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source:"econis"
subject:"Schätztheorie"
~isPartOf:"Journal of econometrics"
~subject:"Econometrics"
~subject:"Monte Carlo simulation"
~subject:"Volatilität"
~type_genre:"Aufsatz in Zeitschrift"
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Subject
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Schätztheorie
Econometrics
Monte Carlo simulation
Volatilität
Theorie
1,588
Theory
1,588
Estimation theory
366
Time series analysis
323
Zeitreihenanalyse
323
Estimation
165
Schätzung
165
Nichtparametrisches Verfahren
139
Nonparametric statistics
139
Statistical test
127
Statistischer Test
127
Forecasting model
126
Prognoseverfahren
126
Volatility
124
Regression analysis
113
Regressionsanalyse
113
Stochastic process
103
Stochastischer Prozess
103
USA
92
United States
92
Panel
91
Panel study
91
Bayes-Statistik
87
Bayesian inference
87
Ökonometrie
81
Statistical distribution
78
Statistische Verteilung
78
Method of moments
77
Momentenmethode
77
Cointegration
72
Kointegration
72
Monte-Carlo-Simulation
72
Markov chain
71
Markov-Kette
71
Bootstrap approach
68
Bootstrap-Verfahren
68
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Online availability
All
Undetermined
67
Type of publication
All
Article
589
Book / Working Paper
19
Type of publication (narrower categories)
All
Aufsatz in Zeitschrift
Article in journal
608
Collection of articles of several authors
33
Sammelwerk
33
Conference proceedings
10
Konferenzschrift
10
Festschrift
5
Aufsatzsammlung
2
Systematic review
2
Übersichtsarbeit
2
Bibliografie enthalten
1
Bibliography included
1
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Language
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English
608
Author
All
Chib, Siddhartha
11
Koop, Gary
8
Ghysels, Eric
7
Gouriéroux, Christian
7
Hsiao, Cheng
7
King, Maxwell L.
7
Li, Qi
7
McAleer, Michael
7
Aït-Sahalia, Yacine
6
Granger, C. W. J.
6
Kohn, Robert
6
Lee, Lung-fei
6
Phillips, Peter C. B.
6
Renault, Eric
6
Yu, Jun
6
Bollerslev, Tim
5
Diebold, Francis X.
5
Golan, Amos
5
Magnus, Jan R.
5
Schmidt, Peter
5
Aigner, Dennis J.
4
Andrews, Donald W. K.
4
Baltagi, Badi H.
4
Barnett, William A.
4
Chen, Songnian
4
Geweke, John
4
Hallin, Marc
4
Hong, Yongmiao
4
Horowitz, Joel
4
Pesaran, M. Hashem
4
Swanson, Norman R.
4
Tauchen, George Eugene
4
Todorov, Viktor
4
Abrevaya, Jason
3
Ali, Mukhtar M.
3
Andersen, Torben
3
Asai, Manabu
3
Barigozzi, Matteo
3
Bierens, Herman J.
3
Boswijk, Herman Peter
3
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Institution
All
(EC)2 Conference <1, 1990; 2, 1991>
1
Published in...
All
Journal of econometrics
Economics letters
490
Econometric theory
328
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
288
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
272
Econometric reviews
223
Journal of applied econometrics
188
Journal of quantitative economics : official journal of the Indian Econometric Society
150
The review of economics and statistics
141
Journal of economic dynamics & control
132
Journal of banking & finance
126
Applied economics
125
Oxford bulletin of economics and statistics
118
Journal of forecasting
114
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
109
Economic modelling
108
International journal of forecasting
107
Journal of empirical finance
101
Finance research letters
93
Statistical papers
92
Journal of international money and finance
89
Mathematical finance : an international journal of mathematics, statistics and financial theory
88
American journal of agricultural economics
87
International journal of theoretical and applied finance
85
Journal of financial economics
81
International economic review
80
The review of financial studies
76
Annales d'économie et de statistique
75
Computational economics
73
The econometrics journal
70
The review of economic studies
70
International review of financial analysis
67
The European journal of finance
67
The journal of finance : the journal of the American Finance Association
66
Applied economics letters
64
Energy economics
63
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
62
International review of economics & finance : IREF
61
Journal of monetary economics
61
Allgemeines statistisches Archiv : AStA ; journal of the German Statistical Society
59
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ECONIS (ZBW)
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608
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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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