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source:"econis"
subject:"Schätztheorie"
~isPartOf:"Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics"
~isPartOf:"Journal of econometrics"
~isPartOf:"Journal of quantitative economics : official journal of the Indian Econometric Society"
~subject:"Monte Carlo simulation"
~subject:"Volatilität"
~type_genre:"Article in journal"
~type_genre:"Aufsatz in Zeitschrift"
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Schätztheorie
Monte Carlo simulation
Volatilität
Theorie
3,397
Theory
3,397
Estimation theory
743
Time series analysis
413
Zeitreihenanalyse
413
Estimation
223
Schätzung
223
Nichtparametrisches Verfahren
221
Nonparametric statistics
221
USA
195
United States
195
Game theory
185
Spieltheorie
185
Statistical test
182
Statistischer Test
182
Regression analysis
160
Regressionsanalyse
160
Statistical theory
156
Statistische Methodenlehre
156
Forecasting model
154
Prognoseverfahren
154
Volatility
146
Stochastic process
134
Stochastischer Prozess
134
Panel
120
Panel study
120
Ökonometrie
114
Econometrics
113
Bayes-Statistik
110
Bayesian inference
110
Method of moments
106
Momentenmethode
106
Statistical distribution
101
Statistische Verteilung
101
Bootstrap approach
97
Bootstrap-Verfahren
97
Cointegration
91
Kointegration
91
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Undetermined
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Article
926
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3
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Article in journal
Aufsatz in Zeitschrift
Collection of articles of several authors
9
Sammelwerk
9
Conference proceedings
3
Konferenzschrift
3
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3
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English
929
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Andrews, Donald W. K.
20
Newey, Whitney K.
16
Phillips, Peter C. B.
15
Chib, Siddhartha
11
Horowitz, Joel
11
Robinson, Peter M.
10
Ullah, Aman
9
Aït-Sahalia, Yacine
8
Bollerslev, Tim
8
Imbens, Guido
8
King, Maxwell L.
8
Li, Qi
8
Srivastava, Virendra K.
8
Gouriéroux, Christian
7
Koop, Gary
7
Tauchen, George Eugene
7
Chernozhukov, Victor
6
Diebold, Francis X.
6
Giles, David E. A.
6
Kohn, Robert
6
Lee, Lung-fei
6
Lewbel, Arthur
6
Nelson, Daniel B.
6
Powell, James
6
Stock, James H.
6
Yu, Jun
6
Andersen, Torben
5
Bai, Jushan
5
Dufour, Jean-Marie
5
Gallant, A. Ronald
5
Granger, C. W. J.
5
Hong, Han
5
Kitamura, Yuichi
5
Linton, Oliver
5
McAleer, Michael
5
Ohtani, Kazuhiro
5
Perron, Pierre
5
Pesaran, M. Hashem
5
Ploberger, Werner
5
Ridder, Geert
5
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Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
Journal of econometrics
Journal of quantitative economics : official journal of the Indian Econometric Society
Economics letters
489
Econometric theory
305
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
281
Econometric reviews
197
Journal of applied econometrics
177
The review of economics and statistics
135
Journal of banking & finance
126
Journal of economic dynamics & control
123
Applied economics
120
Oxford bulletin of economics and statistics
115
Journal of forecasting
110
International journal of forecasting
104
Economic modelling
100
Journal of empirical finance
99
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
97
Statistical papers
89
Journal of international money and finance
88
Mathematical finance : an international journal of mathematics, statistics and financial theory
88
Finance research letters
85
International journal of theoretical and applied finance
85
Journal of financial economics
80
The review of financial studies
76
International economic review
75
American journal of agricultural economics
68
The review of economic studies
68
The European journal of finance
66
The journal of finance : the journal of the American Finance Association
66
International review of financial analysis
65
Annales d'économie et de statistique
64
Computational economics
64
Applied economics letters
61
Journal of monetary economics
61
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
60
Energy economics
59
Finance and stochastics
59
International review of economics & finance : IREF
58
The journal of futures markets
58
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ECONIS (ZBW)
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929
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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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