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subject:"Volatility"
type_genre:"Article in journal"
~accessRights:"restricted"
~subject:"Börsenkurs"
~subject:"Time series analysis"
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Volatility
Börsenkurs
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Estimation theory
4,730
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1,149
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1,128
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904
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Li, Jia
11
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10
Todorov, Viktor
10
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9
Zhu, Ke
9
Francq, Christian
8
Gao, Jiti
8
Koopman, Siem Jan
8
Linton, Oliver
8
Lütkepohl, Helmut
8
Demetrescu, Matei
7
Taylor, Robert
7
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7
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7
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6
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6
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6
Li, Yingying
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6
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6
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6
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5
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5
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5
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5
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5
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5
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5
Sucarrat, Genaro
5
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Zakoïan, Jean-Michel
5
Agiakloglou, Christos N.
4
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Journal of econometrics
194
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
70
Econometric reviews
57
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
56
Economics letters
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44
International journal of forecasting
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The North American journal of economics and finance : a journal of financial economics studies
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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Applied economics
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European journal of operational research : EJOR
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International journal of economics and finance
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Research in international business and finance
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Theoretical economics letters
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Finance and stochastics
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Insurance / Mathematics & economics
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International journal of financial engineering
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The European journal of finance
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ECONIS (ZBW)
1,169
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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
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2
Matrix autoregressive models : generalization and Bayesian estimation
Celani, Alessandro
;
Pagnottoni, Paolo
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
28
(
2024
)
2
,
pp. 227-248
Persistent link: https://www.econbiz.de/10014631918
Saved in:
3
On the long-run sustainability of current account deficits in India : some insights from linear and non-linear cointegration tests
Deheri, Abdhut
- In:
The Indian economic journal
72
(
2024
)
4
,
pp. 585-601
Persistent link: https://www.econbiz.de/10014632369
Saved in:
4
Economic activities and oil price shocks in Indian outlook : direction of causality and testing cointegration
Sharma, Preeti
;
Shrivastava, Avinash Kumar
- In:
Global business review
25
(
2024
)
3
,
pp. 771-790
Persistent link: https://www.econbiz.de/10014634363
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5
Predictive model averaging with parameter instability and heteroskedasticity
Yin, Anwen
- In:
Bulletin of economic research
76
(
2024
)
2
,
pp. 418-442
Persistent link: https://www.econbiz.de/10014543814
Saved in:
6
Optimal hierarchical EWMA forecasting
Sbrana, Giacomo
;
Pelagatti, Matteo
- In:
International journal of forecasting
40
(
2024
)
2
,
pp. 616-625
Persistent link: https://www.econbiz.de/10014547189
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7
Improving financial volatility nowcasts
Kruse-Becher, Robinson
;
Liu, Yuze
- In:
The European journal of finance
30
(
2024
)
2
,
pp. 101-126
Persistent link: https://www.econbiz.de/10014547345
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8
Locally time-varying parameter regression
He, Zhongfang
- In:
Econometric reviews
43
(
2024
)
5
,
pp. 269-300
Persistent link: https://www.econbiz.de/10014551522
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9
Estimating correlations among elliptically distributed random variables under any form of heteroskedasticity
Pelagatti, Matteo
;
Sbrana, Giacomo
- In:
Quantitative finance
24
(
2024
)
3/4
,
pp. 451-464
Persistent link: https://www.econbiz.de/10014552077
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10
Relationship between residential property prices and macroeconomıc variables in Turkey
Bozdereli, Arzu Alvan
;
Rahmatzada, Qais
- In:
Applied economics letters
31
(
2024
)
8
,
pp. 743-749
Persistent link: https://www.econbiz.de/10014557857
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