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isPartOf:"Journal of financial econometrics : official journal of the Society for Financial Econometrics"
subject:"Volatility"
~isPartOf:"Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics"
~isPartOf:"Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria"
~isPartOf:"European journal of operational research : EJOR"
~subject:"Correlation"
~subject:"Forecasting model"
~subject:"IV-Schätzung"
~subject:"Statistical test"
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Volatility
Correlation
Forecasting model
IV-Schätzung
Statistical test
Estimation theory
757
Schätztheorie
757
Theorie
312
Theory
312
Estimation
97
Time series analysis
97
Zeitreihenanalyse
97
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96
Nichtparametrisches Verfahren
93
Nonparametric statistics
93
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73
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51
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41
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Phillips, Peter C. B.
4
Francq, Christian
3
Zakoïan, Jean-Michel
3
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2
Audrino, Francesco
2
Carrasco, Marine
2
Chamberlain, Gary
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Chen, Yi-ting
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2
Fan, Jianqing
2
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2
Horváth, Lajos
2
Li, Jia
2
Li, Yingying
2
Mykland, Per A.
2
Spokojnyj, Vladimir G.
2
Su, Liangjun
2
White, Halbert
2
Adcock, C. J.
1
Ahlgren, Niklas
1
Andreou, Alena
1
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1
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1
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1
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1
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1
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1
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1
Brandão, Luiz Eduardo Teixeira
1
Brücker, Herbert
1
Caetano, Carolina
1
Cai, Zongwu
1
Caldeira, João F.
1
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1
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
European journal of operational research : EJOR
Journal of econometrics
397
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
154
Economics letters
117
International journal of forecasting
115
Econometric reviews
100
CEMMAP working papers / Centre for Microdata Methods and Practice
89
Econometric theory
88
Journal of forecasting
75
The econometrics journal
72
Discussion paper / Tinbergen Institute
64
Cowles Foundation discussion paper
48
Journal of the American Statistical Association : JASA
44
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
42
Working paper / Department of Econometrics and Business Statistics, Monash University
42
Journal of empirical finance
40
Econometrics : open access journal
39
Economic modelling
39
NBER Working Paper
39
Applied economics letters
36
CREATES research paper
36
NBER working paper series
35
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
32
Working paper
31
Cowles Foundation Discussion Paper
30
Journal of financial econometrics
30
Quantitative economics : QE ; journal of the Econometric Society
29
Discussion paper series / IZA
27
Journal of banking & finance
27
CESifo working papers
26
Finance research letters
26
Cambridge working papers in economics
25
Computational economics
25
Discussion paper
24
Empirical economics : a quarterly journal of the Institute for Advanced Studies
24
SFB 649 discussion paper
24
Quantitative finance
23
Applied economics
22
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ECONIS (ZBW)
115
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1
Kernel quantile estimators for nested simulation with application to portfolio value-at-risk measurement
Liu, Xiaoyu
;
Yan, Xing
;
Zhang, Kun
- In:
European journal of operational research : EJOR
312
(
2024
)
3
,
pp. 1168-1177
Persistent link: https://www.econbiz.de/10014456483
Saved in:
2
On the update frequency of univariate forecasting models
Spiliotis, Evangelos
;
Petropoulos, Fotios
- In:
European journal of operational research : EJOR
314
(
2024
)
1
,
pp. 111-121
Persistent link: https://www.econbiz.de/10014456834
Saved in:
3
Constructing copulas using corrected Hermite polynomial expansion for estimating cross foreign exchange volatility
Shiraya, Kenichiro
;
Yamakami, Tomohisa
- In:
European journal of operational research : EJOR
314
(
2024
)
3
,
pp. 1195-1214
Persistent link: https://www.econbiz.de/10014456946
Saved in:
4
Assessing the impact of jumps in an option pricing model : a gradient estimation approach
Volk-Makarewicz, Warren
;
Borovkova, Svetlana
; …
- In:
European journal of operational research : EJOR
298
(
2022
)
2
,
pp. 740-751
Persistent link: https://www.econbiz.de/10013206895
Saved in:
5
Model averaging for interval-valued data
Sun, Yuying
;
Zhang, Xinyu
;
Wan, Alan T. K.
;
Wang, Shouyang
- In:
European journal of operational research : EJOR
301
(
2022
)
2
,
pp. 772-784
Persistent link: https://www.econbiz.de/10013207677
Saved in:
6
Quantitative portfolio selection : using density forecasting to find consistent portfolios
Meade, Nigel
;
Beasley, John E.
;
Adcock, C. J.
- In:
European journal of operational research : EJOR
288
(
2021
)
3
,
pp. 1053-1067
Persistent link: https://www.econbiz.de/10012387456
Saved in:
7
Estimating Value-at-Risk and Expected Shortfall using the intraday low and range data
Meng, Xiaochun
;
Taylor, James W.
- In:
European journal of operational research : EJOR
280
(
2020
)
1
,
pp. 191-202
Persistent link: https://www.econbiz.de/10012132379
Saved in:
8
Long-term prediction intervals of economic time series
Chudý, M.
;
Karmakar, S.
;
Wu, W. B.
- In:
Empirical economics : a journal of the Institute for …
58
(
2020
)
1
,
pp. 191-222
Persistent link: https://www.econbiz.de/10012216373
Saved in:
9
Bayesian comparison of production function-based and time-series GDP models
Osiewalski, Jacek
;
Wróblewska, Justyna
;
Makieła, Kamil
- In:
Empirical economics : a journal of the Institute for …
58
(
2020
)
3
,
pp. 1355-1380
Persistent link: https://www.econbiz.de/10012219593
Saved in:
10
Identifying shocks to business cycles with asynchronous propagation
Trenkler, Carsten
;
Weber, Enzo
- In:
Empirical economics : a journal of the Institute for …
58
(
2020
)
4
,
pp. 1815-1836
Persistent link: https://www.econbiz.de/10012219716
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