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source:"econis"
~isPartOf:"Computational economics"
~isPartOf:"Journal of financial econometrics"
~subject:"Volatilität"
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Search: subject_exact:"Time series analysis"
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Volatilität
Time series analysis
167
Zeitreihenanalyse
167
Theorie
93
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93
Forecasting model
57
Prognoseverfahren
57
Estimation
47
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Aloy, Marcel
1
Antognini, Jonathan
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Arce, Paola
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Asai, Manabu
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Belkacem, Lotfi
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Bennedsen, Mikkel
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Computational economics
Journal of financial econometrics
Journal of econometrics
100
Discussion paper / Tinbergen Institute
76
Energy economics
67
International journal of forecasting
58
Economic modelling
56
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
55
Journal of empirical finance
47
Finance research letters
39
Economics letters
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Journal of forecasting
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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Applied economics
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Econometric reviews
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The North American journal of economics and finance : a journal of financial economics studies
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International review of economics & finance : IREF
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Journal of risk and financial management : JRFM
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Research in international business and finance
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SFB 649 discussion paper
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Journal of economic dynamics & control
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CAMA working paper series
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Applied economics letters
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CESifo working papers
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Econometrics : open access journal
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Diskussionspapiere der Wirtschaftswissenschaftlichen Fakultät / Wirtschaftswissenschaftliche Fakultät, Universität Hannover : Hannover economic papers (HEP)
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Econometric Institute research papers
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International Journal of Energy Economics and Policy : IJEEP
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ECONIS (ZBW)
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41
Calibrating the Italian smile with time-varying volatility and heavy-tailed models
Bianchi, Michele Leonardo
;
Račev, Svetlozar T.
; …
- In:
Computational economics
51
(
2018
)
3
,
pp. 339-378
Persistent link: https://www.econbiz.de/10011963681
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42
Parallel optimization of sparse portfolios with AR-HMMs
Sipos, I. Róbert
;
Ceffer, Attila
;
Levendovszky, János
- In:
Computational economics
49
(
2017
)
4
,
pp. 563-578
Persistent link: https://www.econbiz.de/10011762135
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43
Optimal estimation strategies for bivariate fractional cointegration systems and the co-persistence analysis of stock market realized volatilities
Aloy, Marcel
;
Truchis, Gilles de
- In:
Computational economics
48
(
2016
)
1
,
pp. 83-104
Persistent link: https://www.econbiz.de/10011646595
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44
On the historical exchange rates Euro/US Dollar
Vadillo, Fernando
- In:
Computational economics
48
(
2016
)
3
,
pp. 463-472
Persistent link: https://www.econbiz.de/10011712513
Saved in:
45
A wavelet-based approach to filter out symmetric macroeconomic shocks
Marsalek, Roman
;
Pomenkova, Jitka
;
Kapounek, Svatopluk
- In:
Computational economics
44
(
2014
)
4
,
pp. 477-488
Persistent link: https://www.econbiz.de/10010489866
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46
Unit root hypothesis in the presence of stochastic volatility, a bayesian analysis
Zhang, Jin-yu
;
Li, Yong
;
Chen, Zhu-ming
- In:
Computational economics
41
(
2013
)
1
,
pp. 89-100
Persistent link: https://www.econbiz.de/10009705029
Saved in:
47
A long memory model with normal mixture GARCH
Cheung, Yin-Wong
;
Chung, Sang-Kuck
- In:
Computational economics
38
(
2011
)
4
,
pp. 517-539
Persistent link: https://www.econbiz.de/10009356868
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