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isPartOf:"Econometric reviews"
subject:"Zeitreihenanalyse"
~subject:"Modellierung"
~subject:"Volatilität"
~type_genre:"Aufsatz in Zeitschrift"
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Zeitreihenanalyse
Modellierung
Volatilität
Estimation
145
Schätzung
145
Theorie
73
Theory
73
Estimation theory
57
Schätztheorie
57
Time series analysis
41
Stochastic process
28
Stochastischer Prozess
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Volatility
27
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23
Panel study
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Nichtparametrisches Verfahren
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panel data
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61
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Aufsatz in Zeitschrift
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61
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McAleer, Michael
4
Asai, Manabu
3
Chan, Joshua
3
Eisenstat, Eric
2
Jawadi, Fredj
2
Maasoumi, Esfandiar
2
Meyer, Renate
2
Teräsvirta, Timo
2
Abaye, A.
1
Alghalith, Moawia
1
Allen, David E.
1
Amado, Cristina
1
Anderson, Richard G.
1
Andreou, Panayiotis C.
1
Antoch, Jaromír
1
Anyfantaki, Sofia
1
Armah, Nii Ayi
1
Astill, Sam
1
Audrino, Francesco
1
Belotti, Federico
1
Bennedsen, Mikkel
1
Bermudez, P. de Zea
1
Bessec, Marie
1
Bewley, Ronald A.
1
Bohn Nielsen, Heino
1
Bos, Charles S.
1
Brownlees, Christian
1
Brune, Barbara
1
Bu, Ruijun
1
Bura, Efstathia
1
Cai, Yuzhi
1
Caporin, Massimiliano
1
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1
Castle, Jennifer
1
Catania, Leopoldo
1
Chauvet, Marcelle
1
Chen, Huigang
1
Corsi, Fulvio
1
Dimitrakopoulos, Stefanos
1
Djogbenou, Antoine A.
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Econometric reviews
Applied economics
211
Economic modelling
197
Energy economics
175
Journal of econometrics
175
Applied economics letters
150
Finance research letters
144
International review of economics & finance : IREF
140
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
133
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
123
Economics letters
121
International review of financial analysis
115
The North American journal of economics and finance : a journal of financial economics studies
111
International journal of forecasting
104
Journal of banking & finance
98
Applied financial economics
95
Journal of empirical finance
95
Journal of international money and finance
92
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
88
Journal of international financial markets, institutions & money
80
Research in international business and finance
80
Journal of applied econometrics
69
Journal of forecasting
69
Journal of risk and financial management : JRFM
68
The journal of futures markets
67
International journal of finance & economics : IJFE
63
Journal of economic dynamics & control
51
The European journal of finance
50
International Journal of Energy Economics and Policy : IJEEP
49
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
49
International journal of economics and financial issues : IJEFI
47
International journal of economics and finance
46
Macroeconomic dynamics
46
Journal of financial economics
45
Journal of macroeconomics
44
Journal of financial econometrics : official journal of the Society for Financial Econometrics
43
The empirical economics letters : a monthly international journal of economics
42
Pacific-Basin finance journal
41
Empirical economics : a quarterly journal of the Institute for Advanced Studies
40
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ECONIS (ZBW)
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1
Forecasting levels in loglinear unit root models
VanGarderen, Kees Jan
- In:
Econometric reviews
42
(
2023
)
9/10
,
pp. 780-805
Persistent link: https://www.econbiz.de/10014420346
Saved in:
2
Extremal quantiles and stock price crashes
Andreou, Panayiotis C.
;
Anyfantaki, Sofia
;
Maasoumi, …
- In:
Econometric reviews
42
(
2023
)
9/10
,
pp. 703-724
Persistent link: https://www.econbiz.de/10014420354
Saved in:
3
Panel data nowcasting
Fosten, Jack
;
Greenaway-McGrevy, Ryan
- In:
Econometric reviews
41
(
2022
)
7
,
pp. 675-696
Persistent link: https://www.econbiz.de/10013364902
Saved in:
4
A new Bayesian model for contagion and interdependence
Poon, Aubrey
;
Zhu, Dan
- In:
Econometric reviews
41
(
2022
)
7
,
pp. 806-826
Persistent link: https://www.econbiz.de/10013364908
Saved in:
5
A state-space approach to time-varying reduced-rank regression
Brune, Barbara
;
Scherrer, Wolfgang
;
Bura, Efstathia
- In:
Econometric reviews
41
(
2022
)
8
,
pp. 895-917
Persistent link: https://www.econbiz.de/10013364916
Saved in:
6
Simultaneous bandwidths determination for DK-HAC estimators and long-run variance estimation in nonparametric settings
Belotti, Federico
;
Casini, Alessandro
;
Catania, Leopoldo
; …
- In:
Econometric reviews
42
(
2023
)
3
,
pp. 281-306
Persistent link: https://www.econbiz.de/10014305507
Saved in:
7
Dynamic factor, leverage and realized covariances in multivariate stochastic volatility
Yamauchi, Yuta
;
Omori, Yasuhiro
- In:
Econometric reviews
42
(
2023
)
6
,
pp. 513-539
Persistent link: https://www.econbiz.de/10014305574
Saved in:
8
Approximate state space modelling of unobserved fractional components
Hartl, Tobias
;
Jucknewitz, Roland
- In:
Econometric reviews
41
(
2022
)
1
,
pp. 75-98
Persistent link: https://www.econbiz.de/10013167584
Saved in:
9
Large dimensional portfolio allocation based on a mixed frequency dynamic factor model
Peng, Siyang
;
Shaojun, Guo
;
Long, Yonghong
- In:
Econometric reviews
41
(
2022
)
5
,
pp. 539-563
Persistent link: https://www.econbiz.de/10013364893
Saved in:
10
Testing for time-varying factor loadings in high-dimensional factor models
Xu, Wen
- In:
Econometric reviews
41
(
2022
)
8
,
pp. 918-965
Persistent link: https://www.econbiz.de/10013364920
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