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subject:"Schock"
subject:"Volatilität"
~isPartOf:"Journal of econometrics"
~isPartOf:"Journal of forecasting"
~subject:"ARCH-Modell"
~subject:"EU-Staaten"
~type_genre:"Article in journal"
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Search: subject_exact:"Estimation"
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Schock
Volatilität
ARCH-Modell
EU-Staaten
Estimation
607
Schätzung
602
Theorie
239
Theory
239
Estimation theory
234
Schätztheorie
234
Forecasting model
170
Prognoseverfahren
170
Time series analysis
164
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164
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130
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112
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Article in journal
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159
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English
159
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Todorov, Viktor
13
Bollerslev, Tim
8
Tauchen, George Eugene
7
Kim, Donggyu
5
Li, Jia
5
Zakoïan, Jean-Michel
5
Andersen, Torben
4
Aït-Sahalia, Yacine
4
Francq, Christian
4
McAleer, Michael
3
Park, Joon Y.
3
Patton, Andrew J.
3
Wang, Yazhen
3
Xiu, Dacheng
3
Asai, Manabu
2
Barigozzi, Matteo
2
Bibinger, Markus
2
Cheung, Yin-Wong
2
Christensen, Kim
2
Creal, Drew
2
Ergemen, Yunus Emre
2
Fan, Jianqing
2
Gallo, Giampiero M.
2
Ghysels, Eric
2
Grynkiv, Iaryna
2
Hallin, Marc
2
Harvey, Andrew C.
2
Kong, Xin-Bing
2
Koopman, Siem Jan
2
Li, Yingying
2
Paolella, Marc S.
2
Polak, Pawel
2
Quaedvlieg, Rogier
2
Rombouts, Jeroen V. K.
2
Taylor, Robert
2
Thyrsgaard, Martin
2
Valkanov, Rossen I.
2
Veredas, David
2
Wang, Bin
2
Winkelmann, Lars
2
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Journal of econometrics
Journal of forecasting
Applied economics
262
Economic modelling
251
Energy economics
185
International review of economics & finance : IREF
164
Applied economics letters
163
Finance research letters
153
Journal of international money and finance
137
The North American journal of economics and finance : a journal of financial economics studies
131
Economics letters
125
International review of financial analysis
124
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
119
Journal of banking & finance
119
Journal of empirical finance
100
Applied financial economics
96
Journal of international financial markets, institutions & money
96
Research in international business and finance
82
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
79
Journal of economic dynamics & control
79
International journal of finance & economics : IJFE
73
Journal of macroeconomics
73
The journal of futures markets
70
Journal of risk and financial management : JRFM
69
The European journal of finance
68
European economic review : EER
63
International journal of forecasting
62
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
62
Macroeconomic dynamics
60
Journal of international economics
55
Empirica : journal of european economics
54
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
54
Journal of monetary economics
51
Journal of applied econometrics
49
International journal of economics and finance
47
Open economies review
47
International Journal of Energy Economics and Policy : IJEEP
46
Journal of financial economics
46
Journal of money, credit and banking : JMCB
46
Empirical economics : a quarterly journal of the Institute for Advanced Studies
43
International journal of economics and financial issues : IJEFI
42
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ECONIS (ZBW)
159
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1
Business applications and state-level stock market realized volatility : a forecasting experiment
Bonato, Matteo
;
Cepni, Oguzhan
;
Gupta, Rangan
; …
- In:
Journal of forecasting
43
(
2024
)
2
,
pp. 456-472
Persistent link: https://www.econbiz.de/10014475351
Saved in:
2
Modeling the relation between the US real economy and the corporate bond-yield spread in Bayesian VARs with non-Gaussian innovations
Kiss, Tamás
;
Mazur, Stepan
;
Nguyen, Hoang
;
Österholm, Pär
- In:
Journal of forecasting
42
(
2023
)
2
,
pp. 347-368
Persistent link: https://www.econbiz.de/10014292181
Saved in:
3
The effects of shocks to interest rate expectations in the euro area : estimates at the country level
Mandler, Martin
;
Scharnagl, Michael
- In:
Journal of forecasting
42
(
2023
)
3
,
pp. 643-656
Persistent link: https://www.econbiz.de/10014292222
Saved in:
4
Forecasting value at risk and expected shortfall using high-frequency data of domestic and international stock markets
Wang, Man
;
Cheng, Yihan
- In:
Journal of forecasting
41
(
2022
)
8
,
pp. 1595-1607
Persistent link: https://www.econbiz.de/10013465725
Saved in:
5
Forecasting VaR and ES in emerging markets : the role of time-varying higher moments
Trung Hai Le
- In:
Journal of forecasting
43
(
2024
)
2
,
pp. 402-414
Persistent link: https://www.econbiz.de/10014475347
Saved in:
6
Out-of-sample volatility prediction : rolling window, expanding window, or both?
Feng, Yuqing
;
Zhang, Yaojie
;
Wang, Yudong
- In:
Journal of forecasting
43
(
2024
)
3
,
pp. 567-582
Persistent link: https://www.econbiz.de/10014532353
Saved in:
7
Time-varying unobserved heterogeneity in earnings shocks
Botosaru, Irene
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 1378-1393
Persistent link: https://www.econbiz.de/10014471381
Saved in:
8
Intraday cross-sectional distributions of systematic risk
Andersen, Torben
;
Riva, Raul
;
Thyrsgaard, Martin
; …
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 1394-1418
Persistent link: https://www.econbiz.de/10014471397
Saved in:
9
Parametric estimation of long memory in factor models
Ergemen, Yunus Emre
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 1483-1499
Persistent link: https://www.econbiz.de/10014471404
Saved in:
10
Score-driven models for realized volatility
Harvey, Andrew C.
;
Palumbo, Dario
- In:
Journal of econometrics
237
(
2023
)
2,2
,
pp. 1-14
Persistent link: https://www.econbiz.de/10014471522
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