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subject:"Volatility"
type_genre:"Article in journal"
~accessRights:"restricted"
~isPartOf:"Applied economics letters"
~isPartOf:"International journal of financial engineering"
~isPartOf:"Journal of forecasting"
~subject:"Time series analysis"
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Search: subject_exact:"Estimation theory"
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Volatility
Time series analysis
Estimation theory
105
Schätztheorie
105
Estimation
33
Schätzung
33
Zeitreihenanalyse
29
Forecasting model
25
Prognoseverfahren
25
Regression analysis
18
Regressionsanalyse
18
Panel
12
Panel study
12
Correlation
10
Korrelation
10
Volatilität
10
Capital income
8
Kapitaleinkommen
8
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7
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7
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Share price
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Statistical distribution
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Markov-Kette
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Method of moments
6
Momentenmethode
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Unit root test
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35
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Article in journal
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35
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English
35
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Agiakloglou, Christos N.
2
Agiropoulos, Charalampos
2
Yamada, Hiroshi
2
Blanco-Fernández, Ángela
1
Bonaccolto, Giovanni
1
Chan, Leunglung
1
Chang, Tsangyao
1
Chen, Bangren
1
Chen, Xi
1
Chen, Zirong
1
Choi, Jeong Hoon
1
Cook, Steven
1
Cui, Zhenyu
1
Das, Milan Kumar
1
Dokuchaev, Nikolai
1
Fei, Tianlun
1
Firoozi, Fathali
1
Fischer, Henning
1
Florescu, Ionuţ
1
Fortsch, Sima M.
1
Furuoka, Fumitaka
1
Gaskell, Paul
1
Giesen, Sebastian
1
Goswami, Anindya
1
Gupta, Rangan
1
He, Mengxi
1
Kaçıranlar, Selahattin
1
Khapalova, Elena A.
1
Kızılkaya, Fatma
1
Leschinski, Christian
1
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1
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1
Lien, Da-hsiang Donald
1
Lin, Haonan
1
Lindström, Erik
1
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1
Liu, Ya-Di
1
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1
Madsen, Henrik
1
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Applied economics letters
International journal of financial engineering
Journal of forecasting
Journal of econometrics
189
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
68
Econometric reviews
56
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
54
Economics letters
51
International journal of forecasting
43
Econometric theory
41
Journal of time series econometrics
38
Computational economics
28
Economic modelling
23
Finance research letters
21
The econometrics journal
18
Journal of empirical finance
15
Journal of financial econometrics
15
Quantitative finance
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
Journal of quantitative economics
12
Applied economics
11
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
International journal of computational economics and econometrics : IJCEE
4
International journal of production economics
4
International journal of production research
4
Journal of econometric methods
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ECONIS (ZBW)
35
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1
Measuring the persistence degree of shocks to the US tourism markets : new evidence for COVID-19 pandemic period
Peng, Yi-Ting
;
Chang, Tsangyao
;
Ranjbar, Omid
;
Li, Fangjhy
- In:
Applied economics letters
31
(
2024
)
5
,
pp. 422-431
Persistent link: https://www.econbiz.de/10014469924
Saved in:
2
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:
3
Dynamic forecasting for nonstationary high-frequency financial data with jumps based on series decomposition and reconstruction
Song, Yuping
;
Li, Zhenwei
;
Ma, Zhiren
;
Sun, Xiaoyu
- In:
Journal of forecasting
42
(
2023
)
5
,
pp. 1055-1068
Persistent link: https://www.econbiz.de/10014338810
Saved in:
4
Forecasting stock return volatility : realized volatility-type or duration-based estimators
Fei, Tianlun
;
Liu, Xiaoquan
;
Wen, Conghua
- In:
Journal of forecasting
42
(
2023
)
7
,
pp. 1594-1621
Persistent link: https://www.econbiz.de/10014432725
Saved in:
5
Competition can help predict sales
Fortsch, Sima M.
;
Choi, Jeong Hoon
;
Khapalova, Elena A.
- In:
Journal of forecasting
41
(
2022
)
2
,
pp. 331-344
Persistent link: https://www.econbiz.de/10012817763
Saved in:
6
Dealing with serially correlated errors in the context of spurious regression for two independent stationary AR(1) processes
Agiakloglou, Christos N.
;
Agiropoulos, Charalampos
- In:
Applied economics letters
29
(
2022
)
7
,
pp. 619-625
Persistent link: https://www.econbiz.de/10013170999
Saved in:
7
Forecasting Bitcoin volatility : a new insight from the threshold regression model
Zhang, Yaojie
;
He, Mengxi
;
Wen, Danyan
;
Wang, Yudong
- In:
Journal of forecasting
41
(
2022
)
3
,
pp. 633-652
Persistent link: https://www.econbiz.de/10013166172
Saved in:
8
Should (co)jump variation be included in asset allocation?
Chen, Zirong
;
Lin, Haonan
;
Zheng, Xu
- In:
Applied economics letters
29
(
2022
)
20
,
pp. 1868-1875
Persistent link: https://www.econbiz.de/10013412321
Saved in:
9
Limited memory predictors based on polynomial approximation of periodic exponentials
Dokuchaev, Nikolai
- In:
Journal of forecasting
41
(
2022
)
5
,
pp. 1037-1045
Persistent link: https://www.econbiz.de/10013287898
Saved in:
10
Fast generation of implied volatility surface : optimize the traditional numerical analysis and machine learning
Yen, Jerome
;
Chen, Bangren
;
Wu, KangZahng
;
Yen, Joseph
- In:
International journal of financial engineering
8
(
2021
)
2
,
pp. 1-24
Persistent link: https://www.econbiz.de/10012662246
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