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source:"econis"
subject:"Schätztheorie"
~isPartOf:"Journal of econometrics"
~isPartOf:"Journal of quantitative economics : official journal of the Indian Econometric Society"
~subject:"USA"
~subject:"Volatility"
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Schätztheorie
USA
Volatility
Theorie
1,935
Theory
1,935
Estimation theory
506
Time series analysis
340
Zeitreihenanalyse
340
Estimation
176
Schätzung
176
Nichtparametrisches Verfahren
143
Nonparametric statistics
143
Forecasting model
138
Prognoseverfahren
138
Statistical test
131
Statistischer Test
131
Volatilität
129
Regression analysis
123
Regressionsanalyse
123
Stochastic process
105
Stochastischer Prozess
105
United States
100
Ökonometrie
93
Panel
92
Panel study
92
Econometrics
91
Bayes-Statistik
89
Bayesian inference
89
Method of moments
82
Momentenmethode
82
Statistical distribution
82
Statistische Verteilung
82
Statistical theory
81
Statistische Methodenlehre
81
Monte Carlo simulation
79
Monte-Carlo-Simulation
79
Cointegration
73
Kointegration
73
Markov chain
71
Markov-Kette
71
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Article
688
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689
Aufsatz in Zeitschrift
689
Collection of articles of several authors
11
Sammelwerk
11
Konferenzschrift
4
Conference proceedings
3
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3
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English
694
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Ullah, Aman
9
Srivastava, Virendra K.
8
Aït-Sahalia, Yacine
7
Chib, Siddhartha
7
Diebold, Francis X.
7
Li, Qi
7
Giles, David E. A.
6
Gouriéroux, Christian
6
King, Maxwell L.
6
Koop, Gary
6
Lee, Lung-fei
6
Phillips, Peter C. B.
6
Bollerslev, Tim
5
Franses, Philip Hans
5
Granger, C. W. J.
5
Kohn, Robert
5
McAleer, Michael
5
Ohtani, Kazuhiro
5
Singh, Radhey S.
5
Steel, Mark F. J.
5
Andersen, Torben
4
Baltagi, Badi H.
4
Chen, Songnian
4
Fry, Tim R. L.
4
Hallin, Marc
4
Nachane, Dilip M.
4
Renault, Eric
4
Rilstone, Paul
4
Schmidt, Peter
4
Swanson, Norman R.
4
Tauchen, George Eugene
4
Todorov, Viktor
4
Trenkler, Götz
4
Vinod, Hrishikesh D.
4
Abrevaya, Jason
3
Ali, Mukhtar M.
3
Andrews, Donald W. K.
3
Asai, Manabu
3
Atkinson, Scott Estes
3
Barigozzi, Matteo
3
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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...
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Journal of econometrics
Journal of quantitative economics : official journal of the Indian Econometric Society
Working paper / National Bureau of Economic Research, Inc.
1,565
Economics letters
626
Discussion paper / Centre for Economic Policy Research
442
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
Econometric theory
306
Working paper
305
American journal of agricultural economics
288
The review of financial studies
266
Applied economics
263
The journal of finance : the journal of the American Finance Association
255
NBER working paper series
252
Journal of banking & finance
247
Journal of applied econometrics
243
Journal of monetary economics
237
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
202
Econometric reviews
201
Journal of political economy
198
NBER Working Paper
198
Journal of financial economics
196
Finance and economics discussion series
195
CESifo working papers
194
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
International journal of production research
149
Journal of macroeconomics
149
Discussion paper
148
Economic inquiry : journal of the Western Economic Association International
146
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ECONIS (ZBW)
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694
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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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