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subject:"Volatility"
type_genre:"Article in journal"
~accessRights:"restricted"
~subject:"Forecasting model"
~subject:"Korrelation"
~type_genre:"Konferenzbeitrag"
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Search: subject_exact:"Estimation theory"
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Volatility
Forecasting model
Korrelation
Estimation theory
4,676
Schätztheorie
4,676
Estimation
1,137
Schätzung
1,116
Time series analysis
887
Zeitreihenanalyse
887
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859
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857
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690
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487
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225
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Todorov, Viktor
10
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9
Li, Jia
9
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7
Mykland, Per A.
7
Zhang, Xinyu
7
Andersen, Torben
6
Cai, Zongwu
6
Demetrescu, Matei
6
Fan, Jianqing
6
Kim, Donggyu
6
Koopman, Siem Jan
6
Li, Yingying
6
Sbrana, Giacomo
6
Tauchen, George Eugene
6
Bauwens, Luc
5
Francq, Christian
5
Hafner, Christian M.
5
Karabiyik, Hande
5
Li, Degui
5
Linton, Oliver
5
Liu, Zhi
5
Shang, Han Lin
5
Shin, Dong-wan
5
Taylor, James W.
5
Taylor, Robert
5
Varneskov, Rasmus Tangsgaard
5
Wang, Shouyang
5
Westerlund, Joakim
5
Bollerslev, Tim
4
Fosten, Jack
4
Kim, Jong-Min
4
Koop, Gary
4
Lee, Ji Hyung
4
Mancino, Maria Elvira
4
Otranto, Edoardo
4
Potiron, Yoann
4
Rodrigues, Paulo M. M.
4
Shi, Yanlin
4
Sucarrat, Genaro
4
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Journal of econometrics
148
International journal of forecasting
82
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
54
Economics letters
34
Journal of forecasting
25
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
24
Finance research letters
23
Econometric reviews
22
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20
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20
The econometrics journal
19
Journal of empirical finance
18
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17
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16
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12
The North American journal of economics and finance : a journal of financial economics studies
12
Applied economics letters
11
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11
Insurance / Mathematics & economics
11
Journal of banking & finance
10
European journal of operational research : EJOR
9
Journal of time series econometrics
9
Journal of mathematical finance
8
Journal of risk
8
Applied economics
7
Astin bulletin : the journal of the International Actuarial Association
7
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
7
Theoretical economics letters
7
Empirical economics : a quarterly journal of the Institute for Advanced Studies
6
International journal of production economics
6
Journal of financial econometrics : official journal of the Society for Financial Econometrics
6
The European journal of finance
6
Decisions in economics and finance : DEF ; a journal of applied mathematics
5
Energy economics
5
Finance and stochastics
5
International journal of economics and finance
5
International journal of financial engineering
5
Journal of international financial markets, institutions & money
5
Oxford bulletin of economics and statistics
5
Scandinavian actuarial journal
5
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ECONIS (ZBW)
982
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1
Reassessing growth vulnerability
Cho, Dooyeon
;
Rho, Seunghwa
- In:
Journal of applied econometrics
39
(
2024
)
1
,
pp. 225-234
Persistent link: https://www.econbiz.de/10014471730
Saved in:
2
Portfolio selection based on emd denoising with correlation coefficient test criterion
Su, Kuangxi
;
Yao, Yinhong
;
Zheng, Chengli
;
Xie, Wenzhao
- In:
Computational economics
63
(
2024
)
1
,
pp. 391-421
Persistent link: https://www.econbiz.de/10014472254
Saved in:
3
Kernel quantile estimators for nested simulation with application to portfolio value-at-risk measurement
Liu, Xiaoyu
;
Yan, Xing
;
Zhang, Kun
- In:
European journal of operational research : EJOR
312
(
2024
)
3
,
pp. 1168-1177
Persistent link: https://www.econbiz.de/10014456483
Saved in:
4
On the update frequency of univariate forecasting models
Spiliotis, Evangelos
;
Petropoulos, Fotios
- In:
European journal of operational research : EJOR
314
(
2024
)
1
,
pp. 111-121
Persistent link: https://www.econbiz.de/10014456834
Saved in:
5
Constructing copulas using corrected Hermite polynomial expansion for estimating cross foreign exchange volatility
Shiraya, Kenichiro
;
Yamakami, Tomohisa
- In:
European journal of operational research : EJOR
314
(
2024
)
3
,
pp. 1195-1214
Persistent link: https://www.econbiz.de/10014456946
Saved in:
6
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:
7
Covariance model with general linear structure and divergent parameters
Fan, Xinyan
;
Lan, Wei
;
Zou, Tao
;
Tsai, Chih-Ling
- In:
Journal of business & economic statistics : JBES ; a …
42
(
2024
)
1
,
pp. 36-48
Persistent link: https://www.econbiz.de/10014448670
Saved in:
8
Prediction using many samples with models possibly containing partially shared parameters
Zhang, Xinyu
;
Liu, Huihang
;
Wei, Yizheng
;
Ma, Yanyuan
- In:
Journal of business & economic statistics : JBES ; a …
42
(
2024
)
1
,
pp. 187-196
Persistent link: https://www.econbiz.de/10014449883
Saved in:
9
Forecasting in factor augmented regressions under structural change
Massacci, Daniele
;
Kapetanios, George
- In:
International journal of forecasting
40
(
2024
)
1
,
pp. 62-76
Persistent link: https://www.econbiz.de/10014450259
Saved in:
10
Outlier-robust methods for forecasting realized covariance matrices
Li, Dan
;
Drovandi, Christopher
;
Clements, Adam
- In:
International journal of forecasting
40
(
2024
)
1
,
pp. 392-408
Persistent link: https://www.econbiz.de/10014450278
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