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subject:"Deutschland"
subject:"Forecasting model"
~isPartOf:"Journal of empirical finance"
~subject:"ARCH model"
~subject:"Regression analysis"
~subject:"Statistischer Test"
~type_genre:"Aufsatz in Zeitschrift"
~type_genre:"Textbook"
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Search: subject_exact:"Estimation theory"
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Deutschland
Forecasting model
ARCH model
Regression analysis
Statistischer Test
Estimation theory
75
Schätztheorie
75
Time series analysis
24
Zeitreihenanalyse
24
Estimation
22
Schätzung
22
Volatility
20
Volatilität
20
Capital income
19
Kapitaleinkommen
19
Theorie
17
Theory
17
ARCH-Modell
13
Prognoseverfahren
12
Börsenkurs
11
Portfolio selection
11
Portfolio-Management
11
Share price
11
Stochastic process
10
Stochastischer Prozess
10
Autocorrelation
9
Autokorrelation
9
Statistical distribution
8
Statistische Verteilung
8
Correlation
7
Korrelation
7
Nichtparametrisches Verfahren
7
Nonparametric statistics
7
Yield curve
7
Zinsstruktur
7
CAPM
6
Regressionsanalyse
5
USA
5
United States
5
Bayes-Statistik
4
Bayesian inference
4
Interest rate
4
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1
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Article
24
Book / Working Paper
2
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Aufsatz in Zeitschrift
Textbook
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26
Collection of articles of several authors
2
Konferenzschrift
2
Sammelwerk
2
Conference proceedings
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English
26
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Baillie, Richard
3
Agosto, Arianna
1
Amado, Cristina
1
Amihud, Yakov
1
Astill, Sam
1
Bauwens, Luc
1
Bekaert, Geert
1
Berens, Tobias
1
Cavaliere, Giuseppe
1
Chan, Chia-ying
1
Chen, Yi-ting
1
Cheng, Wan-hsiu
1
Chiang, I-Hsuan Ethan
1
Cho, Dooyeon
1
Chourdakis, Kyriakos
1
Dacorogna, Michel M.
1
Dark, Jonathan
1
De Backer, Bruno
1
De Nard, Gianluca
1
Dotsis, George
1
Dufays, Arnaud
1
Fornari, Fabio
1
Harvey, Andrew C.
1
Harvey, David I.
1
He, Xue-zhong
1
Hung, Jui-cheng
1
Hurvich, Clifford M.
1
Jayetileke, Harshanie L.
1
Jondeau, Eric
1
Kapetanios, George
1
Kristensen, Dennis
1
Leybourne, Stephen James
1
Li, Chen
1
Li, Youwei
1
Liao, Yin
1
Marsh, Terry Alan
1
Mele, Antonio
1
Papailias, Fotis
1
Peretti, Christian de
1
Qiao, Zhuo
1
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HFDF <1, 1995, Zürich>
1
Published in...
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Journal of empirical finance
Journal of econometrics
464
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
182
Econometric theory
171
Economics letters
168
Econometric reviews
132
International journal of forecasting
123
Journal of the American Statistical Association : JASA
111
The econometrics journal
105
Journal of forecasting
80
Econometrics : open access journal
54
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
50
Economic modelling
47
Applied economics letters
42
European journal of operational research : EJOR
42
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
42
Insurance / Mathematics & economics
36
Computational economics
35
Quantitative economics : QE ; journal of the Econometric Society
35
Journal of risk and financial management : JRFM
33
Applied economics
32
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
32
Finance research letters
28
Journal of time series econometrics
28
Empirical economics : a quarterly journal of the Institute for Advanced Studies
27
Journal of applied econometrics
26
Oxford bulletin of economics and statistics
25
Journal of financial econometrics : official journal of the Society for Financial Econometrics
23
Journal of financial econometrics
21
Journal of banking & finance
20
Risks : open access journal
20
Journal of econometric methods
19
Statistics in transition : an international journal of the Polish Statistical Association
19
The empirical economics letters : a monthly international journal of economics
18
International journal of economics and financial issues : IJEFI
17
Statistical papers
16
Journal of quantitative economics
15
Journal of risk
15
International Journal of Energy Economics and Policy : IJEEP
13
Journal of quantitative economics : official journal of the Indian Econometric Society
13
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ECONIS (ZBW)
26
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1
An adaptive long memory conditional correlation model
Dark, Jonathan
- In:
Journal of empirical finance
75
(
2024
),
pp. 1-16
Persistent link: https://www.econbiz.de/10014491877
Saved in:
2
Local predictability of stock returns and cash flows
Yu, Deshui
;
Li, Chen
- In:
Journal of empirical finance
77
(
2024
),
pp. 1-23
Persistent link: https://www.econbiz.de/10014578533
Saved in:
3
Using, taming or avoiding the factor zoo? : a double-shrinkage estimator for covariance matrices
De Nard, Gianluca
;
Zhao, Zhao
- In:
Journal of empirical finance
72
(
2023
),
pp. 23-35
Persistent link: https://www.econbiz.de/10014476795
Saved in:
4
Modeling the cross-section of stock returns using sensible models in a model pool
Chiang, I-Hsuan Ethan
;
Liao, Yin
;
Zhou, Qing
- In:
Journal of empirical finance
60
(
2021
),
pp. 56-73
Persistent link: https://www.econbiz.de/10012692977
Saved in:
5
Predictive regression with p-lags and order-q autoregressive predictors
Jayetileke, Harshanie L.
;
Wang, You-Gan
;
Zhu, Min
- In:
Journal of empirical finance
62
(
2021
),
pp. 282-293
Persistent link: https://www.econbiz.de/10012693434
Saved in:
6
Balanced predictive regressions
Ren, Yu
;
Tu, Yundong
;
Yi, Yanping
- In:
Journal of empirical finance
54
(
2019
),
pp. 118-142
Persistent link: https://www.econbiz.de/10012174812
Saved in:
7
Testing against changing correlation
Harvey, Andrew C.
;
Thiele, Stephen
- In:
Journal of empirical finance
38
(
2016
),
pp. 575-589
Persistent link: https://www.econbiz.de/10011663373
Saved in:
8
Modeling corporate defaults : poisson autoregressions with exogenous covariates (PARX)
Agosto, Arianna
;
Cavaliere, Giuseppe
;
Kristensen, Dennis
; …
- In:
Journal of empirical finance
38
(
2016
),
pp. 640-663
Persistent link: https://www.econbiz.de/10011663393
Saved in:
9
The dynamics of squared returns under contemporaneous aggregation of GARCH models
Jondeau, Eric
- In:
Journal of empirical finance
32
(
2015
),
pp. 80-93
Persistent link: https://www.econbiz.de/10011556785
Saved in:
10
Testing for structural breaks in correlations : does it improve Value-at-Risk forecasting?
Berens, Tobias
;
Weiß, Gregor
;
Wied, Dominik
- In:
Journal of empirical finance
32
(
2015
),
pp. 135-152
Persistent link: https://www.econbiz.de/10011556809
Saved in:
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