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subject:"Schätztheorie"
~isPartOf:"Journal of applied econometrics"
~isPartOf:"Journal of econometrics"
~isPartOf:"Journal of economic psychology : research in economic psychology and behavioral economics"
~isPartOf:"Report / Econometric Institute, Erasmus University Rotterdam"
~isPartOf:"Report / Erasmus Center for Financial Research, Erasmus University"
~person:"Bollerslev, Tim"
~person:"Dijk, Herman K. van"
~person:"Franses, Philip Hans"
~subject:"1960-1997"
~subject:"ARCH-Modell"
~subject:"Estimation theory"
~subject:"Konjunktur"
~subject:"Monte-Carlo-Simulation"
~subject:"Steuervermeidung"
~subject:"Theorie"
~subject:"USA"
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Schätztheorie
1960-1997
ARCH-Modell
Estimation theory
Konjunktur
Monte-Carlo-Simulation
Steuervermeidung
Theorie
USA
Theory
81
Time series analysis
36
Zeitreihenanalyse
36
Saisonale Schwankungen
21
Seasonal variations
21
Forecasting model
18
Prognoseverfahren
18
Volatility
13
Volatilität
13
Estimation
7
Schätzung
7
ARCH model
6
United States
6
Statistical theory
5
Statistische Methodenlehre
5
Welt
5
World
5
Arbeitslosigkeit
4
Bayes-Statistik
4
Bayesian inference
4
Capital income
4
Exchange rate
4
Kapitaleinkommen
4
Statistical distribution
4
Statistische Verteilung
4
Unemployment
4
Wechselkurs
4
Aktienindex
3
Business cycle
3
Börsenkurs
3
Econometrics
3
Netherlands
3
Neural networks
3
Neuronale Netze
3
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Undetermined
3
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Book / Working Paper
53
Article
28
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Arbeitspapier
47
Working Paper
47
Graue Literatur
42
Non-commercial literature
42
Article in journal
31
Aufsatz in Zeitschrift
31
Collection of articles of several authors
6
Sammelwerk
6
Conference proceedings
2
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2
Systematic review
2
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2
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English
81
Author
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Bollerslev, Tim
Dijk, Herman K. van
Franses, Philip Hans
Phillips, Peter C. B.
41
Pesaran, M. Hashem
23
Koop, Gary
22
Lee, Lung-fei
18
Lucas, André
18
Linton, Oliver
17
Swanson, Norman R.
17
Ghysels, Eric
16
McAleer, Michael
16
Yu, Jun
16
Gouriéroux, Christian
15
Haan, Laurens de
15
Vorst, Ton
15
Diebold, Francis X.
14
Dijk, Dick van
14
Paap, Richard
14
Schmidt, Peter
14
Granger, C. W. J.
13
Steel, Mark F. J.
13
Baltagi, Badi H.
12
Chib, Siddhartha
12
Praag, Bernard M. S. van
12
Aït-Sahalia, Yacine
11
Hsiao, Cheng
11
Kan, A. H. G. Rinnooy
11
Koopman, Siem Jan
11
Renault, Eric
11
Timmermann, Allan
11
Xiao, Zhijie
11
Bai, Jushan
10
Corradi, Valentina
10
Dekker, Rommert
10
Dufour, Jean-Marie
10
Haan, L. de
10
Kapetanios, George
10
Li, Qi
10
Lütkepohl, Helmut
10
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Institution
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(EC)2 Conference <1, 1990; 2, 1991>
1
Published in...
All
Journal of applied econometrics
Journal of econometrics
Journal of economic psychology : research in economic psychology and behavioral economics
Report / Econometric Institute, Erasmus University Rotterdam
Report / Erasmus Center for Financial Research, Erasmus University
Discussion paper / Tinbergen Institute
85
Econometric Institute research papers
56
Report / Econometric Institute, Erasmus University Rotterdam / Econometric Institute, Erasmus University Rotterdam
29
Discussion paper / Tinbergen Institute / Tinbergen Institute
15
Rotterdams Instituut voor Bedrijfseconomische Studies : RIBES
14
Econometric reviews
13
ERIM report series research in management
12
Economics letters
11
International journal of forecasting
11
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
8
Journal of forecasting
8
NBER working paper series
8
Working paper / National Bureau of Economic Research, Inc.
