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subject:"Deutschland"
subject:"Forecasting model"
~isPartOf:"Journal of financial econometrics : official journal of the Society for Financial Econometrics"
~subject:"ARCH-Modell"
~subject:"Estimation"
~type_genre:"Article in journal"
~type_genre:"Forschungsbericht"
~type_genre:"Konferenzschrift"
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Search: subject_exact:"Estimation theory"
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Subject
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Deutschland
Forecasting model
ARCH-Modell
Estimation
Estimation theory
73
Schätztheorie
73
Time series analysis
20
Zeitreihenanalyse
20
Volatility
16
Volatilität
16
Schätzung
15
ARCH model
11
Market microstructure
10
Marktmikrostruktur
10
Capital income
9
Kapitaleinkommen
9
Nichtparametrisches Verfahren
9
Nonparametric statistics
9
Risikomaß
9
Risk measure
9
Theorie
9
Theory
9
Correlation
7
Korrelation
7
Prognoseverfahren
7
Regression analysis
7
Regressionsanalyse
7
Stochastic process
7
Stochastischer Prozess
7
Börsenkurs
6
Share price
6
Analysis of variance
5
Noise Trading
5
Noise trading
5
Statistical test
5
Statistischer Test
5
Varianzanalyse
5
CAPM
4
Multivariate Analyse
4
Multivariate analysis
4
Portfolio selection
4
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Undetermined
6
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Article
23
Type of publication (narrower categories)
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Article in journal
Forschungsbericht
Konferenzschrift
Aufsatz in Zeitschrift
23
Language
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English
23
Author
All
Audrino, Francesco
2
Francq, Christian
2
Horváth, Lajos
2
Zakoïan, Jean-Michel
2
Ahlgren, Niklas
1
Antell, Jan
1
Balter, Janine
1
Bos, Charles S.
1
Bu, Ruijun
1
Caldeira, João F.
1
Calvet, Laurent E.
1
Cappiello, Lorenzo
1
Chen, Yi-ting
1
Christoffersen, Peter F.
1
Conrad, Christian A.
1
Corsi, Fulvio
1
Czellar, Veronika
1
Di, Jianing
1
Engle, Robert F.
1
Gangopadhyay, Ashis
1
Giet, Ludovic
1
Gérard, Bruno
1
Haag, Berthold R.
1
Hadri, Kaddour
1
Hassler, Uwe
1
Janus, Paweł
1
Kadareja, Arjan
1
Koopman, Siem Jan
1
Lubrano, Michel
1
Manganelli, Simone
1
Moon, Seongman
1
Moura, Guilherme Valle
1
Nagakura, Daisuke
1
Nogales, Francisco J.
1
Pelletier, Denis
1
Phillips, Peter C. B.
1
Rodrigues, Paulo M. M.
1
Rubia, Antonio
1
Santos, André A. P.
1
Suto, Nobuyuki
1
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Published in...
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
Journal of econometrics
305
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
182
Economics letters
143
International journal of forecasting
122
Journal of forecasting
85
Econometric reviews
76
Econometric theory
71
Economic modelling
66
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
65
Applied economics letters
64
Applied economics
55
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
48
Journal of applied econometrics
47
The econometrics journal
47
Journal of empirical finance
40
Journal of the American Statistical Association : JASA
38
Journal of banking & finance
37
Insurance / Mathematics & economics
32
Econometrics : open access journal
31
Empirical economics : a quarterly journal of the Institute for Advanced Studies
31
Computational economics
30
Finance research letters
29
Quantitative economics : QE ; journal of the Econometric Society
29
International journal of economics and financial issues : IJEFI
27
Journal of financial econometrics
27
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
26
European journal of operational research : EJOR
25
The review of economics and statistics
25
Journal of risk and financial management : JRFM
23
Journal of economic dynamics & control
22
Energy economics
21
Journal of risk
19
Quantitative finance
19
The empirical economics letters : a monthly international journal of economics
18
Risks : open access journal
17
The North American journal of economics and finance : a journal of financial economics studies
16
The journal of real estate finance and economics
16
Journal of international money and finance
15
Journal of time series econometrics
15
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ECONIS (ZBW)
23
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1
Combining multivariate volatility forecasts: an economic-based approach
Caldeira, João F.
;
Moura, Guilherme Valle
;
Nogales, …
- In:
Journal of financial econometrics : official journal of …
15
(
2017
)
2
,
pp. 247-285
Persistent link: https://www.econbiz.de/10011987429
Saved in:
2
Tests for abnormal returns in the presence of event-induced cross-sectional correlation
Ahlgren, Niklas
;
Antell, Jan
- In:
Journal of financial econometrics : official journal of …
15
(
2017
)
2
,
pp. 286-301
Persistent link: https://www.econbiz.de/10011987446
Saved in:
3
Dynamic conditional beta
Engle, Robert F.
- In:
Journal of financial econometrics : official journal of …
14
(
2016
)
4
,
pp. 643-667
Persistent link: https://www.econbiz.de/10011623818
Saved in:
4
Quantile regression for long memory testing : a case of realized volatility
Hassler, Uwe
;
Rodrigues, Paulo M. M.
;
Rubia, Antonio
- In:
Journal of financial econometrics : official journal of …
14
(
2016
)
4
,
pp. 693-724
Persistent link: https://www.econbiz.de/10011623824
Saved in:
5
Variance targeting estimation of multivariate GARCH models
Francq, Christian
;
Horváth, Lajos
;
Zakoïan, Jean-Michel
- In:
Journal of financial econometrics : official journal of …
14
(
2016
)
2
,
pp. 353-382
Persistent link: https://www.econbiz.de/10011589013
Saved in:
6
Accurate methods for approximate Bayesian Computation Filtering
Calvet, Laurent E.
;
Czellar, Veronika
- In:
Journal of financial econometrics : official journal of …
13
(
2015
)
4
,
pp. 798-838
Persistent link: https://www.econbiz.de/10011417791
Saved in:
7
On the optimal estimating function method for conditional correlation models
Chen, Yi-ting
- In:
Journal of financial econometrics : official journal of …
13
(
2015
)
1
,
pp. 83-125
Persistent link: https://www.econbiz.de/10010519661
Saved in:
8
A state space approach to estimating the integrated variance under the existence of market microstructure noise
Nagakura, Daisuke
;
Watanabe, Toshiaki
- In:
Journal of financial econometrics : official journal of …
13
(
2015
)
1
,
pp. 45-82
Persistent link: https://www.econbiz.de/10010519663
Saved in:
9
Halbert White jr. Memorial JFEC Lecture : pitfalls and possibilities in predictive regression
Phillips, Peter C. B.
- In:
Journal of financial econometrics : official journal of …
13
(
2015
)
3
,
pp. 521-555
Persistent link: https://www.econbiz.de/10011339279
Saved in:
10
Quarticity estimation on ohlc data
Balter, Janine
- In:
Journal of financial econometrics : official journal of …
13
(
2015
)
2
,
pp. 505-519
Persistent link: https://www.econbiz.de/10011339287
Saved in:
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