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~accessRights:"free"
~isPartOf:"CREATES research paper"
~language:"eng"
~subject:"Prognoseverfahren"
~subject:"Risikoprämie"
~type:"book"
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Prognoseverfahren
Risikoprämie
Theorie
211
Theory
211
Time series analysis
164
Zeitreihenanalyse
164
Estimation theory
137
Schätztheorie
137
Volatility
101
Volatilität
101
Forecasting model
98
Estimation
79
Schätzung
79
Stochastic process
60
Stochastischer Prozess
60
Capital income
58
Kapitaleinkommen
58
USA
47
United States
47
Börsenkurs
46
Share price
46
ARCH model
43
ARCH-Modell
43
VAR model
40
VAR-Modell
40
Cointegration
39
Kointegration
39
CAPM
32
Modellierung
32
Scientific modelling
32
Statistical test
32
Statistischer Test
32
Risk premium
31
Yield curve
29
Zinsstruktur
29
Nichtparametrisches Verfahren
28
Nonparametric statistics
28
Option pricing theory
28
Optionspreistheorie
28
Regression analysis
25
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Arbeitspapier
122
Graue Literatur
122
Non-commercial literature
122
Working Paper
122
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English
Author
All
Christoffersen, Peter F.
8
Bollerslev, Tim
7
Andreasen, Martin Møller
6
Engsted, Tom
6
Hillebrand, Eric
6
Todorov, Viktor
6
Andersen, Torben
5
Borup, Daniel
5
Teräsvirta, Timo
5
Christiansen, Charlotte
4
Fusari, Nicola
4
Jacobs, Kris
4
Lunde, Asger
4
Møller, Stig Vinther
4
Pedersen, Thomas Q.
4
Proietti, Tommaso
4
Varneskov, Rasmus Tangsgaard
4
Boldrini, Lorenzo
3
Bredahl Kock, Anders
3
Christensen, Bent Jesper
3
Ergemen, Yunus Emre
3
Eriksen, Jonas Nygaard
3
Exterkate, Peter
3
Hansen, Peter Reinhard
3
Kallestrup-Lamb, Malene
3
Kruse, Robinson
3
Lee, Tae-hwy
3
Nyberg, Henri
3
Rombouts, Jeroen V. K.
3
Schrimpf, Andreas
3
Stentoft, Lars
3
Timmermann, Allan
3
Voev, Valeri
3
Amaya, Diego
2
Bennedsen, Mikkel
2
Callot, Laurent
2
Chini, Emilio Zanetti
2
Dias, Gustavo Fruet
2
Grassi, Stefano
2
Hillebrand, Eric T.
2
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CREATES research paper
NBER working paper series
537
NBER Working Paper
467
Working paper
238
ECB Working Paper
223
Working paper series / European Central Bank
212
Working paper / National Bureau of Economic Research, Inc.
206
Discussion paper / Tinbergen Institute
193
IMF working papers
176
CESifo working papers
161
Finance and economics discussion series
133
Working paper / Department of Econometrics and Business Statistics, Monash University
130
Working papers
106
Econometric Institute research papers
97
CESifo Working Paper
94
Research paper series / Swiss Finance Institute
93
Discussion paper
92
Tinbergen Institute Discussion Paper
87
IMF Working Paper
83
Working Paper
79
Staff reports / Federal Reserve Bank of New York
77
CAMA working paper series
74
Federal Reserve Bank of Cleveland working paper series
74
Working paper series
74
SFB 649 discussion paper
72
Temi di discussione / Banca d'Italia
68
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
65
CESifo Working Paper Series
64
Staff working paper / Bank of Canada
63
FEDS Working Paper
61
International finance discussion papers
59
Working paper / Norges Bank
56
CFS working paper series
53
Working papers / Bank for International Settlements
52
Swiss Finance Institute Research Paper
50
Cambridge working papers in economics
49
Working papers on finance
48
Discussion paper series / IZA
47
Discussion papers / Deutsches Institut für Wirtschaftsforschung
46
Working papers / Federal Reserve Bank of Philadelphia, Research Department
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ECONIS (ZBW)
122
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1
Betting on mean reversion in the VIX? : evidence from ETP flows
Nielsen, Ole Linnemann
;
Posselt, Anders Merrild
-
2022
-
This version: September 1, 2021
Persistent link: https://www.econbiz.de/10012816394
Saved in:
2
Estimating the variance of a combined forecast : bootstrap-based approach
Hounyo, Ulrich
;
Lahiri, Kajal
-
2021
Persistent link: https://www.econbiz.de/10012815973
Saved in:
3
The incremental information in the yield curve about future interest rate risk
Christensen, Bent Jesper
;
Kjær, Mads Markvart
; …
-
2021
-
This version: June 28, 2021
Persistent link: https://www.econbiz.de/10012621334
Saved in:
4
Inference and forecasting for continuous-time integervalued trawl processes and their use in financial economics
Bennedsen, Mikkel
;
Lunde, Asger
;
Shephard, Neil G.
; …
-
2021
Persistent link: https://www.econbiz.de/10012621491
Saved in:
5
A machine learning approach to volatility forecasting
Christensen, Kim
;
Siggaard, Mathias Voldum
;
Veliyev, …
-
2021
Persistent link: https://www.econbiz.de/10012434010
Saved in:
6
The New Keynesian model and bond yields
Andreasen, Martin Møller
-
2021
Persistent link: https://www.econbiz.de/10012433979
Saved in:
7
Exchange rates and macroeconomic fundamentals : evidence of instabilities from time-varying factor loadings
Hillebrand, Eric
;
Mikkelsen, Jakob Guldbæk
;
Spreng, Lars
; …
-
2020
Persistent link: https://www.econbiz.de/10012433967
Saved in:
8
Predicting bond return predictability
Borup, Daniel
;
Eriksen, Jonas Nygaard
;
Kjær, Mads M.
; …
-
2020
-
This version: July 7, 2020
Persistent link: https://www.econbiz.de/10012317813
Saved in:
9
Targeting predictors in random forest regression
Borup, Daniel
;
Christensen, Bent Jesper
;
Mühlbach, …
-
2020
-
This version: May 5, 2020
Persistent link: https://www.econbiz.de/10012317696
Saved in:
10
Assessing predictive accuracy in panel data models with long-range dependence
Borup, Daniel
;
Christensen, Bent Jesper
;
Ergemen, Yunus Emre
-
2019
Persistent link: https://www.econbiz.de/10011991275
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