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subject:"Volatility"
type_genre:"Article in journal"
~accessRights:"restricted"
~subject:"Forecasting model"
~type_genre:"Konferenzbeitrag"
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Search: subject_exact:"Estimation theory"
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Volatility
Forecasting model
Estimation theory
4,700
Schätztheorie
4,700
Estimation
1,144
Schätzung
1,123
Time series analysis
892
Zeitreihenanalyse
892
Regression analysis
869
Regressionsanalyse
867
Nichtparametrisches Verfahren
692
Nonparametric statistics
692
Prognoseverfahren
491
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398
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392
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392
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358
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358
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334
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334
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294
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292
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287
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287
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256
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256
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248
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246
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244
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244
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233
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232
Method of moments
227
Momentenmethode
226
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214
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212
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205
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205
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205
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202
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799
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25
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Todorov, Viktor
10
Kumar, Dilip
9
Li, Jia
9
Andersen, Torben
6
Cai, Zongwu
6
Kim, Donggyu
6
Li, Yingying
6
Mykland, Per A.
6
Sbrana, Giacomo
6
Tauchen, George Eugene
6
Demetrescu, Matei
5
Francq, Christian
5
Koopman, Siem Jan
5
Liu, Zhi
5
Maheswaran, S.
5
Shang, Han Lin
5
Taylor, James W.
5
Taylor, Robert
5
Wang, Shouyang
5
Zhang, Xinyu
5
Bauwens, Luc
4
Bollerslev, Tim
4
Fosten, Jack
4
Koop, Gary
4
Lee, Ji Hyung
4
Mancino, Maria Elvira
4
Rodrigues, Paulo M. M.
4
Shi, Yanlin
4
Sucarrat, Genaro
4
Teräsvirta, Timo
4
Tu, Yundong
4
Varneskov, Rasmus Tangsgaard
4
Wang, Yazhen
4
Wu, Xinyu
4
Zhang, Lan
4
Ardia, David
3
Buccheri, Giuseppe
3
Clements, Adam
3
Georgiev, Iliyan
3
Hounyo, Ulrich
3
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Journal of econometrics
114
International journal of forecasting
82
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
37
Journal of forecasting
24
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
22
Economics letters
21
Finance research letters
20
Econometric reviews
17
Quantitative finance
17
Journal of empirical finance
15
Journal of financial econometrics
15
Econometric theory
13
The econometrics journal
12
Computational economics
11
Economic modelling
11
Insurance / Mathematics & economics
11
The North American journal of economics and finance : a journal of financial economics studies
11
Journal of quantitative economics
10
European journal of operational research : EJOR
9
Journal of time series econometrics
8
Journal of banking & finance
7
Journal of mathematical finance
7
Journal of risk
7
Astin bulletin : the journal of the International Actuarial Association
6
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
6
Empirical economics : a quarterly journal of the Institute for Advanced Studies
6
International journal of production economics
6
Decisions in economics and finance : DEF ; a journal of applied mathematics
5
Energy economics
5
Finance and stochastics
5
Journal of financial econometrics : official journal of the Society for Financial Econometrics
5
Scandinavian actuarial journal
5
The journal of risk model validation
5
Theoretical economics letters
5
Applied economics
4
Applied economics letters
4
INFORMS journal on computing : JOC ; charting new directions in operations research and computer science ; a journal of the Institute for Operations Research and the Management Sciences
4
International journal of financial engineering
4
Journal of international financial markets, institutions & money
4
Oxford bulletin of economics and statistics
4
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ECONIS (ZBW)
801
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801
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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
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:
3
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:
4
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:
5
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:
6
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:
7
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:
8
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
Saved in:
9
Forecasting the equity premium using weighted regressions : Does the jump variation help?
Zhang, Zhikai
;
Zhang, Yaojie
;
Wang, Yudong
- In:
Empirical economics : a quarterly journal of the …
66
(
2024
)
5
,
pp. 2049-2082
Persistent link: https://www.econbiz.de/10014520108
Saved in:
10
The impact of deviations from soybean product crushing estimates on return and risk
Abdoh, Hussein
;
Chitavi, Michael
- In:
Agricultural economics : the journal of the …
55
(
2024
)
2
,
pp. 181-199
Persistent link: https://www.econbiz.de/10014517518
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