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subject:"Volatility"
type_genre:"Article in journal"
~isPartOf:"Asia-Pacific financial markets"
~isPartOf:"Journal of forecasting"
~isPartOf:"Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet"
~subject:"Estimation"
~subject:"Monte Carlo simulation"
~subject:"Regressionsanalyse"
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Search: subject_exact:"Estimation theory"
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Volatility
Estimation
Monte Carlo simulation
Regressionsanalyse
Estimation theory
241
Schätztheorie
241
Time series analysis
106
Zeitreihenanalyse
106
Forecasting model
79
Prognoseverfahren
79
Schätzung
53
Theorie
50
Theory
50
Volatilität
32
Regression analysis
31
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29
ARCH-Modell
29
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Stochastischer Prozess
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Kointegration
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Markov chain
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Statistical test
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Article in journal
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99
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English
99
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Chan, Ngai Hang
2
Enders, Walter
2
Kouassi, Eugène
2
Li, Jing
2
Shang, Han Lin
2
Song, Yuping
2
Taylor, James W.
2
Abbara, Omar
1
Abraham, Bovas
1
Abramov, Vyacheslav M.
1
Ai, Chunrong
1
An, Yang
1
Anatolyev, Stanislav
1
Atems, Bebonchu
1
Babbs, Simon H.
1
Balakrishna, N.
1
Banerjee, Anurag Narayan
1
Baruník, Jozef
1
Ben-Zion, Uri
1
Bergtold, Jason
1
Bermejo, Miguel Ángel
1
Biscay, R. J.
1
Blanco-Fernández, Ángela
1
Blazsek, Szabolcs
1
Bosson Brou, J. M.
1
Brou, Jean Marcelin Bosson
1
Brännäs, Kurt
1
Bu, Ruijun
1
Byoung Hark Yoo
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Candelon, Bertrand
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Chan, Jennifer So Kuen
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Chan, Joshua
1
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Chen, Bei
1
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1
Chen, Mei-ching
1
Chen, Zhao-Guo
1
Cheng, Jie
1
Chevallier, Julien
1
Choi, Jeong Hoon
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Asia-Pacific financial markets
Journal of forecasting
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
Journal of econometrics
518
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
226
Economics letters
214
Econometric reviews
139
Econometric theory
128
Journal of the American Statistical Association : JASA
118
The econometrics journal
85
Applied economics letters
81
Economic modelling
80
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
69
Applied economics
60
Econometrics : open access journal
56
Quantitative economics : QE ; journal of the Econometric Society
55
Computational economics
54
European journal of operational research : EJOR
54
Journal of applied econometrics
50
International journal of forecasting
48
Insurance / Mathematics & economics
42
Journal of banking & finance
39
Empirical economics : a quarterly journal of the Institute for Advanced Studies
37
Journal of empirical finance
36
Journal of risk and financial management : JRFM
35
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
34
Journal of financial econometrics : official journal of the Society for Financial Econometrics
32
Finance research letters
28
International journal of economics and financial issues : IJEFI
26
Journal of financial econometrics
26
The review of economics and statistics
26
Risks : open access journal
25
The empirical economics letters : a monthly international journal of economics
25
Journal of economic dynamics & control
24
Journal of quantitative economics
24
Quantitative finance
24
Journal of econometric methods
23
Energy economics
22
The North American journal of economics and finance : a journal of financial economics studies
22
Oxford bulletin of economics and statistics
21
Statistics in transition : an international journal of the Polish Statistical Association
20
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1
Mixed-frequency predictive regressions with parameter learning
Leippold, Markus
;
Yang, Hanlin
- In:
Journal of forecasting
42
(
2023
)
8
,
pp. 1955-1972
Persistent link: https://www.econbiz.de/10014432824
Saved in:
2
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:
3
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:
4
Approximate Bayesian inference for agent-based models in economics : a case study
Lux, Thomas
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
27
(
2023
)
4
,
pp. 423-447
Persistent link: https://www.econbiz.de/10014372903
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
Regularized Poisson regressions predict regional innovation output
Xiang, Li
;
Hu, Xuemei
;
Junwen, Yang
- In:
Journal of forecasting
42
(
2023
)
8
,
pp. 2197-2216
Persistent link: https://www.econbiz.de/10014432870
Saved in:
7
Large covariance estimation using a factor model with common and group-specific factors
Shi, Yafeng
;
Ai, Chunrong
;
Shi, Yanlong
;
Ying, Tingting
; …
- In:
Journal of forecasting
42
(
2023
)
8
,
pp. 2217-2248
Persistent link: https://www.econbiz.de/10014432877
Saved in:
8
Estimation and forecasting of long memory stochastic volatility models
Abbara, Omar
;
Zevallos, Mauricio
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
27
(
2023
)
1
,
pp. 1-24
Persistent link: https://www.econbiz.de/10014288818
Saved in:
9
Unrestricted, restricted, and regularized models for forecasting multivariate volatility
Anatolyev, Stanislav
;
Staněk, Filip
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
27
(
2023
)
2
,
pp. 199-218
Persistent link: https://www.econbiz.de/10014288890
Saved in:
10
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
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