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subject:"Stochastischer Prozess"
subject:"Volatility"
~isPartOf:"Insurance / Mathematics & economics"
~isPartOf:"Journal of financial econometrics"
~isPartOf:"Journal of forecasting"
~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
290
Schätztheorie
290
Prognoseverfahren
93
Time series analysis
76
Zeitreihenanalyse
76
Statistical distribution
56
Statistische Verteilung
56
Estimation
55
Schätzung
52
Theorie
45
Theory
45
Regression analysis
42
Regressionsanalyse
42
Risikomaß
35
Risk measure
35
Volatilität
24
ARCH model
22
ARCH-Modell
22
Capital income
20
Kapitaleinkommen
20
Multivariate Verteilung
19
Multivariate distribution
19
Nichtparametrisches Verfahren
19
Nonparametric statistics
19
Portfolio selection
19
Portfolio-Management
19
Risk
19
Risiko
18
Statistical test
18
Statistischer Test
18
Maximum likelihood estimation
17
Maximum-Likelihood-Schätzung
17
Stochastic process
17
Correlation
16
Korrelation
16
Measurement
16
Messung
16
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Article
117
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Article in journal
Aufsatz in Zeitschrift
117
Collection of articles of several authors
1
Sammelwerk
1
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English
117
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Kouassi, Eugène
3
Sancetta, Alessio
3
Shang, Han Lin
3
Taylor, Greg
3
Zhang, Zhimin
3
Avanzi, Benjamin
2
Banerjee, Anurag Narayan
2
Boratyńska, Agata
2
Chan, Ngai Hang
2
Chan, Wai-Sum
2
Cheung, Siu-hung
2
Guillou, Armelle
2
Kymn, Kern O.
2
Panopulu, Aikaterinē
2
Sango, Joel
2
Taylor, James W.
2
Teubissi, Francis N.
2
Wong, Bernard
2
Abraham, Bovas
1
Ahmadi, Seyed Saeed
1
Ahumada, Hildegart A.
1
Alexandridis, Antonios K.
1
An, Yang
1
Angelini, Giovanni
1
Ardia, David
1
Atici, Kazim Baris
1
Balakrishna, N.
1
Baltagi, Badi H.
1
Barbosa, Emanuel
1
Basu, Parantap
1
Ben-Zion, Uri
1
Bermúdez, Lluís
1
Beveridge, Steve
1
Blanco-Fernández, Ángela
1
Bosson Brou, J. M.
1
Boylan, John
1
Brou, J. M. Bosson
1
Brou, Jean Marcelin Bosson
1
Buccheri, Giuseppe
1
Cai, Charlie X.
1
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Insurance / Mathematics & economics
Journal of financial econometrics
Journal of forecasting
Journal of econometrics
202
International journal of forecasting
117
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
84
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)
117
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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
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
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
A Markov chain model of crop conditions and intrayear crop yield forecasting
Stokes, Jeffrey R.
- In:
Journal of forecasting
43
(
2024
)
3
,
pp. 583-592
Persistent link: https://www.econbiz.de/10014532364
Saved in:
6
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:
7
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:
8
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
Saved in:
9
Estimating risk in illiquid markets : a model of market friction with stochastic volatility
Buccheri, Giuseppe
;
Grassi, Stefano
;
Vocalelli, Giorgio
- In:
Journal of financial econometrics
22
(
2024
)
2
,
pp. 531-574
Persistent link: https://www.econbiz.de/10014526336
Saved in:
10
Dynamic covariance matrix estimation and portfolio analysis with high-frequency data
Liu, Cheng
;
Tang, Cheng Yong
- In:
Journal of financial econometrics
22
(
2024
)
2
,
pp. 461-491
Persistent link: https://www.econbiz.de/10014526333
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