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subject:"Volatility"
type_genre:"Article in journal"
~isPartOf:"Computational economics"
~isPartOf:"Journal of forecasting"
~subject:"Estimation"
~subject:"Share price"
~subject:"Statistical distribution"
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Search: subject_exact:"Estimation theory"
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Volatility
Estimation
Share price
Statistical distribution
Estimation theory
230
Schätztheorie
230
Time series analysis
85
Zeitreihenanalyse
85
Forecasting model
79
Prognoseverfahren
79
Theorie
47
Theory
47
Regression analysis
37
Regressionsanalyse
37
Schätzung
36
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25
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25
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17
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17
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16
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16
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16
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16
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14
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14
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14
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14
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14
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14
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13
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13
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13
Stochastic process
13
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13
Bootstrap approach
11
Bootstrap-Verfahren
11
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11
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11
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10
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10
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English
61
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Boubaker, Heni
3
Chan, Ngai Hang
2
Nonejad, Nima
2
Taylor, James W.
2
Abraham, Bovas
1
Afuecheta, Emmanuel
1
Ai, Chunrong
1
Akira Toda, Alexis
1
Aloy, Marcel
1
Alvarez, Susana
1
An, Yang
1
Angelini, Giovanni
1
Atici, Kazim Baris
1
Baixauli, J. Samuel
1
Balakrishna, N.
1
Bartolucci, Francesco
1
Beek, Misha van
1
Ben-Zion, Uri
1
Bermejo, Miguel Ángel
1
Blanco-Fernández, Ángela
1
Brou, Jean Marcelin Bosson
1
Brännäs, Kurt
1
Cagnone, Silvia
1
Ceffer, A.
1
Chan, Stephen
1
Chen, Bei
1
Chen, Yi-ting
1
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1
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1
Chia, Bryan
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Choudhry, Taufiq
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1
Doran, Howard E.
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1
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1
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1
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Computational economics
Journal of forecasting
Journal of econometrics
337
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
167
Economics letters
145
Econometric reviews
85
Economic modelling
63
Applied economics letters
61
Econometric theory
60
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
58
Insurance / Mathematics & economics
52
Applied economics
50
The econometrics journal
49
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
48
Journal of banking & finance
47
Journal of applied econometrics
44
Journal of the American Statistical Association : JASA
42
International journal of forecasting
41
Journal of empirical finance
40
Econometrics : open access journal
36
Quantitative economics : QE ; journal of the Econometric Society
33
European journal of operational research : EJOR
31
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
28
Empirical economics : a quarterly journal of the Institute for Advanced Studies
28
Finance research letters
28
Journal of financial econometrics
28
Journal of financial econometrics : official journal of the Society for Financial Econometrics
27
Journal of risk and financial management : JRFM
27
Statistics in transition : an international journal of the Polish Statistical Association
27
International journal of economics and financial issues : IJEFI
25
The review of economics and statistics
24
Quantitative finance
23
Energy economics
21
Journal of economic dynamics & control
20
Journal of risk
20
The North American journal of economics and finance : a journal of financial economics studies
19
Journal of mathematical finance
17
Applied financial economics
16
Risks : open access journal
16
International journal of theoretical and applied finance
15
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1
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:
2
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:
3
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:
4
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:
5
Optimal forecast error as an unbiased estimator of abnormal return : a proposition
Enginar, Onur
;
Atici, Kazim Baris
- In:
Journal of forecasting
41
(
2022
)
1
,
pp. 158-166
Persistent link: https://www.econbiz.de/10012796281
Saved in:
6
Inferring causal interactions in financial markets using conditional Granger causality based on quantile regression
Cheng, Hong
;
Wang, Yunqing
;
Wang, Yihong
;
Yang, Tinggan
- In:
Computational economics
59
(
2022
)
2
,
pp. 719-748
Persistent link: https://www.econbiz.de/10013169042
Saved in:
7
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:
8
Portfolio selection using multivariate semiparametric estimators and a copula PCA-based approach
Kouaissah, Noureddine
;
Ortobelli Lozza, Sergio
; …
- In:
Computational economics
60
(
2022
)
3
,
pp. 833-859
Persistent link: https://www.econbiz.de/10013380843
Saved in:
9
A statistical analysis of global economies using time varying copulas
Afuecheta, Emmanuel
;
Nadarajah, Saralees
;
Chan, Stephen
- In:
Computational economics
58
(
2021
)
4
,
pp. 1167-1194
Persistent link: https://www.econbiz.de/10012697904
Saved in:
10
Data-based automatic discretization of nonparametric distributions
Akira Toda, Alexis
- In:
Computational economics
57
(
2021
)
4
,
pp. 1217-1235
Persistent link: https://www.econbiz.de/10012543278
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