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subject:"Germany"
~isPartOf:"International journal of forecasting"
~isPartOf:"Journal of forecasting"
~subject:"Monte Carlo simulation"
~subject:"Volatility"
~type_genre:"Amtsdruckschrift"
~type_genre:"Aufsatz in Zeitschrift"
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Search: subject_exact:"Estimation theory"
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Germany
Monte Carlo simulation
Volatility
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
39
Regressionsanalyse
37
ARCH model
24
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Bayes-Statistik
19
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Prognose
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Nichtparametrisches Verfahren
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Korrelation
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Probability theory
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Amtsdruckschrift
Aufsatz in Zeitschrift
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34
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English
34
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Taylor, James W.
3
Clements, Adam
2
Abraham, Bovas
1
Bagnato, Luca
1
Balakrishna, N.
1
Barrow, Devon K.
1
Bauwens, Luc
1
Becker, Ralf
1
Ben-Zion, Uri
1
Blanco-Fernández, Ángela
1
Buccheri, Giuseppe
1
Chen, Bei
1
Cipollini, Fabrizio
1
Clark, Todd E.
1
Corsi, Fulvio
1
Crone, Sven F.
1
Demetrescu, Matei
1
Dijk, Dick van
1
Dimitrakopoulos, Stefanos
1
Doolan, M. B.
1
Drovandi, Christopher
1
Exterkate, Peter
1
Fei, Tianlun
1
Fischer, Henning
1
Funke, Michael
1
Gallo, Giampiero M.
1
Gefang, Deborah
1
Gel, Yulia R.
1
Golosnoy, Vasyl
1
Groenen, Patrick J. F.
1
Götz, Thomas B.
1
He, Mengxi
1
Heij, Christiaan
1
Hu, Yu-pin
1
Hurn, Stan
1
Jeon, Jooyoung
1
Jouini, Tarek
1
Ke, Tsung-han
1
Knetsch, Thomas A.
1
Koop, Gary
1
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International journal of forecasting
Journal of forecasting
Journal of econometrics
151
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
71
Economics letters
48
Econometric reviews
39
Economic modelling
28
Econometric theory
26
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
26
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
25
Computational economics
24
The econometrics journal
22
Journal of empirical finance
20
Applied economics
19
Journal of financial econometrics : official journal of the Society for Financial Econometrics
19
Econometrics : open access journal
18
Quantitative finance
18
Applied economics letters
17
Finance research letters
16
International journal of theoretical and applied finance
16
European journal of operational research : EJOR
15
Journal of financial econometrics
15
Journal of banking & finance
13
Journal of risk and financial management : JRFM
13
Journal of the American Statistical Association : JASA
12
The North American journal of economics and finance : a journal of financial economics studies
12
Journal of economic dynamics & control
11
Finance and stochastics
10
Risks : open access journal
10
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
9
Oxford bulletin of economics and statistics
9
International journal of economics and financial issues : IJEFI
8
Journal of mathematical finance
8
Journal of quantitative economics
8
The European journal of finance
8
Journal of risk
7
Quantitative economics : QE ; journal of the Econometric Society
7
The journal of computational finance
7
The journal of risk model validation
7
Allgemeines statistisches Archiv : AStA ; journal of the German Statistical Society
6
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ECONIS (ZBW)
34
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1
Outlier-robust methods for forecasting realized covariance matrices
Li, Dan
;
Drovandi, Christopher
;
Clements, Adam
- In:
International journal of forecasting
40
(
2024
)
1
,
pp. 392-408
Persistent link: https://www.econbiz.de/10014450278
Saved in:
2
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:
3
Dynamic forecasting for nonstationary high-frequency financial data with jumps based on series decomposition and reconstruction
Song, Yuping
;
Li, Zhenwei
;
Ma, Zhiren
;
Sun, Xiaoyu
- In:
Journal of forecasting
42
(
2023
)
5
,
pp. 1055-1068
Persistent link: https://www.econbiz.de/10014338810
Saved in:
4
Forecasting using variational Bayesian inference in large vector autoregressions with hierarchical shrinkage
Gefang, Deborah
;
Koop, Gary
;
Poon, Aubrey
- In:
International journal of forecasting
39
(
2023
)
1
,
pp. 346-363
Persistent link: https://www.econbiz.de/10014462786
Saved in:
5
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:
6
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:
7
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:
8
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:
9
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:
10
A DCC-type approach for realized covariance modeling with score-driven dynamics
Vassallo, Danilo
;
Buccheri, Giuseppe
;
Corsi, Fulvio
- In:
International journal of forecasting
37
(
2021
)
2
,
pp. 569-586
Persistent link: https://www.econbiz.de/10012792854
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