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subject:"Stochastischer Prozess"
subject:"Volatility"
~isPartOf:"Insurance / Mathematics & economics"
~isPartOf:"Journal of business & economic statistics : JBES ; a publication of the American Statistical Association"
~isPartOf:"Journal of financial econometrics"
~subject:"Forecasting model"
~type_genre:"Article in journal"
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Search: subject_exact:"Estimation theory"
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Stochastischer Prozess
Volatility
Forecasting model
Estimation theory
755
Schätztheorie
755
Theorie
195
Theory
195
Estimation
164
Schätzung
161
Time series analysis
160
Zeitreihenanalyse
160
Nichtparametrisches Verfahren
125
Nonparametric statistics
125
Regression analysis
113
Regressionsanalyse
113
USA
93
United States
93
Statistical distribution
74
Statistische Verteilung
74
Prognoseverfahren
63
Statistical test
57
Statistischer Test
57
Volatilität
56
Induktive Statistik
49
Statistical inference
49
Correlation
46
Korrelation
46
Panel
42
Panel study
42
Risikomaß
41
Risk measure
41
Capital income
40
Kapitaleinkommen
40
Maximum likelihood estimation
40
Maximum-Likelihood-Schätzung
40
ARCH model
36
ARCH-Modell
36
Bootstrap approach
34
Bootstrap-Verfahren
34
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33
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33
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Article in journal
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125
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English
125
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Ling, Shiqing
3
Sancetta, Alessio
3
Taylor, Greg
3
Zhang, Zhimin
3
Avanzi, Benjamin
2
Boratyńska, Agata
2
Buccheri, Giuseppe
2
Cai, Zongwu
2
Ghysels, Eric
2
Guillou, Armelle
2
Hautsch, Nikolaus
2
Hurn, Stan
2
Jing, Bingyi
2
Lindsay, Kenneth A.
2
Liu, Zhi
2
Lucas, André
2
Nolte, Ingmar
2
Peng, Liang
2
Russell, Jeffrey R.
2
Shephard, Neil G.
2
Sucarrat, Genaro
2
Tsay, Ruey S.
2
Wong, Bernard
2
Yang, Xiye
2
Ahmadi, Seyed Saeed
1
Alfelt, Gustav
1
Amado, Cristina
1
Andersen, Torben
1
Andreou, Elena
1
Bandi, Federico M.
1
Bauwens, Luc
1
Bera, Anil K.
1
Bermúdez, Lluís
1
Bibinger, Markus
1
Bodnar, Taras
1
Bollerslev, Tim
1
Bonham, Carl Stanley
1
Bormetti, Giacomo
1
Boswijk, Herman Peter
1
Cai, Charlie X.
1
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Insurance / Mathematics & economics
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
Journal of financial econometrics
Journal of econometrics
202
International journal of forecasting
117
Journal of forecasting
76
Economics letters
53
Econometric reviews
40
Journal of empirical finance
34
Econometric theory
33
Economic modelling
33
Journal of financial econometrics : official journal of the Society for Financial Econometrics
25
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
25
The econometrics journal
25
European journal of operational research : EJOR
22
Quantitative finance
22
Finance research letters
21
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
19
Journal of the American Statistical Association : JASA
19
Computational economics
18
Journal of banking & finance
18
Journal of risk and financial management : JRFM
17
Econometrics : open access journal
16
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
15
International journal of theoretical and applied finance
15
Risks : open access journal
14
The North American journal of economics and finance : a journal of financial economics studies
14
Applied economics
13
Empirical economics : a quarterly journal of the Institute for Advanced Studies
13
Journal of applied econometrics
13
Journal of mathematical finance
13
Applied economics letters
12
Finance and stochastics
11
International Journal of Energy Economics and Policy : IJEEP
11
Journal of quantitative economics
11
Mathematics of operations research
11
International journal of economics and financial issues : IJEFI
10
Journal of time series econometrics
10
Operations research
10
Astin bulletin : the journal of the International Actuarial Association
9
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ECONIS (ZBW)
125
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1
Empirical asset pricing with functional factors
Nadler, Philip
;
Sancetta, Alessio
- In:
Journal of financial econometrics
21
(
2023
)
4
,
pp. 1258-1281
Persistent link: https://www.econbiz.de/10014391457
Saved in:
2
Combining p-values for multivariate predictive ability testing
Spreng, Lars
;
Urga, Giovanni
- In:
Journal of business & economic statistics : JBES ; a …
41
(
2023
)
3
,
pp. 765-777
Persistent link: https://www.econbiz.de/10014448433
Saved in:
3
Singular conditional autoregressive Wishart model for realized covariance matrices
Alfelt, Gustav
;
Bodnar, Taras
;
Javed, Farrukh
;
Tyrcha, …
- In:
Journal of business & economic statistics : JBES ; a …
41
(
2023
)
3
,
pp. 833-845
Persistent link: https://www.econbiz.de/10014448443
Saved in:
4
Intraday trades profile estimation : an intensity approach
Sancetta, Alessio
- In:
Journal of financial econometrics
21
(
2023
)
3
,
pp. 651-677
Persistent link: https://www.econbiz.de/10014314773
Saved in:
5
Adaptive testing for cointegration with nonstationary volatility
Boswijk, Herman Peter
;
Zu, Yang
- In:
Journal of business & economic statistics : JBES ; a …
40
(
2022
)
2
,
pp. 744-755
Persistent link: https://www.econbiz.de/10013534484
Saved in:
6
Estimating monotone concave stochastic production frontiers
Tsionas, Efthymios G.
- In:
Journal of business & economic statistics : JBES ; a …
40
(
2022
)
3
,
pp. 1403-1414
Persistent link: https://www.econbiz.de/10013539534
Saved in:
7
Tests of equal forecasting accuracy for nested models with estimated CCE factors
Stauskas, Ovidijus
;
Westerlund, Joakim
- In:
Journal of business & economic statistics : JBES ; a …
40
(
2022
)
4
,
pp. 1745-1758
Persistent link: https://www.econbiz.de/10013540477
Saved in:
8
Prediction using many samples with models possibly containing partially shared parameters
Zhang, Xinyu
;
Liu, Huihang
;
Wei, Yizheng
;
Ma, Yanyuan
- In:
Journal of business & economic statistics : JBES ; a …
42
(
2024
)
1
,
pp. 187-196
Persistent link: https://www.econbiz.de/10014449883
Saved in:
9
A new test for multiple predictive regression
Xu, Ke-Li
;
Guo, Junjie
- In:
Journal of financial econometrics
22
(
2024
)
1
,
pp. 119-156
Persistent link: https://www.econbiz.de/10014526308
Saved in:
10
Volatility of volatility estimation : central limit theorems for the fourier transform estimator and empirical study of the daily time series stylized facts
Toscano, Giacomo
;
Livieri, Giulia
;
Mancino, Maria Elvira
; …
- In:
Journal of financial econometrics
22
(
2024
)
1
,
pp. 252-296
Persistent link: https://www.econbiz.de/10014526318
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