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source:"econis"
subject:"Schätztheorie"
~isPartOf:"Journal of banking & finance"
~isPartOf:"Journal of econometrics"
~subject:"Estimation theory"
~subject:"USA"
~subject:"Volatilität"
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Schätztheorie
Estimation theory
USA
Volatilität
Theory
2,992
Theorie
2,991
Time series analysis
353
Zeitreihenanalyse
353
Estimation
285
Schätzung
285
Portfolio selection
270
Portfolio-Management
270
Volatility
234
United States
229
Forecasting model
187
Prognoseverfahren
187
Capital income
186
Kapitaleinkommen
186
CAPM
167
Credit risk
152
Kreditrisiko
152
Börsenkurs
147
Share price
147
Nichtparametrisches Verfahren
145
Nonparametric statistics
145
Statistical test
138
Statistischer Test
138
Stochastic process
129
Stochastischer Prozess
129
Regression analysis
123
Regressionsanalyse
123
Risiko
119
Risk
119
Bank
118
Statistical distribution
111
Statistische Verteilung
111
Risikomaß
104
Risk measure
104
Yield curve
101
Zinsstruktur
101
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Online availability
All
Undetermined
107
Type of publication
All
Article
788
Book / Working Paper
6
Type of publication (narrower categories)
All
Article in journal
784
Aufsatz in Zeitschrift
784
Collection of articles of several authors
11
Sammelwerk
11
Konferenzschrift
5
Conference proceedings
4
Bibliografie enthalten
1
Bibliography included
1
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Language
All
English
794
Author
All
Aït-Sahalia, Yacine
7
Chib, Siddhartha
7
Diebold, Francis X.
7
Gouriéroux, Christian
6
Koop, Gary
6
Lee, Lung-fei
6
Li, Qi
6
Phillips, Peter C. B.
6
Bollerslev, Tim
5
Duan, Jin-Chuan
5
Franses, Philip Hans
5
Granger, C. W. J.
5
Kohn, Robert
5
Steel, Mark F. J.
5
Andersen, Torben
4
Baltagi, Badi H.
4
Berger, Allen N.
4
Chen, Songnian
4
Christensen, Bent Jesper
4
Hallin, Marc
4
King, Maxwell L.
4
McAleer, Michael
4
Renault, Eric
4
Schmidt, Peter
4
Swanson, Norman R.
4
Tauchen, George Eugene
4
Todorov, Viktor
4
Abrevaya, Jason
3
Ali, Mukhtar M.
3
Allen, Linda
3
Andrews, Donald W. K.
3
Asai, Manabu
3
Atkinson, Scott Estes
3
Barigozzi, Matteo
3
Boswijk, Herman Peter
3
Cavaliere, Giuseppe
3
Christiansen, Charlotte
3
Donald, Stephen G.
3
Engle, Robert F.
3
Faff, Robert W.
3
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Institution
All
National Bureau of Economic Research
1
National Science Foundation
1
Symposium on Forecasting and Empirical Methods in Macroeconomics and Finance <1999, Cambridge, Mass.>
1
Published in...
All
Journal of banking & finance
Journal of econometrics
Working paper / National Bureau of Economic Research, Inc.
1,566
Economics letters
626
Discussion paper / Centre for Economic Policy Research
444
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
368
European journal of operational research : EJOR
353
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
334
The American economic review
326
The review of economics and statistics
323
Working paper
309
Econometric theory
306
American journal of agricultural economics
288
The review of financial studies
268
Applied economics
263
The journal of finance : the journal of the American Finance Association
255
NBER working paper series
251
Journal of applied econometrics
243
Journal of monetary economics
238
Discussion paper series / IZA
233
Discussion paper / Tinbergen Institute
212
Computers & operations research : and their applications to problems of world concern ; an international journal
211
Journal of economic dynamics & control
203
Econometric reviews
201
Journal of political economy
200
NBER Working Paper
198
Journal of financial economics
196
CESifo working papers
195
Finance and economics discussion series
195
International economic review
179
Southern economic journal
177
Série des documents de travail / Centre de Recherche en Économie et Statistique
176
Journal of money, credit and banking : JMCB
171
Journal of international money and finance
159
The journal of futures markets
153
Discussion paper
150
International journal of production research
149
Journal of macroeconomics
148
Journal of quantitative economics : official journal of the Indian Econometric Society
147
Economic inquiry : journal of the Western Economic Association International
146
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ECONIS (ZBW)
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794
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1
Identifying latent factors based on high-frequency data
Sun, Yucheng
;
Xu, Wen
;
Zhang, Chuanhai
- In:
Journal of econometrics
233
(
2023
)
1
,
pp. 251-270
Persistent link: https://www.econbiz.de/10014341048
Saved in:
2
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:
3
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:
4
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:
5
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:
6
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:
7
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
Saved in:
8
The effect of uncertainty on stock market volatility and correlation
Asgharian, Hossein
;
Christiansen, Charlotte
;
Hou, Ai Jun
- In:
Journal of banking & finance
154
(
2023
),
pp. 1-15
Persistent link: https://www.econbiz.de/10014486544
Saved in:
9
The incremental information in the yield curve about future interest rate risk
Christensen, Bent Jesper
;
Kjær, Mads Markvart
; …
- In:
Journal of banking & finance
155
(
2023
),
pp. 1-22
Persistent link: https://www.econbiz.de/10014490508
Saved in:
10
Leverage and the cost of capital for US banks
Clark, Brian
;
Jones, Jonathan
;
Malmquist, David H.
- In:
Journal of banking & finance
155
(
2023
),
pp. 1-15
Persistent link: https://www.econbiz.de/10014490579
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