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source:"econis"
subject:"Estimation"
~accessRights:"restricted"
~isPartOf:"Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet"
~subject:"Volatilität"
~type_genre:"Article in journal"
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Estimation
Volatilität
Theorie
292
Theory
292
Time series analysis
91
Zeitreihenanalyse
91
Schätzung
75
Nichtlineare Regression
46
Nonlinear regression
46
Volatility
42
Forecasting model
29
Prognoseverfahren
29
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28
ARCH-Modell
28
Markov chain
28
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28
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23
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22
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Nichtparametrisches Verfahren
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State space model
16
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16
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Article in journal
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English
94
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Fabozzi, Frank J.
2
Fazzari, Steven M.
2
Franses, Philip Hans
2
Jawadi, Fredj
2
Martin, Vance
2
Morley, James C.
2
Panovska, Irina
2
Popiel, Michal Ksawery
2
Ruiz, Esther
2
Sarkar, Saikat
2
Semmler, Willi
2
Strachan, Rodney W.
2
Abdymomunov, Azamat
1
Achim, Alin
1
Aknouche, Abdelhakim
1
Alexandre, Fernando
1
Alexeev, Vitali
1
Aloy, Marcel
1
Argyropoulos, Efthymios
1
Arčabić, Vladimir
1
Audrino, Francesco
1
Avdoulas, Christos
1
Avdulaj, Krenar
1
Barnett, William A.
1
Barunik, Jozef
1
Basu, Deepankar
1
Bação, Pedro
1
Beck, Alexander
1
Bekierman, Jeremias
1
Bekiros, Stelios
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1
Broto, Carmen
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Bruin, Paul de
1
Bäurle, Gregor
1
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1
Casarin, Roberto
1
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
Economic modelling
152
Economics letters
125
Applied economics
115
Finance research letters
107
Journal of econometrics
101
Journal of economic dynamics & control
100
International review of economics & finance : IREF
95
Journal of empirical finance
89
International journal of forecasting
86
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
80
Energy economics
79
Journal of banking & finance
77
Applied economics letters
75
International review of financial analysis
75
Journal of international money and finance
72
Journal of financial economics
71
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
69
The North American journal of economics and finance : a journal of financial economics studies
68
Macroeconomic dynamics
65
Journal of macroeconomics
60
Quantitative finance
56
European economic review : EER
46
Journal of monetary economics
46
Computational economics
45
Journal of forecasting
43
Econometric reviews
40
Management science : journal of the Institute for Operations Research and the Management Sciences
40
The European journal of finance
38
Journal of international economics
37
Journal of international financial markets, institutions & money
37
Review of economic dynamics
35
European journal of operational research : EJOR
34
Journal of financial econometrics
30
Research in international business and finance
30
Empirical economics : a quarterly journal of the Institute for Advanced Studies
29
Journal of economic behavior & organization : JEBO
29
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
29
International journal of finance & economics : IJFE
27
Journal of applied econometrics
27
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ECONIS (ZBW)
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94
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1
Integrated variance of irregularly spaced high-frequency data : a state space approach based on pre-averaging
Alexeev, Vitali
;
Chen, Jun
;
Ignatieva, Ekaterina
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
27
(
2023
)
5
,
pp. 733-763
Persistent link: https://www.econbiz.de/10014506869
Saved in:
2
Asymmetry in stochastic volatility models with threshold and time-dependent correlation
Schäfers, Torben
;
Teng, Long
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
27
(
2023
)
2
,
pp. 131-146
Persistent link: https://www.econbiz.de/10014288879
Saved in:
3
Consumption, aggregate wealth and expected stock returns : a quantile cointegration approach
Quineche, Ricardo
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
26
(
2022
)
5
,
pp. 693-703
Persistent link: https://www.econbiz.de/10013554939
Saved in:
4
Prediction of stock index of two-scale long short-term memory model based on multiscale nonlinear integration
Tang, Decai
;
Pan, Zhiwei
;
Bethel, Brandon J.
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
26
(
2022
)
5
,
pp. 723-735
Persistent link: https://www.econbiz.de/10013554949
Saved in:
5
Testing constant cross-sectional dependence with time-varying marginal distributions in parametric models
Kaldorf, Matthias
;
Wied, Dominik
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
26
(
2022
)
1
,
pp. 1-24
Persistent link: https://www.econbiz.de/10013334611
Saved in:
6
Bayesian inference for unit root in smooth transition autoregressive models and its application to OECD countries
Jaiswal, Shivam
;
Chaturvedi, Anoop
;
Bhatti, Muhammad Ishaq
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
26
(
2022
)
1
,
pp. 25-34
Persistent link: https://www.econbiz.de/10013334612
Saved in:
7
Time-varying threshold cointegration with an application to the Fisher hypothesis
Yang, Lixiong
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
26
(
2022
)
2
,
pp. 257-274
Persistent link: https://www.econbiz.de/10013334720
Saved in:
8
Bayesian analysis of structural correlated unobserved components and identification via heteroskedasticity
Li, Mengheng
;
Mendieta-Muñoz, Ivan
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
26
(
2022
)
3
,
pp. 337-359
Persistent link: https://www.econbiz.de/10013334751
Saved in:
9
Modelling and forecasting stock volatility and return : a new approach based on quantile Rogers-Satchell volatility measure with asymmetric bilinear CARR model
Tan, Shay Kee
;
Chan, Jennifer So Kuen
;
Kok Haur Ng
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
26
(
2022
)
3
,
pp. 437-474
Persistent link: https://www.econbiz.de/10013334835
Saved in:
10
When is discretionary fiscal policy effective?
Fazzari, Steven M.
;
Morley, James C.
;
Panovska, Irina
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
25
(
2021
)
4
,
pp. 229-254
Persistent link: https://www.econbiz.de/10012657688
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