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subject:"Volatility"
type_genre:"Article in journal"
~isPartOf:"Economic modelling"
~isPartOf:"Journal of forecasting"
~isPartOf:"The North American journal of economics and finance : a journal of financial economics studies"
~subject:"Schätztheorie"
~type_genre:"Übersichtsarbeit"
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Search: subject_exact:"Estimation theory"
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Volatility
Schätztheorie
Estimation theory
285
Time series analysis
97
Zeitreihenanalyse
97
Forecasting model
84
Prognoseverfahren
84
Estimation
83
Schätzung
82
Theorie
61
Theory
61
Regression analysis
42
Regressionsanalyse
42
Volatilität
38
ARCH model
29
ARCH-Modell
29
Börsenkurs
23
Share price
23
Bayes-Statistik
19
Bayesian inference
19
Cointegration
19
Kointegration
19
Stochastic process
19
Stochastischer Prozess
19
Capital income
18
Kapitaleinkommen
18
Statistical test
18
Statistischer Test
18
Nichtparametrisches Verfahren
17
Nonparametric statistics
17
Maximum likelihood estimation
16
Maximum-Likelihood-Schätzung
16
Monte Carlo simulation
16
Monte-Carlo-Simulation
16
VAR model
14
VAR-Modell
14
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13
Panel study
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285
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Article in journal
Übersichtsarbeit
Aufsatz in Zeitschrift
285
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1
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English
285
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Kumar, Dilip
4
Månsson, Kristofer
4
Caporale, Guglielmo Maria
3
Kouassi, Eugène
3
Maheswaran, S.
3
Pittis, Nikitas
3
Ravishanker, Nalini
3
Shukur, Ghazi
3
Sriananthakumar, Sivagowry
3
Wu, Jianhong
3
Banerjee, Anurag Narayan
2
Chan, Ngai Hang
2
Chan, Wai-Sum
2
Cheung, Siu-hung
2
Cubadda, Gianluca
2
Kymn, Kern O.
2
Leybourne, Stephen James
2
Li, Yong
2
Motegi, Kaiji
2
Nonejad, Nima
2
Palma, Wilfredo
2
Raïssi, Hamdi
2
Robinson, Sherman
2
Sango, Joel
2
Shang, Han Lin
2
Swamy, Paravastu A. V. B.
2
Tavlas, George S.
2
Taylor, James W.
2
Teubissi, Francis N.
2
Triacca, Umberto
2
Tsay, Ruey S.
2
Xu, Weijun
2
Zhang, ZhengYu
2
Özbay, Nimet
2
Abbasspour, Madjid
1
Abedi, Zahra
1
Abraham, Bovas
1
Acocella, Nicola
1
Aczel, Amir D.
1
Agliardi, Rosella
1
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Economic modelling
Journal of forecasting
The North American journal of economics and finance : a journal of financial economics studies
Journal of econometrics
1,601
Economics letters
961
Econometric theory
723
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
590
Econometric reviews
436
Journal of the American Statistical Association : JASA
324
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
312
The econometrics journal
268
Journal of applied econometrics
218
Applied economics letters
197
Oxford bulletin of economics and statistics
187
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
186
European journal of operational research : EJOR
177
Applied economics
169
Journal of quantitative economics : official journal of the Indian Econometric Society
166
International journal of forecasting
150
Econometrics : open access journal
146
The review of economics and statistics
145
Quantitative economics : QE ; journal of the Econometric Society
127
Insurance / Mathematics & economics
117
Computational economics
107
Statistical papers
102
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
102
Statistics in transition : an international journal of the Polish Statistical Association
96
Journal of economic dynamics & control
88
The review of economic studies
86
American journal of agricultural economics
77
Journal of banking & finance
74
Journal of empirical finance
74
Journal of financial econometrics : official journal of the Society for Financial Econometrics
73
International economic review
70
Annales d'économie et de statistique
69
Metrika : international journal for theoretical and applied statistics
68
Finance research letters
62
Operations research
62
Empirical economics : a quarterly journal of the Institute for Advanced Studies
61
Journal of productivity analysis
61
Journal of risk and financial management : JRFM
60
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ECONIS (ZBW)
285
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285
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1
Mixed-frequency predictive regressions with parameter learning
Leippold, Markus
;
Yang, Hanlin
- In:
Journal of forecasting
42
(
2023
)
8
,
pp. 1955-1972
Persistent link: https://www.econbiz.de/10014432824
Saved in:
2
Forecasting intraday financial time series with sieve bootstrapping and dynamic updating
Shang, Han Lin
;
Ji, Kaiying
- In:
Journal of forecasting
42
(
2023
)
8
,
pp. 1973-1988
Persistent link: https://www.econbiz.de/10014432826
Saved in:
3
A Markov chain model of crop conditions and intrayear crop yield forecasting
Stokes, Jeffrey R.
- In:
Journal of forecasting
43
(
2024
)
3
,
pp. 583-592
Persistent link: https://www.econbiz.de/10014532364
Saved in:
4
Empirical prediction intervals for additive Holt-Winters methods under misspecification
Yang, Boning
;
Tang, Xinyi
;
Yau, Chun Yip
- In:
Journal of forecasting
43
(
2024
)
3
,
pp. 754-770
Persistent link: https://www.econbiz.de/10014532381
Saved in:
5
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:
6
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:
7
Robust estimates of vulnerability to poverty using quantile models
Oconnor, Christopher
- In:
Economic modelling
123
(
2023
),
pp. 1-11
Persistent link: https://www.econbiz.de/10014462564
Saved in:
8
Correcting sample selection bias with model averaging for consumer demand forecasting
Zhao, Shangwei
;
Xie, Tian
;
Ai, Xin
;
Yang, Guangren
; …
- In:
Economic modelling
123
(
2023
),
pp. 1-8
Persistent link: https://www.econbiz.de/10014462569
Saved in:
9
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:
10
Sequential Bayesian inference for agent-based models with application to the Chinese business cycle
Zhang, Jinyu
;
Zhang, Qiaosen
;
Li, Yong
;
Wang, Qianchao
- In:
Economic modelling
126
(
2023
),
pp. 1-9
Persistent link: https://www.econbiz.de/10014463503
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