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subject:"EU-Staaten"
type_genre:"Übersichtsarbeit"
~isPartOf:"International journal of forecasting"
~isPartOf:"Journal of econometrics"
~isPartOf:"Journal of forecasting"
~subject:"Volatility"
~type_genre:"Aufsatz in Zeitschrift"
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Search: subject_exact:"Estimation"
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EU-Staaten
Volatility
Estimation
795
Schätzung
790
Theorie
330
Theory
330
Forecasting model
328
Prognoseverfahren
328
Estimation theory
256
Schätztheorie
256
Time series analysis
240
Zeitreihenanalyse
240
Volatilität
177
Capital income
117
Kapitaleinkommen
117
Nichtparametrisches Verfahren
117
Nonparametric statistics
117
Regression analysis
113
Regressionsanalyse
113
Panel
103
Panel study
103
Börsenkurs
94
Share price
94
USA
88
United States
88
Factor analysis
68
Faktorenanalyse
68
ARCH model
67
ARCH-Modell
67
Bayes-Statistik
67
Bayesian inference
67
Stochastic process
61
Stochastischer Prozess
61
Statistical distribution
51
Statistische Verteilung
51
Markov chain
47
Markov-Kette
47
Statistical test
45
Statistischer Test
45
VAR model
44
VAR-Modell
44
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125
Free
5
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Article
195
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Übersichtsarbeit
Aufsatz in Zeitschrift
Article in journal
195
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English
195
Author
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Todorov, Viktor
13
Bollerslev, Tim
8
Tauchen, George Eugene
7
Kim, Donggyu
5
Li, Jia
5
Andersen, Torben
4
Aït-Sahalia, Yacine
4
McAleer, Michael
4
Asai, Manabu
3
Francq, Christian
3
Gallo, Giampiero M.
3
Park, Joon Y.
3
Patton, Andrew J.
3
Wang, Yazhen
3
Xiu, Dacheng
3
Zakoïan, Jean-Michel
3
Barigozzi, Matteo
2
Bibinger, Markus
2
Chan, Joshua
2
Chen, Langnan
2
Cheung, Yin-Wong
2
Christensen, Kim
2
Clements, Adam
2
Creal, Drew
2
Cross, Jamie
2
Ergemen, Yunus Emre
2
Fan, Jianqing
2
Gerlach, Richard
2
Ghysels, Eric
2
Grynkiv, Iaryna
2
Gupta, Rangan
2
Hallin, Marc
2
Harvey, Andrew C.
2
Klein, Tony
2
Kong, Xin-Bing
2
Koopman, Siem Jan
2
Li, Yingying
2
Liu, Xiaoquan
2
Lucas, André
2
Medeiros, Marcelo C.
2
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Published in...
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International journal of forecasting
Journal of econometrics
Journal of forecasting
Applied economics
197
Economic modelling
192
Energy economics
163
International review of economics & finance : IREF
146
Finance research letters
143
Applied economics letters
130
International review of financial analysis
117
The North American journal of economics and finance : a journal of financial economics studies
109
Journal of international money and finance
106
Journal of banking & finance
103
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
92
Journal of empirical finance
87
Journal of international financial markets, institutions & money
85
Economics letters
83
Applied financial economics
82
Research in international business and finance
75
International journal of finance & economics : IJFE
64
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
63
The European journal of finance
62
Journal of risk and financial management : JRFM
61
The journal of futures markets
61
Empirica : journal of european economics
52
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
46
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
43
European economic review : EER
42
International Journal of Energy Economics and Policy : IJEEP
41
Journal of economic dynamics & control
41
Journal of financial economics
40
International journal of economics and finance
39
Journal of applied econometrics
38
Journal of macroeconomics
36
Quantitative finance
35
Journal of financial econometrics : official journal of the Society for Financial Econometrics
34
Pacific-Basin finance journal
34
Review of world economics
33
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
32
Empirical economics : a quarterly journal of the Institute for Advanced Studies
32
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ECONIS (ZBW)
195
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195
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1
Business applications and state-level stock market realized volatility : a forecasting experiment
Bonato, Matteo
;
Cepni, Oguzhan
;
Gupta, Rangan
; …
- In:
Journal of forecasting
43
(
2024
)
2
,
pp. 456-472
Persistent link: https://www.econbiz.de/10014475351
Saved in:
2
Should I open to forecast? : implications from a multi-country unobserved components model with sparse factor stochastic volatility
Wu, Ping
- In:
International journal of forecasting
40
(
2024
)
3
,
pp. 903-917
Persistent link: https://www.econbiz.de/10014547224
Saved in:
3
Modeling the relation between the US real economy and the corporate bond-yield spread in Bayesian VARs with non-Gaussian innovations
Kiss, Tamás
;
Mazur, Stepan
;
Nguyen, Hoang
;
Österholm, Pär
- In:
Journal of forecasting
42
(
2023
)
2
,
pp. 347-368
Persistent link: https://www.econbiz.de/10014292181
Saved in:
4
The effects of shocks to interest rate expectations in the euro area : estimates at the country level
Mandler, Martin
;
Scharnagl, Michael
- In:
Journal of forecasting
42
(
2023
)
3
,
pp. 643-656
Persistent link: https://www.econbiz.de/10014292222
Saved in:
5
Forecasting value at risk and expected shortfall using high-frequency data of domestic and international stock markets
Wang, Man
;
Cheng, Yihan
- In:
Journal of forecasting
41
(
2022
)
8
,
pp. 1595-1607
Persistent link: https://www.econbiz.de/10013465725
Saved in:
6
Forecasting VaR and ES in emerging markets : the role of time-varying higher moments
Trung Hai Le
- In:
Journal of forecasting
43
(
2024
)
2
,
pp. 402-414
Persistent link: https://www.econbiz.de/10014475347
Saved in:
7
Out-of-sample volatility prediction : rolling window, expanding window, or both?
Feng, Yuqing
;
Zhang, Yaojie
;
Wang, Yudong
- In:
Journal of forecasting
43
(
2024
)
3
,
pp. 567-582
Persistent link: https://www.econbiz.de/10014532353
Saved in:
8
Back to the present : learning about the euro area through a now-casting model
Cascaldi-Garcia, Danilo
;
Ferreira, Thiago R. T.
; …
- In:
International journal of forecasting
40
(
2024
)
2
,
pp. 661-686
Persistent link: https://www.econbiz.de/10014547195
Saved in:
9
Time-varying unobserved heterogeneity in earnings shocks
Botosaru, Irene
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 1378-1393
Persistent link: https://www.econbiz.de/10014471381
Saved in:
10
Intraday cross-sectional distributions of systematic risk
Andersen, Torben
;
Riva, Raul
;
Thyrsgaard, Martin
; …
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 1394-1418
Persistent link: https://www.econbiz.de/10014471397
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