott
35
Fildes, Robert
35
more ...
less ...
Institution
All
National Bureau of Economic Research
138
Federal Reserve Bank of St. Louis
9
European University Institute / Department of Law
7
Federal Reserve System / Division of Research and Statistics
7
Gottfried Wilhelm Leibniz Universität Hannover
7
Ekonomiska forskningsinstitutet <Stockholm>
6
Zakład Teorii Prognoz <Krakau>
6
Birkbeck College / Department of Economics
5
Christian-Albrechts-Universität zu Kiel
5
European University Institute / Department of Economics
5
Federal Reserve Bank of San Francisco
5
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
5
Springer Fachmedien Wiesbaden
5
University of Strathclyde / Department of Economics
5
Centre for International Research on Economic Tendency Surveys
4
Centre for Quantitative Economics & Computing
4
Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
4
Econometrisch Instituut <Rotterdam>
4
IGI Global
4
Rutgers University / Department of Economics
4
Umeå Universitet / Institutionen för Nationalekonomi
4
Brown University / Department of Economics
3
Erasmus Research Institute of Management
3
Robert Schuman Centre for Advanced Studies
3
Rodney L. White Center for Financial Research
3
School of Economics and Finance <Brisbane>
3
The Wharton Financial Institutions Center
3
Umeå universitet
3
University of Cambridge / Department of Applied Economics
3
University of Exeter / Department of Economics
3
Verlag Dr. Kovač
3
Akademia Ekonomiczna w Krakowie
2
Boston College / Department of Economics
2
Centre for Analytical Finance <Århus>
2
Fachhochschule Jena / Fachbereich Betriebswirtschaft
2
Federal Reserve Bank of Cleveland
2
Federal Reserve System / Board of Governors
2
Foerder Institute for Economic Research <Tēl-Āvîv>
2
Forschungsinstitut zur Zukunft der Arbeit
2
INSEAD
2
more ...
less ...
Published in...
All
International journal of forecasting
775
Journal of forecasting
501
Finance research letters
199
Journal of econometrics
160
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
150
Journal of banking & finance
148
Journal of empirical finance
147
International review of financial analysis
134
NBER working paper series
125
Applied economics
124
European journal of operational research : EJOR
121
Economic modelling
119
Discussion paper / Tinbergen Institute
117
NBER Working Paper
117
Energy economics
114
Working paper / National Bureau of Economic Research, Inc.
107
Journal of financial economics
105
Economics letters
104
International review of economics & finance : IREF
102
Computational economics
101
The North American journal of economics and finance : a journal of financial economics studies
99
Discussion paper / Centre for Economic Policy Research
98
Management science : journal of the Institute for Operations Research and the Management Sciences
98
Applied economics letters
96
Working paper
96
Pacific-Basin finance journal
81
Working paper / Department of Econometrics and Business Statistics, Monash University
80
The European journal of finance
79
Technological forecasting & social change : an international journal
76
Journal of applied econometrics
74
Quantitative finance
73
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
71
Risks : open access journal
71
CREATES research paper
64
Journal of economic dynamics & control
62
The review of financial studies
58
CESifo working papers
57
Journal of international money and finance
56
Journal of risk and financial management : JRFM
56
Applied financial economics
55
more ...
less ...
Source
All
ECONIS (ZBW)
18,054
Showing
1
-
10
of
18,054
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Return and risk of pairs trading using a simulation-based Bayesian procedure for predicting stable ratios of stock prices
Ardia, David
;
Gatarek, Lukasz T.
;
Hoogerheide, Lennart
; …
- In:
Econometrics : open access journal
4
(
2016
)
1
,
pp. 1-19
risk and return of two pairs trading strategies: a conditional statistical
arbitrage
method and an implicit
arbitrage
one …
Persistent link: https://www.econbiz.de/10011505854
Saved in:
2
Return and risk of pairs trading using a simulation-based Bayesian procedure for predicting stable ratios of stock prices
Gatarek, Lukasz
;
Hoogerheide, Lennart F.
;
Dijk, Herman …
-
2014
In this paper we consider two cases of pairs trading strategies: a conditional statistical
arbitrage
method and an … implicit statistical
arbitrage
method. We use a simulation-based Bayesian procedure for predicting stable ratios, defined in a …
Persistent link: https://www.econbiz.de/10010259626
Saved in:
3
Estimating the Turkish sectoral market returns via
arbitrage
pricing model under neural network approach
Gökgöz, Fazıl
;
Alp, Ozge Sezgin
- In:
International journal of economics and finance
7
(
2015
)
1
,
pp. 154-166
Persistent link: https://www.econbiz.de/10010471686
Saved in:
4
Why does return predictability concentrate in bad times?
Cujean, Julien
;
Hasler, Michael
- In:
The journal of finance : the journal of the American …
72
(
2017
)
6
,
pp. 2717-2758
Persistent link: https://www.econbiz.de/10012160151
Saved in:
5
Three essays on predictability and seasonality in the cross-section of stock returns
Bogousslavsky, Vincent
-
2017
Persistent link: https://www.econbiz.de/10011903110
Saved in:
6
Covariance forecasting in equity markets
Symitsi, Efthymia
;
Symeonidis, Lazaros
;
Kourtis, Apostolos
- In:
Journal of banking & finance
96
(
2018
),
pp. 153-168
Persistent link: https://www.econbiz.de/10011967197
Saved in:
7
The information content of high-frequency data for estimating equity return models and forecasting risk
Dobrev, Dobrislav
;
Szerszen, Pawel
-
2010
Persistent link: https://www.econbiz.de/10009550957
Saved in:
8
Generalized risk premia
Schneider, Paul
-
2014
order and it nests cross-sectional asset pricing models such as the
CAPM
. An empirical study in the US index market compares …
Persistent link: https://www.econbiz.de/10010412884
Saved in:
9
The information content of high-frequency data for estimating equity return models and forecasting risk
Dobrev, Dobrislav
;
Szerszen, Pawel J.
-
2010
Persistent link: https://www.econbiz.de/10008655786
Saved in:
10
High frequency returns and volatility in financial markets : generalized range
theory
and conditional moment tests of no-
arbitrage
semi-martingale restrictions
Dobrev, Dobrislav
-
2007
Persistent link: https://www.econbiz.de/10009273657
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...
//-->