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subject:"Stochastischer Prozess"
subject:"Volatility"
~subject:"Statistical distribution"
~type_genre:"Article in journal"
~type_genre:"Sammlung"
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Stochastischer Prozess
Volatility
Statistical distribution
Schätztheorie
15,865
Estimation theory
15,864
Theorie
4,955
Theory
4,955
Estimation
2,533
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2,503
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2,450
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2,450
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1,798
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1,796
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1,712
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745
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725
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Kumar, Dilip
16
Maheswaran, S.
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Li, Jia
12
Todorov, Viktor
12
Tauchen, George Eugene
11
Phillips, Peter C. B.
10
Linton, Oliver
9
Francq, Christian
8
Liu, Zhi
8
Nadarajah, Saralees
8
Teräsvirta, Timo
8
Wu, Ximing
8
Andersen, Torben
7
Fan, Jianqing
7
Kim, Donggyu
7
Li, Yingying
7
Mykland, Per A.
7
Park, Joon Y.
7
Parmeter, Christopher F.
7
Zakoïan, Jean-Michel
7
Ghysels, Eric
6
Guillou, Armelle
6
Hoga, Yannick
6
Jing, Bingyi
6
Koopman, Siem Jan
6
McAleer, Michael
6
Paolella, Marc S.
6
Tsionas, Efthymios G.
6
Wang, Yazhen
6
Aït-Sahalia, Yacine
5
Bandi, Federico M.
5
Bollerslev, Tim
5
Chen, Yi-ting
5
Cui, Zhenyu
5
Hafner, Christian M.
5
Harvey, Andrew C.
5
Hurn, Stan
5
Härdle, Wolfgang
5
Li, Dong
5
Ling, Shiqing
5
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Ekonomiska forskningsinstitutet <Stockholm>
2
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Journal of econometrics
186
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70
Economics letters
55
Insurance / Mathematics & economics
51
Econometric reviews
50
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The econometrics journal
30
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29
Journal of empirical finance
27
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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International journal of forecasting
26
Econometrics : open access journal
24
European journal of operational research : EJOR
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Statistics in transition : an international journal of the Polish Statistical Association
24
Journal of the American Statistical Association : JASA
23
Finance research letters
22
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
Risks : open access journal
17
Journal of mathematical finance
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
Mathematics of operations research
12
Operations research
12
Finance and stochastics
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
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ECONIS (ZBW)
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1671
Estimating continuous-time stochastic volatility models of the short-term interest rate
Andersen, Torben
- In:
Journal of econometrics
77
(
1997
)
2
,
pp. 343-377
Persistent link: https://www.econbiz.de/10001212838
Saved in:
1672
Markov switching in GARCH processes and mean-reverting stock-market volatility
Dueker, Michael
- In:
Journal of business & economic statistics : JBES ; a …
15
(
1997
)
1
,
pp. 26-34
Persistent link: https://www.econbiz.de/10001214324
Saved in:
1673
Impulse response function for conditional volatility in GARCH models
Lin, Wen-ling Tsai
- In:
Journal of business & economic statistics : JBES ; a …
15
(
1997
)
1
,
pp. 15-25
Persistent link: https://www.econbiz.de/10001214326
Saved in:
1674
Bayesian vector autoregressions with stochastic volatility
Uhlig, Harald
- In:
Econometrica : journal of the Econometric Society, an …
65
(
1997
)
1
,
pp. 59-73
Persistent link: https://www.econbiz.de/10001217067
Saved in:
1675
Value at risk for a mixture of normal distributions : the use of quasi-Bayesian estimation techniques
Venkataraman, Subu
- In:
Economic perspectives
21
(
1997
)
2
,
pp. 2-13
Persistent link: https://www.econbiz.de/10001218351
Saved in:
1676
Transformation of Heath-Jarrow-Morton models to Markovian systems
Bhar, Ramaprasad
- In:
The European journal of finance
3
(
1997
)
1
,
pp. 1-26
Persistent link: https://www.econbiz.de/10001219148
Saved in:
1677
Weak convergence and distributional assumptions for a general class of nonlinear ARCH models
Fornari, Fabio
- In:
Econometric reviews
16
(
1997
)
2
,
pp. 205-227
Persistent link: https://www.econbiz.de/10001220185
Saved in:
1678
Quantile smoothing in financial time series
Abberger, Klaus
- In:
Statistical papers
38
(
1997
)
2
,
pp. 125-148
Persistent link: https://www.econbiz.de/10001224253
Saved in:
1679
Threshold modelling of stock return volatility on Eastern European markets
Shields, Kalvinder K.
- In:
Economics of planning : an international journal …
30
(
1997
)
2
,
pp. 107-125
Persistent link: https://www.econbiz.de/10001233703
Saved in:
1680
The temporal aggregation effect on the predictability of exchange rate volatility
Lee, Keun-yeong
- In:
The Korean economic review
13
(
1997
)
1
,
pp. 103-126
Persistent link: https://www.econbiz.de/10001234810
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