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subject:"Volatility"
type_genre:"Article in journal"
~isPartOf:"Computational economics"
~isPartOf:"International journal of forecasting"
~subject:"Estimation"
~subject:"Maximum likelihood estimation"
~subject:"Statistical distribution"
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Search: subject_exact:"Estimation theory"
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Volatility
Estimation
Maximum likelihood estimation
Statistical distribution
Estimation theory
261
Schätztheorie
261
Forecasting model
124
Prognoseverfahren
124
Time series analysis
95
Zeitreihenanalyse
95
Regression analysis
41
Schätzung
40
Regressionsanalyse
39
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26
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26
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82
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Boubaker, Heni
3
Clements, Adam
2
Kapetanios, George
2
Lucas, André
2
Taylor, James W.
2
Tsionas, Efthymios G.
2
Afuecheta, Emmanuel
1
Akira Toda, Alexis
1
Allaj, Erindi
1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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Computational economics
International journal of forecasting
Journal of econometrics
390
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
180
Economics letters
160
Econometric reviews
103
Economic modelling
69
Econometric theory
67
Applied economics letters
63
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
56
The econometrics journal
56
Insurance / Mathematics & economics
55
Journal of the American Statistical Association : JASA
54
Applied economics
51
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
49
Journal of applied econometrics
45
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44
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41
European journal of operational research : EJOR
38
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Journal of empirical finance
37
Empirical economics : a quarterly journal of the Institute for Advanced Studies
31
Journal of forecasting
31
Journal of financial econometrics
29
Journal of financial econometrics : official journal of the Society for Financial Econometrics
29
Statistics in transition : an international journal of the Polish Statistical Association
29
Finance research letters
28
Journal of risk and financial management : JRFM
28
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
27
Quantitative finance
26
International journal of economics and financial issues : IJEFI
23
The review of economics and statistics
23
Journal of economic dynamics & control
22
Energy economics
21
Journal of risk
21
The North American journal of economics and finance : a journal of financial economics studies
20
Oxford bulletin of economics and statistics
17
Risks : open access journal
17
Journal of mathematical finance
16
International journal of theoretical and applied finance
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1
Forecasting in factor augmented regressions under structural change
Massacci, Daniele
;
Kapetanios, George
- In:
International journal of forecasting
40
(
2024
)
1
,
pp. 62-76
Persistent link: https://www.econbiz.de/10014450259
Saved in:
2
Outlier-robust methods for forecasting realized covariance matrices
Li, Dan
;
Drovandi, Christopher
;
Clements, Adam
- In:
International journal of forecasting
40
(
2024
)
1
,
pp. 392-408
Persistent link: https://www.econbiz.de/10014450278
Saved in:
3
Likelihood-based inference in temporal hierarchies
Møller, Jan Kloppenborg
;
Nystrup, Peter
;
Madsen, Henrik
- In:
International journal of forecasting
40
(
2024
)
2
,
pp. 515-531
Persistent link: https://www.econbiz.de/10014547174
Saved in:
4
Counterfactual reconciliation : incorporating aggregation constraints for more accurate causal effect estimates
Cengiz, Doruk
;
Tekgüç, Hasan
- In:
International journal of forecasting
40
(
2024
)
2
,
pp. 564-580
Persistent link: https://www.econbiz.de/10014547183
Saved in:
5
Estimating the unrestricted and restricted Liu estimators for the Poisson regression model : method and application
Månsson, Kristofer
;
Kibria, B. M. Golam
- In:
Computational economics
58
(
2021
)
2
,
pp. 311-326
Persistent link: https://www.econbiz.de/10012615004
Saved in:
6
Forecasting using variational Bayesian inference in large vector autoregressions with hierarchical shrinkage
Gefang, Deborah
;
Koop, Gary
;
Poon, Aubrey
- In:
International journal of forecasting
39
(
2023
)
1
,
pp. 346-363
Persistent link: https://www.econbiz.de/10014462786
Saved in:
7
Non-Gaussian models for CoVaR estimation
Bianchi, Michele Leonardo
;
De Luca, Giovanni
; …
- In:
International journal of forecasting
39
(
2023
)
1
,
pp. 391-404
Persistent link: https://www.econbiz.de/10014462788
Saved in:
8
DCC- and DECO-HEAVY : multivariate GARCH models based on realized variances and correlations
Bauwens, Luc
;
Xu, Yongdeng
- In:
International journal of forecasting
39
(
2023
)
2
,
pp. 938-955
Persistent link: https://www.econbiz.de/10014465168
Saved in:
9
Penalized estimation of panel vector autoregressive models : a panel LASSO approach
Camehl, Annika
- In:
International journal of forecasting
39
(
2023
)
3
,
pp. 1185-1204
Persistent link: https://www.econbiz.de/10014465265
Saved in:
10
Distributional regression and its evaluation with the CRPS : bounds and convergence of the minimax risk
Pic, Romain
;
Dombry, Clément
;
Naveau, Philippe
; …
- In:
International journal of forecasting
39
(
2023
)
4
,
pp. 1564-1572
Persistent link: https://www.econbiz.de/10014465329
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