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subject:"EU-Staaten"
type_genre:"Übersichtsarbeit"
~isPartOf:"International journal of forecasting"
~isPartOf:"Journal of econometrics"
~subject:"Volatility"
~type_genre:"Aufsatz in Zeitschrift"
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Search: subject_exact:"Estimation"
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EU-Staaten
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
Regressionsanalyse
100
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99
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99
Capital income
86
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86
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70
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70
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70
United States
70
Factor analysis
61
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61
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56
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44
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44
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41
Markov-Kette
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41
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33
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Übersichtsarbeit
Aufsatz in Zeitschrift
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159
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English
159
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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
Christensen, Kim
2
Creal, Drew
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
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Li, Yingying
2
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2
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2
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2
Polak, Pawel
2
Quaedvlieg, Rogier
2
Taylor, Robert
2
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2
Valkanov, Rossen I.
2
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International journal of forecasting
Journal of econometrics
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 forecasting
36
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)
159
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41
Trading and non-trading period realized market volatility : does it matter for forecasting the volatility of US stocks?
Lyócsa, Štefan
;
Todorova, Neda
- In:
International journal of forecasting
36
(
2020
)
2
,
pp. 628-645
Persistent link: https://www.econbiz.de/10012415313
Saved in:
42
The term structure of volatility predictability
Li, Xingyi
;
Zakamulin, Valeriy
- In:
International journal of forecasting
36
(
2020
)
2
,
pp. 723-737
Persistent link: https://www.econbiz.de/10012415339
Saved in:
43
Forecasting volatility with time-varying leverage and volatility of volatility effects
Catania, Leopoldo
;
Proietti, Tommaso
- In:
International journal of forecasting
36
(
2020
)
4
,
pp. 1301-1317
Persistent link: https://www.econbiz.de/10012546666
Saved in:
44
Stochastic volatility models with ARMA innovations : an application to G7 inflation forecasts
Zhang, Bo
;
Chan, Joshua
;
Cross, Jamie
- In:
International journal of forecasting
36
(
2020
)
4
,
pp. 1318-1328
Persistent link: https://www.econbiz.de/10012546706
Saved in:
45
Forecasting volatility and co-volatility of crude oil and gold futures : effects of leverage, jumps, spillovers, and geopolitical risks
Asai, Manabu
;
Gupta, Rangan
;
McAleer, Michael
- In:
International journal of forecasting
36
(
2020
)
3
,
pp. 933-948
Persistent link: https://www.econbiz.de/10012497080
Saved in:
46
Are GDP forecasts optimal? : evidence on European countries
Giovannelli, Alessandro
;
Pericoli, Filippo Maria
- In:
International journal of forecasting
36
(
2020
)
3
,
pp. 963-973
Persistent link: https://www.econbiz.de/10012497098
Saved in:
47
Forecasting value at risk with intra-day return curves
Rice, Gregory
;
Wirjanto, Tony S.
;
Zhao, Yuqian
- In:
International journal of forecasting
36
(
2020
)
3
,
pp. 1023-1038
Persistent link: https://www.econbiz.de/10012497181
Saved in:
48
Nonparametric filtering of conditional state-price densities
Dalderop, Jeroen
- In:
Journal of econometrics
214
(
2020
)
2
,
pp. 295-325
Persistent link: https://www.econbiz.de/10012438391
Saved in:
49
Time-invariant restrictions of volatility functionals : efficient estimation and specification tests
Yang, Xiye
- In:
Journal of econometrics
215
(
2020
)
2
,
pp. 486-516
Persistent link: https://www.econbiz.de/10012439497
Saved in:
50
Variance risk : a bird's eye view
Hollstein, Fabian
;
Wese Simen, Chardin
- In:
Journal of econometrics
215
(
2020
)
2
,
pp. 517-535
Persistent link: https://www.econbiz.de/10012439498
Saved in:
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