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subject:"Volatility"
type_genre:"Article in journal"
~isPartOf:"Central European journal of economic modelling and econometrics"
~subject:"Zeitreihenanalyse"
~type_genre:"Conference paper"
~type_genre:"Konferenzschrift"
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Search: subject_exact:"Estimation theory"
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Volatility
Zeitreihenanalyse
Estimation theory
15
Schätztheorie
15
Time series analysis
9
Bayes-Statistik
5
Bayesian inference
5
Estimation
5
Schätzung
5
Cointegration
4
Kointegration
4
ARCH model
3
ARCH-Modell
3
Börsenkurs
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Share price
3
Volatilität
3
Bayesian analysis
2
Panel
2
Panel study
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VAR model
2
VAR-Modell
2
cointegration
2
ACD model
1
ARMA model
1
ARMA-Modell
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Abschreibung
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Aktienmarkt
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Autocorrelation
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Autokorrelation
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Box-Tiao approach
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Business cycle
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Capital stock
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Correlation
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DSGE-VAR
1
Dauer
1
Depreciation
1
Duration
1
Duration analysis
1
Dynamic equilibrium
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Dynamisches Gleichgewicht
1
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Article in journal
Conference paper
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Aufsatz in Zeitschrift
10
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English
10
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Huptas, Roman
2
Adekanmbi, Damilola B.
1
Ayinde, Kayode
1
Ayinde, Opeyemi E.
1
Badaoui, Mohammed
1
Bello, Aliyu A.
1
Cavicchioli, Maddalena
1
Fatmi, Nadia Idrissi
1
Gobbi, Fabio
1
Kłębowski, Piotr
1
Mangat, Manveer Kaur
1
Mulinacci, Sabrina
1
Reschenhofer, Erhard
1
Settar, Abdeljalil
1
Wróbel-Rotter, Renata
1
Wróblewska, Justyna
1
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Central European journal of economic modelling and econometrics
Journal of econometrics
364
Econometric theory
167
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
161
Economics letters
151
Econometric reviews
97
International journal of forecasting
70
Journal of forecasting
61
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
56
Applied economics letters
54
Econometrics : open access journal
51
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
44
Economic modelling
44
The econometrics journal
43
Journal of time series econometrics
40
Journal of empirical finance
38
Applied economics
37
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
37
Journal of the American Statistical Association : JASA
37
Computational economics
35
Journal of applied econometrics
33
Journal of financial econometrics : official journal of the Society for Financial Econometrics
30
Finance research letters
23
Oxford bulletin of economics and statistics
23
Journal of banking & finance
21
Journal of risk and financial management : JRFM
21
Journal of financial econometrics
18
Quantitative finance
18
International journal of economics and financial issues : IJEFI
16
The North American journal of economics and finance : a journal of financial economics studies
16
Journal of macroeconomics
15
The review of economics and statistics
15
International journal of theoretical and applied finance
14
Journal of economic dynamics & control
14
Quantitative economics : QE ; journal of the Econometric Society
14
The review of economic studies
13
Journal of quantitative economics
12
Empirical economics : a quarterly journal of the Institute for Advanced Studies
11
Energy economics
11
European journal of operational research : EJOR
10
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1
State-dependent autoregressive models with p lags : properties, estimation and forecasting
Gobbi, Fabio
;
Mulinacci, Sabrina
- In:
Central European journal of economic modelling and …
14
(
2022
)
1
,
pp. 81-108
Persistent link: https://www.econbiz.de/10012878801
Saved in:
2
GVAR: a case of spurious cross-sectional cointegration
Kłębowski, Piotr
- In:
Central European journal of economic modelling and …
13
(
2021
)
2
,
pp. 175-187
Persistent link: https://www.econbiz.de/10012619985
Saved in:
3
New approach in dealing with the non-negativity of the conditional variance in the estimation of GARCH model
Settar, Abdeljalil
;
Fatmi, Nadia Idrissi
;
Badaoui, Mohammed
- In:
Central European journal of economic modelling and …
13
(
2021
)
1
,
pp. 55-74
Persistent link: https://www.econbiz.de/10012439109
Saved in:
4
Testing for long-range dependence in financial time series
Mangat, Manveer Kaur
;
Reschenhofer, Erhard
- In:
Central European journal of economic modelling and …
11
(
2019
)
2
,
pp. 93-106
Persistent link: https://www.econbiz.de/10012294575
Saved in:
5
The UHF-GARCH-type model in the analysis of intraday volatility and price durations : the Bayesian approach
Huptas, Roman
- In:
Central European journal of economic modelling and …
8
(
2016
)
1
,
pp. 1-20
Persistent link: https://www.econbiz.de/10011634876
Saved in:
6
Impulse response functions in the dynamic stochastic general equilibrium vector autoregression model
Wróbel-Rotter, Renata
- In:
Central European journal of economic modelling and …
8
(
2016
)
2
,
pp. 93-114
Persistent link: https://www.econbiz.de/10011634888
Saved in:
7
Common trends and common cycles : Bayesian approach
Wróblewska, Justyna
- In:
Central European journal of economic modelling and …
7
(
2015
)
2
,
pp. 91-110
Persistent link: https://www.econbiz.de/10011429745
Saved in:
8
Modeling Nigerian government revenues and total expenditure : combined estimators' analysis and error correction model approach
Ayinde, Kayode
;
Bello, Aliyu A.
;
Ayinde, Opeyemi E.
; …
- In:
Central European journal of economic modelling and …
7
(
2015
)
1
,
pp. 1-14
Persistent link: https://www.econbiz.de/10011305747
Saved in:
9
Autocovariance and linear transformations of Markov switching VARMA processes
Cavicchioli, Maddalena
- In:
Central European journal of economic modelling and …
6
(
2014
)
4
,
pp. 275-289
Persistent link: https://www.econbiz.de/10010503008
Saved in:
10
Bayesian estimation and prediction for ACD models in the analysis of trade durations from the Polish stock market
Huptas, Roman
- In:
Central European journal of economic modelling and …
6
(
2014
)
4
,
pp. 237-273
Persistent link: https://www.econbiz.de/10010503009
Saved in:
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