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subject:"EU-Staaten"
type_genre:"Übersichtsarbeit"
~isPartOf:"International journal of forecasting"
~isPartOf:"Journal of econometrics"
~subject:"Capital income"
~subject:"Volatility"
~type_genre:"Aufsatz in Zeitschrift"
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Search: subject_exact:"Estimation"
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EU-Staaten
Capital income
Volatility
Estimation
650
Schätzung
645
Theorie
255
Theory
255
Estimation theory
238
Schätztheorie
238
Forecasting model
220
Prognoseverfahren
220
Time series analysis
191
Zeitreihenanalyse
191
Volatilität
149
Nichtparametrisches Verfahren
111
Nonparametric statistics
111
Regression analysis
100
Regressionsanalyse
100
Panel
99
Panel study
99
Kapitaleinkommen
86
Börsenkurs
70
Share price
70
USA
70
United States
70
Factor analysis
61
Faktorenanalyse
61
Stochastic process
58
Stochastischer Prozess
58
ARCH model
56
ARCH-Modell
56
Bayes-Statistik
55
Bayesian inference
55
Statistical distribution
44
Statistische Verteilung
44
Markov chain
41
Markov-Kette
41
Panel data
41
Statistical test
41
Statistischer Test
41
VAR model
33
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Undetermined
139
Free
2
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Article
191
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Übersichtsarbeit
Aufsatz in Zeitschrift
Article in journal
191
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English
191
Author
All
Todorov, Viktor
14
Bollerslev, Tim
8
Tauchen, George Eugene
7
Andersen, Torben
5
Kim, Donggyu
5
Li, Jia
5
Aït-Sahalia, Yacine
4
Francq, Christian
4
McAleer, Michael
4
Xiu, Dacheng
4
Zakoïan, Jean-Michel
4
Asai, Manabu
3
Fan, Jianqing
3
Gallo, Giampiero M.
3
Park, Joon Y.
3
Patton, Andrew J.
3
Taylor, Robert
3
Wang, Yazhen
3
Andreou, Elena
2
Bandi, Federico M.
2
Barigozzi, Matteo
2
Bibinger, Markus
2
Chan, Joshua
2
Christensen, Kim
2
Creal, Drew
2
Dionne, Georges
2
Ergemen, Yunus Emre
2
Gerlach, Richard
2
Ghysels, Eric
2
Grynkiv, Iaryna
2
Hallin, Marc
2
Harvey, Andrew C.
2
Herwartz, Helmut
2
Klein, Tony
2
Kong, Xin-Bing
2
Koopman, Siem Jan
2
Li, Yingying
2
Lucas, André
2
Meddahi, Nour
2
Medeiros, Marcelo C.
2
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Published in...
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International journal of forecasting
Journal of econometrics
Applied economics
263
Finance research letters
237
Economic modelling
236
International review of economics & finance : IREF
217
Journal of banking & finance
200
International review of financial analysis
198
Applied economics letters
192
Energy economics
173
Journal of empirical finance
164
The North American journal of economics and finance : a journal of financial economics studies
159
Applied financial economics
147
Journal of international money and finance
143
Journal of financial economics
142
Journal of international financial markets, institutions & money
130
Economics letters
115
Research in international business and finance
114
The European journal of finance
104
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
102
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
91
International journal of finance & economics : IJFE
88
Pacific-Basin finance journal
87
Journal of risk and financial management : JRFM
80
Review of quantitative finance and accounting
73
The journal of futures markets
70
International journal of economics and finance
69
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
68
Management science : journal of the Institute for Operations Research and the Management Sciences
62
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
60
Cogent economics & finance
57
Journal of forecasting
55
Empirica : journal of european economics
54
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
53
Journal of economic dynamics & control
53
International journal of economics and financial issues : IJEFI
52
Journal of financial markets
52
Journal of financial econometrics : official journal of the Society for Financial Econometrics
51
Quantitative finance
49
European economic review : EER
47
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ECONIS (ZBW)
191
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1
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10
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191
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1
2T-POT Hawkes model for left- and right-tail conditional quantile forecasts of financial log returns : Out-of-sample comparison of conditional EVT models
Tomlinson, Matthew F.
;
Greenwood, David
; …
- In:
International journal of forecasting
40
(
2024
)
1
,
pp. 324-347
Persistent link: https://www.econbiz.de/10014450274
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
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:
4
The profitability of lead-lag arbitrage at high frequency
Poutré, Cédric
;
Dionne, Georges
;
Yergeau, Gabriel
- In:
International journal of forecasting
40
(
2024
)
3
,
pp. 1002-1021
Persistent link: https://www.econbiz.de/10014547234
Saved in:
5
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:
6
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
Saved in:
7
Parametric estimation of long memory in factor models
Ergemen, Yunus Emre
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 1483-1499
Persistent link: https://www.econbiz.de/10014471404
Saved in:
8
Penetrating sporadic return predictability
Tu, Yundong
;
Xie, Xinling
- In:
Journal of econometrics
237
(
2023
)
1
,
pp. 1-27
Persistent link: https://www.econbiz.de/10014471472
Saved in:
9
Score-driven models for realized volatility
Harvey, Andrew C.
;
Palumbo, Dario
- In:
Journal of econometrics
237
(
2023
)
2,2
,
pp. 1-14
Persistent link: https://www.econbiz.de/10014471522
Saved in:
10
Volatility measurement with pockets of extreme return persistence
Andersen, Torben
;
Li, Yingying
;
Todorov, Viktor
;
Zhou, Bo
- In:
Journal of econometrics
237
(
2023
)
2,3
,
pp. 1-27
Persistent link: https://www.econbiz.de/10014471793
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