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subject:"Forecasting model"
subject:"United Kingdom"
~isPartOf:"Applied economics"
~isPartOf:"Journal of financial econometrics : official journal of the Society for Financial Econometrics"
~subject:"Bayes-Statistik"
~subject:"Volatility"
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Search: subject_exact:"Estimation theory"
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Forecasting model
United Kingdom
Bayes-Statistik
Volatility
Estimation theory
246
Schätztheorie
246
Estimation
58
Schätzung
58
Theorie
58
Theory
58
Time series analysis
55
Zeitreihenanalyse
55
Volatilität
22
ARCH model
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ARCH-Modell
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Regression analysis
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Francq, Christian
2
Gallant, A. Ronald
2
Horváth, Lajos
2
Kim, Jong-Min
2
Zakoïan, Jean-Michel
2
Abutaleb, Ahmed S.
1
Altman, Edward I.
1
Amengual, Dante
1
Andreou, Alena
1
Audrino, Francesco
1
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Balter, Janine
1
Bampinas, Georgios
1
Baños-Pino, José
1
Bos, Charles S.
1
Burns, Kelly
1
Caldeira, João F.
1
Calvet, Laurent E.
1
Carrasco, Marine
1
Corsi, Fulvio
1
Czellar, Veronika
1
Fan, Jianqing
1
Fan, Yingying
1
Fomby, Thomas B.
1
Fraser, Iain M.
1
Frederiksen, Per
1
Geweke, John
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Good, Darrel L.
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Hassler, Uwe
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Härdle, Wolfgang
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Ikeda, Shin S.
1
Irwin, Scott H.
1
Isengildina-Massa, Olga
1
Iwanicz-Drozdowska, Małgorzata
1
Janus, Paweł
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Applied economics
Journal of financial econometrics : official journal of the Society for Financial Econometrics
Journal of econometrics
226
International journal of forecasting
119
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
105
Journal of forecasting
76
Economics letters
62
Discussion paper / Tinbergen Institute
51
Working paper / Department of Econometrics and Business Statistics, Monash University
41
Econometric reviews
40
Economic modelling
35
Journal of empirical finance
35
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
32
Econometric theory
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The econometrics journal
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Journal of applied econometrics
28
Journal of the American Statistical Association : JASA
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CREATES research paper
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NBER working paper series
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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Oxford bulletin of economics and statistics
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Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
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Journal of financial econometrics
19
Insurance / Mathematics & economics
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Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
18
Applied economics letters
17
CESifo working papers
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Working paper / National Bureau of Economic Research, Inc.
17
Working papers
17
CEMMAP working papers / Centre for Microdata Methods and Practice
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Performance analysis of nowcasting of GDP growth when allowing for conditional heteroscedasticity and non-Gaussianity
Javed, Farrukh
;
Kiss, Tamás
;
Österholm, Pär
- In:
Applied economics
54
(
2022
)
58
,
pp. 6669-6686
Persistent link: https://www.econbiz.de/10013494234
Saved in:
2
Functional ARCH directional dependence via copula for intraday volatility from high-frequency financial time series
Kim, Jong-Min
;
Hwang, Sun Young
- In:
Applied economics
53
(
2021
)
4
,
pp. 506-520
Persistent link: https://www.econbiz.de/10012416072
Saved in:
3
A race for long horizon bankruptcy prediction
Altman, Edward I.
;
Iwanicz-Drozdowska, Małgorzata
; …
- In:
Applied economics
52
(
2020
)
37
,
pp. 4092-4111
Persistent link: https://www.econbiz.de/10012259002
Saved in:
4
A note on the estimated GARCH coefficients from the S&P1500 universe
Bampinas, Georgios
;
Ladopoulos, Konstantinos
; …
- In:
Applied economics
50
(
2018
)
34/35
,
pp. 3647-3653
Persistent link: https://www.econbiz.de/10012059386
Saved in:
5
Combining multivariate volatility forecasts: an economic-based approach
Caldeira, João F.
;
Moura, Guilherme Valle
;
Nogales, …
- In:
Journal of financial econometrics : official journal of …
15
(
2017
)
2
,
pp. 247-285
Persistent link: https://www.econbiz.de/10011987429
Saved in:
6
Linear time-varying regression with a DCC-GARCH model for volatility
Kim, Jong-Min
;
Jung, Hojin
;
Qin, Li
- In:
Applied economics
48
(
2016
)
16/18
,
pp. 1573-1582
Persistent link: https://www.econbiz.de/10011456689
Saved in:
7
Quantile regression for long memory testing : a case of realized volatility
Hassler, Uwe
;
Rodrigues, Paulo M. M.
;
Rubia, Antonio
- In:
Journal of financial econometrics : official journal of …
14
(
2016
)
4
,
pp. 693-724
Persistent link: https://www.econbiz.de/10011623824
Saved in:
8
Reflections on the probability space induced by moment conditions with implications for Bayesian inference
Gallant, A. Ronald
- In:
Journal of financial econometrics : official journal of …
14
(
2016
)
2
,
pp. 229-247
Persistent link: https://www.econbiz.de/10011588992
Saved in:
9
Variance targeting estimation of multivariate GARCH models
Francq, Christian
;
Horváth, Lajos
;
Zakoïan, Jean-Michel
- In:
Journal of financial econometrics : official journal of …
14
(
2016
)
2
,
pp. 353-382
Persistent link: https://www.econbiz.de/10011589013
Saved in:
10
Reflections on the probability space induced by moment conditions with implications for Bayesian inference : author response to comments
Gallant, A. Ronald
- In:
Journal of financial econometrics : official journal of …
14
(
2016
)
2
,
pp. 284-294
Persistent link: https://www.econbiz.de/10011591037
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