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subject:"Germany"
~isPartOf:"International journal of forecasting"
~isPartOf:"Journal of forecasting"
~subject:"ARCH-Modell"
~subject:"Monte Carlo simulation"
~type_genre:"Amtsdruckschrift"
~type_genre:"Aufsatz in Zeitschrift"
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Search: subject_exact:"Estimation theory"
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Germany
ARCH-Modell
Monte Carlo simulation
Estimation theory
277
Schätztheorie
277
Forecasting model
189
Prognoseverfahren
189
Time series analysis
117
Zeitreihenanalyse
117
Theorie
65
Theory
65
Estimation
39
Regression analysis
39
Schätzung
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37
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Lucas, André
2
Abraham, Bovas
1
Ardia, David
1
Bagnato, Luca
1
Balakrishna, N.
1
Barrow, Devon K.
1
Bauwens, Luc
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Becker, Ralf
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1
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1
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1
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Dimitrakopoulos, Stefanos
1
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1
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1
Fei, Tianlun
1
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Gallo, Giampiero M.
1
Gel, Yulia R.
1
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International journal of forecasting
Journal of forecasting
Journal of econometrics
89
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
54
Econometric theory
45
Economics letters
44
Econometric reviews
36
Computational economics
28
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
28
The econometrics journal
25
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
24
Applied economics
23
Economic modelling
21
Applied economics letters
20
Econometrics : open access journal
16
Finance research letters
16
Journal of empirical finance
15
Journal of financial econometrics : official journal of the Society for Financial Econometrics
14
Journal of risk
14
Journal of risk and financial management : JRFM
13
Journal of time series econometrics
13
European journal of operational research : EJOR
12
Journal of economic dynamics & control
12
International journal of economics and financial issues : IJEFI
11
Journal of the American Statistical Association : JASA
11
Journal of financial econometrics
10
The North American journal of economics and finance : a journal of financial economics studies
10
Journal of banking & finance
9
Journal of mathematical finance
9
Risks : open access journal
8
The journal of risk model validation
8
Insurance / Mathematics & economics
7
Oxford bulletin of economics and statistics
7
The European journal of finance
7
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
6
International Journal of Energy Economics and Policy : IJEEP
6
Jahrbücher für Nationalökonomie und Statistik
6
Journal of international money and finance
6
Journal of productivity analysis
6
The journal of computational finance
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ECONIS (ZBW)
32
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1
DCC- and DECO-HEAVY : multivariate GARCH models based on realized variances and correlations
Bauwens, Luc
;
Xu, Yongdeng
- In:
International journal of forecasting
39
(
2023
)
2
,
pp. 938-955
Persistent link: https://www.econbiz.de/10014465168
Saved in:
2
Non-Gaussian models for CoVaR estimation
Bianchi, Michele Leonardo
;
De Luca, Giovanni
; …
- In:
International journal of forecasting
39
(
2023
)
1
,
pp. 391-404
Persistent link: https://www.econbiz.de/10014462788
Saved in:
3
Forecasting stock return volatility : realized volatility-type or duration-based estimators
Fei, Tianlun
;
Liu, Xiaoquan
;
Wen, Conghua
- In:
Journal of forecasting
42
(
2023
)
7
,
pp. 1594-1621
Persistent link: https://www.econbiz.de/10014432725
Saved in:
4
Forecasting Bitcoin volatility : a new insight from the threshold regression model
Zhang, Yaojie
;
He, Mengxi
;
Wen, Danyan
;
Wang, Yudong
- In:
Journal of forecasting
41
(
2022
)
3
,
pp. 633-652
Persistent link: https://www.econbiz.de/10013166172
Saved in:
5
Forecasting in GARCH models with polynomially modified innovations
Vacca, Gianmarco
;
Zoia, Maria Grazia
;
Bagnato, Luca
- In:
International journal of forecasting
38
(
2022
)
1
,
pp. 117-141
Persistent link: https://www.econbiz.de/10013347743
Saved in:
6
Realized volatility forecasting : Robustness to measurement errors
Cipollini, Fabrizio
;
Gallo, Giampiero M.
;
Otranto, Edoardo
- In:
International journal of forecasting
37
(
2021
)
1
,
pp. 44-57
Persistent link: https://www.econbiz.de/10012692572
Saved in:
7
Identification of volatility proxies as expectations of squared financial returns
Sucarrat, Genaro
- In:
International journal of forecasting
37
(
2021
)
4
,
pp. 1677-1690
Persistent link: https://www.econbiz.de/10013274330
Saved in:
8
Ordinal-response GARCH models for transaction data : a forecasting exercise
Dimitrakopoulos, Stefanos
;
Tsionas, Efthymios G.
- In:
International journal of forecasting
35
(
2019
)
4
,
pp. 1273-1287
Persistent link: https://www.econbiz.de/10012305278
Saved in:
9
Google data in bridge equation models for German GDP
Götz, Thomas B.
;
Knetsch, Thomas A.
- In:
International journal of forecasting
35
(
2019
)
1
,
pp. 45-66
Persistent link: https://www.econbiz.de/10012300574
Saved in:
10
Quantile forecast optimal combination to enhance safety stock estimation
Trapero, Juan R.
;
Cardós, Manuel
;
Kourentzes, Nikolaos
- In:
International journal of forecasting
35
(
2019
)
1
,
pp. 239-250
Persistent link: https://www.econbiz.de/10012300607
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