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subject:"Volatility"
type_genre:"Article in journal"
~isPartOf:"American journal of agricultural economics"
~isPartOf:"Journal of forecasting"
~isPartOf:"The econometrics journal"
~subject:"Time series analysis"
~subject:"USA"
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Search: subject_exact:"Estimation theory"
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Volatility
Time series analysis
USA
Estimation theory
470
Schätztheorie
470
Theorie
126
Theory
126
Zeitreihenanalyse
96
Forecasting model
85
Prognoseverfahren
85
Regression analysis
74
Regressionsanalyse
74
Nichtparametrisches Verfahren
63
Nonparametric statistics
63
Estimation
57
Schätzung
57
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42
Panel study
42
Statistical test
40
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40
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31
ARCH model
26
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26
Volatilität
22
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21
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21
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20
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20
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19
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19
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19
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19
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18
Bootstrap-Verfahren
18
Autocorrelation
17
Autokorrelation
16
Bayes-Statistik
16
Bayesian inference
16
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16
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16
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Article
135
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Article in journal
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135
Collection of articles of several authors
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Conference paper
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135
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Ravishanker, Nalini
3
Chalfant, James Allen
2
Chan, Wai-Sum
2
Cheung, Siu-hung
2
Green, Richard D.
2
McElroy, Tucker
2
Palma, Wilfredo
2
Perron, Pierre
2
Pope, Rulon D.
2
Shang, Han Lin
2
Taylor, James W.
2
Tsay, Ruey S.
2
Velasco, Carlos
2
Wohlgenant, Michael K.
2
Abadir, Karim Maher
1
Abraham, Bovas
1
Aczel, Amir D.
1
Alpuim, M. Teresa
1
Alston, Julian Mark
1
Antonovitz, Frances
1
Baillie, Richard
1
Balakrishna, N.
1
Banerjee, Anurag Narayan
1
Barbosa, Emanuel
1
Ben-Zion, Uri
1
Beveridge, Steve
1
Blanco-Fernández, Ángela
1
Breidt, F. Jay
1
Brester, Gary Wayne
1
Brännäs, Kurt
1
Chambers, Marcus J.
1
Chambers, Robert G.
1
Chan, Ngai Hang
1
Chen, Bei
1
Chen, Jia
1
Chen, Xi
1
Choi, Jeong Hoon
1
Chow, Wai Kit
1
Clark, Todd E.
1
Coudin, Elise
1
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American journal of agricultural economics
Journal of forecasting
The econometrics journal
Journal of econometrics
390
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
227
Econometric theory
171
Economics letters
166
Econometric reviews
100
International journal of forecasting
75
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
59
Applied economics letters
56
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
55
Journal of applied econometrics
53
The review of economics and statistics
53
Econometrics : open access journal
51
Applied economics
46
Economic modelling
44
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
43
Journal of the American Statistical Association : JASA
41
Journal of empirical finance
40
Journal of time series econometrics
40
Computational economics
36
Journal of financial econometrics : official journal of the Society for Financial Econometrics
32
Oxford bulletin of economics and statistics
29
Journal of banking & finance
26
Finance research letters
24
Journal of risk and financial management : JRFM
21
The review of economic studies
21
Journal of macroeconomics
20
The journal of futures markets
20
Journal of financial econometrics
18
Quantitative finance
18
Journal of economic dynamics & control
17
International economic review
16
International journal of economics and financial issues : IJEFI
16
Journal of financial and quantitative analysis : JFQA
16
The North American journal of economics and finance : a journal of financial economics studies
16
The journal of finance : the journal of the American Finance Association
16
International journal of theoretical and applied finance
15
Quantitative economics : QE ; journal of the Econometric Society
15
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ECONIS (ZBW)
135
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1
Forecasting intraday financial time series with sieve bootstrapping and dynamic updating
Shang, Han Lin
;
Ji, Kaiying
- In:
Journal of forecasting
42
(
2023
)
8
,
pp. 1973-1988
Persistent link: https://www.econbiz.de/10014432826
Saved in:
2
Explicit minimal representation of variance matrices, and its implication for dynamic volatility models
Abadir, Karim Maher
- In:
The econometrics journal
26
(
2023
)
1
,
pp. 88-104
Persistent link: https://www.econbiz.de/10013543279
Saved in:
3
R-estimators in GARCH models : asymptotics and applications
Liu, Hang
;
Mukherjee, Kanchan
- In:
The econometrics journal
25
(
2022
)
1
,
pp. 98-113
Persistent link: https://www.econbiz.de/10012878893
Saved in:
4
The vector error correction index model : representation, estimation and identification
Cubadda, Gianluca
;
Mazzali, Marco
- In:
The econometrics journal
27
(
2024
)
1
,
pp. 126-150
Persistent link: https://www.econbiz.de/10014528100
Saved in:
5
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:
6
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:
7
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:
8
Bubble testing under polynomial trends
Wang, Xiaohu
;
Yu, Jun
- In:
The econometrics journal
26
(
2023
)
1
,
pp. 25-44
Persistent link: https://www.econbiz.de/10013543273
Saved in:
9
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:
10
Single step estimation of ARMA roots for nonfundamental nonstationary fractional models
Lobato, Ignacio N.
;
Velasco, Carlos
- In:
The econometrics journal
25
(
2022
)
2
,
pp. 455-476
Persistent link: https://www.econbiz.de/10013253844
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