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isPartOf:"Journal of financial econometrics : official journal of the Society for Financial Econometrics"
subject:"Volatility"
~isPartOf:"CREATES research paper"
~isPartOf:"International journal of economics and financial issues : IJEFI"
~subject:"Capital income"
~subject:"Multivariate analysis"
~subject:"Schätzung"
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Search: subject_exact:"Estimation theory"
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Volatility
Capital income
Multivariate analysis
Schätzung
Estimation theory
247
Schätztheorie
247
Time series analysis
89
Zeitreihenanalyse
89
Estimation
52
Volatilität
39
ARCH model
34
ARCH-Modell
34
Nichtparametrisches Verfahren
29
Nonparametric statistics
29
Theorie
27
Theory
27
Cointegration
26
Kointegration
26
Stochastic process
22
Stochastischer Prozess
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Regression analysis
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Regressionsanalyse
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Forecasting model
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Prognoseverfahren
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Börsenkurs
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Share price
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Kapitaleinkommen
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Statistical test
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Statistischer Test
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Market microstructure
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Marktmikrostruktur
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USA
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United States
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Bootstrap approach
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Bootstrap-Verfahren
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Correlation
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Korrelation
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Autocorrelation
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Autokorrelation
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Maximum likelihood estimation
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Teräsvirta, Timo
5
Nielsen, Morten Ørregaard
4
Dritsaki, Chaido
3
Kristensen, Dennis
3
Silvennoinen, Annastiina
3
Audrino, Francesco
2
Bu, Ruijun
2
Casas, Isabel
2
Cavaliere, Giuseppe
2
Corsi, Fulvio
2
Hadri, Kaddour
2
Taylor, Robert
2
Abdurehman, Abderezak Ali
1
Ahlgren, Niklas
1
Ahmad, Shabbir
1
Amado, Cristina
1
Andersen, Torben
1
Andreou, Alena
1
Antell, Jan
1
Arvas, M. Akif
1
Balter, Janine
1
Barndorff-Nielsen, Ole E.
1
Belasri, Yassine
1
Biyase, Mduduzi
1
Bormann, Carsten
1
Bos, Charles S.
1
Caldeira, João F.
1
Cappiello, Lorenzo
1
Carlini, Federico
1
Carrasco, Marine
1
Chen, Jiaqin
1
Chen, Yi-ting
1
Christensen, Bent Jesper
1
Christensen, Kim
1
Creel, Michael D.
1
Daei-Karimzadeh, Saeed
1
Daryanto, Arief
1
Demetrescu, Matei
1
Demetrescum, Matei
1
Dritsaki, Melina
1
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
CREATES research paper
International journal of economics and financial issues : IJEFI
Journal of econometrics
309
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
165
Economics letters
129
Econometric reviews
76
Applied economics letters
61
Economic modelling
61
Discussion paper series / IZA
59
NBER Working Paper
58
Discussion paper / Tinbergen Institute
55
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
53
NBER working paper series
52
CEMMAP working papers / Centre for Microdata Methods and Practice
50
Applied economics
48
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
45
Journal of applied econometrics
43
Journal of empirical finance
43
Working paper / Department of Econometrics and Business Statistics, Monash University
43
Journal of the American Statistical Association : JASA
42
Econometric theory
41
Working paper / National Bureau of Economic Research, Inc.
41
The econometrics journal
40
Journal of banking & finance
39
Working paper
38
International journal of forecasting
36
IZA Discussion Paper
33
Journal of forecasting
33
CESifo working papers
32
Econometrics : open access journal
32
Quantitative economics : QE ; journal of the Econometric Society
31
Discussion paper
30
Discussion papers / CEPR
30
Finance research letters
29
SFB 649 discussion paper
28
Computational economics
27
Empirical economics : a quarterly journal of the Institute for Advanced Studies
26
The review of economics and statistics
25
European journal of operational research : EJOR
24
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ECONIS (ZBW)
82
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A parsimonious test of constancy of a positive definite correlation matrix in a multivariate time-varying GARCH model
Kang, Jian
;
Jakobsen, Johan Stax
;
Silvennoinen, Annastiina
-
2022
Persistent link: https://www.econbiz.de/10012816369
Saved in:
2
The interaction between policy mix in Lebanon : applications of the nonlinear and linear ARDL models
Hachem, Mahmoud
- In:
International journal of economics and financial issues …
13
(
2023
)
2
,
pp. 27-45
Persistent link: https://www.econbiz.de/10014251656
Saved in:
3
Time varying dependence in the cryptocurrency market and COVID 19 panic index : an empirical investigation
Kalai, Lamia
- In:
International journal of economics and financial issues …
12
(
2022
)
2
,
pp. 37-51
Persistent link: https://www.econbiz.de/10013257285
Saved in:
4
Parametric estimation of long memory in factor models
Ergemen, Yunus Emre
-
2022
Persistent link: https://www.econbiz.de/10013367389
Saved in:
5
Asset pricing using block-cholesky GARCH and time-varying betas
Grassi, Stefano
;
Violante, Francesco
-
2021
Persistent link: https://www.econbiz.de/10012620745
Saved in:
6
Is U.S. real output growth really non-normal? : testing distributional assumptions in time-varying location-scale models
Demetrescu, Matei
;
Kruse-Becher, Robinson
-
2021
Persistent link: https://www.econbiz.de/10012620758
Saved in:
7
Four Australian banks and the multivariate time-varying smooth transition correlation GARCH model
Hall, Anthony D.
;
Silvennoinen, Annastiina
; …
-
2021
Persistent link: https://www.econbiz.de/10012815962
Saved in:
8
Climate change and milk price volatility in Indonesia
Daryanto, Arief
;
Sofia, Diani Aliya
;
Sahara, Sahara
; …
- In:
International journal of economics and financial issues …
10
(
2020
)
2
,
pp. 282-288
Persistent link: https://www.econbiz.de/10012215193
Saved in:
9
The long-run money demand function : empirical evidence from Italy
Dritsaki, Chaido
;
Dritsaki, Melina
- In:
International journal of economics and financial issues …
10
(
2020
)
1
,
pp. 186-195
Persistent link: https://www.econbiz.de/10012151304
Saved in:
10
Adaptive inference in heteroskedastic fractional time series models
Cavaliere, Giuseppe
;
Nielsen, Morten Ørregaard
; …
-
2020
Persistent link: https://www.econbiz.de/10012317803
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