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isPartOf:"Review of international economics"
subject:"Estimation"
~isPartOf:"International journal of forecasting"
~isPartOf:"Journal of econometrics"
~isPartOf:"Journal of empirical finance"
~subject:"Schätzung"
~subject:"Volatility"
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Estimation
Schätzung
Volatility
Theorie
3,613
Theory
3,613
Forecasting model
910
Prognoseverfahren
910
Time series analysis
696
Zeitreihenanalyse
696
Estimation theory
406
Schätztheorie
406
Volatilität
289
Capital income
220
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Aït-Sahalia, Yacine
7
Koop, Gary
7
Bollerslev, Tim
6
Koopman, Siem Jan
6
Maheu, John M.
6
Andersen, Torben
5
McAleer, Michael
5
Tauchen, George Eugene
5
Chan, Joshua
4
Diebold, Francis X.
4
Gallant, A. Ronald
4
Ghysels, Eric
4
Hallin, Marc
4
Herwartz, Helmut
4
Lucas, André
4
Marcellino, Massimiliano
4
Nielsen, Morten Ørregaard
4
Pesaran, M. Hashem
4
Renault, Eric
4
Steel, Mark F. J.
4
Swanson, Norman R.
4
Todorov, Viktor
4
Wang, Yudong
4
Wu, Chongfeng
4
Asai, Manabu
3
Baillie, Richard
3
Barigozzi, Matteo
3
Boswijk, Herman Peter
3
Breitung, Jörg
3
Cavaliere, Giuseppe
3
Cho, Dooyeon
3
Cross, Jamie
3
Dijk, Dick van
3
Frühwirth-Schnatter, Sylvia
3
Gouriéroux, Christian
3
Hafner, Christian M.
3
Harvey, David I.
3
Hong, Yongmiao
3
Hou, Chenghan
3
Härdle, Wolfgang
3
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HFDF <2, 1998, Zürich>
1
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Review of international economics
International journal of forecasting
Journal of econometrics
Journal of empirical finance
Working paper / National Bureau of Economic Research, Inc.
689
NBER working paper series
605
NBER Working Paper
561
Discussion paper / Centre for Economic Policy Research
416
Applied economics
354
Discussion paper series / IZA
292
Economics letters
281
CESifo working papers
253
Economic modelling
243
Working paper
227
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
207
Applied economics letters
199
Journal of banking & finance
197
Journal of international money and finance
197
Discussion paper / Tinbergen Institute
180
Journal of economic dynamics & control
178
Journal of applied econometrics
167
IZA Discussion Paper
158
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
154
International review of economics & finance : IREF
154
Discussion papers / CEPR
146
Discussion paper
144
Journal of financial economics
143
Europäische Hochschulschriften / 5
139
Finance research letters
137
Journal of macroeconomics
133
Journal of monetary economics
129
The review of economics and statistics
119
Journal of forecasting
117
Energy economics
116
Macroeconomic dynamics
116
The journal of finance : the journal of the American Finance Association
116
The European journal of finance
112
Applied financial economics
109
European economic review : EER
107
International review of financial analysis
107
Econometric reviews
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ECONIS (ZBW)
590
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590
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1
Accelerating peak dating in a dynamic factor Markov-switching model
Os, Bram van
;
Dijk, Dick van
- In:
International journal of forecasting
40
(
2024
)
1
,
pp. 313-323
Persistent link: https://www.econbiz.de/10014450273
Saved in:
2
2T-POT Hawkes model for left- and right-tail conditional quantile forecasts of financial log returns : Out-of-sample comparison of conditional EVT models
Tomlinson, Matthew F.
;
Greenwood, David
; …
- In:
International journal of forecasting
40
(
2024
)
1
,
pp. 324-347
Persistent link: https://www.econbiz.de/10014450274
Saved in:
3
(Structural) VAR models with ignored changes in mean and volatility
Demetrescu, Matei
;
Salish, Nazarii
- In:
International journal of forecasting
40
(
2024
)
2
,
pp. 840-854
Persistent link: https://www.econbiz.de/10014547211
Saved in:
4
A False Discovery Rate approach to optimal volatility forecasting model selection
Hassanniakalager, Arman
;
Baker, Paul L.
;
Platanakis, …
- In:
International journal of forecasting
40
(
2024
)
3
,
pp. 881-902
Persistent link: https://www.econbiz.de/10014547223
Saved in:
5
Should I open to forecast? : implications from a multi-country unobserved components model with sparse factor stochastic volatility
Wu, Ping
- In:
International journal of forecasting
40
(
2024
)
3
,
pp. 903-917
Persistent link: https://www.econbiz.de/10014547224
Saved in:
6
DeepTVAR : deep learning for a time-varying VAR model with extension to integrated VAR
Li, Xixi
;
Yuan, Jingsong
- In:
International journal of forecasting
40
(
2024
)
3
,
pp. 1123-1133
Persistent link: https://www.econbiz.de/10014547261
Saved in:
7
International asset pricing with heterogeneous agents : estimation and inference
Tédongap, Roméo
;
Tinang, Jules
- In:
Journal of empirical finance
75
(
2024
),
pp. 1-26
Persistent link: https://www.econbiz.de/10014491863
Saved in:
8
A time-varying skewness model for Growth-at-Risk
Iseringhausen, Martin
- In:
International journal of forecasting
40
(
2024
)
1
,
pp. 229-246
Persistent link: https://www.econbiz.de/10014450268
Saved in:
9
Back to the present : learning about the euro area through a now-casting model
Cascaldi-Garcia, Danilo
;
Ferreira, Thiago R. T.
; …
- In:
International journal of forecasting
40
(
2024
)
2
,
pp. 661-686
Persistent link: https://www.econbiz.de/10014547195
Saved in:
10
Intraday cross-sectional distributions of systematic risk
Andersen, Torben
;
Riva, Raul
;
Thyrsgaard, Martin
; …
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 1394-1418
Persistent link: https://www.econbiz.de/10014471397
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