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subject:"Stochastischer Prozess"
subject:"Volatility"
~isPartOf:"International journal of forecasting"
~subject:"Statistical distribution"
~type_genre:"Article in journal"
~type_genre:"Sammlung"
~type_genre:"Thesis"
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Search: subject_exact:"Estimation theory"
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Stochastischer Prozess
Volatility
Statistical distribution
Estimation theory
153
Schätztheorie
153
Forecasting model
116
Prognoseverfahren
116
Time series analysis
64
Zeitreihenanalyse
64
Estimation
22
Schätzung
22
Regression analysis
21
Theorie
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Theory
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Regressionsanalyse
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Forecasting
14
Volatilität
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Bayesian inference
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Forecast
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Economic forecast
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Nichtparametrisches Verfahren
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Nonparametric statistics
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Prognose
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USA
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United States
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English
26
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Clements, Adam
2
Taylor, James W.
2
Bagnato, Luca
1
Barajas-Solano, David A.
1
Bauwens, Luc
1
Becker, Ralf
1
Bianchi, Michele Leonardo
1
Buccheri, Giuseppe
1
Cardós, Manuel
1
Cipollini, Fabrizio
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Corsi, Fulvio
1
De Luca, Giovanni
1
De Rezende, Rafael B.
1
Demetrescu, Matei
1
Dimitrakopoulos, Stefanos
1
Dombry, Clément
1
Doolan, M. B.
1
Drovandi, Christopher
1
Egert, Katharina
1
Espasa Terrades, Antoni
1
Gallo, Giampiero M.
1
Gefang, Deborah
1
Golosnoy, Vasyl
1
González-Rivera, Gloria
1
Hurn, Stan
1
Jeon, Jooyoung
1
Kokoszka, Piotr
1
Kolassa, Stephan
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Koop, Gary
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Kourentzes, Nikolaos
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1
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1
Li, Dan
1
Lucas, André
1
Ma, Tong
1
Marin, Ignacio
1
Meng, Xiaochun
1
Miao, Hong
1
Naveau, Philippe
1
Otranto, Edoardo
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International journal of forecasting
Journal of econometrics
186
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
70
Economics letters
55
Insurance / Mathematics & economics
51
Econometric reviews
50
Econometric theory
47
Economic modelling
29
The econometrics journal
29
Journal of empirical finance
27
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
25
European journal of operational research : EJOR
24
Statistics in transition : an international journal of the Polish Statistical Association
24
Econometrics : open access journal
23
Journal of the American Statistical Association : JASA
23
Finance research letters
21
Journal of financial econometrics : official journal of the Society for Financial Econometrics
21
Journal of banking & finance
20
Journal of financial econometrics
20
Journal of risk and financial management : JRFM
20
Journal of forecasting
19
Quantitative finance
19
International journal of theoretical and applied finance
17
Journal of mathematical finance
16
Risks : open access journal
16
Computational economics
15
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
15
Applied economics
14
Applied economics letters
13
Journal of risk
13
Statistical papers
13
The North American journal of economics and finance : a journal of financial economics studies
13
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
12
Operations research
12
Finance and stochastics
11
Mathematics of operations research
11
Operations research letters
10
Empirical economics : a quarterly journal of the Institute for Advanced Studies
9
Journal of productivity analysis
9
Quantitative economics : QE ; journal of the Econometric Society
9
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ECONIS (ZBW)
26
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1
Outlier-robust methods for forecasting realized covariance matrices
Li, Dan
;
Drovandi, Christopher
;
Clements, Adam
- In:
International journal of forecasting
40
(
2024
)
1
,
pp. 392-408
Persistent link: https://www.econbiz.de/10014450278
Saved in:
2
Forecasting using variational Bayesian inference in large vector autoregressions with hierarchical shrinkage
Gefang, Deborah
;
Koop, Gary
;
Poon, Aubrey
- In:
International journal of forecasting
39
(
2023
)
1
,
pp. 346-363
Persistent link: https://www.econbiz.de/10014462786
Saved in:
3
Non-Gaussian models for CoVaR estimation
Bianchi, Michele Leonardo
;
De Luca, Giovanni
; …
- In:
International journal of forecasting
39
(
2023
)
1
,
pp. 391-404
Persistent link: https://www.econbiz.de/10014462788
Saved in:
4
DCC- and DECO-HEAVY : multivariate GARCH models based on realized variances and correlations
Bauwens, Luc
;
Xu, Yongdeng
- In:
International journal of forecasting
39
(
2023
)
2
,
pp. 938-955
Persistent link: https://www.econbiz.de/10014465168
Saved in:
5
Physics-informed Gaussian process regression for states estimation and forecasting in power grids
Tartakovsky, Alexandre M.
;
Ma, Tong
;
Barajas-Solano, …
- In:
International journal of forecasting
39
(
2023
)
2
,
pp. 967-980
Persistent link: https://www.econbiz.de/10014465184
Saved in:
6
Distributional regression and its evaluation with the CRPS : bounds and convergence of the minimax risk
Pic, Romain
;
Dombry, Clément
;
Naveau, Philippe
; …
- In:
International journal of forecasting
39
(
2023
)
4
,
pp. 1564-1572
Persistent link: https://www.econbiz.de/10014465329
Saved in:
7
Forecasting in GARCH models with polynomially modified innovations
Vacca, Gianmarco
;
Zoia, Maria Grazia
;
Bagnato, Luca
- In:
International journal of forecasting
38
(
2022
)
1
,
pp. 117-141
Persistent link: https://www.econbiz.de/10013347743
Saved in:
8
A white-boxed ISSM approach to estimate uncertainty distributions of Walmart sales
De Rezende, Rafael B.
;
Egert, Katharina
;
Marin, Ignacio
; …
- In:
International journal of forecasting
38
(
2022
)
4
,
pp. 1460-1467
Persistent link: https://www.econbiz.de/10014381111
Saved in:
9
Realized volatility forecasting : Robustness to measurement errors
Cipollini, Fabrizio
;
Gallo, Giampiero M.
;
Otranto, Edoardo
- In:
International journal of forecasting
37
(
2021
)
1
,
pp. 44-57
Persistent link: https://www.econbiz.de/10012692572
Saved in:
10
A DCC-type approach for realized covariance modeling with score-driven dynamics
Vassallo, Danilo
;
Buccheri, Giuseppe
;
Corsi, Fulvio
- In:
International journal of forecasting
37
(
2021
)
2
,
pp. 569-586
Persistent link: https://www.econbiz.de/10012792854
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