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subject:"Volatility"
type_genre:"Article in journal"
~isPartOf:"CREATES research paper"
~subject:"Regressionsanalyse"
~type_genre:"Conference paper"
~type_genre:"Konferenzbeitrag"
~type_genre:"Non-commercial literature"
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Search: subject_exact:"Estimation theory"
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Volatility
Regressionsanalyse
Estimation theory
137
Schätztheorie
137
Time series analysis
59
Zeitreihenanalyse
59
Nichtparametrisches Verfahren
19
Nonparametric statistics
19
Estimation
18
Schätzung
18
Theorie
18
Theory
18
Stochastic process
15
Stochastischer Prozess
15
Volatilität
15
Cointegration
14
Kointegration
14
ARCH model
12
ARCH-Modell
12
Statistical test
12
Statistischer Test
12
Bootstrap approach
11
Bootstrap-Verfahren
11
Induktive Statistik
10
Regression analysis
10
Statistical inference
10
USA
10
United States
10
Forecasting model
9
Prognoseverfahren
9
Maximum likelihood estimation
8
Maximum-Likelihood-Schätzung
8
VAR model
8
VAR-Modell
8
Autocorrelation
6
Autokorrelation
6
Modellierung
6
Nichtlineare Regression
6
Nonlinear regression
6
Scientific modelling
6
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25
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25
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Article in journal
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Konferenzbeitrag
Non-commercial literature
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25
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25
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25
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English
25
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Teräsvirta, Timo
5
Silvennoinen, Annastiina
3
Andersen, Torben
2
Kristensen, Dennis
2
Ventosa-Santaulària, Daniel
2
Amado, Cristina
1
Barndorff-Nielsen, Ole E.
1
Callot, Laurent
1
Caner, Mehmet
1
Casas, Isabel
1
Cattaneo, Matias D.
1
Cavaliere, Giuseppe
1
Creel, Michael D.
1
Demetrescum, Matei
1
Ergemen, Yunus Emre
1
Floor Brix, Anne
1
Gijbels, Irène
1
Gørgens, Tue
1
Hall, Anthony D.
1
Hanck, Christoph
1
Hillebrand, Eric
1
Holst Bache, Stefan
1
Hounyo, Ulrich
1
Jakobsen, Johan Stax
1
Jansson, Michael
1
Johansen, Søren
1
Kanaya, Shin
1
Kang, Jian
1
Kock, Anders Bredahl
1
Kruse, Robinson
1
Lunde, Asger
1
Medeiros, Marcelo C.
1
Newey, Whitney K.
1
Nielsen, Bent
1
Nielsen, Morten Ørregaard
1
Osterrieder, Daniela
1
Riquelme, Juan Andres
1
Rodríguez-Caballero, Carlos Vladimir
1
Rossi, Eduardo
1
Santucci de Magistris, Paolo
1
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CREATES research paper
Journal of econometrics
371
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
133
Economics letters
114
Econometric theory
107
CEMMAP working papers / Centre for Microdata Methods and Practice
98
Journal of the American Statistical Association : JASA
92
Econometric reviews
90
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
71
The econometrics journal
66
Discussion paper / Tinbergen Institute
56
Discussion papers of interdisciplinary research project 373
45
Discussion paper series / IZA
42
Cowles Foundation discussion paper
40
Economic modelling
38
Econometrics : open access journal
36
European journal of operational research : EJOR
34
International journal of forecasting
32
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
31
Working paper / Department of Econometrics and Business Statistics, Monash University
28
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
27
KBI
27
SFB 649 discussion paper
27
Journal of risk and financial management : JRFM
26
Computational economics
25
Journal of empirical finance
25
Working papers / TSE : WP
24
Journal of financial econometrics : official journal of the Society for Financial Econometrics
23
Journal of forecasting
23
Quantitative economics : QE ; journal of the Econometric Society
23
Applied economics letters
22
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
22
Insurance / Mathematics & economics
21
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
20
Working paper
20
Journal of applied econometrics
19
Finance research letters
18
CESifo working papers
17
Empirical economics : a quarterly journal of the Institute for Advanced Studies
17
Journal of banking & finance
17
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ECONIS (ZBW)
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1
A parsimonious test of constancy of a positive definite correlation matrix in a multivariate time-varying GARCH model
Kang, Jian
;
Jakobsen, Johan Stax
;
Silvennoinen, Annastiina
-
2022
Persistent link: https://www.econbiz.de/10012816369
Saved in:
2
Parametric estimation of long memory in factor models
Ergemen, Yunus Emre
-
2022
Persistent link: https://www.econbiz.de/10013367389
Saved in:
3
Four Australian banks and the multivariate time-varying smooth transition correlation GARCH model
Hall, Anthony D.
;
Silvennoinen, Annastiina
; …
-
2021
Persistent link: https://www.econbiz.de/10012815962
Saved in:
4
Threshold regression with endogeneity for short panels
Gørgens, Tue
;
Würtz, Allan H.
-
2018
Persistent link: https://www.econbiz.de/10011946251
Saved in:
5
Consistent inference for predictive regressions in persistent VAR economies
Andersen, Torben
;
Varneskov, Rasmus Tangsgaard
-
2018
Persistent link: https://www.econbiz.de/10011797682
Saved in:
6
Fixed-b inference in the presence of time-varying volatility
Demetrescum, Matei
;
Hanck, Christoph
;
Kruse, Robinson
-
2016
Persistent link: https://www.econbiz.de/10011409125
Saved in:
7
Testing constancy of unconditional variance in volatility models by misspecification and specification tests
Silvennoinen, Annastiina
;
Teräsvirta, Timo
-
2015
Persistent link: https://www.econbiz.de/10011373232
Saved in:
8
Validity of Edgeworth expansions for realized volatility estimators
Hounyo, Ulrich
;
Veliyev, Bezirgen
-
2015
Persistent link: https://www.econbiz.de/10010529455
Saved in:
9
Unbalanced regressions and the predictive equation
Osterrieder, Daniela
;
Ventosa-Santaulària, Daniel
; …
-
2015
Persistent link: https://www.econbiz.de/10011516995
Saved in:
10
Sharp threshold based on sup-norm error rates in high-dimensional models
Callot, Laurent
;
Caner, Mehmet
;
Kock, Anders Bredahl
; …
-
2015
Persistent link: https://www.econbiz.de/10011516996
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