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subject:"Volatility"
type_genre:"Article in journal"
~isPartOf:"Computational economics"
~subject:"Statistische Verteilung"
~subject:"Stochastic process"
~subject:"Zeitreihenanalyse"
~type_genre:"Einführung"
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Search: subject_exact:"Estimation theory"
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Volatility
Statistische Verteilung
Stochastic process
Zeitreihenanalyse
Estimation theory
107
Schätztheorie
107
Time series analysis
31
Monte Carlo simulation
21
Monte-Carlo-Simulation
21
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20
Regressionsanalyse
20
Estimation
19
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Boubaker, Heni
3
Omay, Tolga
3
Kvamsdal, Sturla Furunes
2
Akira Toda, Alexis
1
Aloy, Marcel
1
Alvarez, Susana
1
Andreasen, Martin Møller
1
Aydin, Dursun
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Baixauli, J. Samuel
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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
Dallakyan, Aramayis
1
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1
Dempsey, Michael
1
Dias, Fabio S.
1
Emirmahmutoglu, Furkan
1
Fernández del Hoyo, Juan J.
1
Gupta, Rangan
1
Herbst, Edward P.
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Leemis, Lawrence M.
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1
Llorente, G.
1
Lont, Johannes
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Computational economics
Journal of econometrics
422
Econometric theory
193
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
185
Economics letters
177
Econometric reviews
116
International journal of forecasting
77
Journal of forecasting
67
Applied economics letters
59
Econometrics : open access journal
59
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
58
The econometrics journal
57
Insurance / Mathematics & economics
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Journal of the American Statistical Association : JASA
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Economic modelling
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Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
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Applied economics
45
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
43
Journal of empirical finance
43
Journal of time series econometrics
40
Journal of applied econometrics
36
Journal of financial econometrics : official journal of the Society for Financial Econometrics
35
European journal of operational research : EJOR
28
Finance research letters
28
Journal of risk and financial management : JRFM
28
Statistics in transition : an international journal of the Polish Statistical Association
28
Oxford bulletin of economics and statistics
27
Journal of banking & finance
26
Journal of financial econometrics
25
Quantitative economics : QE ; journal of the Econometric Society
21
Quantitative finance
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Statistical papers
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International journal of theoretical and applied finance
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Journal of mathematical finance
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The North American journal of economics and finance : a journal of financial economics studies
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Journal of economic dynamics & control
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Risks : open access journal
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The review of economics and statistics
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Empirical economics : a quarterly journal of the Institute for Advanced Studies
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International journal of economics and financial issues : IJEFI
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1
An alternative bootstrap for proxy vector autoregressions
Bruns, Martin
;
Lütkepohl, Helmut
- In:
Computational economics
62
(
2023
)
4
,
pp. 1857-1882
Persistent link: https://www.econbiz.de/10014442568
Saved in:
2
L1 common trend filtering
Yamada, Hiroshi
;
Bao, Ruoyi
- In:
Computational economics
59
(
2022
)
3
,
pp. 1005-1025
Persistent link: https://www.econbiz.de/10013169212
Saved in:
3
Controlling heterogeneous structure of smooth breaks in panel unit root and cointegration testing
Omay, Tolga
;
Iren, Perihan
- In:
Computational economics
61
(
2023
)
1
,
pp. 233-265
Persistent link: https://www.econbiz.de/10014228424
Saved in:
4
Multivariate cointegration and temporal aggregation : some further simulation results
Otero, Jesús G.
;
Panagiōtidēs, Theodōros
; …
- In:
Computational economics
59
(
2022
)
1
,
pp. 59-70
Persistent link: https://www.econbiz.de/10013168902
Saved in:
5
Using double frequency in fourier Dickey-Fuller unit root test
Cai, Yifei
;
Omay, Tolga
- In:
Computational economics
59
(
2022
)
2
,
pp. 445-470
Persistent link: https://www.econbiz.de/10013169016
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
A computational analysis of the tradeoff in the estimation of different state space specifications of continuous time affine term structure models
Juneja, Januj Amar
- In:
Computational economics
60
(
2022
)
1
,
pp. 173-220
Persistent link: https://www.econbiz.de/10013262506
Saved in:
8
Nonparanormal structural VAR for non-Gaussian data
Dallakyan, Aramayis
- In:
Computational economics
57
(
2021
)
4
,
pp. 1093-1113
Persistent link: https://www.econbiz.de/10012543263
Saved in:
9
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
Saved in:
10
Option pricing model biases : Bayesian and Markov Chain Monte Carlo regression analysis
Mozumder, Sharif
;
Choudhry, Taufiq
;
Dempsey, Michael
- In:
Computational economics
57
(
2021
)
4
,
pp. 1287-1305
Persistent link: https://www.econbiz.de/10012543312
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