7
CREATES research paper
6
NBER Working Paper
6
ERID working paper
5
Oxford bulletin of economics and statistics
5
Research memorandum series / Tinbergen Instituut
5
The review of economics and statistics
5
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
4
Econometrics : open access journal
4
Economic Research Initiatives at Duke (ERID) Working Paper
4
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
4
Rotterdam Institute for Business Economic Studies
4
The journal of finance : the journal of the American Finance Association
4
Working paper
4
Working paper / Norges Bank
4
Working papers / Financial Institutions Center
4
Advanced texts in econometrics
3
CAMP working paper series
3
CFS working paper series
3
Journal of economic surveys
3
Journal of international money and finance
3
Macroeconomic dynamics
3
Applied economics
2
Applied economics letters
2
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ECONIS (ZBW)
81
Showing
1
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10
of
81
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1
A flexible predictive density combination for large financial data sets in regular and crisis periods
Casarin, Roberto
;
Grassi, Stefano
;
Ravazzolo, Francesco
; …
- In:
Journal of econometrics
237
(
2023
)
2,3
,
pp. 1-12
Persistent link: https://www.econbiz.de/10014471818
Saved in:
2
Modeling and forecasting (un)reliable realized covariances for more reliable financial decisions
Bollerslev, Tim
;
Patton, Andrew J.
;
Quaedvlieg, Rogier
- In:
Journal of econometrics
207
(
2018
)
1
,
pp. 71-91
Persistent link: https://www.econbiz.de/10012116125
Saved in:
3
Daily house price indices : construction, modeling, and longer-run predictions
Bollerslev, Tim
;
Patton, Andrew J.
;
Wang, Wenjing
- In:
Journal of applied econometrics
31
(
2016
)
6
,
pp. 1005-1025
Persistent link: https://www.econbiz.de/10011686220
Saved in:
4
Jump tails, extreme dependencies, and the distribution of stock returns
Bollerslev, Tim
;
Todorov, Viktor
;
Li, Sophia Zhengzi
- In:
Journal of econometrics
172
(
2013
)
2
,
pp. 307-324
Persistent link: https://www.econbiz.de/10009706199
Saved in:
5
Dynamic econometric modeling and forecasting
Timmermann, Allan
(
contributor
); …
-
2013
Persistent link: https://www.econbiz.de/10010255249
Saved in:
6
A class of adaptive importance sampling weighted EM algorithms for efficient and robust posterior and predictive simulation
Hoogerheide, Lennart
;
Opschoor, Anne
;
Dijk, Herman K. van
- In:
Journal of econometrics
171
(
2012
)
2
,
pp. 101-120
Persistent link: https://www.econbiz.de/10009691174
Saved in:
7
Jumps and betas : a new framework for disentangling and estimating systematic risks
Todorov, Viktor
;
Bollerslev, Tim
- In:
Journal of econometrics
157
(
2010
)
2
,
pp. 220-235
Persistent link: https://www.econbiz.de/10008663039
Saved in:
8
Special issue: Forecast uncertainty in macroeconomics and finance
Bollerslev, Tim
(
contributor
)
-
2010
Persistent link: https://www.econbiz.de/10008667511
Saved in:
9
Continuous-time models, realized volatilities, and testable distributional implications for daily stock returns
Andersen, Torben
;
Bollerslev, Tim
;
Frederiksen, Per
; …
- In:
Journal of applied econometrics
25
(
2010
)
2
,
pp. 233-261
Persistent link: https://www.econbiz.de/10008667607
Saved in:
10
A reduced form framework for modeling volatility of speculative prices based on realized variation measures
Andersen, Torben
;
Bollerslev, Tim
;
Huang, Xin
- In:
Journal of econometrics
160
(
2011
)
1
,
pp. 176-189
Persistent link: https://www.econbiz.de/10009242526
Saved in:
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