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subject:"Börsenkurs"
subject:"Estimation"
~accessRights:"restricted"
~isPartOf:"Journal of forecasting"
~subject:"Schätzung"
~subject:"Stochastic process"
~type:"article"
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Börsenkurs
Estimation
Schätzung
Stochastic process
Estimation theory
33
Schätztheorie
33
Forecasting model
24
Prognoseverfahren
24
Time series analysis
11
Zeitreihenanalyse
11
Regression analysis
10
Regressionsanalyse
10
Share price
6
Capital income
5
Kapitaleinkommen
5
Volatility
5
Volatilität
5
forecasting
5
ARCH model
4
ARCH-Modell
4
Autocorrelation
3
Autokorrelation
3
Bayes-Statistik
3
Bayesian inference
3
Factor analysis
3
Faktorenanalyse
3
Markov chain
3
Markov-Kette
3
Robust statistics
3
Robustes Verfahren
3
Statistical distribution
3
Statistische Verteilung
3
Aktienmarkt
2
Correlation
2
Forecast
2
Innovation
2
Kleinste-Quadrate-Methode
2
Korrelation
2
Least squares method
2
Modellierung
2
Nichtparametrisches Verfahren
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11
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English
11
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Ai, Chunrong
1
An, Yang
1
Atici, Kazim Baris
1
Blanco-Fernández, Ángela
1
Chan, Ngai Hang
1
Enginar, Onur
1
Fei, Tianlun
1
Fischer, Henning
1
Guo, Mengmeng
1
Härdle, Wolfgang
1
Li, Zhenwei
1
Lindström, Erik
1
Liu, Xiaoquan
1
Ma, Zhiren
1
Madsen, Henrik
1
Nonejad, Nima
1
Nystrup, Peter
1
Pajhede, Thor
1
Park, Jin‐Hong
1
Shi, Yafeng
1
Shi, Yanlong
1
Song, Yuping
1
Sriram, T. N.
1
Sun, Xiaoyu
1
Wen, Conghua
1
Winker, Peter
1
Xu, Qunfang
1
Ying, Tingting
1
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Journal of forecasting
Journal of econometrics
188
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
80
Economics letters
77
Econometric reviews
53
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
42
Economic modelling
38
Applied economics letters
23
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
22
Computational economics
21
Finance research letters
21
International journal of forecasting
21
Empirical economics : a quarterly journal of the Institute for Advanced Studies
19
Journal of financial econometrics
19
European journal of operational research : EJOR
17
Applied economics
16
Econometric theory
16
Journal of empirical finance
16
Journal of economic dynamics & control
15
Quantitative finance
15
The econometrics journal
15
The North American journal of economics and finance : a journal of financial economics studies
14
Insurance / Mathematics & economics
13
Journal of applied econometrics
12
Journal of banking & finance
12
Journal of risk
12
Energy economics
11
Journal of quantitative economics
11
Operations research
9
Journal of time series econometrics
8
Management science : journal of the Institute for Operations Research and the Management Sciences
8
Mathematics of operations research
8
Theoretical economics letters
8
International journal of financial engineering
7
International review of economics & finance : IREF
7
Journal of econometric methods
7
Journal of international financial markets, institutions & money
7
Journal of mathematical finance
6
Letters in spatial and resource sciences : LSRS
6
Operations research letters
6
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1
Dynamic forecasting for nonstationary high-frequency financial data with jumps based on series decomposition and reconstruction
Song, Yuping
;
Li, Zhenwei
;
Ma, Zhiren
;
Sun, Xiaoyu
- In:
Journal of forecasting
42
(
2023
)
5
,
pp. 1055-1068
Persistent link: https://www.econbiz.de/10014338810
Saved in:
2
Forecasting stock return volatility : realized volatility-type or duration-based estimators
Fei, Tianlun
;
Liu, Xiaoquan
;
Wen, Conghua
- In:
Journal of forecasting
42
(
2023
)
7
,
pp. 1594-1621
Persistent link: https://www.econbiz.de/10014432725
Saved in:
3
Large covariance estimation using a factor model with common and group-specific factors
Shi, Yafeng
;
Ai, Chunrong
;
Shi, Yanlong
;
Ying, Tingting
; …
- In:
Journal of forecasting
42
(
2023
)
8
,
pp. 2217-2248
Persistent link: https://www.econbiz.de/10014432877
Saved in:
4
Optimal forecast error as an unbiased estimator of abnormal return : a proposition
Enginar, Onur
;
Atici, Kazim Baris
- In:
Journal of forecasting
41
(
2022
)
1
,
pp. 158-166
Persistent link: https://www.econbiz.de/10012796281
Saved in:
5
Short‐term stock price prediction based on limit order book dynamics
An, Yang
;
Chan, Ngai Hang
- In:
Journal of forecasting
36
(
2017
)
5
,
pp. 541-556
Persistent link: https://www.econbiz.de/10011860685
Saved in:
6
Backtesting value‐at‐risk : a generalized Markov test
Pajhede, Thor
- In:
Journal of forecasting
36
(
2017
)
5
,
pp. 597-613
Persistent link: https://www.econbiz.de/10011860704
Saved in:
7
Long memory of financial time series and hidden Markov models with time‐varying parameters
Nystrup, Peter
;
Madsen, Henrik
;
Lindström, Erik
- In:
Journal of forecasting
36
(
2017
)
8
,
pp. 989-1002
Persistent link: https://www.econbiz.de/10011860941
Saved in:
8
Robust estimation of conditional variance of time series using density power divergences
Park, Jin‐Hong
;
Sriram, T. N.
- In:
Journal of forecasting
36
(
2017
)
6
,
pp. 703-717
Persistent link: https://www.econbiz.de/10011861411
Saved in:
9
Modeling and forecasting aggregate stock market volatility in unstable environments using mixture innovation regressions
Nonejad, Nima
- In:
Journal of forecasting
36
(
2017
)
6
,
pp. 718-740
Persistent link: https://www.econbiz.de/10011861413
Saved in:
10
Adaptive interest rate modelling
Guo, Mengmeng
;
Härdle, Wolfgang
- In:
Journal of forecasting
36
(
2017
)
3
,
pp. 241-256
Persistent link: https://www.econbiz.de/10011729251
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