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source:"econis"
subject:"Schätztheorie"
~isPartOf:"Journal of econometrics"
~isPartOf:"Journal of international money and finance"
~isPartOf:"Journal of quantitative economics : official journal of the Indian Econometric Society"
~subject:"Bayes-Statistik"
~subject:"Monte Carlo simulation"
~subject:"Volatility"
~subject:"Volatilität"
~type_genre:"Article in journal"
~type_genre:"Aufsatz in Zeitschrift"
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Schätztheorie
Bayes-Statistik
Monte Carlo simulation
Volatility
Volatilität
Theorie
2,829
Theory
2,829
Estimation theory
527
Time series analysis
366
Zeitreihenanalyse
366
Estimation
330
Schätzung
330
Exchange rate
216
Wechselkurs
216
Forecasting model
178
Prognoseverfahren
178
USA
173
United States
173
Geldpolitik
150
Monetary policy
150
Nichtparametrisches Verfahren
143
Nonparametric statistics
143
Statistical test
133
Statistischer Test
133
Regression analysis
129
Regressionsanalyse
129
Welt
129
World
129
Stochastic process
112
Stochastischer Prozess
112
Bayesian inference
98
Panel
98
Panel study
98
Kaufkraftparität
94
Purchasing power parity
94
Cointegration
91
Kointegration
90
Ökonometrie
90
CAPM
89
Econometrics
89
Capital income
83
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Undetermined
131
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Article
830
Book / Working Paper
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
Systematic review
3
Übersichtsarbeit
3
Conference paper
1
Konferenzbeitrag
1
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English
833
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Chib, Siddhartha
11
Koop, Gary
10
Ullah, Aman
9
King, Maxwell L.
8
Srivastava, Virendra K.
8
Kohn, Robert
7
Li, Qi
7
Aït-Sahalia, Yacine
6
Bollerslev, Tim
6
Diebold, Francis X.
6
Giles, David E. A.
6
Gouriéroux, Christian
6
Lee, Lung-fei
6
Phillips, Peter C. B.
6
Yu, Jun
6
Bera, Anil K.
5
Granger, C. W. J.
5
McAleer, Michael
5
Ohtani, Kazuhiro
5
Singh, Radhey S.
5
Swanson, Norman R.
5
Baillie, Richard
4
Baltagi, Badi H.
4
Casarin, Roberto
4
Fry, Tim R. L.
4
Gallant, A. Ronald
4
Ghysels, Eric
4
Hallin, Marc
4
Jensen, Mark J.
4
Korobilis, Dimitris
4
Nachane, Dilip M.
4
Renault, Eric
4
Rilstone, Paul
4
Schmidt, Peter
4
Schorfheide, Frank
4
Steel, Mark F. J.
4
Stengos, Thanasēs
4
Tauchen, George Eugene
4
Todorov, Viktor
4
Trenkler, Götz
4
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Journal of econometrics
Journal of international money and finance
Journal of quantitative economics : official journal of the Indian Econometric Society
Economics letters
512
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
321
Econometric theory
311
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
273
Econometric reviews
227
Journal of applied econometrics
196
International journal of forecasting
159
Journal of economic dynamics & control
152
The review of economics and statistics
140
Journal of forecasting
138
Applied economics
130
Journal of banking & finance
128
Economic modelling
127
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
119
Oxford bulletin of economics and statistics
118
Journal of empirical finance
110
Finance research letters
101
Statistical papers
95
European journal of operational research : EJOR
91
International journal of theoretical and applied finance
90
Mathematical finance : an international journal of mathematics, statistics and financial theory
89
Journal of financial economics
85
International economic review
81
The review of financial studies
79
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
78
American journal of agricultural economics
77
Computational economics
77
The review of economic studies
74
International review of financial analysis
73
Applied economics letters
72
Journal of monetary economics
71
Energy economics
69
Journal of financial econometrics : official journal of the Society for Financial Econometrics
69
The European journal of finance
68
The journal of finance : the journal of the American Finance Association
68
International review of economics & finance : IREF
65
Quantitative finance
65
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ECONIS (ZBW)
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1
Technology diffusion and international business cycles
Aysun, Uluc
- In:
Journal of international money and finance
140
(
2024
),
pp. 1-26
Persistent link: https://www.econbiz.de/10014451377
Saved in:
2
Evolution of the exchange rate pass-through into prices in Peru : an empirical application using TVP-VAR-SV models
Rodriguez, Gabriel
;
Castillo B., Paul
;
Calero, Roberto
; …
- In:
Journal of international money and finance
142
(
2024
),
pp. 1-25
Persistent link: https://www.econbiz.de/10014549830
Saved in:
3
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:
4
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:
5
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:
6
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:
7
Optimal model averaging based on forward-validation
Zhang, Xiaomeng
;
Zhang, Xinyu
- In:
Journal of econometrics
237
(
2023
)
2,3
,
pp. 1-20
Persistent link: https://www.econbiz.de/10014471810
Saved in:
8
On the aggregation of probability assessments : regularized mixtures of predictive densities for Eurozone inflation and real interest rates
Diebold, Francis X.
;
Shin, Minchul
;
Zhang, Boyuan
- In:
Journal of econometrics
237
(
2023
)
2,3
,
pp. 1-25
Persistent link: https://www.econbiz.de/10014471814
Saved in:
9
A flexible predictive density combination for large financial data sets in regular and crisis periods
Casarin, Roberto
;
Grassi, Stefano
;
Ravazzolo, Francesco
; …
- In:
Journal of econometrics
237
(
2023
)
2,3
,
pp. 1-12
Persistent link: https://www.econbiz.de/10014471818
Saved in:
10
Monetary policy and information shocks in a block-recursive SVAR
Keweloh, Sascha Alexander
;
Hetzenecker, Stephan
;
Seepe, …
- In:
Journal of international money and finance
137
(
2023
),
pp. 1-20
Persistent link: https://www.econbiz.de/10014478082
Saved in:
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