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subject:"Volatility"
type_genre:"Article in journal"
~isPartOf:"Finance research letters"
~subject:"Börsenkurs"
~subject:"Time series analysis"
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Search: subject_exact:"Estimation theory"
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Volatility
Börsenkurs
Time series analysis
Estimation theory
69
Schätztheorie
69
Estimation
19
Schätzung
19
Portfolio selection
17
Portfolio-Management
17
Capital income
14
Kapitaleinkommen
14
Forecasting model
13
Prognoseverfahren
13
Zeitreihenanalyse
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Volatilität
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Article in journal
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English
26
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De Luca, Giovanni
2
Madan, Dilip B.
2
Rivieccio, Giorgia
2
Wu, Xinyu
2
Adesina, Tola
1
Ardia, David
1
Arnerić, Josip
1
Beechey, Meredith Jane
1
Bluteau, Keven
1
Bonaparte, Yosef
1
Bufalo, Michele
1
Chatrath, Arjun
1
Christie-David, Rohan
1
Chung, Keunsuk
1
Du, Xiuli
1
Fang, Puyi
1
Gao, Zhaoxing
1
Guégan, Dominique
1
Hafner, Christian M.
1
Hartkopf, Jan Patrick
1
Herwartz, Helmut
1
Hou, Xinmeng
1
Hu, Shulan
1
Huang, Xiaozhou
1
Kambouroudis, Dimos
1
Kim, Jan R.
1
Korkusuz, Burak
1
Lee, Kyungsub
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Li, Peng
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Matković, Mario
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1
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1
Orlando, Giuseppe
1
Pan, Qunxing
1
Pontines, Victor
1
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1
Qian, Zhiyong
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1
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Finance research letters
Journal of econometrics
372
Econometric theory
171
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
170
Economics letters
154
Econometric reviews
97
International journal of forecasting
69
Journal of forecasting
64
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
57
Applied economics letters
55
Econometrics : open access journal
53
Economic modelling
46
The econometrics journal
45
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
44
Journal of empirical finance
43
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
41
Journal of time series econometrics
40
Applied economics
38
Computational economics
37
Journal of the American Statistical Association : JASA
37
Journal of applied econometrics
36
Journal of financial econometrics : official journal of the Society for Financial Econometrics
33
Journal of banking & finance
25
Journal of risk and financial management : JRFM
23
Oxford bulletin of economics and statistics
23
Journal of financial econometrics
21
Quantitative finance
21
Journal of economic dynamics & control
18
The North American journal of economics and finance : a journal of financial economics studies
18
International journal of economics and financial issues : IJEFI
17
The review of economics and statistics
17
International journal of theoretical and applied finance
15
Journal of macroeconomics
15
Quantitative economics : QE ; journal of the Econometric Society
15
The review of economic studies
15
Empirical economics : a quarterly journal of the Institute for Advanced Studies
13
Journal of quantitative economics
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Energy economics
11
European journal of operational research : EJOR
11
International journal of economics and finance
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ECONIS (ZBW)
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1
Predicting stock market returns with average correlation and average variance : decomposition approach
Oh, Jong-Min
- In:
Finance research letters
63
(
2024
),
pp. 1-8
Persistent link: https://www.econbiz.de/10014531460
Saved in:
2
Correlation impulse response functions
Hafner, Christian M.
;
Herwartz, Helmut
- In:
Finance research letters
57
(
2023
),
pp. 1-6
Persistent link: https://www.econbiz.de/10014513333
Saved in:
3
A Bayesian estimation approach of random switching exponential smoothing with application to credit forecast
Wang, Renhe
;
Wang, Tong
;
Qian, Zhiyong
;
Hu, Shulan
- In:
Finance research letters
58
(
2023
)
3
,
pp. 1-9
Persistent link: https://www.econbiz.de/10014631562
Saved in:
4
Supervised kernel principal component analysis for forecasting
Fang, Puyi
;
Gao, Zhaoxing
;
Tsay, Ruey S.
- In:
Finance research letters
58
(
2023
)
1
,
pp. 1-7
Persistent link: https://www.econbiz.de/10014581032
Saved in:
5
LIBOR meets machine learning : A Lasso regression approach to detecting data irregularities
Pontines, Victor
;
Rummel, Ole
- In:
Finance research letters
55
(
2023
)
1
,
pp. 1-5
Persistent link: https://www.econbiz.de/10014473047
Saved in:
6
Estimating the US trend short-term interest rate
Beechey, Meredith Jane
;
Österholm, Pär
;
Poon, Aubrey
- In:
Finance research letters
55
(
2023
)
1
,
pp. 1-8
Persistent link: https://www.econbiz.de/10014473294
Saved in:
7
Recurrent neural network based parameter estimation of Hawkes model on high-frequency financial data
Lee, Kyungsub
- In:
Finance research letters
55
(
2023
)
1
,
pp. 1-6
Persistent link: https://www.econbiz.de/10014473319
Saved in:
8
An improved FIGARCH model with the fractional differencing operator (1-νL>)d
Pan, Qunxing
;
Li, Peng
;
Du, Xiuli
- In:
Finance research letters
55
(
2023
)
2
,
pp. 1-13
Persistent link: https://www.econbiz.de/10014473485
Saved in:
9
Do extreme range estimators improve realized volatility forecasts? : evidence from G7 Stock Markets
Korkusuz, Burak
;
Kambouroudis, Dimos
;
McMillan, David G.
- In:
Finance research letters
55
(
2023
)
2
,
pp. 1-7
Persistent link: https://www.econbiz.de/10014473523
Saved in:
10
The Chinese oil futures volatility : evidence from high-low estimator information
Huang, Xiaozhou
;
Wang, Yubao
;
Song, Juan
- In:
Finance research letters
56
(
2023
),
pp. 1-4
Persistent link: https://www.econbiz.de/10014473684
Saved in:
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