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subject:"EU-Staaten"
type_genre:"Übersichtsarbeit"
~isPartOf:"International journal of forecasting"
~isPartOf:"Journal of econometrics"
~subject:"United States"
~subject:"Volatility"
~type_genre:"Aufsatz in Zeitschrift"
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Search: subject_exact:"Estimation"
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EU-Staaten
United States
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
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100
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100
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99
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99
Capital income
86
Kapitaleinkommen
86
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70
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70
USA
70
Factor analysis
61
Faktorenanalyse
61
Stochastic process
58
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58
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56
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56
Bayes-Statistik
55
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55
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44
Statistische Verteilung
44
Markov chain
41
Markov-Kette
41
Panel data
41
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41
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Übersichtsarbeit
Aufsatz in Zeitschrift
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216
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English
216
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Todorov, Viktor
13
Bollerslev, Tim
8
Tauchen, George Eugene
7
Aït-Sahalia, Yacine
5
Kim, Donggyu
5
Li, Jia
5
Andersen, Torben
4
McAleer, Michael
4
Asai, Manabu
3
Francq, Christian
3
Gallo, Giampiero M.
3
Koop, Gary
3
Koopman, Siem Jan
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
Christensen, Kim
2
Creal, Drew
2
Dellaportas, Petros
2
Ergemen, Yunus Emre
2
Fan, Jianqing
2
Gerlach, Richard
2
Ghysels, Eric
2
Grynkiv, Iaryna
2
Hallin, Marc
2
Harvey, Andrew C.
2
Klein, Tony
2
Kong, Xin-Bing
2
Li, Yingying
2
Lucas, André
2
Medeiros, Marcelo C.
2
Mroz, Thomas A.
2
Paolella, Marc S.
2
Polak, Pawel
2
Quaedvlieg, Rogier
2
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International journal of forecasting
Journal of econometrics
Applied economics
437
Applied economics letters
261
Economic modelling
240
Energy economics
193
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
184
International review of economics & finance : IREF
183
The review of economics and statistics
173
Journal of international money and finance
169
Finance research letters
166
Applied financial economics
162
The American economic review
155
The journal of finance : the journal of the American Finance Association
153
Journal of banking & finance
149
Economics letters
148
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
147
The North American journal of economics and finance : a journal of financial economics studies
139
International review of financial analysis
134
Journal of applied econometrics
128
The journal of futures markets
119
Journal of empirical finance
102
Journal of international financial markets, institutions & money
100
Journal of money, credit and banking : JMCB
96
The review of financial studies
93
Journal of macroeconomics
86
International journal of finance & economics : IJFE
85
Journal of financial economics
82
Research in international business and finance
82
Journal of monetary economics
81
Journal of economic dynamics & control
80
Journal of financial and quantitative analysis : JFQA
80
American economic journal : a journal of the American Economic Association
77
Journal of political economy
76
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
76
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
73
European economic review : EER
72
The European journal of finance
70
Southern economic journal
67
Journal of risk and financial management : JRFM
66
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ECONIS (ZBW)
216
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1
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216
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1
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:
2
Reservoir computing for macroeconomic forecasting with mixed-frequency data
Ballarin, Giovanni
;
Dellaportas, Petros
;
Grigoryeva, …
- In:
International journal of forecasting
40
(
2024
)
3
,
pp. 1206-1237
Persistent link: https://www.econbiz.de/10014547272
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
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:
5
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:
6
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:
7
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:
8
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
Saved in:
9
High-dimensional conditionally Gaussian state space models with missing data
Chan, Joshua
;
Poon, Aubrey
;
Zhu, Dan
- In:
Journal of econometrics
236
(
2023
)
1
,
pp. 1-21
Persistent link: https://www.econbiz.de/10014332310
Saved in:
10
Does the Phillips curve help to forecast euro area inflation?
Bańbura, Marta
;
Bobeica, Elena
- In:
International journal of forecasting
39
(
2023
)
1
,
pp. 364-390
Persistent link: https://www.econbiz.de/10014462787
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