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subject:"Volatility"
type_genre:"Article in journal"
~isPartOf:"Economic modelling"
~isPartOf:"Journal of forecasting"
~isPartOf:"Journal of mathematical finance"
~isPartOf:"The North American journal of economics and finance : a journal of financial economics studies"
~type_genre:"Übersichtsarbeit"
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Search: subject_exact:"Estimation theory"
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Volatility
Estimation theory
315
Schätztheorie
315
Time series analysis
102
Zeitreihenanalyse
102
Estimation
93
Schätzung
92
Forecasting model
90
Prognoseverfahren
90
Theorie
61
Theory
61
Volatilität
45
Regression analysis
44
Regressionsanalyse
44
ARCH model
36
ARCH-Modell
36
Börsenkurs
26
Share price
26
Stochastic process
25
Stochastischer Prozess
25
Capital income
23
Kapitaleinkommen
23
Bayes-Statistik
21
Bayesian inference
21
Nichtparametrisches Verfahren
20
Nonparametric statistics
20
Cointegration
19
Kointegration
19
Maximum likelihood estimation
18
Maximum-Likelihood-Schätzung
18
Monte Carlo simulation
18
Monte-Carlo-Simulation
18
Statistical distribution
18
Statistical test
18
Statistische Verteilung
18
Statistischer Test
18
VAR model
16
VAR-Modell
16
Panel
14
Panel study
14
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Undetermined
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Article
45
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Article in journal
Übersichtsarbeit
Aufsatz in Zeitschrift
45
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English
45
Author
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Kumar, Dilip
4
Maheswaran, S.
3
Nonejad, Nima
2
Taylor, James W.
2
Abraham, Bovas
1
Alañón Pardo, Ángel
1
Arize, Augustine Chuck
1
Balakrishna, N.
1
Ben-Zion, Uri
1
Bishwal, Jaya Prakasah Narayan
1
Blanco-Fernández, Ángela
1
Boughrara, Adel
1
Castillo B., Paul
1
Chen, Bei
1
Chen, Cathy W. S.
1
Dridi, Ichrak
1
Díaz-Mendoza, Ana-Carmen
1
Ensor, Katherine Bennett
1
Epaphra, Manamba
1
Esen, Halil Erturk
1
Fei, Tianlun
1
Feng, Yuanhua
1
Fischer, Henning
1
Gel, Yulia R.
1
Ginley, Matthew
1
Guillén, Montserrat
1
Gumbo, Victor
1
Han, Jeong sug
1
Hatemi-J, Abdulnasser
1
Haugom, Erik
1
He, Mengxi
1
Horváth, Roman
1
Hu, Shuowen
1
Hu, Yu-pin
1
Hur, Joonyoung
1
Jeon, Jooyoung
1
Ke, Tsung-han
1
Koulis, Theodoro
1
Kumar, Satish
1
Kunitomo, Naoto
1
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Economic modelling
Journal of forecasting
Journal of mathematical finance
The North American journal of economics and finance : a journal of financial economics studies
Journal of econometrics
116
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
42
Economics letters
24
Econometric reviews
22
Journal of empirical finance
20
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
17
Journal of financial econometrics : official journal of the Society for Financial Econometrics
16
Quantitative finance
16
Econometric theory
14
International journal of forecasting
14
International journal of theoretical and applied finance
13
Journal of banking & finance
13
Journal of financial econometrics
13
Finance research letters
12
The econometrics journal
11
Journal of risk and financial management : JRFM
10
Econometrics : open access journal
9
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
8
Finance and stochastics
8
International journal of economics and financial issues : IJEFI
8
Applied economics
6
Computational economics
6
Decisions in economics and finance : DEF ; a journal of applied mathematics
6
International journal of financial engineering
6
The European journal of finance
6
The journal of risk model validation
6
Asia-Pacific financial markets
5
CBN journal of applied statistics
5
European journal of operational research : EJOR
5
Journal of quantitative economics
5
Journal of risk
5
Applied economics letters
4
Applied financial economics
4
Cogent economics & finance
4
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
4
Empirical economics : a quarterly journal of the Institute for Advanced Studies
4
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ECONIS (ZBW)
45
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1
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:
2
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:
3
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:
4
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:
5
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:
6
Cross-sectional quantile regression for estimating conditional VaR of returns during periods of high volatility
Vidal-Llana, Xenxo
;
Guillén, Montserrat
- In:
The North American journal of economics and finance : a …
63
(
2022
),
pp. 1-9
Persistent link: https://www.econbiz.de/10014225819
Saved in:
7
Multi-asset pair-trading strategy : a statistical learning approach
Lin, Tsai-Yu
;
Chen, Cathy W. S.
;
Syu, Fong-Yi
- In:
The North American journal of economics and finance : a …
55
(
2021
),
pp. 1-10
Persistent link: https://www.econbiz.de/10012667381
Saved in:
8
Bayesian estimation for a semiparametric nonlinear volatility model
Hu, Shuowen
;
Poskitt, Donald Stephen
;
Zhang, Xibin
- In:
Economic modelling
98
(
2021
),
pp. 361-370
Persistent link: https://www.econbiz.de/10012793996
Saved in:
9
Holidays, weekends and range-based volatility
Díaz-Mendoza, Ana-Carmen
;
Alañón Pardo, Ángel
- In:
The North American journal of economics and finance : a …
52
(
2020
),
pp. 1-8
Persistent link: https://www.econbiz.de/10012656917
Saved in:
10
Macroeconomic effects of monetary policy in Korea : a time-varying coefficient VAR approach
Han, Jeong sug
;
Hur, Joonyoung
- In:
Economic modelling
89
(
2020
),
pp. 142-152
Persistent link: https://www.econbiz.de/10012425933
Saved in:
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