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subject:"Volatility"
type_genre:"Article in journal"
~isPartOf:"Economic modelling"
~subject:"Regressionsanalyse"
~subject:"Theory"
~type_genre:"Conference paper"
~type_genre:"Konferenzbeitrag"
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Search: subject_exact:"Estimation theory"
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Volatility
Regressionsanalyse
Theory
Estimation theory
136
Schätztheorie
136
Estimation
53
Schätzung
52
Time series analysis
34
Zeitreihenanalyse
34
Regression analysis
21
Volatilität
17
Cointegration
15
Kointegration
15
Theorie
15
Statistical test
14
Statistischer Test
14
Bayes-Statistik
13
Bayesian inference
13
Nichtparametrisches Verfahren
13
Nonparametric statistics
13
Stochastic process
13
Stochastischer Prozess
13
Panel
12
Panel study
12
Monte Carlo simulation
11
Monte-Carlo-Simulation
11
Börsenkurs
10
Share price
10
ARCH model
9
ARCH-Modell
9
VAR model
9
VAR-Modell
9
Bayesian estimation
8
Forecasting model
8
Maximum likelihood estimation
8
Maximum-Likelihood-Schätzung
8
Prognoseverfahren
8
Simulation
8
Bootstrap approach
7
Bootstrap-Verfahren
7
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Article
51
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Article in journal
Conference paper
Konferenzbeitrag
Aufsatz in Zeitschrift
51
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English
51
Author
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Kumar, Dilip
4
Maheswaran, S.
3
Caporale, Guglielmo Maria
2
Pittis, Nikitas
2
Sriananthakumar, Sivagowry
2
Abbasspour, Madjid
1
Abedi, Zahra
1
Arndt, Channing
1
Atukorala, Ranjani
1
Barten, Anton P.
1
Biner, Burhan
1
Boughrara, Adel
1
Bradley, John
1
Castillo B., Paul
1
Chen, Feng
1
Chen, Zhihong
1
Chiu, Sheng-hsiung
1
Cubadda, Gianluca
1
Deng, Wen-Shuenn
1
Dridi, Ichrak
1
Escribano, Álvaro
1
Feng, Yuanhua
1
FitzGerald, John D.
1
Fritz, Marlon
1
Gong, Jinguo
1
Gu, Zheng
1
Guardabascio, Barbara
1
Guo, Jing
1
Guo, Shuang
1
Ha, Youngmin
1
Han, Jeong sug
1
Hassapis, Christis
1
Hatemi-J, Abdulnasser
1
Haugom, Erik
1
Hu, Shuowen
1
Hur, Joonyoung
1
Kani, Alireza H.
1
Kashyap, A. K.
1
Kearney, Ide
1
Li, Chang-shuai
1
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Economic modelling
Journal of econometrics
716
Economics letters
488
Econometric theory
374
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
314
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
249
Econometric reviews
210
Journal of applied econometrics
150
Journal of quantitative economics : official journal of the Indian Econometric Society
144
The review of economics and statistics
124
Oxford bulletin of economics and statistics
108
Journal of the American Statistical Association : JASA
95
The econometrics journal
90
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
86
Statistical papers
83
Journal of forecasting
66
The review of economic studies
66
Applied economics
63
International economic review
59
Annales d'économie et de statistique
58
Metrika : international journal for theoretical and applied statistics
57
American journal of agricultural economics
52
International journal of forecasting
51
Allgemeines statistisches Archiv : AStA ; journal of the German Statistical Society
49
Journal of the Royal Statistical Society
41
Journal of empirical finance
40
Publications de l'Institut de Statistique de l'Université de Paris : analyse factorielle des correspondances continues
39
Journal of economic dynamics & control
38
International economic journal
36
Journal of productivity analysis
36
The Indian economic journal
35
Econometrics : open access journal
34
European journal of operational research : EJOR
33
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
33
Journal of financial econometrics : official journal of the Society for Financial Econometrics
30
Journal of banking & finance
29
Statistics in transition : an international journal of the Polish Statistical Association
28
Computational economics
27
Applied economics letters
26
Journal of risk and financial management : JRFM
26
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ECONIS (ZBW)
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1
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:
2
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:
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
Modelling economic losses from earthquakes using regression forests : application to parametric insurance
Gu, Zheng
;
Li, Yunxian
;
Zhang, Minghui
;
Liu, Yifei
- In:
Economic modelling
125
(
2023
),
pp. 1-9
Persistent link: https://www.econbiz.de/10014463676
Saved in:
5
Identification and estimation of a heteroskedastic censored regression model with random coefficient dummy endogenous regressors
Guo, Jing
;
Wang, Lei
;
Zhang, ZhengYu
- In:
Economic modelling
110
(
2022
),
pp. 1-20
Persistent link: https://www.econbiz.de/10013348383
Saved in:
6
Sequential Bayesian bandwidth selection for multivariate kernel regression with applications
Li, Yong
;
Zhang, Mingzhi
;
Zhang, Yonghui
- In:
Economic modelling
112
(
2022
),
pp. 1-16
Persistent link: https://www.econbiz.de/10013349100
Saved in:
7
Scale-adaptive estimation of mixed geographically weighted regression models
Chen, Feng
;
Mei, Chang-Lin
- In:
Economic modelling
94
(
2021
),
pp. 737-747
Persistent link: https://www.econbiz.de/10012695340
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
Trend instrumental variable regression with an application to the US New Keynesian Phillips Curve
Chen, Zhihong
;
Xia, Huizhu
- In:
Economic modelling
93
(
2020
),
pp. 595-604
Persistent link: https://www.econbiz.de/10012430307
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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