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source:"econis"
subject:"Schätztheorie"
~isPartOf:"Econometric theory"
~isPartOf:"Journal of econometrics"
~isPartOf:"Journal of quantitative economics : official journal of the Indian Econometric Society"
~subject:"Monte Carlo simulation"
~subject:"Statistische Methodenlehre"
~subject:"Volatilität"
~type_genre:"Aufsatz in Zeitschrift"
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Schätztheorie
Monte Carlo simulation
Statistische Methodenlehre
Volatilität
Theorie
2,628
Theory
2,628
Estimation theory
789
Time series analysis
527
Zeitreihenanalyse
527
Nichtparametrisches Verfahren
206
Nonparametric statistics
206
Estimation
196
Schätzung
196
Statistical test
190
Statistischer Test
190
Regression analysis
186
Regressionsanalyse
186
Forecasting model
147
Prognoseverfahren
147
Stochastic process
146
Stochastischer Prozess
146
Volatility
141
Einheitswurzeltest
121
Unit root test
121
Statistical theory
116
Ökonometrie
114
Cointegration
113
Econometrics
113
Kointegration
113
Panel
111
Panel study
111
USA
111
United States
111
Statistical distribution
104
Statistische Verteilung
104
Bayes-Statistik
94
Bayesian inference
94
Bootstrap approach
94
Bootstrap-Verfahren
94
ARCH model
93
ARCH-Modell
93
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Undetermined
71
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Article
1,041
Book / Working Paper
3
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Aufsatz in Zeitschrift
Article in journal
1,044
Collection of articles of several authors
14
Sammelwerk
14
Conference proceedings
7
Konferenzschrift
7
Systematic review
3
Übersichtsarbeit
3
Bibliografie enthalten
1
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1
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English
1,044
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Lee, Lung-fei
15
Phillips, Peter C. B.
12
Chib, Siddhartha
11
Linton, Oliver
11
Li, Qi
10
Gouriéroux, Christian
9
King, Maxwell L.
9
Saikkonen, Pentti
9
Ullah, Aman
9
Koop, Gary
8
Srivastava, Virendra K.
8
Yu, Jun
8
Andrews, Donald W. K.
7
Granger, C. W. J.
7
Jong, Robert M. de
7
Magnus, Jan R.
7
McAleer, Michael
7
Newey, Whitney K.
7
Park, Joon Y.
7
Perron, Pierre
7
White, Halbert
7
Aït-Sahalia, Yacine
6
Baltagi, Badi H.
6
Bera, Anil K.
6
Chambers, Marcus J.
6
Chen, Songnian
6
Diebold, Francis X.
6
Donald, Stephen G.
6
Fan, Yanqin
6
Giles, David E. A.
6
Hallin, Marc
6
Kohn, Robert
6
Lütkepohl, Helmut
6
Rilstone, Paul
6
Wooldridge, Jeffrey M.
6
Zinde-Walsh, Victoria
6
Bollerslev, Tim
5
Choi, In
5
Dastoor, Naorayex K.
5
Davidson, James E. H.
5
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Econometric theory
Journal of econometrics
Journal of quantitative economics : official journal of the Indian Econometric Society
Economics letters
533
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
320
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
285
Econometric reviews
221
Journal of applied econometrics
184
The review of economics and statistics
142
Journal of economic dynamics & control
132
Journal of banking & finance
126
Oxford bulletin of economics and statistics
123
Applied economics
121
Journal of forecasting
119
International journal of forecasting
106
Journal of empirical finance
104
Economic modelling
103
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
100
Statistical papers
97
Journal of international money and finance
89
International economic review
88
Mathematical finance : an international journal of mathematics, statistics and financial theory
88
Finance research letters
86
International journal of theoretical and applied finance
85
Journal of financial economics
82
The review of financial studies
77
American journal of agricultural economics
74
The review of economic studies
73
Annales d'économie et de statistique
72
The journal of finance : the journal of the American Finance Association
71
International review of financial analysis
67
The European journal of finance
66
Computational economics
64
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
64
Applied economics letters
63
Journal of monetary economics
62
Allgemeines statistisches Archiv : AStA ; journal of the German Statistical Society
61
Journal of the Royal Statistical Society
61
Energy economics
60
European journal of operational research : EJOR
60
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ECONIS (ZBW)
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1
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
Saved in:
2
Comparing stochastic volatility specifications for large Bayesian VARs
Chan, Joshua
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 1419-1446
Persistent link: https://www.econbiz.de/10014471398
Saved in:
3
Large volatility matrix analysis using global and national factor models
Choi, Sung Hoon
;
Kim, Donggyu
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 1917-1933
Persistent link: https://www.econbiz.de/10014471436
Saved in:
4
Score-driven models for realized volatility
Harvey, Andrew C.
;
Palumbo, Dario
- In:
Journal of econometrics
237
(
2023
)
2,2
,
pp. 1-14
Persistent link: https://www.econbiz.de/10014471522
Saved in:
5
Large stochastic volatility in mean VARs
Cross, Jamie
;
Hou, Chenghan
;
Koop, Gary
;
Poon, Aubrey
- In:
Journal of econometrics
236
(
2023
)
1
,
pp. 1-24
Persistent link: https://www.econbiz.de/10014332245
Saved in:
6
High-dimensional conditionally Gaussian state space models with missing data
Chan, Joshua
;
Poon, Aubrey
;
Zhu, Dan
- In:
Journal of econometrics
236
(
2023
)
1
,
pp. 1-21
Persistent link: https://www.econbiz.de/10014332310
Saved in:
7
Moments, shocks and spillovers in Markov-switching VAR models
Kole, Erik
;
Dijk, Dick van
- In:
Journal of econometrics
236
(
2023
)
2
,
pp. 1-26
Persistent link: https://www.econbiz.de/10014365495
Saved in:
8
Modeling and forecasting realized volatility with the fractional Ornstein-Uhlenbeck process
Wang, Xiaohu
;
Xiao, Weilin
;
Yu, Jun
- In:
Journal of econometrics
232
(
2023
)
2
,
pp. 389-415
Persistent link: https://www.econbiz.de/10014339985
Saved in:
9
Scalable inference for a full multivariate stochastic volatility model
Dellaportas, Petros
;
Titsias, Michalis K.
;
Petrova, Katerina
- In:
Journal of econometrics
232
(
2023
)
2
,
pp. 501-520
Persistent link: https://www.econbiz.de/10014340078
Saved in:
10
A simple joint model for returns, volatility and volatility of volatility
Ding, Yashuang
- In:
Journal of econometrics
232
(
2023
)
2
,
pp. 521-543
Persistent link: https://www.econbiz.de/10014340096
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