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~subject:"Schätztheorie"
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Schätztheorie
Italien
65,043
Börsenkurs
55,085
Share price
53,589
Volatility
43,880
Volatilität
43,618
Italy
43,065
Theorie
39,250
Theory
38,532
Zeitreihenanalyse
31,837
Time series analysis
30,828
Aktienmarkt
29,256
Stock market
29,138
Schätzung
21,024
Kapitaleinkommen
20,691
Capital income
20,642
Estimation
20,443
USA
16,176
United States
15,642
Prognoseverfahren
12,148
Forecasting model
11,933
Welt
11,197
World
11,024
Deutschland
8,897
ARCH-Modell
8,852
ARCH model
8,744
Estimation theory
8,518
Portfolio-Management
8,199
Portfolio selection
8,162
Anlageverhalten
7,949
Behavioural finance
7,858
Germany
7,637
Ankündigungseffekt
7,446
Announcement effect
7,393
Finanzmarkt
7,112
Financial market
7,011
Großbritannien
6,955
Wechselkurs
6,767
CAPM
6,673
Exchange rate
6,643
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Free
3,142
Undetermined
1,816
CC license
137
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Article
4,362
Book / Working Paper
4,246
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Article in journal
4,018
Aufsatz in Zeitschrift
4,018
Working Paper
2,139
Arbeitspapier
2,053
Graue Literatur
2,023
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2,023
Aufsatz im Buch
244
Book section
244
Hochschulschrift
183
Thesis
143
Collection of articles of several authors
55
Sammelwerk
55
Collection of articles written by one author
43
Sammlung
43
Bibliografie enthalten
35
Bibliography included
35
Aufsatzsammlung
32
Amtsdruckschrift
31
Government document
31
Konferenzschrift
23
Conference paper
21
Konferenzbeitrag
21
Forschungsbericht
20
Lehrbuch
16
Textbook
16
Systematic review
15
Übersichtsarbeit
15
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12
Rezension
11
Festschrift
5
Bibliografie
3
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3
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3
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3
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English
8,410
German
126
French
38
Spanish
17
Italian
16
Portuguese
2
Finnish
1
Japanese
1
Dutch
1
Norwegian
1
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1
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Author
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Phillips, Peter C. B.
124
Gao, Jiti
98
Koopman, Siem Jan
80
Linton, Oliver
62
Lütkepohl, Helmut
53
Lucas, André
52
Johansen, Søren
49
Kapetanios, George
49
Franses, Philip Hans
46
Teräsvirta, Timo
46
Sibbertsen, Philipp
44
Nielsen, Morten Ørregaard
43
Swanson, Norman R.
41
Nelson, Daniel B.
40
Pesaran, M. Hashem
40
Härdle, Wolfgang
35
Watson, Mark W.
35
Harvey, Andrew C.
34
Peng, Bin
34
Engle, Robert F.
33
Marcellino, Massimiliano
33
Robinson, Peter M.
31
Koop, Gary
30
Sentana, Enrique
29
Blasques, Francisco
28
Diebold, Francis X.
28
Dong, Chaohua
28
Ghysels, Eric
28
Hendry, David F.
28
Li, Degui
28
Li, Jia
28
Nielsen, Bent
28
Chen, Xiaohong
27
Gouriéroux, Christian
27
Maravall Herrero, Agustín
27
Stock, James H.
27
Brännäs, Kurt
26
Croux, Christophe
26
Perron, Pierre
26
Cavaliere, Giuseppe
25
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National Bureau of Economic Research
62
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
23
Ekonomiska forskningsinstitutet <Stockholm>
18
Umeå universitet
14
European University Institute / Department of Economics
12
Centre for Quantitative Economics & Computing
9
Birkbeck College / Department of Economics
8
Gottfried Wilhelm Leibniz Universität Hannover
5
Umeå Universitet / Institutionen för Nationalekonomi
5
Escola de Pós-Graduação em Economia <Rio de Janeiro>
4
European Commission / Statistical Office of the European Communities
4
Federal Reserve System / Board of Governors
4
London School of Economics and Political Science
4
Rodney L. White Center for Financial Research
4
University of Chicago / Graduate School of Business
4
Econometrisch Instituut <Rotterdam>
3
European University Institute / Department of Law
3
State University of New York at Albany / Department of Economics
3
University of Exeter / Department of Economics
3
University of New England / Department of Econometrics
3
University of Strathclyde / Department of Economics
3
Banque de France / Direction des Etudes Economiques et de la Recherche
2
Center for Economic Research <Tilburg>
2
Christian-Albrechts-Universität zu Kiel / Institut für Weltwirtschaft
2
European Commission / Joint Research Centre
2
Federal Reserve Bank of San Francisco
2
Goethe-Universität Frankfurt am Main
2
Institut für Industriebetriebsforschung <Hamburg>
2
International Symposium in Economic Theory and Econometrics <5, 1988, Durham, NC>
2
Københavns Universitet / Økonomisk Institut
2
Ludwig-Maximilians-Universität München / Volkswirtschaftliche Fakultät
2
School of Economics <Bundoora, Victoria> / Department of Economics
2
School of Finance and Business Economics <Perth, Western Australia>
2
Sonderforschungsbereich Statistical Modelling of Nonlinear Dynamic Processes
2
Universitat Pompeu Fabra / Departament d'Economia i Empresa
2
University of Chicago / Graduate School of Business / Department of Economics
2
Universität Basel / Institut für Statistik und Ökonometrie
2
Australasian Economic Modelling Conference <1992, Cairns>
1
Australian National University / Faculty of Economics and Commerce
1
Bank of Canada
1
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Published in...
