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accessRights:"restricted"
subject:"Bootstrap approach"
~isPartOf:"Journal of forecasting"
~subject:"ARCH model"
~subject:"Estimation"
~subject:"Volatilität"
~type_genre:"Aufsatz in Zeitschrift"
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Search: subject_exact:"Estimation theory"
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Bootstrap approach
ARCH model
Estimation
Volatilität
Estimation theory
31
Schätztheorie
31
Forecasting model
22
Prognoseverfahren
22
Time series analysis
11
Zeitreihenanalyse
11
Regression analysis
9
Regressionsanalyse
9
Schätzung
7
Börsenkurs
6
Share price
6
Capital income
5
Kapitaleinkommen
5
Volatility
5
ARCH-Modell
4
forecasting
4
Autocorrelation
3
Autokorrelation
3
Factor analysis
3
Faktorenanalyse
3
Markov chain
3
Markov-Kette
3
Robust statistics
3
Robustes Verfahren
3
Statistical distribution
3
Statistische Verteilung
3
Aktienmarkt
2
Bayes-Statistik
2
Bayesian inference
2
Correlation
2
Innovation
2
Kleinste-Quadrate-Methode
2
Korrelation
2
Least squares method
2
Nichtparametrisches Verfahren
2
Nonparametric statistics
2
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2
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12
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Aufsatz in Zeitschrift
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12
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English
12
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Ai, Chunrong
1
An, Yang
1
Ardia, David
1
Blanco-Fernández, Ángela
1
Chan, Ngai Hang
1
Fei, Tianlun
1
Fischer, Henning
1
Guo, Mengmeng
1
Hambuckers, Julien
1
He, Mengxi
1
Heuchenne, Cédric
1
Härdle, Wolfgang
1
Kolly, Jeremy
1
Li, Zhenwei
1
Liu, Xiaoquan
1
Ma, Zhiren
1
Nonejad, Nima
1
Pajhede, Thor
1
Park, Jin‐Hong
1
Shi, Yafeng
1
Shi, Yanlong
1
Song, Yuping
1
Sriram, T. N.
1
Sun, Xiaoyu
1
Trottier, Denis‐Alexandre
1
Wang, Yudong
1
Wen, Conghua
1
Wen, Danyan
1
Winker, Peter
1
Xu, Qunfang
1
Ying, Tingting
1
Zhang, Yaojie
1
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Journal of forecasting
Journal of econometrics
250
Economics letters
91
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
90
Econometric reviews
65
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
49
Economic modelling
35
International journal of forecasting
30
Computational economics
28
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
27
The econometrics journal
25
Applied economics letters
24
Finance research letters
24
Applied economics
22
Journal of financial econometrics
22
Econometric theory
20
Empirical economics : a quarterly journal of the Institute for Advanced Studies
18
Journal of empirical finance
18
European journal of operational research : EJOR
17
Journal of banking & finance
17
Quantitative finance
17
Insurance / Mathematics & economics
16
The North American journal of economics and finance : a journal of financial economics studies
16
Journal of economic dynamics & control
15
Journal of risk
15
Journal of time series econometrics
15
Energy economics
14
Journal of quantitative economics
14
Journal of applied econometrics
10
Journal of mathematical finance
10
Theoretical economics letters
9
International journal of financial engineering
8
Journal of econometric methods
8
Regional science & urban economics
8
Decisions in economics and finance : DEF ; a journal of applied mathematics
7
Journal of international financial markets, institutions & money
7
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
6
International journal of computational economics and econometrics : IJCEE
6
International journal of economics and finance
6
International review of economics & finance : IREF
6
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ECONIS (ZBW)
12
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1
Dynamic forecasting for nonstationary high-frequency financial data with jumps based on series decomposition and reconstruction
Song, Yuping
;
Li, Zhenwei
;
Ma, Zhiren
;
Sun, Xiaoyu
- In:
Journal of forecasting
42
(
2023
)
5
,
pp. 1055-1068
Persistent link: https://www.econbiz.de/10014338810
Saved in:
2
Forecasting stock return volatility : realized volatility-type or duration-based estimators
Fei, Tianlun
;
Liu, Xiaoquan
;
Wen, Conghua
- In:
Journal of forecasting
42
(
2023
)
7
,
pp. 1594-1621
Persistent link: https://www.econbiz.de/10014432725
Saved in:
3
Large covariance estimation using a factor model with common and group-specific factors
Shi, Yafeng
;
Ai, Chunrong
;
Shi, Yanlong
;
Ying, Tingting
; …
- In:
Journal of forecasting
42
(
2023
)
8
,
pp. 2217-2248
Persistent link: https://www.econbiz.de/10014432877
Saved in:
4
Forecasting Bitcoin volatility : a new insight from the threshold regression model
Zhang, Yaojie
;
He, Mengxi
;
Wen, Danyan
;
Wang, Yudong
- In:
Journal of forecasting
41
(
2022
)
3
,
pp. 633-652
Persistent link: https://www.econbiz.de/10013166172
Saved in:
5
Adaptive interest rate modelling
Guo, Mengmeng
;
Härdle, Wolfgang
- In:
Journal of forecasting
36
(
2017
)
3
,
pp. 241-256
Persistent link: https://www.econbiz.de/10011729251
Saved in:
6
Short‐term stock price prediction based on limit order book dynamics
An, Yang
;
Chan, Ngai Hang
- In:
Journal of forecasting
36
(
2017
)
5
,
pp. 541-556
Persistent link: https://www.econbiz.de/10011860685
Saved in:
7
Backtesting value‐at‐risk : a generalized Markov test
Pajhede, Thor
- In:
Journal of forecasting
36
(
2017
)
5
,
pp. 597-613
Persistent link: https://www.econbiz.de/10011860704
Saved in:
8
The impact of parameter and model uncertainty on market risk predictions from GARCH‐type models
Ardia, David
;
Kolly, Jeremy
;
Trottier, Denis‐Alexandre
- In:
Journal of forecasting
36
(
2017
)
7
,
pp. 808-823
Persistent link: https://www.econbiz.de/10011860735
Saved in:
9
Robust estimation of conditional variance of time series using density power divergences
Park, Jin‐Hong
;
Sriram, T. N.
- In:
Journal of forecasting
36
(
2017
)
6
,
pp. 703-717
Persistent link: https://www.econbiz.de/10011861411
Saved in:
10
Modeling and forecasting aggregate stock market volatility in unstable environments using mixture innovation regressions
Nonejad, Nima
- In:
Journal of forecasting
36
(
2017
)
6
,
pp. 718-740
Persistent link: https://www.econbiz.de/10011861413
Saved in:
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