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subject:"Stochastischer Prozess"
subject:"Volatility"
~isPartOf:"Discussion paper / Center for Economic Research, Tilburg University"
~isPartOf:"Journal of forecasting"
~subject:"Statistical distribution"
~subject:"Time series analysis"
~subject:"USA"
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Search: subject_exact:"Estimation theory"
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Stochastischer Prozess
Volatility
Statistical distribution
Time series analysis
USA
Estimation theory
307
Schätztheorie
307
Theorie
127
Theory
127
Forecasting model
77
Prognoseverfahren
77
Zeitreihenanalyse
75
Regression analysis
37
Regressionsanalyse
37
Estimation
29
Schätzung
29
Statistische Verteilung
22
Nichtparametrisches Verfahren
20
Nonparametric statistics
20
Simulation
16
Statistical test
16
Statistischer Test
16
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14
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14
Probability theory
14
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14
Robustes Verfahren
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Wahrscheinlichkeitsrechnung
14
Volatilität
13
Ausreißer
12
Outliers
12
Bayes-Statistik
10
Bayesian inference
10
Maximum likelihood estimation
10
Maximum-Likelihood-Schätzung
10
Sampling
10
Stichprobenerhebung
10
United States
10
Capital income
9
Kapitaleinkommen
9
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8
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22
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71
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42
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42
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Graue Literatur
33
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113
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Einmahl, John H. J.
11
Werker, Bas J. M.
5
Drost, Feike C.
4
Segers, Johan
4
Chen Zhou
3
Nijman, Theodore E.
3
Ravishanker, Nalini
3
Čížek, Pavel
3
Ahmed, Hanan
2
Banerjee, Anurag Narayan
2
Batenburg, Paul van
2
Chan, Ngai Hang
2
Chan, Wai-Sum
2
Cheung, Siu-hung
2
Durbin, James
2
He, Yi
2
Kiriliouk, Anna
2
Koopman, Siem Jan
2
Krajina, Andrea
2
Moors, Hans
2
Palma, Wilfredo
2
Shang, Han Lin
2
Steel, Mark F. J.
2
Stewart, Trevor
2
Strijbosch, Leo
2
Taylor, James W.
2
Tsay, Ruey S.
2
Abraham, Bovas
1
Aczel, Amir D.
1
Akker, Ramon van den
1
Alpuim, M. Teresa
1
An, Yang
1
Andreou, Elena
1
Angelini, Giovanni
1
Balakrishna, N.
1
Barbosa, Emanuel
1
Barten, Anton P.
1
Beirlant, Jan
1
Ben-Zion, Uri
1
Bera, Anil K.
1
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Center for Economic Research <Tilburg>
4
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Discussion paper / Center for Economic Research, Tilburg University
Journal of forecasting
Journal of econometrics
452
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
254
Econometric theory
198
Economics letters
194
Discussion paper / Tinbergen Institute
127
Econometric reviews
120
International journal of forecasting
82
CREATES research paper
79
Working paper / Department of Econometrics and Business Statistics, Monash University
68
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
62
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
62
Applied economics letters
61
Journal of the American Statistical Association : JASA
60
The econometrics journal
60
Econometrics : open access journal
59
Working paper / National Bureau of Economic Research, Inc.
58
Applied economics
56
Insurance / Mathematics & economics
56
Journal of applied econometrics
56
Cowles Foundation discussion paper
55
The review of economics and statistics
55
Economic modelling
53
NBER Working Paper
53
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
49
Série des documents de travail / Centre de Recherche en Économie et Statistique
47
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
47
Journal of empirical finance
46
CEMMAP working papers / Centre for Microdata Methods and Practice
43
NBER working paper series
43
Computational economics
42
SFB 649 discussion paper
41
Journal of time series econometrics
40
Journal of financial econometrics : official journal of the Society for Financial Econometrics
36
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
35
Discussion papers of interdisciplinary research project 373
35
Technical working paper / National Bureau of Economic Research
35
EUI working paper / ECO
34
Oxford bulletin of economics and statistics
34
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ECONIS (ZBW)
113
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113
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1
Tail copula estimation for heteroscedastic extremes
Einmahl, John H. J.
;
Chen Zhou
-
2024
Persistent link: https://www.econbiz.de/10014467520
Saved in:
2
Mixed-frequency predictive regressions with parameter learning
Leippold, Markus
;
Yang, Hanlin
- In:
Journal of forecasting
42
(
2023
)
8
,
pp. 1955-1972
Persistent link: https://www.econbiz.de/10014432824
Saved in:
3
Forecasting intraday financial time series with sieve bootstrapping and dynamic updating
Shang, Han Lin
;
Ji, Kaiying
- In:
Journal of forecasting
42
(
2023
)
8
,
pp. 1973-1988
Persistent link: https://www.econbiz.de/10014432826
Saved in:
4
Empirical likelihood based testing for multivariate regular variation
Einmahl, John H. J.
;
Krajina, Andrea
-
2023
Persistent link: https://www.econbiz.de/10013475286
Saved in:
5
Empirical prediction intervals for additive Holt-Winters methods under misspecification
Yang, Boning
;
Tang, Xinyi
;
Yau, Chun Yip
- In:
Journal of forecasting
43
(
2024
)
3
,
pp. 754-770
Persistent link: https://www.econbiz.de/10014532381
Saved in:
6
Extreme value statistics in semi-supervised models
Ahmed, Hanan
;
Einmahl, John H. J.
;
Chen Zhou
-
2021
Persistent link: https://www.econbiz.de/10012439457
Saved in:
7
Dynamic forecasting for nonstationary high-frequency financial data with jumps based on series decomposition and reconstruction
Song, Yuping
;
Li, Zhenwei
;
Ma, Zhiren
;
Sun, Xiaoyu
- In:
Journal of forecasting
42
(
2023
)
5
,
pp. 1055-1068
Persistent link: https://www.econbiz.de/10014338810
Saved in:
8
Forecasting stock return volatility : realized volatility-type or duration-based estimators
Fei, Tianlun
;
Liu, Xiaoquan
;
Wen, Conghua
- In:
Journal of forecasting
42
(
2023
)
7
,
pp. 1594-1621
Persistent link: https://www.econbiz.de/10014432725
Saved in:
9
Empirical tail copulas for functional data
Einmahl, John H. J.
;
Segers, Johan
-
2020
Persistent link: https://www.econbiz.de/10012161555
Saved in:
10
Unified extreme value estimation for heterogeneous data
Einmahl, John H. J.
;
He, Yi
-
2020
Persistent link: https://www.econbiz.de/10012291907
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