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source:"econis"
subject:"Schätztheorie"
~person:"Franses, Philip Hans"
~person:"Giles, David E. A."
~subject:"Estimation"
~subject:"Volatility"
~type_genre:"Article in journal"
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Search: subject_exact:"Theory"
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Schätztheorie
Estimation
Volatility
Theorie
130
Theory
130
Time series analysis
57
Zeitreihenanalyse
57
Forecasting model
32
Prognoseverfahren
32
Estimation theory
31
Saisonale Schwankungen
26
Seasonal variations
26
USA
15
United States
15
Schätzung
11
Autocorrelation
8
Autokorrelation
8
Statistical test
7
Statistischer Test
7
Cointegration
6
Kointegration
6
Netherlands
6
Neuseeland
6
New Zealand
6
Niederlande
6
Business cycle
5
Experten
5
Experts
5
Großbritannien
5
Inflation
5
Konjunktur
5
Modellierung
5
Scientific modelling
5
United Kingdom
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4
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4
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Article
41
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1
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Arbeitspapier
51
Working Paper
51
Graue Literatur
49
Non-commercial literature
49
Aufsatz in Zeitschrift
42
Lehrbuch
2
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2
Aufsatz im Buch
1
Bibliografie enthalten
1
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1
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1
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1
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English
42
Author
All
Franses, Philip Hans
Giles, David E. A.
McAleer, Michael
44
Phillips, Peter C. B.
43
Caporale, Guglielmo Maria
36
Gil-Alaña, Luis A.
36
Gupta, Rangan
35
Andrews, Donald W. K.
31
Bollerslev, Tim
30
Serletis, Apostolos
30
Kumbhakar, Subal
29
Pesaran, M. Hashem
29
Ghysels, Eric
28
Li, Qi
28
Newey, Whitney K.
28
Baltagi, Badi H.
26
Gouriéroux, Christian
25
Ullah, Aman
25
Bahmani-Oskooee, Mohsen
23
Granger, C. W. J.
22
Lee, Lung-fei
22
Wohar, Mark E.
22
Diebold, Francis X.
21
Ohtani, Kazuhiro
21
Engle, Robert F.
20
Krämer, Walter
20
Robinson, Peter M.
20
Bekaert, Geert
19
Koop, Gary
19
Leybourne, Stephen James
19
Linton, Oliver
19
Lütkepohl, Helmut
19
Perron, Pierre
19
Schmidt, Peter
19
Horowitz, Joel
18
Härdle, Wolfgang
18
Koopman, Siem Jan
18
Moosa, Imad A.
18
Wooldridge, Jeffrey M.
18
Aït-Sahalia, Yacine
17
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Economics letters
9
Journal of quantitative economics : official journal of the Indian Econometric Society
6
Oxford bulletin of economics and statistics
4
Econometric reviews
3
Journal of applied econometrics
3
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
3
Journal of econometrics
3
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
2
The journal of international trade & economic development
2
Applied financial economics letters
1
Applied mathematical finance
1
Econometric theory
1
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
1
International journal of forecasting
1
Journal of economic surveys
1
Nonparametric dynamic modelling
1
Testing integration and cointegration
1
The review of economics and statistics
1
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ECONIS (ZBW)
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1
On inflation expectations in the NKPC model
Franses, Philip Hans
- In:
Empirical economics : a journal of the Institute for …
57
(
2019
)
6
,
pp. 1853-1864
Persistent link: https://www.econbiz.de/10012215892
Saved in:
2
Some properties of absolute returns as a proxy for volatility
Giles, David E. A.
- In:
Applied financial economics letters
4
(
2008
)
4/6
,
pp. 347-350
Persistent link: https://www.econbiz.de/10003807778
Saved in:
3
Calculating a standard error for the Gini coefficient : some further results
Giles, David E. A.
- In:
Oxford bulletin of economics and statistics
66
(
2004
)
3
,
pp. 425-433
Persistent link: https://www.econbiz.de/10002139187
Saved in:
4
Special issue Modelling and forecasting financial volatility
Franses, Philip Hans
(
contributor
)
-
2002
Persistent link: https://www.econbiz.de/10001709308
Saved in:
5
Modelling and forecasting level shifts in absolute returns
Franses, Philip Hans
;
Leij, Marco van der
;
Paap, Richard
- In:
Journal of applied econometrics
17
(
2002
)
5
,
pp. 601-616
Persistent link: https://www.econbiz.de/10001709318
Saved in:
6
Estimating volatility on overlapping returns when returns are autocorrelated
Kluitman, Roy
;
Franses, Philip Hans
- In:
Applied mathematical finance
9
(
2002
)
3
,
pp. 179-188
Persistent link: https://www.econbiz.de/10001718679
Saved in:
7
Seasonal adjustment and the business cycle in unemployment
Franses, Philip Hans
(
contributor
); …
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
4
(
2000
)
2
,
pp. 73-84
Persistent link: https://www.econbiz.de/10001773117
Saved in:
8
Asympototically perfect and relative convergence of productivity
Hobijn, Bart
;
Franses, Philip Hans
- In:
Journal of applied econometrics
15
(
2000
)
1
,
pp. 59-81
Persistent link: https://www.econbiz.de/10001465104
Saved in:
9
On trends and constants in periodic autoregressions
Paap, Richard
;
Franses, Philip Hans
- In:
Econometric reviews
18
(
1999
)
3
,
pp. 271-286
Persistent link: https://www.econbiz.de/10001405015
Saved in:
10
Additive outliers, GARCH and forecasting volatility
Franses, Philip Hans
;
Ghijsels, Hendrik
- In:
International journal of forecasting
15
(
1999
)
1
,
pp. 1-9
Persistent link: https://www.econbiz.de/10001428359
Saved in:
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