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subject:"Deutschland"
subject:"Forecasting model"
~isPartOf:"Journal of business & economic statistics : JBES ; a publication of the American Statistical Association"
~isPartOf:"Journal of financial econometrics : official journal of the Society for Financial Econometrics"
~isPartOf:"The econometrics journal"
~subject:"ARCH model"
~type_genre:"Aufsatz in Zeitschrift"
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Search: subject_exact:"Estimation theory"
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Subject
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Deutschland
Forecasting model
ARCH model
Estimation theory
931
Schätztheorie
931
Theorie
235
Theory
235
Time series analysis
195
Zeitreihenanalyse
195
Nichtparametrisches Verfahren
177
Nonparametric statistics
177
Estimation
170
Schätzung
170
Regression analysis
151
Regressionsanalyse
151
USA
101
United States
101
Statistical test
84
Statistischer Test
84
Panel
81
Panel study
81
Volatility
69
Volatilität
69
Prognoseverfahren
62
Induktive Statistik
60
Statistical inference
60
ARCH-Modell
50
Correlation
50
Korrelation
50
Bootstrap approach
43
Bootstrap-Verfahren
43
Capital income
41
Kapitaleinkommen
41
Method of moments
41
Momentenmethode
41
Statistical distribution
40
Statistische Verteilung
40
Maximum likelihood estimation
39
Maximum-Likelihood-Schätzung
39
Modellierung
37
Monte Carlo simulation
37
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Online availability
All
Undetermined
48
Free
4
Type of publication
All
Article
116
Type of publication (narrower categories)
All
Aufsatz in Zeitschrift
Article in journal
116
Bibliografie enthalten
1
Bibliography included
1
Language
All
English
116
Author
All
Francq, Christian
3
Ling, Shiqing
3
Tsay, Ruey S.
3
Audrino, Francesco
2
Bauwens, Luc
2
Cai, Zongwu
2
Engle, Robert F.
2
Hafner, Christian M.
2
Horváth, Lajos
2
Lechner, Michael
2
Liesenfeld, Roman
2
Peng, Liang
2
Russell, Jeffrey R.
2
Sheppard, Kevin
2
Trojani, Fabio
2
Westerlund, Joakim
2
Zakoïan, Jean-Michel
2
Čížek, Pavel
2
Abadir, Karim Maher
1
Aielli, Gian Piero
1
Amado, Cristina
1
Ang, Andrew
1
Arvanitis, Stelios
1
Ausín, M. Concepción
1
Baillie, Richard T.
1
Bandi, Federico M.
1
Bekaert, Geert
1
Bera, Anil K.
1
Beyer, Andreas
1
Bodory, Hugo
1
Bollerslev, Tim
1
Bonham, Carl Stanley
1
Bormetti, Giacomo
1
Buccheri, Giuseppe
1
Cai, Michael
1
Caldeira, João F.
1
Calvet, Laurent E.
1
Camponovo, Lorenzo
1
Chan, Joshua
1
Chen, Willa W.
1
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Published in...
All
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
Journal of financial econometrics : official journal of the Society for Financial Econometrics
The econometrics journal
Journal of econometrics
121
International journal of forecasting
119
Journal of forecasting
75
Econometric theory
47
Economics letters
46
Econometric reviews
26
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
22
Journal of empirical finance
22
Finance research letters
21
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
21
Applied economics
17
Economic modelling
17
Journal of the American Statistical Association : JASA
16
Insurance / Mathematics & economics
15
Journal of banking & finance
15
Journal of risk and financial management : JRFM
15
Applied economics letters
14
International journal of economics and financial issues : IJEFI
14
Journal of financial econometrics
14
Journal of risk
14
Journal of time series econometrics
14
Computational economics
12
Econometrics : open access journal
12
International Journal of Energy Economics and Policy : IJEEP
11
Quantitative finance
11
The North American journal of economics and finance : a journal of financial economics studies
11
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
10
Empirical economics : a quarterly journal of the Institute for Advanced Studies
10
European journal of operational research : EJOR
10
Journal of mathematical finance
10
Oxford bulletin of economics and statistics
10
The European journal of finance
10
Journal of applied econometrics
9
Risks : open access journal
9
Astin bulletin : the journal of the International Actuarial Association
8
Journal of economic dynamics & control
8
International journal of production economics
7
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ECONIS (ZBW)
116
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1
Combining p-values for multivariate predictive ability testing
Spreng, Lars
;
Urga, Giovanni
- In:
Journal of business & economic statistics : JBES ; a …
41
(
2023
)
3
,
pp. 765-777
Persistent link: https://www.econbiz.de/10014448433
Saved in:
2
Explicit minimal representation of variance matrices, and its implication for dynamic volatility models
Abadir, Karim Maher
- In:
The econometrics journal
26
(
2023
)
1
,
pp. 88-104
Persistent link: https://www.econbiz.de/10013543279
Saved in:
3
R-estimators in GARCH models : asymptotics and applications
Liu, Hang
;
Mukherjee, Kanchan
- In:
The econometrics journal
25
(
2022
)
1
,
pp. 98-113
Persistent link: https://www.econbiz.de/10012878893
Saved in:
4
Tests of equal forecasting accuracy for nested models with estimated CCE factors
Stauskas, Ovidijus
;
Westerlund, Joakim
- In:
Journal of business & economic statistics : JBES ; a …
40
(
2022
)
4
,
pp. 1745-1758
Persistent link: https://www.econbiz.de/10013540477
Saved in:
5
Prediction using many samples with models possibly containing partially shared parameters
Zhang, Xinyu
;
Liu, Huihang
;
Wei, Yizheng
;
Ma, Yanyuan
- In:
Journal of business & economic statistics : JBES ; a …
42
(
2024
)
1
,
pp. 187-196
Persistent link: https://www.econbiz.de/10014449883
Saved in:
6
Predicting the global minimum variance portfolio
Reh, Laura
;
Krüger, Fabian
;
Liesenfeld, Roman
- In:
Journal of business & economic statistics : JBES ; a …
41
(
2023
)
2
,
pp. 440-452
Persistent link: https://www.econbiz.de/10014448239
Saved in:
7
Bootstrapping two-stage quasi-maximum likelihood estimators of time series models
Gonçalves, Sílvia
;
Hounyo, Ulrich
;
Patton, Andrew J.
; …
- In:
Journal of business & economic statistics : JBES ; a …
41
(
2023
)
3
,
pp. 683-694
Persistent link: https://www.econbiz.de/10014448421
Saved in:
8
Overnight GARCH-Itô volatility models
Kim, Donggyu
;
Shin, Minseok
;
Wang, Yazhen
- In:
Journal of business & economic statistics : JBES ; a …
41
(
2023
)
4
,
pp. 1215-1227
Persistent link: https://www.econbiz.de/10014448607
Saved in:
9
Semi-parametric inference on Gini indices of two semi-continuous populations under density ratio models
Yuan, Meng
;
Li, Pengfei
;
Wu, Changbao
- In:
The econometrics journal
26
(
2023
)
2
,
pp. 174-188
Persistent link: https://www.econbiz.de/10014319288
Saved in:
10
Volatility estimation when the zero-process is nonstationary
Francq, Christian
;
Sucarrat, Genaro
- In:
Journal of business & economic statistics : JBES ; a …
41
(
2023
)
1
,
pp. 53-66
Persistent link: https://www.econbiz.de/10013540630
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