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subject:"Volatility"
type_genre:"Article in journal"
~accessRights:"restricted"
~isPartOf:"Applied economics"
~isPartOf:"Economic modelling"
~isPartOf:"Journal of econometric methods"
~subject:"Time series analysis"
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Search: subject_exact:"Estimation theory"
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Volatility
Time series analysis
Estimation theory
158
Schätztheorie
158
Estimation
56
Schätzung
56
Zeitreihenanalyse
30
Nichtparametrisches Verfahren
25
Nonparametric statistics
25
Regression analysis
22
Regressionsanalyse
22
Panel
21
Panel study
21
Statistical test
13
Statistischer Test
13
Volatilität
13
Monte Carlo simulation
12
Monte-Carlo-Simulation
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Cointegration
11
Kointegration
11
ARCH model
10
ARCH-Modell
10
Bayes-Statistik
10
Bayesian inference
10
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9
Maximum likelihood estimation
9
Maximum-Likelihood-Schätzung
9
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9
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9
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9
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8
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8
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38
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38
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English
38
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Blazsek, Szabolcs
2
Kim, Jong-Min
2
Licht, Adrian
2
Raïssi, Hamdi
2
Ahmad, Yamin
1
Amini, Shahram
1
Ayala, Astrid Loretta
1
Bampinas, Georgios
1
Battisti, Michele
1
Bertelli, Stefano
1
Boughrara, Adel
1
Cai, Yong
1
Camacho, Maximo
1
Canay, Ivan A.
1
Castillo B., Paul
1
Chen, W. D.
1
Croux, Christophe
1
Demetrescu, Matei
1
Dridi, Ichrak
1
Duarte, Cláudia
1
Emirmahmutoglu, Furkan
1
Figueiredo, Francisco Marcos Rodrigues
1
Fritz, Marlon
1
Gaglianone, Wagner Piazza
1
Gianfreda, Angelica
1
Guillén, Osmani Teixeira de Carvalho
1
Han, Jeong sug
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Hirukawa, Junichi
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1
Khoon, Goh Soo
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Kim, Deborah
1
Kumar, Dilip
1
Kusin, Vladimir
1
Ladopoulos, Konstantinos
1
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Applied economics
Economic modelling
Journal of econometric methods
Journal of econometrics
189
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
68
Econometric reviews
57
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
54
Economics letters
51
International journal of forecasting
44
Econometric theory
41
Journal of time series econometrics
38
Computational economics
28
Finance research letters
23
Applied economics letters
18
The econometrics journal
18
Journal of empirical finance
16
Journal of financial econometrics
15
Journal of forecasting
14
Quantitative finance
14
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
Journal of quantitative economics
12
Energy economics
10
Journal of banking & finance
8
Decisions in economics and finance : DEF ; a journal of applied mathematics
7
European journal of operational research : EJOR
7
Journal of mathematical finance
7
Empirical economics : a quarterly journal of the Institute for Advanced Studies
6
International journal of economics and finance
6
Journal of financial econometrics : official journal of the Society for Financial Econometrics
6
Journal of international financial markets, institutions & money
6
Journal of risk
6
Research in international business and finance
6
Theoretical economics letters
6
Finance and stochastics
5
Insurance / Mathematics & economics
5
The journal of risk model validation
5
International journal of computational economics and econometrics : IJCEE
4
International journal of financial engineering
4
International journal of production economics
4
International journal of production research
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1
Score function scaling for QAR plus Beta-t-EGARCH : an empirical application to the S&P 500
Ayala, Astrid Loretta
;
Blazsek, Szabolcs
;
Licht, Adrian
- In:
Applied economics
56
(
2024
)
31
,
pp. 3684-3697
Persistent link: https://www.econbiz.de/10014528626
Saved in:
2
Flexible inflation targeting and stock market volatility : evidence from emerging market economies
Dridi, Ichrak
;
Boughrara, Adel
- In:
Economic modelling
126
(
2023
),
pp. 1-18
Persistent link: https://www.econbiz.de/10014462464
Saved in:
3
Effects of external shocks on macroeconomic fluctuations in Pacific Alliance countries
Rodriguez, Gabriel
;
Vassallo, Renato
;
Castillo B., Paul
- In:
Economic modelling
124
(
2023
),
pp. 1-26
Persistent link: https://www.econbiz.de/10014463282
Saved in:
4
Testing for integration and cointegration when time series are observed with noise
Gianfreda, Angelica
;
Maranzano, Paolo
;
Parisio, Lucia
; …
- In:
Economic modelling
125
(
2023
),
pp. 1-18
Persistent link: https://www.econbiz.de/10014463618
Saved in:
5
On the implementation of approximate randomization tests in linear models with a small number of clusters
Cai, Yong
;
Canay, Ivan A.
;
Kim, Deborah
;
Shaikh, Azeem M.
- In:
Journal of econometric methods
12
(
2023
)
1
,
pp. 85-103
Persistent link: https://www.econbiz.de/10013554721
Saved in:
6
Bootstrap cointegration tests in ARDL models
Bertelli, Stefano
;
Vacca, Gianmarco
;
Zoia, Maria Grazia
- In:
Economic modelling
116
(
2022
),
pp. 1-15
Persistent link: https://www.econbiz.de/10014512301
Saved in:
7
Testing for no cointegration in vector autoregressions with estimated degree of fractional integration
Demetrescu, Matei
;
Kusin, Vladimir
;
Salish, Nazarii
- In:
Economic modelling
108
(
2022
),
pp. 1-32
Persistent link: https://www.econbiz.de/10013347934
Saved in:
8
Symbolic transfer entropy test for causality in longitudinal data
Camacho, Maximo
;
Romeu, Andres
;
Ruiz Marín, Manuel
- In:
Economic modelling
94
(
2021
),
pp. 649-661
Persistent link: https://www.econbiz.de/10012695248
Saved in:
9
Bayesian estimation for a semiparametric nonlinear volatility model
Hu, Shuowen
;
Poskitt, Donald Stephen
;
Zhang, Xibin
- In:
Economic modelling
98
(
2021
),
pp. 361-370
Persistent link: https://www.econbiz.de/10012793996
Saved in:
10
Maximum entropy analysis of consumption-based capital asset pricing model and volatility
Lee, Tae-hwy
;
Mao, Millie Yi
;
Ullah, Aman
- In:
Journal of econometric methods
10
(
2021
)
1
,
pp. 1-19
Persistent link: https://www.econbiz.de/10012437809
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