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subject:"Volatility"
type_genre:"Article in journal"
~isPartOf:"American journal of agricultural economics"
~isPartOf:"Journal of forecasting"
~isPartOf:"The review of economics and statistics"
~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
348
Schätztheorie
348
Theorie
218
Theory
218
Forecasting model
75
Prognoseverfahren
75
Zeitreihenanalyse
73
United States
70
Estimation
50
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50
Regression analysis
23
Regressionsanalyse
23
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15
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12
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142
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Article in journal
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142
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142
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Ravishanker, Nalini
3
Wohlgenant, Michael K.
3
Brester, Gary Wayne
2
Chalfant, James Allen
2
Chan, Wai-Sum
2
Cheung, Siu-hung
2
Green, Richard D.
2
Heckman, James J.
2
Maddala, Gangadharrao S.
2
Palma, Wilfredo
2
Pope, Rulon D.
2
Shang, Han Lin
2
Startz, Richard
2
Taylor, James W.
2
Tsay, Ruey S.
2
Abadie, Alberto
1
Abraham, Bovas
1
Aczel, Amir D.
1
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1
Aliber, Michael
1
Alpuim, M. Teresa
1
Alston, Julian Mark
1
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1
Antonovitz, Frances
1
Ashenfelter, Orley
1
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1
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1
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1
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Barnichon, Regis
1
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1
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1
Blanco-Fernández, Ángela
1
Bloom, Howard S.
1
Bollerslev, Tim
1
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1
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American journal of agricultural economics
Journal of forecasting
The review of economics and statistics
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
Econometrics : open access journal
51
Applied economics
46
The econometrics journal
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
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ECONIS (ZBW)
142
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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
Credible school value-added with undersubscribed school lotteries
Angrist, Joshua D.
;
Hull, Peter
;
Pathak, Parag A.
; …
- In:
The review of economics and statistics
106
(
2024
)
1
,
pp. 1-19
Persistent link: https://www.econbiz.de/10014517349
Saved in:
3
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:
4
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:
5
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:
6
Sensitivity to calibrated parameters
Jørgensen, Thomas H.
- In:
The review of economics and statistics
105
(
2023
)
2
,
pp. 474-481
Persistent link: https://www.econbiz.de/10014296306
Saved in:
7
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:
8
Forecasting Bitcoin volatility : a new insight from the threshold regression model
Zhang, Yaojie
;
He, Mengxi
;
Wen, Danyan
;
Wang, Yudong
- In:
Journal of forecasting
41
(
2022
)
3
,
pp. 633-652
Persistent link: https://www.econbiz.de/10013166172
Saved in:
9
Limited memory predictors based on polynomial approximation of periodic exponentials
Dokuchaev, Nikolai
- In:
Journal of forecasting
41
(
2022
)
5
,
pp. 1037-1045
Persistent link: https://www.econbiz.de/10013287898
Saved in:
10
Impulse response estimation by smooth local projections
Barnichon, Regis
;
Brownlees, Christian
- In:
The review of economics and statistics
101
(
2019
)
3
,
pp. 522-530
Persistent link: https://www.econbiz.de/10012039436
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