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subject:"Großbritannien"
subject:"Zeitreihenanalyse"
~isPartOf:"Computational economics"
~subject:"ARCH model"
~subject:"Volatilität"
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Search: subject_exact:"Estimation theory"
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Großbritannien
Zeitreihenanalyse
ARCH model
Volatilität
Estimation theory
111
Schätztheorie
111
Time series analysis
32
Monte Carlo simulation
22
Monte-Carlo-Simulation
22
Regression analysis
20
Regressionsanalyse
20
Estimation
19
Schätzung
18
Simulation
14
Nichtparametrisches Verfahren
13
Nonparametric statistics
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State space model
10
Zustandsraummodell
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Correlation
6
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6
Mathematical programming
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Mathematische Optimierung
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Option pricing theory
6
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6
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English
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Boubaker, Heni
3
Omay, Tolga
3
Kvamsdal, Sturla Furunes
2
Ahmad, Yamin
1
Aloy, Marcel
1
Aydin, Dursun
1
Bao, Ruoyi
1
Bartolucci, Francesco
1
Battaglia, Francesco
1
Bondon, Pascal
1
Bruns, Martin
1
Cagnone, Silvia
1
Cai, Yifei
1
Check, Adam
1
Cheng, Hong
1
Choudhry, Taufiq
1
Dallakyan, Aramayis
1
Danilevicz, Ian M.
1
De Rossi, Giuliano
1
Dempsey, Michael
1
Dias, Fabio S.
1
Emirmahmutoglu, Furkan
1
Feng, Xuejie
1
Fernández del Hoyo, Juan J.
1
Gooijer, Jan G. de
1
Gupta, Rangan
1
Herbst, Edward P.
1
Iren, Perihan
1
Ivashchenko, Sergey
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Juneja, Januj Amar
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Khorunzhina, Natalia
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Kollmann, Robert
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Kotzé, Kevin
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Leemis, Lawrence M.
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Llorente, G.
1
Lo, Ming Chien
1
Lont, Johannes
1
Lütkepohl, Helmut
1
Midiliç, Murat
1
Monokroussos, George
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Computational economics
Journal of econometrics
392
Econometric theory
200
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
179
Economics letters
164
Discussion paper / Tinbergen Institute
112
Econometric reviews
106
International journal of forecasting
73
Working paper / Department of Econometrics and Business Statistics, Monash University
70
CREATES research paper
69
Journal of forecasting
67
Applied economics letters
61
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
59
Econometrics : open access journal
54
The econometrics journal
51
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
50
NBER Working Paper
50
Economic modelling
46
Journal of empirical finance
44
Cowles Foundation discussion paper
43
Applied economics
42
Journal of applied econometrics
42
Journal of time series econometrics
42
Journal of the American Statistical Association : JASA
40
Série des documents de travail / Centre de Recherche en Économie et Statistique
39
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
39
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
38
NBER working paper series
37
Journal of financial econometrics : official journal of the Society for Financial Econometrics
35
Oxford bulletin of economics and statistics
35
SFB 649 discussion paper
32
Working paper / National Bureau of Economic Research, Inc.
31
EUI working paper / ECO
29
Journal of banking & finance
28
Working paper
28
Discussion paper / Centre for Economic Forecasting
26
Finance research letters
26
LSE STICERD Research Paper
26
Working paper series
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ECONIS (ZBW)
42
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1
Penalized averaging of quantile forecasts from GARCH models with many exogenous predictors
Gooijer, Jan G. de
- In:
Computational economics
62
(
2023
)
1
,
pp. 407-424
Persistent link: https://www.econbiz.de/10014327543
Saved in:
2
An alternative bootstrap for proxy vector autoregressions
Bruns, Martin
;
Lütkepohl, Helmut
- In:
Computational economics
62
(
2023
)
4
,
pp. 1857-1882
Persistent link: https://www.econbiz.de/10014442568
Saved in:
3
L1 common trend filtering
Yamada, Hiroshi
;
Bao, Ruoyi
- In:
Computational economics
59
(
2022
)
3
,
pp. 1005-1025
Persistent link: https://www.econbiz.de/10013169212
Saved in:
4
Unit roots in macroeconomic time series : a comparison of classical, Bayesian and machine learning approaches
Ahmad, Yamin
;
Check, Adam
;
Lo, Ming Chien
- In:
Computational economics
63
(
2024
)
6
,
pp. 2139-2173
Persistent link: https://www.econbiz.de/10014636725
Saved in:
5
M-quantile estimation for GARCH models
Patrocinio, Patrick F.
;
Reisen, Valdério Anselmo
; …
- In:
Computational economics
63
(
2024
)
6
,
pp. 2175-2192
Persistent link: https://www.econbiz.de/10014636726
Saved in:
6
Controlling heterogeneous structure of smooth breaks in panel unit root and cointegration testing
Omay, Tolga
;
Iren, Perihan
- In:
Computational economics
61
(
2023
)
1
,
pp. 233-265
Persistent link: https://www.econbiz.de/10014228424
Saved in:
7
Multivariate cointegration and temporal aggregation : some further simulation results
Otero, Jesús G.
;
Panagiōtidēs, Theodōros
; …
- In:
Computational economics
59
(
2022
)
1
,
pp. 59-70
Persistent link: https://www.econbiz.de/10013168902
Saved in:
8
Using double frequency in fourier Dickey-Fuller unit root test
Cai, Yifei
;
Omay, Tolga
- In:
Computational economics
59
(
2022
)
2
,
pp. 445-470
Persistent link: https://www.econbiz.de/10013169016
Saved in:
9
Inferring causal interactions in financial markets using conditional Granger causality based on quantile regression
Cheng, Hong
;
Wang, Yunqing
;
Wang, Yihong
;
Yang, Tinggan
- In:
Computational economics
59
(
2022
)
2
,
pp. 719-748
Persistent link: https://www.econbiz.de/10013169042
Saved in:
10
A computational analysis of the tradeoff in the estimation of different state space specifications of continuous time affine term structure models
Juneja, Januj Amar
- In:
Computational economics
60
(
2022
)
1
,
pp. 173-220
Persistent link: https://www.econbiz.de/10013262506
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