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subject:"Volatility"
type_genre:"Article in journal"
~isPartOf:"Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics"
~isPartOf:"Economic modelling"
~isPartOf:"European journal of operational research : EJOR"
~isPartOf:"Journal of time series econometrics"
~subject:"Time series analysis"
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Search: subject_exact:"Estimation theory"
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Volatility
Time series analysis
Estimation theory
687
Schätztheorie
687
Theorie
254
Theory
254
Zeitreihenanalyse
117
Estimation
94
Schätzung
93
Nichtparametrisches Verfahren
76
Nonparametric statistics
76
Regression analysis
68
Regressionsanalyse
68
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46
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46
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41
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41
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38
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34
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34
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33
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33
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Stochastic process
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Article
138
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Article in journal
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138
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English
138
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Kumar, Dilip
4
Nelson, Daniel B.
4
Phillips, Peter C. B.
4
Abadir, Karim Maher
3
Maheswaran, S.
3
Tauchen, George Eugene
3
White, Halbert
3
Andrews, Donald W. K.
2
Arvanitis, Stelios
2
Asai, Manabu
2
Cubadda, Gianluca
2
Demetrescu, Matei
2
Foster, Dean P.
2
Hadri, Kaddour
2
Kurozumi, Eiji
2
Li, Jia
2
Peiris, Shelton
2
Politis, Dimitris N.
2
Raïssi, Hamdi
2
Sims, Christopher A.
2
Skrobotov, Anton
2
Stock, James H.
2
Triacca, Umberto
2
Tzavalis, Elias
2
Uhlig, Harald
2
Watson, Mark W.
2
Xu, Weijun
2
Aleksandrov, Boris
1
Alexander, Carol
1
Allen, David E.
1
Alvarez, Javier
1
Amini, Shahram
1
Arellano, Manuel
1
Badescu, Alexandru
1
Bai, Jushan
1
Bardet, Jean-Marc
1
Battisti, Michele
1
Bertelli, Stefano
1
Bierens, Herman J.
1
Born, Benjamin
1
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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
Economic modelling
European journal of operational research : EJOR
Journal of time series 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
55
Applied economics letters
54
Econometrics : open access journal
51
The econometrics journal
43
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
Central European journal of economic modelling and econometrics
10
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ECONIS (ZBW)
138
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1
Realized BEKK-CAW models
Asai, Manabu
;
So, Mike Ka-pui
- In:
Journal of time series econometrics
15
(
2023
)
1
,
pp. 49-77
Persistent link: https://www.econbiz.de/10014288366
Saved in:
2
Small sample adjustment for hypotheses testing on cointegrating vectors
Canepa, Alessandra
- In:
Journal of time series econometrics
14
(
2022
)
1
,
pp. 51-85
Persistent link: https://www.econbiz.de/10013260145
Saved in:
3
On the update frequency of univariate forecasting models
Spiliotis, Evangelos
;
Petropoulos, Fotios
- In:
European journal of operational research : EJOR
314
(
2024
)
1
,
pp. 111-121
Persistent link: https://www.econbiz.de/10014456834
Saved in:
4
Constructing copulas using corrected Hermite polynomial expansion for estimating cross foreign exchange volatility
Shiraya, Kenichiro
;
Yamakami, Tomohisa
- In:
European journal of operational research : EJOR
314
(
2024
)
3
,
pp. 1195-1214
Persistent link: https://www.econbiz.de/10014456946
Saved in:
5
Flexible inflation targeting and stock market volatility : evidence from emerging market economies
Dridi, Ichrak
;
Boughrara, Adel
- In:
Economic modelling
126
(
2023
),
pp. 1-18
Persistent link: https://www.econbiz.de/10014462464
Saved in:
6
Effects of external shocks on macroeconomic fluctuations in Pacific Alliance countries
Rodriguez, Gabriel
;
Vassallo, Renato
;
Castillo B., Paul
- In:
Economic modelling
124
(
2023
),
pp. 1-26
Persistent link: https://www.econbiz.de/10014463282
Saved in:
7
Testing for integration and cointegration when time series are observed with noise
Gianfreda, Angelica
;
Maranzano, Paolo
;
Parisio, Lucia
; …
- In:
Economic modelling
125
(
2023
),
pp. 1-18
Persistent link: https://www.econbiz.de/10014463618
Saved in:
8
In-fill asymptotic distribution of the change point estimator when estimating breaks one at a time
Tayanagi, Toshikazu
;
Kurozumi, Eiji
- In:
Journal of time series econometrics
15
(
2023
)
2
,
pp. 111-149
Persistent link: https://www.econbiz.de/10014465604
Saved in:
9
Improving the estimation and predictions of small time series models
Liu-Evans, Gareth
- In:
Journal of time series econometrics
15
(
2023
)
1
,
pp. 1-26
Persistent link: https://www.econbiz.de/10014288356
Saved in:
10
Bootstrap cointegration tests in ARDL models
Bertelli, Stefano
;
Vacca, Gianmarco
;
Zoia, Maria Grazia
- In:
Economic modelling
116
(
2022
),
pp. 1-15
Persistent link: https://www.econbiz.de/10014512301
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