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:"Prognoseverfahren"
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
Impacts of trades in an error-...
Similar by person
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Prognoseverfahren
Theorie
178
Theory
178
Time series analysis
109
Zeitreihenanalyse
109
Volatility
104
Volatilität
101
Forecasting model
84
Estimation
80
Schätzung
80
USA
72
ARCH model
71
United States
71
ARCH-Modell
70
Capital income
64
Kapitaleinkommen
64
Estimation theory
62
Schätztheorie
62
Börsenkurs
52
Share price
52
Portfolio selection
49
Portfolio-Management
49
Correlation
42
Korrelation
39
Welt
37
World
37
Risiko
35
Risk
35
Risikomanagement
33
CAPM
31
Risk management
31
Systemic risk
29
Systemrisiko
28
Hedging
27
Option pricing theory
26
Optionspreistheorie
26
Financial market
25
Finanzmarkt
25
Aktienmarkt
24
Stock market
24
more ...
less ...
Online availability
All
Free
36
Undetermined
18
Type of publication
All
Book / Working Paper
48
Article
36
Type of publication (narrower categories)
All
Article in journal
31
Aufsatz in Zeitschrift
31
Arbeitspapier
21
Working Paper
21
Graue Literatur
19
Non-commercial literature
19
Aufsatz im Buch
4
Book section
4
Aufsatzsammlung
2
Festschrift
2
Rezension
1
more ...
less ...
Language
All
English
84
Author
All
Patton, Andrew J.
51
Engle, Robert F.
33
Bollerslev, Tim
11
Timmermann, Allan
10
Kane, Alex
9
Noh, Jaesun
6
Oh, Dong Hwan
6
Quaedvlieg, Rogier
6
Gallo, Giampiero M.
5
Sheppard, Kevin
5
Ramadorai, Tarun
4
Li, Jia
3
Wang, Wenjing
3
Barendse, Sander
2
Chen, Rui
2
Dimitriadis, Timo
2
Hong, Che-Hsiung
2
Kelly, Bryan T.
2
Kruttli, Mathias
2
Kruttli, Mathias S.
2
Medeiros, Marcelo C.
2
Russell, Jeffrey R.
2
Schmidt, Patrick W.
2
Ziegel, Johanna F.
2
Alan, Nazli Sila
1
Bewley, Ronald A.
1
Brownlees, Christian
1
Brownlees, Christian T.
1
Cipollini, Fabrizio
1
Colacito, Riccardo
1
Conrad, Christian
1
De Lira Salvatierra, Irving Arturo
1
Granger, C. W. J.
1
Hong, Che-hsiung T.
1
Karagozoglu, Ahmet K
1
Lee, Gary G. J.
1
Liu, Lily Y.
1
Mustafa, Chowdhury B.
1
Rangel, Jose Gonzalo
1
Rice, John F.
1
more ...
less ...
Institution
All
National Bureau of Economic Research
3
London School of Economics and Political Science
1
Suntory-Toyota International Centre for Economics and Related Disciplines
1
Published in...
All
Journal of econometrics
12
Discussion paper / Department of Economics, University of California San Diego
6
ERID working paper
5
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
4
Discussion paper / Centre for Economic Policy Research
3
NBER Working Paper
3
NBER working paper series
3
Working paper / National Bureau of Economic Research, Inc.
3
CREATES research paper
2
Economic Research Initiatives at Duke (ERID) Working Paper
2
Finance and economics discussion series
2
Handbook of financial time series
2
Working papers
2
Advanced texts in econometrics
1
Advances in futures and options research : a research annual
1
CREATES Research Paper
1
Department of Economics discussion paper series / University of Oxford
1
Econometrics : open access journal
1
Econometrics papers
1
FEDS Working Paper
1
Handbook of economic forecasting ; Volume 2B
1
Hohenheim discussion papers in business, economics and social sciences
1
International journal of forecasting
1
Journal of applied econometrics
1
Journal of economic literature
1
Journal of empirical finance
1
Journal of financial econometrics : official journal of the Society for Financial Econometrics
1
Journal of forecasting
1
Journal of monetary economics
1
Journal of risk
1
Journal of the American Statistical Association : JASA
1
LSE STICERD Research Paper
1
NYU Stern School of Business
1
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
1
Review of asset pricing studies
1
Review of derivatives research
1
Texto para discussão / Pontifícia Universidade Católica do Rio de Janeiro, Departamento de Economia
1
The journal of credit risk : published quarterly by Incisive Media
1
The journal of portfolio management : a publication of Institutional Investor
1
The known, the unknown, and the unknowable in financial risk management : measurement and theory advancing practice
1
more ...
less ...
Source
All
ECONIS (ZBW)
84
Showing
1
-
10
of
84
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Copula-based models for financial time series
Patton, Andrew J.
- In:
Handbook of financial time series
,
(pp. 767-785)
.
2009
Persistent link: https://www.econbiz.de/10003834225
Saved in:
2
Volatillity forecast comparison using imperfect volatility proxies
Patton, Andrew J.
- In:
Journal of econometrics
160
(
2011
)
1
,
pp. 246-256
Persistent link: https://www.econbiz.de/10009242521
Saved in:
3
Comparing possibly misspecified forecasts
Patton, Andrew J.
- In:
Journal of business & economic statistics : JBES ; a …
38
(
2020
)
4
,
pp. 796-809
Persistent link: https://www.econbiz.de/10012313371
Saved in:
4
Volatility and time series econometrics : essays in honor of Robert Engle
Bollerslev, Tim
(
ed.
);
Engle, Robert F.
(
honouree
); …
-
2010
-
1. publ.
Persistent link: https://www.econbiz.de/10003861657
Saved in:
5
The impact of hedge funds on asset markets
Kruttli, Mathias S.
;
Patton, Andrew J.
;
Ramadorai, Tarun
- In:
Review of asset pricing studies
5
(
2015
)
2
,
pp. 185-226
Persistent link: https://www.econbiz.de/10011413729
Saved in:
6
Does anything beat 5-minute RV? : a comparison of realized measures across multiple asset classes
Liu, Lily Y.
;
Patton, Andrew J.
;
Sheppard, Kevin
- In:
Journal of econometrics
187
(
2015
)
1
,
pp. 293-311
Persistent link: https://www.econbiz.de/10011499439
Saved in:
7
Copula methods for forecasting multivariate time series
Patton, Andrew J.
-
2013
Persistent link: https://www.econbiz.de/10011507033
Saved in:
8
Exploiting the errors : a simple approach for improved volatility forecasting
Bollerslev, Tim
;
Patton, Andrew J.
;
Quaedvlieg, Rogier
- In:
Journal of econometrics
192
(
2016
)
1
,
pp. 1-18
Persistent link: https://www.econbiz.de/10011610646
Saved in:
9
The impact of hedge funds on asset markets
Kruttli, Mathias
;
Patton, Andrew J.
;
Ramadorai, Tarun
-
2014
Persistent link: https://www.econbiz.de/10010416816
Saved in:
10
Good volatility, bad volatility : signed jumps and the persistence of volatility
Patton, Andrew J.
;
Sheppard, Kevin
- In:
The review of economics and statistics
97
(
2015
)
3
,
pp. 683-697
Persistent link: https://www.econbiz.de/10011333073
Saved in:
1
2
3
4
5
6
7
8
9
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
