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subject:"United States"
subject:"Volatility"
~subject:"ARCH model"
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United States
Volatility
ARCH model
Schätztheorie
35,110
Estimation theory
35,067
Theorie
9,185
Theory
9,181
Zeitreihenanalyse
5,682
Time series analysis
5,667
Estimation
5,447
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5,445
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4,008
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4,000
Nichtparametrisches Verfahren
3,208
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3,207
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1,841
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1,838
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1,769
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1,767
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1,667
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1,655
USA
1,545
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1,499
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1,383
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1,383
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1,169
Bayes-Statistik
1,164
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1,061
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1,060
ARCH-Modell
1,040
Statistical inference
1,030
Induktive Statistik
1,029
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1,029
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1,027
Stochastischer Prozess
992
Monte-Carlo-Simulation
991
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991
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982
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979
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974
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Francq, Christian
28
Hafner, Christian M.
24
Koopman, Siem Jan
24
Zakoïan, Jean-Michel
24
Diebold, Francis X.
21
Rahbek, Anders
20
Teräsvirta, Timo
20
Todorov, Viktor
19
Audrino, Francesco
18
Engle, Robert F.
18
Linton, Oliver
18
Swanson, Norman R.
18
Tauchen, George Eugene
18
Li, Jia
17
Kumar, Dilip
16
Li, Yingying
15
Nelson, Daniel B.
15
Ardia, David
14
Härdle, Wolfgang
14
Maheswaran, S.
14
McAleer, Michael
14
Sheppard, Kevin
14
Bollerslev, Tim
13
Brandt, Michael W.
13
Cavaliere, Giuseppe
13
Sentana, Enrique
13
Bauwens, Luc
12
Ghysels, Eric
12
Kim, Donggyu
12
Shephard, Neil G.
12
Spokojnyj, Vladimir G.
12
Fan, Jianqing
11
Fiorentini, Gabriele
11
Kristensen, Dennis
11
Lucas, André
11
Mairesse, Jacques
11
Mancino, Maria Elvira
11
Pedersen, Rasmus Søndergaard
11
Silvennoinen, Annastiina
11
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10
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National Bureau of Economic Research
22
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
6
Ekonomiska forskningsinstitutet <Stockholm>
5
Birkbeck College / Department of Economics
4
Rodney L. White Center for Financial Research
4
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University of Wisconsin-Madison
3
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2
Institut für Weltwirtschaft
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2
University of Otago / Commerce Division
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Bank für Internationalen Zahlungsausgleich / Währungs- und Wirtschaftsabteilung
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Banque de France / Direction des Etudes Economiques et de la Recherche
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Center for Latin American Development Studies / Boston University
1
Cornell University / Department of Agricultural Economics
1
Deutsche Forschungsgemeinschaft
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Econometrisch Instituut <Rotterdam>
1
European University Institute / Department of Economics
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European University Institute / Department of Law
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Federal Reserve Bank of Cleveland
1
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Federal Reserve System / Board of Governors
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Leibniz-Institut für Agrarentwicklung in Transformationsökonomien
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Shakai-Keizai-Kenkyūsho <Osaka>
1
Sonderforschungsbereich 303 - Information und die Koordination Wirtschaftlicher Aktivitäten, Universität Bonn
1
Springer Fachmedien Wiesbaden
1
Suntory and Toyota International Centres for Economics and Related Disciplines
1
Tennessee Agricultural Experiment Station
1
USA / Agency for Health Care Policy and Research
1
Umeå Universitet / Institutionen för Nationalekonomi
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University of Chicago / Center for Research in Security Prices
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University of Exeter / Department of Economics
1
University of New England / Department of Econometrics
1
University of Waterloo / Department of Economics
1
Universität Basel / Institut für Statistik und Ökonometrie
1
Universität Trier
1
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Journal of econometrics
168
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
145
Economics letters
56
Econometric theory
52
The review of economics and statistics
45
Discussion paper / Tinbergen Institute
41
Working paper / National Bureau of Economic Research, Inc.
40
Econometric reviews
38
CREATES research paper
33
Journal of empirical finance
33
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
29
International journal of forecasting
28
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
27
Journal of applied econometrics
27
Journal of financial econometrics : official journal of the Society for Financial Econometrics
25
Applied economics
24
The econometrics journal
24
Journal of forecasting
23
Journal of banking & finance
22
American journal of agricultural economics
20
Economic modelling
20
Finance research letters
19
NBER working paper series
18
The journal of futures markets
18
Journal of financial econometrics
17
Journal of financial and quantitative analysis : JFQA
16
Quantitative finance
16
The journal of finance : the journal of the American Finance Association
16
Applied economics letters
15
Série des documents de travail / Centre de Recherche en Économie et Statistique
15
The review of financial studies
15
International journal of theoretical and applied finance
14
Technical working paper / National Bureau of Economic Research
14
Discussion paper / Centre for Economic Policy Research
13
International journal of economics and financial issues : IJEFI
13
Journal of risk
13
Journal of risk and financial management : JRFM
13
SFB 649 discussion paper
13
The European journal of finance
13
The North American journal of economics and finance : a journal of financial economics studies
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ECONIS (ZBW)
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3551
New directions in econometric modeling and forecasting in U.S. agriculture
Rausser, Gordon C.
(
ed.
)
-
1982
Persistent link: https://www.econbiz.de/10013489200
Saved in:
3552
Occupational choice under uncertainty
Siow, Aloysius
-
1981
Persistent link: https://www.econbiz.de/10011471877
Saved in:
3553
Estimates of the variance of U.S. inflation based upon the ARCH model
Engle", Robert F.
-
1980
Persistent link: https://www.econbiz.de/10002140817
Saved in:
3554
Statistical estimation of linear economic relationships : distributed lags and simultaneous equations
Gupta, Yash P.
-
1971
Persistent link: https://www.econbiz.de/10000049058
Saved in:
3555
Estimation and interpretation of capital gains realization behavior : evidence from panel data
Auten, Gerald E.
Persistent link: https://www.econbiz.de/10001273268
Saved in:
3556
How fragile are male labor supply function estimates?
Conway, Karen Smith
Persistent link: https://www.econbiz.de/10001279132
Saved in:
3557
The predictability of net income and its components
Chant, Peter D.
-
1978
Persistent link: https://www.econbiz.de/10000732526
Saved in:
3558
On redundancy in systems of linear inequalities
Telgen, J.
-
1977
Persistent link: https://www.econbiz.de/10001563009
Saved in:
3559
Methodology for the empirical estimation of shadow prices
Schydlowsky, Daniel M.
-
1973
Persistent link: https://www.econbiz.de/10002210201
Saved in:
3560
Autocorrelation and dynamics in wage determination models
Kenward, L. R.
-
1974
Persistent link: https://www.econbiz.de/10002210524
Saved in:
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