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subject:"Schätztheorie"
~isPartOf:"Allgemeines statistisches Archiv : AStA ; journal of the German Statistical Society"
~isPartOf:"Applied economics"
~isPartOf:"International journal of forecasting"
~subject:"ARCH-Modell"
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Schätztheorie
ARCH-Modell
Theorie
2,548
Theory
2,548
Forecasting model
790
Prognoseverfahren
790
Time series analysis
444
Zeitreihenanalyse
444
Estimation
415
Schätzung
415
USA
201
United States
200
Volatility
138
Volatilität
138
Forecast
130
Prognose
129
Estimation theory
116
Capital income
105
Kapitaleinkommen
105
Inflation
94
Welt
89
World
89
Großbritannien
88
United Kingdom
88
ARCH model
85
Statistical distribution
83
Statistische Verteilung
83
Portfolio selection
81
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81
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80
Regression analysis
80
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80
Regressionsanalyse
79
Bayes-Statistik
78
Bayesian inference
78
Economic forecast
78
Wirtschaftsprognose
78
Economic growth
74
Wirtschaftswachstum
74
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73
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1
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1
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English
184
German
17
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Hansen, Gerd
3
McAleer, Michael
3
Ruiz, Esther
3
Smith, Jeremy
3
Stahlecker, Peter
3
Abberger, Klaus
2
Alexander, Carol
2
Augustin, Thomas
2
Blazsek, Szabolcs
2
Bonham, Carl Stanley
2
Breitung, Jörg
2
Lazar, Emese
2
Schlittgen, Rainer
2
Schmidt, Karsten
2
Singh, Housila P.
2
Singh, Sarjinder
2
Stephan, Andreas
2
Wang, Yi-Hsien
2
Wirjanto, Tony S.
2
Wu, Chongfeng
2
Abid, Ilyes
1
Abuzayed, Bana
1
Al-Fayoumi, Nedal
1
Allen, David E.
1
Allen, P. G.
1
Almeida, Daniel de
1
Alt, Frank B.
1
Amendola, Alessandra
1
Amisano, Gianni
1
Anderson, David P.
1
Arestis, Philip
1
Armstrong, Jon Scott
1
Arndt, Channing
1
Arnold, Bernhard
1
Asai, Manabu
1
Baker, Paul L.
1
Barai, Parama
1
Barnum, Darold T.
1
Baruphakēs, Giannēs
1
Belhachemi, Rachid
1
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Allgemeines statistisches Archiv : AStA ; journal of the German Statistical Society
Applied economics
International journal of forecasting
Journal of econometrics
423
Economics letters
414
Econometric theory
312
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
246
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
228
Série des documents de travail / Centre de Recherche en Économie et Statistique
160
Journal of applied econometrics
159
Econometric reviews
155
Journal of quantitative economics : official journal of the Indian Econometric Society
139
The review of economics and statistics
124
Discussion paper / Tinbergen Institute
110
Oxford bulletin of economics and statistics
106
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
96
CORE discussion paper : DP
90
Working paper / National Bureau of Economic Research, Inc.
90
Discussion paper / Center for Economic Research, Tilburg University
86
Série des documents de travail du CREST / Institut National de la Statistique et des Etudes Economiques
83
Journal of forecasting
82
Statistical papers
82
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
76
Journal of empirical finance
68
International economic review
60
The review of economic studies
60
Annales d'économie et de statistique
59
Working paper
58
Metrika : international journal for theoretical and applied statistics
57
Technical working paper / National Bureau of Economic Research
54
Working paper series
53
American journal of agricultural economics
51
Discussion paper series / IZA
51
Journal of economic dynamics & control
51
The econometrics journal
51
SFB 649 discussion paper
48
Journal of banking & finance
46
Europäische Hochschulschriften / 5
45
Journal of the Royal Statistical Society
41
Cowles Foundation discussion paper
39
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ECONIS (ZBW)
201
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1
2T-POT Hawkes model for left- and right-tail conditional quantile forecasts of financial log returns : Out-of-sample comparison of conditional EVT models
Tomlinson, Matthew F.
;
Greenwood, David
; …
- In:
International journal of forecasting
40
(
2024
)
1
,
pp. 324-347
Persistent link: https://www.econbiz.de/10014450274
Saved in:
2
(Structural) VAR models with ignored changes in mean and volatility
Demetrescu, Matei
;
Salish, Nazarii
- In:
International journal of forecasting
40
(
2024
)
2
,
pp. 840-854
Persistent link: https://www.econbiz.de/10014547211
Saved in:
3
A False Discovery Rate approach to optimal volatility forecasting model selection
Hassanniakalager, Arman
;
Baker, Paul L.
;
Platanakis, …
- In:
International journal of forecasting
40
(
2024
)
3
,
pp. 881-902
Persistent link: https://www.econbiz.de/10014547223
Saved in:
4
Spillovers from stock markets to currency markets : evidence from Copula-CoVar with time-varying higher moments
Usman, Muhammad
;
Umar, Zaghum
;
Gubareva, Mariya
;
Dang …
- In:
Applied economics
55
(
2023
)
52
,
pp. 6091-6114
Persistent link: https://www.econbiz.de/10014381519
Saved in:
5
Modelling and forecasting COVID-19 stock returns using asymmetric GARCH-ICAPM with mixture and heavy-tailed distributions
Rewat Khanthaporn
;
Wichitaksorn, Nuttanan
- In:
Applied economics
55
(
2023
)
51
,
pp. 6042-6061
Persistent link: https://www.econbiz.de/10014335891
Saved in:
6
Forecasting expected shortfall : should we use a multivariate model for stock market factors?
Fortin, Alain-Philippe
;
Simonato, Jean-Guy
;
Dionne, Georges
- In:
International journal of forecasting
39
(
2023
)
1
,
pp. 314-331
Persistent link: https://www.econbiz.de/10014462782
Saved in:
7
Static and dynamic models for multivariate distribution forecasts : proper scoring rule tests of factor-quantile versus multivariate GARCH models
Alexander, Carol
;
Han, Yang
;
Meng, Xiaochun
- In:
International journal of forecasting
39
(
2023
)
3
,
pp. 1078-1096
Persistent link: https://www.econbiz.de/10014465245
Saved in:
8
Forecasting the variability of stock index returns with the multifractal random walk model for realized volatilities
Sattarhoff, Cristina
;
Lux, Thomas
- In:
International journal of forecasting
39
(
2023
)
4
,
pp. 1678-1697
Persistent link: https://www.econbiz.de/10014465344
Saved in:
9
Volatility analysis for the GARCH-Itô-Jumps model based on high-frequency and low-frequency financial data
Fu, Jin-Yu
;
Lin, Jin-Guan
;
Hao, Hong-Xia
- In:
International journal of forecasting
39
(
2023
)
4
,
pp. 1698-1712
Persistent link: https://www.econbiz.de/10014465345
Saved in:
10
Projected Dynamic Conditional Correlations
Llorens-Terrazas, Jordi
;
Brownlees, Christian
- In:
International journal of forecasting
39
(
2023
)
4
,
pp. 1761-1776
Persistent link: https://www.econbiz.de/10014465352
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