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subject:"Volatility"
type_genre:"Article in journal"
~isPartOf:"European journal of operational research : EJOR"
~isPartOf:"Journal of business & economic statistics : JBES ; a publication of the American Statistical Association"
~subject:"Zeitreihenanalyse"
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Search: subject_exact:"Estimation theory"
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Volatility
Zeitreihenanalyse
Estimation theory
767
Schätztheorie
767
Theorie
195
Theory
195
Estimation
144
Schätzung
144
Time series analysis
143
Nichtparametrisches Verfahren
133
Nonparametric statistics
133
Regression analysis
117
Regressionsanalyse
117
USA
94
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94
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52
Prognoseverfahren
52
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47
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47
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45
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43
Panel study
43
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42
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39
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39
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37
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36
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36
Production function
35
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35
Statistical distribution
35
Statistische Verteilung
35
Bootstrap approach
33
Bootstrap-Verfahren
33
Bayes-Statistik
32
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32
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32
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Article
171
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Article in journal
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171
Collection of articles of several authors
1
Sammelwerk
1
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English
171
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Ghysels, Eric
4
Su, Liangjun
4
Franses, Philip Hans
3
Gao, Jiti
3
Tsay, Ruey S.
3
Bauwens, Luc
2
Bera, Anil K.
2
Bollerslev, Tim
2
Engle, Robert F.
2
Escanciano, Juan Carlos
2
González-Rivera, Gloria
2
Hautsch, Nikolaus
2
Higgins, Matthew Lawrence
2
Jing, Bingyi
2
Koop, Gary
2
Li, Dong
2
Ling, Shiqing
2
Lucas, André
2
Lütkepohl, Helmut
2
Nielsen, Morten Ørregaard
2
Peng, Bin
2
Russell, Jeffrey R.
2
Shao, Xiaofeng
2
Shephard, Neil G.
2
Sheppard, Kevin
2
Song, Xiaojun
2
Taylor, Robert
2
Tjostheim, Dag
2
Ullah, Aman
2
Van Keilegom, Ingrid
2
Westerlund, Joakim
2
Yang, Xiye
2
Zhu, Ke
2
Alexander, Carol
1
Alfelt, Gustav
1
Amado, Cristina
1
Andersen, Torben
1
Andreou, Elena
1
Andrews, Donald W. K.
1
Angrist, Joshua D.
1
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European journal of operational research : EJOR
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
Journal of econometrics
364
Econometric theory
167
Economics letters
151
Econometric reviews
97
International journal of forecasting
70
Journal of forecasting
61
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
56
Applied economics letters
54
Econometrics : open access journal
51
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
44
Economic modelling
44
The econometrics journal
43
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
35
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
18
Quantitative finance
18
International journal of economics and financial issues : IJEFI
16
The North American journal of economics and finance : a journal of financial economics studies
16
Journal of macroeconomics
15
The review of economics and statistics
15
International journal of theoretical and applied finance
14
Journal of economic dynamics & control
14
Quantitative economics : QE ; journal of the Econometric Society
14
The review of economic studies
13
Journal of quantitative economics
12
Empirical economics : a quarterly journal of the Institute for Advanced Studies
11
Energy economics
11
Central European journal of economic modelling and econometrics
10
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ECONIS (ZBW)
171
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1
Singular conditional autoregressive Wishart model for realized covariance matrices
Alfelt, Gustav
;
Bodnar, Taras
;
Javed, Farrukh
;
Tyrcha, …
- In:
Journal of business & economic statistics : JBES ; a …
41
(
2023
)
3
,
pp. 833-845
Persistent link: https://www.econbiz.de/10014448443
Saved in:
2
Mean-structure and autocorrelation consistent covariance matrix estimation
Chan, Kin Wai
- In:
Journal of business & economic statistics : JBES ; a …
40
(
2022
)
1
,
pp. 201-215
Persistent link: https://www.econbiz.de/10012804100
Saved in:
3
Adaptive testing for cointegration with nonstationary volatility
Boswijk, Herman Peter
;
Zu, Yang
- In:
Journal of business & economic statistics : JBES ; a …
40
(
2022
)
2
,
pp. 744-755
Persistent link: https://www.econbiz.de/10013534484
Saved in:
4
Semiparametric tests for the order of integration in the possible presence of level breaks
Iacone, Fabrizio
;
Nielsen, Morten Ørregaard
;
Taylor, Robert
- In:
Journal of business & economic statistics : JBES ; a …
40
(
2022
)
2
,
pp. 880-896
Persistent link: https://www.econbiz.de/10013534577
Saved in:
5
Tests of equal forecasting accuracy for nested models with estimated CCE factors
Stauskas, Ovidijus
;
Westerlund, Joakim
- In:
Journal of business & economic statistics : JBES ; a …
40
(
2022
)
4
,
pp. 1745-1758
Persistent link: https://www.econbiz.de/10013540477
Saved in:
6
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:
7
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:
8
Identification of time-varying factor models
Cheung, Ying Lun
- In:
Journal of business & economic statistics : JBES ; a …
42
(
2024
)
1
,
pp. 76-94
Persistent link: https://www.econbiz.de/10014449828
Saved in:
9
Low frequency cointegrating regression with local to unity regressors and unknown form of serial dependence
Hwang, Jungbin
;
Valdés, Gonzalo
- In:
Journal of business & economic statistics : JBES ; a …
42
(
2024
)
1
,
pp. 160-173
Persistent link: https://www.econbiz.de/10014449847
Saved in:
10
Estimation, inference, and empirical analysis for time-varying var models
Gao, Jiti
;
Peng, Bin
;
Yan, Yayi
- In:
Journal of business & economic statistics : JBES ; a …
42
(
2024
)
1
,
pp. 310-321
Persistent link: https://www.econbiz.de/10014449933
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