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Journal of econometrics
495
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
211
Economics letters
203
Econometric theory
181
Discussion paper / Tinbergen Institute
141
Econometric reviews
125
International journal of forecasting
87
Working paper / Department of Econometrics and Business Statistics, Monash University
83
Journal of forecasting
80
Econometrics : open access journal
78
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
75
Applied economics letters
68
CREATES research paper
67
Journal of empirical finance
66
Cowles Foundation discussion paper
60
Economic modelling
60
NBER Working Paper
55
Computational economics
54
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
54
The econometrics journal
53
Applied economics
50
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
50
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
48
Journal of financial econometrics : official journal of the Society for Financial Econometrics
45
Working paper
45
Journal of the American Statistical Association : JASA
43
Journal of applied econometrics
42
SFB 649 discussion paper
40
Finance research letters
39
Journal of time series econometrics
38
NBER working paper series
36
Journal of risk and financial management : JRFM
34
Working paper series
34
Journal of financial econometrics
33
Discussion paper / Center for Economic Research, Tilburg University
32
EUI working paper / ECO
31
CEMMAP working papers / Centre for Microdata Methods and Practice
29
Quantitative finance
29
Série des documents de travail / Centre de Recherche en Économie et Statistique
29
Working paper / National Bureau of Economic Research, Inc.
29
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Source
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ECONIS (ZBW)
8,519
EconStor
86
USB Cologne (EcoSocSci)
2
ArchiDok
1
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1
Volatility
forecasting using hybrid GARCH Neural Network models : the case of the Italian stock market
Kartsonakis Mademlis, Dimitrios
;
Dritsakis, Nikolaos
- In:
International journal of economics and financial issues …
11
(
2021
)
1
,
pp. 49-60
Persistent link: https://www.econbiz.de/10012436893
Saved in:
2
Volatility
persistence in Palestine exchange bulls and bears : an econometric analysis of time series data
Awad, Ibrahim Mohammed
;
Al-Ewesat, Abdel-Rahman
- In:
Review of economics & finance
9
(
2017
)
3
,
pp. 83-97
Persistent link: https://www.econbiz.de/10011718779
Saved in:
3
Impact of COVID-19 on global stock market
volatility
Kusumahadi, Teresia Angelia
;
Permana, Fikri C.
- In:
Journal of economic integration : jei
36
(
2021
)
1
,
pp. 20-45
Persistent link: https://www.econbiz.de/10012593273
Saved in:
4
Volatilitätsprozesse mit Faktor-GARCH-Modellen : eine empirische Studie für den deutschen
Aktienmarkt
Kaiser, Thomas
-
1997
Persistent link: https://www.econbiz.de/10000971500
Saved in:
5
Predicting stock return and
volatility
with machine learning and econometric models : a comparative case study of the Baltic stock market
Nõu, Anders
;
Lapitskaya, Darya
;
Eratalay, M. Hakan
; …
- In:
International journal of computational economics and …
13
(
2023
)
4
,
pp. 446-489
Persistent link: https://www.econbiz.de/10014439728
Saved in:
6
Asymmetric generalized impulse responses with an application in finance
Hatemi-J, Abdulnasser
- In:
Economic modelling
36
(
2014
),
pp. 18-22
Persistent link: https://www.econbiz.de/10010412088
Saved in:
7
Spillover effects between US and major European stock markets
Al-Zeaud, Hussein Ali
- In:
American journal of finance and accounting
3
(
2013/14
)
2/4
,
pp. 172-184
Persistent link: https://www.econbiz.de/10010403630
Saved in:
8
Relationship between conditional
volatility
of domestic macroeconomic factors and conditional stock market
volatility
: some further evidence from India
Kumari, Jyoti
;
Mahakud, Jitendra
- In:
Asia-Pacific financial markets
22
(
2015
)
1
,
pp. 87-111
Persistent link: https://www.econbiz.de/10010511544
Saved in:
9
Intra-daily
volatility
spillovers in international stock markets
Golosnoy, Vasyl
;
Gribisch, Bastian
;
Liesenfeld, Roman
- In:
Journal of international money and finance
53
(
2015
),
pp. 95-114
Persistent link: https://www.econbiz.de/10011475912
Saved in:
10
Volatility
of stock markets : (an analysis of South Asian and G8 countries)
Baig, Muhammad Mansoor
;
Aslam, Waheed
;
Malik, Qaiser
; …
- In:
Acta Universitatis Danubius / Oeconomica
11
(
2015
)
6
,
pp. 58-70
Persistent link: https://www.econbiz.de/10011513908
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