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isPartOf:"Journal of financial econometrics : official journal of the Society for Financial Econometrics"
subject:"Volatility"
~isPartOf:"Journal of forecasting"
~subject:"Capital income"
~subject:"Correlation"
~subject:"Regressionsanalyse"
~subject:"Risikomaß"
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Volatility
Capital income
Correlation
Regressionsanalyse
Risikomaß
Estimation theory
196
Schätztheorie
196
Forecasting model
78
Prognoseverfahren
78
Time series analysis
74
Zeitreihenanalyse
74
Theorie
54
Theory
54
Estimation
33
Schätzung
33
Volatilität
26
Regression analysis
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Kapitaleinkommen
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Börsenkurs
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Nichtparametrisches Verfahren
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Nonparametric statistics
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USA
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United States
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Stochastic process
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Stochastischer Prozess
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Statistical test
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Bayesian inference
8
Maximum likelihood estimation
8
Maximum-Likelihood-Schätzung
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71
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Taylor, James W.
3
Corsi, Fulvio
2
Francq, Christian
2
Horváth, Lajos
2
Zakoïan, Jean-Michel
2
Abraham, Bovas
1
Ahlgren, Niklas
1
Ahn, Seung Chan
1
Ai, Chunrong
1
Andreou, Alena
1
Antell, Jan
1
Atici, Kazim Baris
1
Audrino, Francesco
1
Balakrishna, N.
1
Baltagi, Badi H.
1
Balter, Janine
1
Ben-Zion, Uri
1
Blanco-Fernández, Ángela
1
Bormann, Carsten
1
Bos, Charles S.
1
Bosson Brou, J. M.
1
Boudt, Kris
1
Caldeira, João F.
1
Calvet, Laurent E.
1
Carrasco, Marine
1
Chen, Bei
1
Chen, Jiaqin
1
Chen, Mei-ching
1
Chen, Yi-ting
1
Chen, Zhao-Guo
1
Choi, Jeong Hoon
1
Christoffersen, Peter F.
1
Croux, Christophe
1
Czellar, Veronika
1
Davis, Richard A.
1
Dawoud, Issam
1
Dupuis, Debbie J.
1
Enginar, Onur
1
Engle, Robert F.
1
Fan, Jianqing
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
Journal of forecasting
Journal of econometrics
427
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
172
Economics letters
146
Econometric theory
117
Journal of the American Statistical Association : JASA
108
CEMMAP working papers / Centre for Microdata Methods and Practice
103
Econometric reviews
96
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
87
The econometrics journal
75
Discussion paper / Tinbergen Institute
69
NBER Working Paper
53
Cowles Foundation discussion paper
48
Discussion paper series / IZA
48
Discussion papers of interdisciplinary research project 373
47
Insurance / Mathematics & economics
44
Discussion paper / Sonderforschungsbereich 386 der Ludwig-Maximilians-Universität München
43
Econometrics : open access journal
43
SFB 649 discussion paper
43
Journal of empirical finance
42
European journal of operational research : EJOR
40
NBER working paper series
40
Economic modelling
39
Computational economics
37
International journal of forecasting
37
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
35
Working paper / Department of Econometrics and Business Statistics, Monash University
35
Finance research letters
34
Applied economics letters
33
Cambridge working papers in economics
33
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
32
Journal of banking & finance
32
Working paper
32
Journal of risk and financial management : JRFM
30
KBI
30
CREATES research paper
28
Cowles Foundation Discussion Paper
28
Journal of financial econometrics
28
Journal of risk
27
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ECONIS (ZBW)
71
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1
Mixed-frequency predictive regressions with parameter learning
Leippold, Markus
;
Yang, Hanlin
- In:
Journal of forecasting
42
(
2023
)
8
,
pp. 1955-1972
Persistent link: https://www.econbiz.de/10014432824
Saved in:
2
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:
3
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:
4
Regularized Poisson regressions predict regional innovation output
Xiang, Li
;
Hu, Xuemei
;
Junwen, Yang
- In:
Journal of forecasting
42
(
2023
)
8
,
pp. 2197-2216
Persistent link: https://www.econbiz.de/10014432870
Saved in:
5
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:
6
Optimal forecast error as an unbiased estimator of abnormal return : a proposition
Enginar, Onur
;
Atici, Kazim Baris
- In:
Journal of forecasting
41
(
2022
)
1
,
pp. 158-166
Persistent link: https://www.econbiz.de/10012796281
Saved in:
7
Competition can help predict sales
Fortsch, Sima M.
;
Choi, Jeong Hoon
;
Khapalova, Elena A.
- In:
Journal of forecasting
41
(
2022
)
2
,
pp. 331-344
Persistent link: https://www.econbiz.de/10012817763
Saved in:
8
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:
9
Mixed data sampling regression : parameter selection of smoothed least squares estimator
Toker, Selma
;
Özbay, Nimet
;
Månsson, Kristofer
- In:
Journal of forecasting
41
(
2022
)
4
,
pp. 718-751
Persistent link: https://www.econbiz.de/10013287847
Saved in:
10
Dynamic functional regression with application to the cross-section of returns
Kokoszka, Piotr
;
Miao, Hong
;
Reimherr, Matthew
; …
- In:
Journal of financial econometrics : official journal of …
16
(
2018
)
3
,
pp. 461-485
Persistent link: https://www.econbiz.de/10011987795
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