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source:"econis"
subject:"Schätztheorie"
~isPartOf:"Journal of econometrics"
~isPartOf:"The economic journal : the journal of the Royal Economic Society"
~subject:"Estimation theory"
~subject:"Monte-Carlo-Simulation"
~subject:"USA"
~subject:"Volatilität"
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Schätztheorie
Estimation theory
Monte-Carlo-Simulation
USA
Volatilität
Theorie
3,387
Theory
3,387
Time series analysis
349
Zeitreihenanalyse
349
Estimation
242
Schätzung
242
United States
210
Großbritannien
167
United Kingdom
167
Forecasting model
141
Nichtparametrisches Verfahren
141
Nonparametric statistics
141
Prognoseverfahren
141
Volatility
135
Statistical test
128
Statistischer Test
128
Regression analysis
115
Regressionsanalyse
115
Ökonometrie
109
Econometrics
107
Stochastic process
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Stochastischer Prozess
105
Panel
94
Panel study
94
Bayes-Statistik
92
Bayesian inference
92
History of economic thought
87
Ökonomische Ideengeschichte
87
Method of moments
82
Momentenmethode
82
Statistical distribution
82
Statistische Verteilung
82
Geldpolitik
80
Monetary policy
80
Economics
78
Wirtschaftswissenschaft
78
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Undetermined
73
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Article
734
Book / Working Paper
6
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Article in journal
680
Aufsatz in Zeitschrift
680
Rezension
51
Collection of articles of several authors
10
Sammelwerk
10
Konferenzschrift
4
Conference proceedings
3
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2
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English
740
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Chib, Siddhartha
11
Koop, Gary
10
Aït-Sahalia, Yacine
7
Diebold, Francis X.
7
Gouriéroux, Christian
6
King, Maxwell L.
6
Kohn, Robert
6
Lee, Lung-fei
6
Li, Qi
6
Pesaran, M. Hashem
6
Phillips, Peter C. B.
6
Yu, Jun
6
Bollerslev, Tim
5
Franses, Philip Hans
5
Granger, C. W. J.
5
Steel, Mark F. J.
5
Andersen, Torben
4
Baltagi, Badi H.
4
Chen, Songnian
4
Hallin, Marc
4
Harvey, Andrew C.
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
Andrews, Donald W. K.
3
Asai, Manabu
3
Atkinson, Scott Estes
3
Barigozzi, Matteo
3
Blundell, Richard W.
3
Boswijk, Herman Peter
3
Cavaliere, Giuseppe
3
Chan, Joshua
3
Christensen, Bent Jesper
3
Deschamps, Jean-Philippe
3
Donald, Stephen G.
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...
All
Journal of econometrics
The economic journal : the journal of the Royal Economic Society
Working paper / National Bureau of Economic Research, Inc.
1,565
Economics letters
659
Discussion paper / Centre for Economic Policy Research
448
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
388
European journal of operational research : EJOR
383
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
327
The review of economics and statistics
327
Working paper
324
Econometric theory
312
American journal of agricultural economics
294
Applied economics
278
The review of financial studies
267
The journal of finance : the journal of the American Finance Association
255
NBER working paper series
254
Discussion paper / Tinbergen Institute
252
Journal of applied econometrics
252
Journal of banking & finance
252
Discussion paper series / IZA
240
Journal of monetary economics
239
Journal of economic dynamics & control
220
Computers & operations research : and their applications to problems of world concern ; an international journal
219
Econometric reviews
219
NBER Working Paper
201
CESifo working papers
199
Journal of political economy
198
Finance and economics discussion series
196
Journal of financial economics
196
Série des documents de travail / Centre de Recherche en Économie et Statistique
193
International economic review
181
Southern economic journal
178
Journal of money, credit and banking : JMCB
172
Journal of international money and finance
160
International journal of production research
159
Economic modelling
154
Discussion paper
153
The journal of futures markets
152
Applied economics letters
151
Journal of macroeconomics
149
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ECONIS (ZBW)
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740
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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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