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subject:"Volatility"
type_genre:"Article in journal"
~isPartOf:"Economic modelling"
~isPartOf:"International journal of economics and financial issues : IJEFI"
~isPartOf:"Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet"
~subject:"Time series analysis"
~subject:"USA"
~subject:"Zeitreihenanalyse"
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Search: subject_exact:"Estimation theory"
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Volatility
Time series analysis
USA
Zeitreihenanalyse
Estimation theory
275
Schätztheorie
275
Estimation
105
Schätzung
104
Volatilität
42
Regression analysis
39
Regressionsanalyse
39
Cointegration
38
Kointegration
38
ARCH model
37
ARCH-Modell
37
Statistical test
25
Statistischer Test
25
Börsenkurs
24
Nichtparametrisches Verfahren
24
Nonparametric statistics
24
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24
Stochastic process
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22
Forecasting model
20
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Panel study
20
Prognoseverfahren
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Capital income
19
Kapitaleinkommen
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Monte Carlo simulation
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Monte-Carlo-Simulation
19
Theorie
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Theory
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Bayes-Statistik
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Bayesian inference
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VAR model
16
VAR-Modell
16
Autocorrelation
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Autokorrelation
14
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14
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Undetermined
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Free
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Article
118
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Article in journal
Aufsatz in Zeitschrift
118
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English
118
Author
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Kumar, Dilip
4
Maheswaran, S.
3
Cubadda, Gianluca
2
Enders, Walter
2
Escribano, Álvaro
2
Hamzaoui, Nessrine
2
Li, Jing
2
Raïssi, Hamdi
2
Regaieg, Boutheina
2
Teräsvirta, Timo
2
Triacca, Umberto
2
Xu, Weijun
2
Abbara, Omar
1
Ahmad, Shabbir
1
Amini, Shahram
1
Anatolyev, Stanislav
1
Badooei, Yaser Sistani
1
Baillie, Richard
1
Banerjee, Anurag Narayan
1
Baruník, Jozef
1
Battisti, Michele
1
Bekiros, Stelios
1
Belasri, Yassine
1
Bertelli, Stefano
1
Blazsek, Szabolcs
1
Boughrara, Adel
1
Bu, Ruijun
1
Camacho, Maximo
1
Candelon, Bertrand
1
Caporale, Guglielmo Maria
1
Carnero, M. Angeles
1
Castillo B., Paul
1
Chan, Jennifer So Kuen
1
Cheng, Jie
1
Chevallier, Julien
1
Chuffart, Thomas
1
Croux, Christophe
1
Cuestas, Juan Carlos
1
Daei-Karimzadeh, Saeed
1
Daníelsson, Jón
1
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Economic modelling
International journal of economics and financial issues : IJEFI
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
Journal of econometrics
390
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
227
Econometric theory
171
Economics letters
166
Econometric reviews
99
International journal of forecasting
74
Journal of forecasting
65
Applied economics letters
55
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
55
Journal of applied econometrics
53
The review of economics and statistics
53
Econometrics : open access journal
51
Applied economics
46
The econometrics journal
46
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
43
Journal of the American Statistical Association : JASA
41
Journal of time series econometrics
40
Journal of empirical finance
39
Computational economics
36
Journal of financial econometrics : official journal of the Society for Financial Econometrics
32
Oxford bulletin of economics and statistics
29
Journal of banking & finance
26
American journal of agricultural economics
24
Finance research letters
22
Journal of risk and financial management : JRFM
21
The review of economic studies
21
Journal of macroeconomics
20
The journal of futures markets
20
Journal of financial econometrics
18
Journal of economic dynamics & control
17
Quantitative finance
17
International economic review
16
Journal of financial and quantitative analysis : JFQA
16
The North American journal of economics and finance : a journal of financial economics studies
16
The journal of finance : the journal of the American Finance Association
16
International journal of theoretical and applied finance
15
Quantitative economics : QE ; journal of the Econometric Society
15
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ECONIS (ZBW)
118
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1
Time varying dependence in the cryptocurrency market and COVID 19 panic index : an empirical investigation
Kalai, Lamia
- In:
International journal of economics and financial issues …
12
(
2022
)
2
,
pp. 37-51
Persistent link: https://www.econbiz.de/10013257285
Saved in:
2
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:
3
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:
4
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:
5
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:
6
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:
7
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
Saved in:
8
Unrestricted, restricted, and regularized models for forecasting multivariate volatility
Anatolyev, Stanislav
;
Staněk, Filip
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
27
(
2023
)
2
,
pp. 199-218
Persistent link: https://www.econbiz.de/10014288890
Saved in:
9
Climate change and milk price volatility in Indonesia
Daryanto, Arief
;
Sofia, Diani Aliya
;
Sahara, Sahara
; …
- In:
International journal of economics and financial issues …
10
(
2020
)
2
,
pp. 282-288
Persistent link: https://www.econbiz.de/10012215193
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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