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subject:"Volatility"
type_genre:"Article in journal"
~accessRights:"restricted"
~isPartOf:"Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet"
~subject:"Bayes-Statistik"
~subject:"Time series analysis"
~type_genre:"Non-commercial literature"
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Search: subject_exact:"Estimation theory"
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Volatility
Bayes-Statistik
Time series analysis
Estimation theory
100
Schätztheorie
100
Zeitreihenanalyse
48
Estimation
33
Schätzung
33
ARCH model
17
ARCH-Modell
17
Volatilität
17
Regression analysis
14
Regressionsanalyse
14
Cointegration
13
Kointegration
13
Statistical test
11
Statistischer Test
11
Nichtparametrisches Verfahren
10
Nonparametric statistics
10
Capital income
9
Kapitaleinkommen
9
Markov chain
9
Markov-Kette
9
Stochastic process
9
Stochastischer Prozess
9
Forecasting model
8
Monte Carlo simulation
8
Monte-Carlo-Simulation
8
Prognoseverfahren
8
cointegration
8
Nichtlineare Regression
7
Nonlinear regression
7
Statistical distribution
7
Statistische Verteilung
7
Structural break
7
Strukturbruch
7
VAR model
7
VAR-Modell
7
Börsenkurs
6
Einheitswurzeltest
6
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Article
57
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Article in journal
Non-commercial literature
Aufsatz in Zeitschrift
57
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English
57
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Li, Jing
2
Teräsvirta, Timo
2
Abbara, Omar
1
Anatolyev, Stanislav
1
Baillie, Richard
1
Banerjee, Anurag Narayan
1
Baruník, Jozef
1
Bekiros, Stelios
1
Blazsek, Szabolcs
1
Bu, Ruijun
1
Carnero, M. Angeles
1
Chan, Jennifer So Kuen
1
Chan, Joshua
1
Cheng, Jie
1
Chevallier, Julien
1
Chuffart, Thomas
1
Croux, Christophe
1
Cuestas, Juan Carlos
1
Daníelsson, Jón
1
De Angelis, Luca
1
Donfack, Morvan Nongni
1
Dufays, Arnaud
1
Dungey, Mardi H.
1
Eisenstat, Eric
1
Enders, Walter
1
Ericsson, Neil R.
1
Escribano, Álvaro
1
Feld, Martin H.-J. M.
1
Fernández, Viviana
1
Flachaire, Emmanuel
1
Gil-Alaña, Luis A.
1
Gong, Jinguo
1
Goutte, Stéphane
1
Hadri, Kaddour
1
Harvey, David I.
1
Haurin, Donald R.
1
Hou, Weijie
1
Hungnes, Håvard
1
Iglesias, Emma M.
1
Jensen, Mark J.
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
Journal of econometrics
214
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
81
Econometric reviews
59
Economics letters
57
International journal of forecasting
48
Econometric theory
43
Journal of time series econometrics
38
Computational economics
31
Economic modelling
29
Finance research letters
24
Applied economics letters
20
The econometrics journal
20
Journal of empirical finance
16
Journal of financial econometrics
16
Journal of quantitative economics
16
Journal of forecasting
15
Quantitative finance
15
European journal of operational research : EJOR
14
The North American journal of economics and finance : a journal of financial economics studies
14
Discussion papers / CEPR
13
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
13
Applied economics
12
Energy economics
12
Insurance / Mathematics & economics
12
Journal of economic dynamics & control
11
Journal of banking & finance
9
Empirical economics : a quarterly journal of the Institute for Advanced Studies
8
International journal of production research
8
Journal of financial econometrics : official journal of the Society for Financial Econometrics
8
Journal of mathematical finance
8
Decisions in economics and finance : DEF ; a journal of applied mathematics
7
Discussion paper / Centre for Economic Policy Research
7
Research in international business and finance
7
Scandinavian actuarial journal
7
International journal of computational economics and econometrics : IJCEE
6
International journal of economics and finance
6
Journal of international financial markets, institutions & money
6
Journal of risk
6
Theoretical economics letters
6
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ECONIS (ZBW)
57
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1
Score-driven location plus scale models : asymptotic theory and an application to forecasting Dow Jones volatility
Blazsek, Szabolcs
;
Escribano, Álvaro
;
Licht, Adrian
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
28
(
2024
)
1
,
pp. 61-82
Persistent link: https://www.econbiz.de/10014506888
Saved in:
2
Approximate Bayesian inference for agent-based models in economics : a case study
Lux, Thomas
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
27
(
2023
)
4
,
pp. 423-447
Persistent link: https://www.econbiz.de/10014372903
Saved in:
3
Estimation and forecasting of long memory stochastic volatility models
Abbara, Omar
;
Zevallos, Mauricio
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
27
(
2023
)
1
,
pp. 1-24
Persistent link: https://www.econbiz.de/10014288818
Saved in:
4
Unrestricted, restricted, and regularized models for forecasting multivariate volatility
Anatolyev, Stanislav
;
Staněk, Filip
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
27
(
2023
)
2
,
pp. 199-218
Persistent link: https://www.econbiz.de/10014288890
Saved in:
5
Bayesian bandwidth estimation for local linear fitting in nonparametric regression models
Shang, Han Lin
;
Zhang, Xibin
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
26
(
2022
)
1
,
pp. 55-71
Persistent link: https://www.econbiz.de/10013334620
Saved in:
6
Choosing between identification schemes in noisy-news models
Chan, Joshua
;
Eisenstat, Eric
;
Koop, Gary
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
26
(
2022
)
1
,
pp. 99-136
Persistent link: https://www.econbiz.de/10013334632
Saved in:
7
Modeling time-varying parameters using artificial neural networks : a GARCH illustration
Donfack, Morvan Nongni
;
Dufays, Arnaud
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
25
(
2021
)
5
,
pp. 311-343
Persistent link: https://www.econbiz.de/10012806535
Saved in:
8
Outliers and misleading leverage effect in asymmetric GARCH-type models
Carnero, M. Angeles
;
Pérez, Ana
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
25
(
2021
)
1
,
pp. 1-19
Persistent link: https://www.econbiz.de/10012437834
Saved in:
9
On the performance of information criteria for model identification of count time series
Weiß, Christian H.
;
Feld, Martin H.-J. M.
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
24
(
2020
)
1
,
pp. 1-16
Persistent link: https://www.econbiz.de/10012198497
Saved in:
10
Trimmed Whittle estimation of the SVAR vs. filtering low-frequency fluctuations : applications to technology shocks
Lovcha, Yuliya
;
Perez-Laborda, Alejandro
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
24
(
2020
)
1
,
pp. 1-18
Persistent link: https://www.econbiz.de/10012198499
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