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subject:"Probability theory"
subject:"Time series analysis"
~isPartOf:"Applied economics"
~subject:"ARCH-Modell"
~type_genre:"Article in journal"
~type_genre:"Collection of articles of several authors"
~type_genre:"Sammelwerk"
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Search: subject_exact:"Estimation theory"
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Probability theory
Time series analysis
ARCH-Modell
Estimation theory
169
Schätztheorie
169
Theorie
48
Theory
48
Estimation
42
Schätzung
42
Zeitreihenanalyse
34
Monte Carlo simulation
12
Monte-Carlo-Simulation
12
Panel
11
Panel study
11
Regression analysis
11
Regressionsanalyse
11
USA
11
United States
11
ARCH model
10
Cointegration
10
Kointegration
10
Nichtparametrisches Verfahren
10
Nonparametric statistics
10
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9
Forecasting model
9
Prognoseverfahren
9
Unit root test
9
Welt
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World
9
Consumption theory
7
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7
Kaufkraftparität
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Konsumtheorie
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Purchasing power parity
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7
Statistische Verteilung
7
Wirtschaftswachstum
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National income
6
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Article in journal
Collection of articles of several authors
Sammelwerk
Aufsatz in Zeitschrift
38
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English
38
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Kim, Jong-Min
3
Blazsek, Szabolcs
2
Jung, Hojin
2
Licht, Adrian
2
Moosa, Imad A.
2
Ahmad, Yamin
1
Ayala, Astrid Loretta
1
Balli, Hatice Ozer
1
Bampinas, Georgios
1
Barnett, William A.
1
Bianchi, Marco
1
Bonham, Carl Stanley
1
Burns, Kelly
1
Caporale, Tony
1
Ceffer, Attila
1
Charbonneau, Alain
1
Chen, Li-Hsueh
1
Chen, W. D.
1
Chiu, Yen-Chen
1
Choudhary, M. Ali
1
Chuang, I-Yuan
1
Chun, Sungju
1
Chung, Sang-Kuck
1
Darvas, Zsolt M.
1
Dropsy, Vincent
1
Dubey, Amlendu Kumar
1
Emirmahmutoglu, Furkan
1
Fabozzi, Frank J.
1
Fanchon, Phillip
1
Fogarasi, Norbert
1
Gangnes, Byron
1
Granger, C. W. J.
1
Gundlach, Erich
1
Hanif, M. Nadim
1
Henneke, Jan S.
1
Hung, Jui-cheng
1
Hwang, Sun Young
1
Hyung, Namwon
1
Iqbal, Javed
1
Javed, Farrukh
1
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Applied economics
Journal of econometrics
356
Econometric theory
198
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
171
Economics letters
159
Econometric reviews
104
International journal of forecasting
77
Journal of forecasting
63
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
58
Applied economics letters
57
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
54
Econometrics : open access journal
51
The econometrics journal
47
Journal of time series econometrics
41
Journal of the American Statistical Association : JASA
40
Economic modelling
39
Computational economics
38
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
36
Journal of applied econometrics
32
Journal of empirical finance
32
Journal of financial econometrics : official journal of the Society for Financial Econometrics
29
Oxford bulletin of economics and statistics
24
Finance research letters
21
Journal of risk and financial management : JRFM
20
Statistics in transition : an international journal of the Polish Statistical Association
20
Insurance / Mathematics & economics
19
The review of economic studies
19
Journal of banking & finance
18
Journal of economic dynamics & control
18
European journal of operational research : EJOR
17
Journal of financial econometrics
17
International journal of economics and financial issues : IJEFI
16
Statistical papers
16
The review of economics and statistics
16
Journal of macroeconomics
15
Quantitative economics : QE ; journal of the Econometric Society
15
The North American journal of economics and finance : a journal of financial economics studies
15
Journal of risk
14
Quantitative finance
14
Empirical economics : a quarterly journal of the Institute for Advanced Studies
12
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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
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:
4
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:
5
Comparison of optimization algorithms for selecting the fractional frequency in Fourier form unit root tests
Omay, Tolga
;
Emirmahmutoglu, Furkan
;
Shahzad, Syed …
- In:
Applied economics
53
(
2021
)
7
,
pp. 761-780
Persistent link: https://www.econbiz.de/10012416087
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
Are linear models really unuseful to describe business cycle data?
Lopes, Artur C. B. da Silva
;
Zsurkis, Gabriel Florin
- In:
Applied economics
51
(
2019
)
22
,
pp. 2355-2376
Persistent link: https://www.econbiz.de/10012196696
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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