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subject:"Stochastischer Prozess"
subject:"Volatility"
~isPartOf:"Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria"
~isPartOf:"International journal of economics and financial issues : IJEFI"
~isPartOf:"Journal of forecasting"
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Search: subject_exact:"Estimation theory"
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Stochastischer Prozess
Volatility
Estimation theory
349
Schätztheorie
349
Theorie
108
Theory
108
Time series analysis
97
Zeitreihenanalyse
97
Forecasting model
89
Prognoseverfahren
89
Estimation
85
Schätzung
85
Regression analysis
46
Regressionsanalyse
46
Nichtparametrisches Verfahren
28
Nonparametric statistics
28
Cointegration
24
Kointegration
24
ARCH model
22
ARCH-Modell
22
Börsenkurs
22
Share price
22
Volatilität
22
Capital income
18
Kapitaleinkommen
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Panel
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Panel study
17
Monte Carlo simulation
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Monte-Carlo-Simulation
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USA
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United States
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Bayes-Statistik
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Bayesian inference
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Deutschland
12
Exchange rate
12
Germany
12
Production function
12
Produktionsfunktion
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Robust statistics
12
Robustes Verfahren
12
Statistical test
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English
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Taylor, James W.
2
Abraham, Bovas
1
An, Yang
1
Balakrishna, N.
1
Belasri, Yassine
1
Ben-Zion, Uri
1
Blanco-Fernández, Ángela
1
Chan, Ngai Hang
1
Chen, Bei
1
Cromwell, Jeff B.
1
Daei-Karimzadeh, Saeed
1
Daryanto, Arief
1
Ellaia, Rachid
1
Fei, Tianlun
1
Fischer, Henning
1
Gel, Yulia R.
1
Giannakas, Kōnstantinos
1
Guermat, Cherif
1
Hadri, Kaddour
1
Hamzaoui, Nessrine
1
He, Mengxi
1
Hosseinzadeh, Maryam
1
Hsieh, Ping-hung
1
Hsu, Yuan-Teng
1
Hu, Yu-pin
1
Jeon, Jooyoung
1
Kalai, Lamia
1
Kalckreuth, Ulf von
1
Ke, Tsung-han
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Kouassi, Eugène
1
Krämer, Walter
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Labys, Walter C.
1
Leippold, Markus
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Li, Zhenwei
1
Lindström, Erik
1
Liu, Hung-Chun
1
Liu, Xiaoquan
1
Ma, Zhiren
1
Madsen, Henrik
1
Neusser, Klaus
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
International journal of economics and financial issues : IJEFI
Journal of forecasting
Journal of econometrics
139
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
48
Discussion paper / Tinbergen Institute
37
Economics letters
35
Econometric reviews
31
Economic modelling
27
CREATES research paper
26
Econometric theory
24
Journal of empirical finance
22
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
20
Journal of financial econometrics : official journal of the Society for Financial Econometrics
19
International journal of forecasting
17
Quantitative finance
17
Finance research letters
16
International journal of theoretical and applied finance
15
Journal of banking & finance
15
Journal of financial econometrics
15
SFB 649 discussion paper
15
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
14
European journal of operational research : EJOR
14
Journal of risk and financial management : JRFM
14
The econometrics journal
14
Cowles Foundation discussion paper
13
Econometrics : open access journal
13
The North American journal of economics and finance : a journal of financial economics studies
12
Discussion papers of interdisciplinary research project 373
11
Mathematics of operations research
11
Computational economics
10
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
10
Finance and stochastics
10
Journal of mathematical finance
10
Operations research
10
Série des documents de travail / Centre de Recherche en Économie et Statistique
10
Insurance / Mathematics & economics
9
NBER Working Paper
9
Working paper
9
Handbook of financial time series
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1
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:
2
Time varying dependence in the cryptocurrency market and COVID 19 panic index : an empirical investigation
Kalai, Lamia
- In:
International journal of economics and financial issues …
12
(
2022
)
2
,
pp. 37-51
Persistent link: https://www.econbiz.de/10013257285
Saved in:
3
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:
4
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:
5
Climate change and milk price volatility in Indonesia
Daryanto, Arief
;
Sofia, Diani Aliya
;
Sahara, Sahara
; …
- In:
International journal of economics and financial issues …
10
(
2020
)
2
,
pp. 282-288
Persistent link: https://www.econbiz.de/10012215193
Saved in:
6
Forecasting Bitcoin volatility : a new insight from the threshold regression model
Zhang, Yaojie
;
He, Mengxi
;
Wen, Danyan
;
Wang, Yudong
- In:
Journal of forecasting
41
(
2022
)
3
,
pp. 633-652
Persistent link: https://www.econbiz.de/10013166172
Saved in:
7
Investigate the effect of exchange rate volatility on the demand for life insurance in Iran
Hosseinzadeh, Maryam
;
Daei-Karimzadeh, Saeed
- In:
International journal of economics and financial issues …
7
(
2017
)
2
,
pp. 166-174
Persistent link: https://www.econbiz.de/10011786561
Saved in:
8
Estimation of volatility and correlation with multivariate generalized autoregressive conditional heteroskedasticity models : an application to Moroccan stock markets
Belasri, Yassine
;
Ellaia, Rachid
- In:
International journal of economics and financial issues …
7
(
2017
)
2
,
pp. 384-396
Persistent link: https://www.econbiz.de/10011789279
Saved in:
9
Effect of economic announcements on FX fluctuations : testing a unified approach for prediction
Tianqiong, Wang
;
Yang, Shu
;
Saddique, Shamila
- In:
International journal of economics and financial issues …
7
(
2017
)
2
,
pp. 631-640
Persistent link: https://www.econbiz.de/10011789394
Saved in:
10
Demand systems with heteroscedastic disturbances
Serletis, Apostolos
;
Xu, Libo
- In:
Empirical economics : a journal of the Institute for …
58
(
2020
)
4
,
pp. 1913-1921
Persistent link: https://www.econbiz.de/10012219723
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