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subject:"Deutschland"
subject:"Forecasting model"
~isPartOf:"The North American journal of economics and finance : a journal of financial economics studies"
~subject:"ARCH model"
~subject:"Statistischer Test"
~type_genre:"Amtsdruckschrift"
~type_genre:"Aufsatz in Zeitschrift"
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Search: subject_exact:"Estimation theory"
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Deutschland
Forecasting model
ARCH model
Statistischer Test
Estimation theory
26
Schätztheorie
26
Estimation
12
Schätzung
12
Volatility
11
Volatilität
11
ARCH-Modell
9
Time series analysis
9
Zeitreihenanalyse
9
Börsenkurs
6
Share price
6
Prognoseverfahren
5
Risikomaß
5
Risk measure
5
Capital income
4
Kapitaleinkommen
4
Regression analysis
4
Regressionsanalyse
4
GARCH
3
Maximum likelihood estimation
3
Maximum-Likelihood-Schätzung
3
Portfolio selection
3
Portfolio-Management
3
Statistical distribution
3
Statistische Verteilung
3
Yield curve
3
Zinsstruktur
3
Aktienindex
2
Correlation
2
Inflation
2
Korrelation
2
Market microstructure
2
Marktmikrostruktur
2
Method of moments
2
Momentenmethode
2
Regime-switching estimation
2
Risikomanagement
2
Risk management
2
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11
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Article
11
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Amtsdruckschrift
Aufsatz in Zeitschrift
Article in journal
11
Language
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English
11
Author
All
Alañón Pardo, Ángel
1
Auer, Benjamin R.
1
Chen, Cathy W. S.
1
Degenhardt, Thomas
1
Díaz-Mendoza, Ana-Carmen
1
Guillén, Montserrat
1
Horváth, Roman
1
Lange, Ronald H.
1
Lange, Ronald Henry
1
Li, Leon
1
Li, Mingge
1
Lin, Tsai-Yu
1
Moneva, J. M.
1
Ortas, E.
1
Perote, Javier
1
Salvador, Manuel
1
Syu, Fong-Yi
1
Vidal-Llana, Xenxo
1
Wu, Yuehua
1
Ye, Wuyi
1
Ñíguez, Trino-Manuel
1
Šopov, Boril
1
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Published in...
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The North American journal of economics and finance : a journal of financial economics studies
Journal of econometrics
256
International journal of forecasting
120
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
111
Econometric theory
89
Economics letters
86
Econometric reviews
78
Journal of forecasting
76
The econometrics journal
58
Economic modelling
31
Econometrics : open access journal
30
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
29
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
29
Applied economics letters
27
Journal of the American Statistical Association : JASA
27
Journal of empirical finance
25
Finance research letters
23
Journal of time series econometrics
23
Applied economics
22
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
22
Insurance / Mathematics & economics
20
Journal of financial econometrics
20
Journal of banking & finance
19
Journal of financial econometrics : official journal of the Society for Financial Econometrics
19
Computational economics
18
Quantitative economics : QE ; journal of the Econometric Society
18
Oxford bulletin of economics and statistics
17
Journal of risk and financial management : JRFM
16
Empirical economics : a quarterly journal of the Institute for Advanced Studies
15
Journal of risk
15
European journal of operational research : EJOR
14
International journal of economics and financial issues : IJEFI
14
Journal of applied econometrics
14
Quantitative finance
12
The European journal of finance
12
International Journal of Energy Economics and Policy : IJEEP
11
Risks : open access journal
11
Jahrbücher für Nationalökonomie und Statistik
10
Journal of mathematical finance
10
Astin bulletin : the journal of the International Actuarial Association
8
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ECONIS (ZBW)
11
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1
Cross-sectional quantile regression for estimating conditional VaR of returns during periods of high volatility
Vidal-Llana, Xenxo
;
Guillén, Montserrat
- In:
The North American journal of economics and finance : a …
63
(
2022
),
pp. 1-9
Persistent link: https://www.econbiz.de/10014225819
Saved in:
2
A novel estimation of time-varying quantile correlation for financial contagion detection
Ye, Wuyi
;
Li, Mingge
;
Wu, Yuehua
- In:
The North American journal of economics and finance : a …
63
(
2022
),
pp. 1-24
Persistent link: https://www.econbiz.de/10014225731
Saved in:
3
Multi-asset pair-trading strategy : a statistical learning approach
Lin, Tsai-Yu
;
Chen, Cathy W. S.
;
Syu, Fong-Yi
- In:
The North American journal of economics and finance : a …
55
(
2021
),
pp. 1-10
Persistent link: https://www.econbiz.de/10012667381
Saved in:
4
Holidays, weekends and range-based volatility
Díaz-Mendoza, Ana-Carmen
;
Alañón Pardo, Ángel
- In:
The North American journal of economics and finance : a …
52
(
2020
),
pp. 1-8
Persistent link: https://www.econbiz.de/10012656917
Saved in:
5
The "Sell in May" effect : a review and new empirical evidence
Degenhardt, Thomas
;
Auer, Benjamin R.
- In:
The North American journal of economics and finance : a …
43
(
2018
),
pp. 169-205
Persistent link: https://www.econbiz.de/10012036281
Saved in:
6
The predictive content of the term premium for GDP growth in Canada : evidence from linear, Markov-switching and probit estimations
Lange, Ronald Henry
- In:
The North American journal of economics and finance : a …
44
(
2018
),
pp. 80-91
Persistent link: https://www.econbiz.de/10012036297
Saved in:
7
The expected real yield and inflation components of the nominal yield curve
Lange, Ronald H.
- In:
The North American journal of economics and finance : a …
39
(
2017
),
pp. 1-18
Persistent link: https://www.econbiz.de/10011878571
Saved in:
8
Testing and comparing the performance of dynamic variance and correlation models in value-at-risk estimation
Li, Leon
- In:
The North American journal of economics and finance : a …
40
(
2017
),
pp. 116-135
Persistent link: https://www.econbiz.de/10011878799
Saved in:
9
Moments expansion densities for quantifying financial risk
Ñíguez, Trino-Manuel
;
Perote, Javier
- In:
The North American journal of economics and finance : a …
42
(
2017
),
pp. 53-69
Persistent link: https://www.econbiz.de/10011938073
Saved in:
10
GARCH models, tail indexes and error distributions : an empirical investigation
Horváth, Roman
;
Šopov, Boril
- In:
The North American journal of economics and finance : a …
37
(
2016
),
pp. 1-15
Persistent link: https://www.econbiz.de/10011672845
Saved in:
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