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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:"Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet"
~subject:"Time series analysis"
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Search: subject_exact:"Estimation theory"
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Volatility
Time series analysis
Estimation theory
737
Schätztheorie
737
Theorie
257
Theory
257
Zeitreihenanalyse
129
Estimation
122
Schätzung
121
Nichtparametrisches Verfahren
84
Nonparametric statistics
84
Regression analysis
78
Regressionsanalyse
78
Volatilität
47
Statistical theory
46
Statistische Methodenlehre
46
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42
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42
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41
Stochastic process
38
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38
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35
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35
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34
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33
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Panel study
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Article
155
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Article in journal
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155
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English
155
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Kumar, Dilip
4
Nelson, Daniel B.
4
Phillips, Peter C. B.
4
Hadri, Kaddour
3
Maheswaran, S.
3
Tauchen, George Eugene
3
Abadir, Karim Maher
2
Andrews, Donald W. K.
2
Cubadda, Gianluca
2
Escribano, Álvaro
2
Foster, Dean P.
2
Li, Jia
2
Li, Jing
2
Raïssi, Hamdi
2
Sims, Christopher A.
2
Stock, James H.
2
Teräsvirta, Timo
2
Triacca, Umberto
2
Tzavalis, Elias
2
Uhlig, Harald
2
Watson, Mark W.
2
White, Halbert
2
Xu, Weijun
2
Abbara, Omar
1
Alexander, Carol
1
Alvarez, Javier
1
Amini, Shahram
1
Anatolyev, Stanislav
1
Arellano, Manuel
1
Badescu, Alexandru
1
Bai, Jushan
1
Baillie, Richard
1
Banerjee, Anurag Narayan
1
Baruník, Jozef
1
Battisti, Michele
1
Bekiros, Stelios
1
Bertelli, Stefano
1
Bierens, Herman J.
1
Blazsek, Szabolcs
1
Borovkova, Svetlana
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
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
Journal of econometrics
364
Econometric theory
167
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
167
Economics letters
151
Econometric reviews
97
International journal of forecasting
69
Journal of forecasting
61
Applied economics letters
54
Econometrics : open access journal
53
The econometrics journal
45
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
36
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
19
Quantitative finance
18
Journal of economic dynamics & control
17
International journal of economics and financial issues : IJEFI
16
The North American journal of economics and finance : a journal of financial economics studies
16
The review of economics and statistics
16
Journal of macroeconomics
15
Quantitative economics : QE ; journal of the Econometric Society
15
International journal of theoretical and applied finance
14
The review of economic studies
13
Empirical economics : a quarterly journal of the Institute for Advanced Studies
12
Journal of quantitative economics
12
Energy economics
11
Central European journal of economic modelling and econometrics
10
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ECONIS (ZBW)
155
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1
Score-driven location plus scale models : asymptotic theory and an application to forecasting Dow Jones volatility
Blazsek, Szabolcs
;
Escribano, Álvaro
;
Licht, Adrian
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
28
(
2024
)
1
,
pp. 61-82
Persistent link: https://www.econbiz.de/10014506888
Saved in:
2
Matrix autoregressive models : generalization and Bayesian estimation
Celani, Alessandro
;
Pagnottoni, Paolo
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
28
(
2024
)
2
,
pp. 227-248
Persistent link: https://www.econbiz.de/10014631918
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
Discrete forecast reconciliation
Zhang, Bohan
;
Panagiotelis, Anastasios
;
Kang, Yanfei
- In:
European journal of operational research : EJOR
318
(
2024
)
1
,
pp. 143-153
Persistent link: https://www.econbiz.de/10015047691
Saved in:
6
Selecting between causal and noncausal models with quantile autoregressions
Hecq, Alain W. J.
;
Sun, Li
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
25
(
2021
)
5
,
pp. 393-416
Persistent link: https://www.econbiz.de/10012806552
Saved in:
7
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:
8
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:
9
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:
10
Estimation and forecasting of long memory stochastic volatility models
Abbara, Omar
;
Zevallos, Mauricio
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
27
(
2023
)
1
,
pp. 1-24
Persistent link: https://www.econbiz.de/10014288818
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