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subject:"Maximum-Likelihood-Schätzung"
subject:"Monte Carlo simulation"
~isPartOf:"Applied economics"
~subject:"ARCH model"
~subject:"USA"
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Maximum-Likelihood-Schätzung
Monte Carlo simulation
ARCH model
USA
Estimation theory
173
Schätztheorie
173
Theorie
49
Theory
49
Estimation
43
Schätzung
43
Time series analysis
35
Zeitreihenanalyse
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38
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Kim, Jong-Min
3
Blazsek, Szabolcs
2
Jung, Hojin
2
Licht, Adrian
2
Abutaleb, Ahmed S.
1
Ahmad, Yamin
1
Akay, Alpaslan
1
Allison, Paul D.
1
Andor, Mark Andreas
1
Arndt, Channing
1
Ayala, Astrid Loretta
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1
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1
Barnett, William A.
1
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1
Bianchi, Marco
1
Calia, Pinuccia
1
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1
Charbonneau, Alain
1
Chiu, Yen-Chen
1
Chuang, I-Yuan
1
Conway, Karen Smith
1
Cushman, David O.
1
Devadoss, Stephen
1
Featherstone, Allen M.
1
Good, Darrel L.
1
Göncu, Ahmet
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1
Kanyama, Isaac Kalonda
1
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1
Kniesner, Thomas J.
1
Kung, James J.
1
Ladopoulos, Konstantinos
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Applied economics
Journal of econometrics
190
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
157
Economics letters
82
Discussion paper / Tinbergen Institute
61
Econometric reviews
56
Econometric theory
54
Working paper / National Bureau of Economic Research, Inc.
49
The review of economics and statistics
46
The econometrics journal
35
Computational economics
33
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
33
Applied economics letters
28
International journal of forecasting
28
Journal of applied econometrics
28
CREATES research paper
27
Economic modelling
27
CEMMAP working papers / Centre for Microdata Methods and Practice
26
Journal of the American Statistical Association : JASA
26
Journal of forecasting
25
Discussion paper series / IZA
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NBER Working Paper
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American journal of agricultural economics
23
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
23
Econometrics : open access journal
22
European journal of operational research : EJOR
22
Journal of empirical finance
22
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
21
Finance research letters
20
Série des documents de travail / Centre de Recherche en Économie et Statistique
20
Journal of economic dynamics & control
19
Working paper
18
Working paper / Department of Econometrics and Business Statistics, Monash University
18
Insurance / Mathematics & economics
17
Journal of banking & finance
17
Journal of financial econometrics : official journal of the Society for Financial Econometrics
17
Journal of risk and financial management : JRFM
17
Journal of financial and quantitative analysis : JFQA
16
Statistics in transition : an international journal of the Polish Statistical Association
16
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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
Score function scaling for QAR plus Beta-t-EGARCH : an empirical application to the S&P 500
Ayala, Astrid Loretta
;
Blazsek, Szabolcs
;
Licht, Adrian
- In:
Applied economics
56
(
2024
)
31
,
pp. 3684-3697
Persistent link: https://www.econbiz.de/10014528626
Saved in:
3
Variation in standard errors in event-study design : insights from empirical studies and simulations
Li, Yang
- In:
Applied economics
55
(
2023
)
5
,
pp. 518-530
Persistent link: https://www.econbiz.de/10013494437
Saved in:
4
Unconditional density vs conditional density functions in estimating value-at-risk
Chiu, Yen-Chen
;
Chuang, I-Yuan
- In:
Applied economics
53
(
2021
)
4
,
pp. 482-494
Persistent link: https://www.econbiz.de/10012416070
Saved in:
5
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:
6
Dynamic conditional score models : a review of their applications
Blazsek, Szabolcs
;
Licht, Adrian
- In:
Applied economics
52
(
2020
)
11
,
pp. 1181-1199
Persistent link: https://www.econbiz.de/10012197522
Saved in:
7
Dynamic panel data modelling using maximum likelihood : an alternative to Arellano-Bond
Moral-Benito, Enrique
;
Allison, Paul D.
;
Williams, Richard
- In:
Applied economics
51
(
2019
)
20
,
pp. 2221-2232
Persistent link: https://www.econbiz.de/10012196670
Saved in:
8
Nonlinearities in the real exchange rates : new evidence from developed and developing countries
Ahmad, Yamin
;
Lo, Ming Chien
;
Staveley-O'Carroll, Olena M.
- In:
Applied economics
51
(
2019
)
25
,
pp. 2731-2743
Persistent link: https://www.econbiz.de/10012196737
Saved in:
9
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:
10
Directional time-varying partial correlation with the Gaussian copula-DCC-GARCH model
Kim, Jong-Min
;
Jung, Hojin
- In:
Applied economics
50
(
2018
)
41
,
pp. 4418-4426
Persistent link: https://www.econbiz.de/10012061173
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