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source:"econis"
subject:"Schätztheorie"
~isPartOf:"Journal of econometrics"
~isPartOf:"Journal of quantitative economics : official journal of the Indian Econometric Society"
~isPartOf:"The journal of futures markets"
~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
2,352
Theory
2,352
Estimation theory
523
Time series analysis
348
Zeitreihenanalyse
348
Estimation
214
Schätzung
214
USA
203
United States
203
Volatility
167
Forecasting model
155
Prognoseverfahren
155
Nichtparametrisches Verfahren
144
Nonparametric statistics
144
Derivat
132
Derivative
132
Hedging
130
Statistical test
130
Statistischer Test
130
Regression analysis
123
Regressionsanalyse
123
Stochastic process
118
Stochastischer Prozess
118
Panel
92
Panel study
92
Ökonometrie
90
Econometrics
89
Bayes-Statistik
88
Bayesian inference
88
Statistical distribution
88
Statistische Verteilung
88
CAPM
84
Option pricing theory
82
Optionspreistheorie
82
Statistical theory
82
Statistische Methodenlehre
82
Cointegration
78
Kointegration
78
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Undetermined
70
Free
3
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Article
731
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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
Systematic review
3
Übersichtsarbeit
3
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English
734
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Chib, Siddhartha
11
Ullah, Aman
9
King, Maxwell L.
8
Srivastava, Virendra K.
8
Koop, Gary
7
Li, Qi
7
Aït-Sahalia, Yacine
6
Giles, David E. A.
6
Gouriéroux, Christian
6
Kohn, Robert
6
Lee, Lung-fei
6
Phillips, Peter C. B.
6
Yu, Jun
6
Bollerslev, Tim
5
Diebold, Francis X.
5
Granger, C. W. J.
5
McAleer, Michael
5
Ohtani, Kazuhiro
5
Singh, Radhey S.
5
Baltagi, Badi H.
4
Bera, Anil K.
4
Fry, Tim R. L.
4
Hallin, Marc
4
Nachane, Dilip M.
4
Renault, Eric
4
Rilstone, Paul
4
Schmidt, Peter
4
Stengos, Thanasēs
4
Swanson, Norman R.
4
Tauchen, George Eugene
4
Todorov, Viktor
4
Trenkler, Götz
4
Vinod, Hrishikesh D.
4
Windmeijer, Frank
4
Abrevaya, Jason
3
Ali, Mukhtar M.
3
Andersen, Torben
3
Andrews, Donald W. K.
3
Asai, Manabu
3
Bali, Turan G.
3
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Journal of econometrics
Journal of quantitative economics : official journal of the Indian Econometric Society
The journal of futures markets
Economics letters
489
Econometric theory
305
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
281
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
253
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
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ECONIS (ZBW)
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1
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734
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1
Hedging pressure and oil volatility : insurance versus liquidity demands
Nikitopoulos, Christina Sklibosios
;
Thomas, Alice Carole
; …
- In:
The journal of futures markets
44
(
2024
)
2
,
pp. 252-280
Persistent link: https://www.econbiz.de/10014475470
Saved in:
2
Less disagreement, better forecasts : adjusted risk measures in the energy futures market
Zhang, Ning
;
Gong, Yujing
;
Xue, Xiaohan
- In:
The journal of futures markets
43
(
2023
)
10
,
pp. 1332-1372
Persistent link: https://www.econbiz.de/10014339438
Saved in:
3
Forecasting variance swap payoffs
Dark, Jonathan
;
Gao, Xin
;
Heijden, Thijs van der
; …
- In:
The journal of futures markets
42
(
2022
)
12
,
pp. 2135-2164
Persistent link: https://www.econbiz.de/10013465873
Saved in:
4
Revisiting the puzzle of jumps in volatility forecasting : the new insights of high-frequency jump intensity
Qu, Hui
;
Wang, Tianyang
;
Shangguan, Peng
;
He, Mengying
- In:
The journal of futures markets
44
(
2024
)
2
,
pp. 218-251
Persistent link: https://www.econbiz.de/10014475461
Saved in:
5
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:
6
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:
7
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:
8
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:
9
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:
10
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
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