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subject:"Volatility"
type_genre:"Article in journal"
~isPartOf:"International journal of forecasting"
~isPartOf:"Journal of banking & finance"
~subject:"Estimation"
~subject:"Nichtparametrisches Verfahren"
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Search: subject_exact:"Estimation theory"
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Volatility
Estimation
Nichtparametrisches Verfahren
Estimation theory
227
Schätztheorie
227
Forecasting model
125
Prognoseverfahren
125
Time series analysis
74
Zeitreihenanalyse
74
Schätzung
49
Theorie
34
Theory
34
Volatilität
27
Regression analysis
26
Regressionsanalyse
24
ARCH model
22
ARCH-Modell
22
Portfolio selection
22
Portfolio-Management
22
Nonparametric statistics
18
Statistical distribution
17
Statistische Verteilung
17
USA
17
United States
17
Bayes-Statistik
15
Bayesian inference
15
Correlation
15
Forecasting
15
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15
Capital income
13
Forecast
13
Kapitaleinkommen
13
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13
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13
VAR-Modell
13
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12
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Undetermined
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83
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Article in journal
Aufsatz in Zeitschrift
84
Aufsatzsammlung
1
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English
84
Author
All
Clements, Adam
3
Kapetanios, George
3
Baillie, Richard
2
Chaleampong Kongcharoen
2
Füss, Roland
2
Gallo, Giampiero M.
2
Golosnoy, Vasyl
2
Lucas, André
2
Adams, Zeno
1
Alexakis, Panayotis
1
Alexander, Carol
1
Allaj, Erindi
1
Antoniadis, Anestis
1
Apergēs, Nikolaos
1
Arteche, Josu
1
Aslanidis, Nektarios
1
Athanasopoulos, George
1
Bagnato, Luca
1
Baik, Hyeoncheol
1
Barreto-Souza, Wagner
1
Bastos, Fernando de Souza
1
Bauwens, Luc
1
Becker, Ralf
1
Bekiros, Stelios D.
1
Bernardini, Emmanuela
1
Bianchi, Michele Leonardo
1
Blasques, Francisco
1
Brailsford, Timothy J.
1
Bregantini, Daniele
1
Brossat, Xavier
1
Brownlees, Christian
1
Buccheri, Giuseppe
1
Cai, Zongwu
1
Camehl, Annika
1
Canale, Antonio
1
Casas, Isabel
1
Cenedese, Gino
1
Cengiz, Doruk
1
Cipollini, Fabrizio
1
Clare, Andrew D.
1
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International journal of forecasting
Journal of banking & finance
Journal of econometrics
524
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
212
Economics letters
178
Econometric reviews
138
Econometric theory
132
Journal of the American Statistical Association : JASA
94
The econometrics journal
87
Economic modelling
69
Applied economics letters
66
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
61
Quantitative economics : QE ; journal of the Econometric Society
57
Journal of applied econometrics
54
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
51
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
51
Applied economics
50
European journal of operational research : EJOR
38
Econometrics : open access journal
37
Computational economics
34
Journal of empirical finance
34
Insurance / Mathematics & economics
31
Journal of financial econometrics : official journal of the Society for Financial Econometrics
30
Empirical economics : a quarterly journal of the Institute for Advanced Studies
29
Journal of risk and financial management : JRFM
28
Journal of forecasting
27
The review of economics and statistics
27
Energy economics
25
Finance research letters
24
International journal of economics and financial issues : IJEFI
23
Quantitative finance
23
Journal of financial econometrics
22
Journal of productivity analysis
20
The North American journal of economics and finance : a journal of financial economics studies
19
Journal of econometric methods
17
Journal of economic dynamics & control
17
Journal of risk
16
The empirical economics letters : a monthly international journal of economics
16
Operations research
15
The review of economic studies
15
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ECONIS (ZBW)
84
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84
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1
Forecasting in factor augmented regressions under structural change
Massacci, Daniele
;
Kapetanios, George
- In:
International journal of forecasting
40
(
2024
)
1
,
pp. 62-76
Persistent link: https://www.econbiz.de/10014450259
Saved in:
2
Outlier-robust methods for forecasting realized covariance matrices
Li, Dan
;
Drovandi, Christopher
;
Clements, Adam
- In:
International journal of forecasting
40
(
2024
)
1
,
pp. 392-408
Persistent link: https://www.econbiz.de/10014450278
Saved in:
3
Counterfactual reconciliation : incorporating aggregation constraints for more accurate causal effect estimates
Cengiz, Doruk
;
Tekgüç, Hasan
- In:
International journal of forecasting
40
(
2024
)
2
,
pp. 564-580
Persistent link: https://www.econbiz.de/10014547183
Saved in:
4
Interactive R&D spillovers : an estimation strategy based on forecasting-driven model selection
Gioldasis, Georgios
;
Musolesi, Antonio
;
Simioni, Michel
- In:
International journal of forecasting
39
(
2023
)
1
,
pp. 144-169
Persistent link: https://www.econbiz.de/10014462785
Saved in:
5
Forecasting using variational Bayesian inference in large vector autoregressions with hierarchical shrinkage
Gefang, Deborah
;
Koop, Gary
;
Poon, Aubrey
- In:
International journal of forecasting
39
(
2023
)
1
,
pp. 346-363
Persistent link: https://www.econbiz.de/10014462786
Saved in:
6
Non-Gaussian models for CoVaR estimation
Bianchi, Michele Leonardo
;
De Luca, Giovanni
; …
- In:
International journal of forecasting
39
(
2023
)
1
,
pp. 391-404
Persistent link: https://www.econbiz.de/10014462788
Saved in:
7
DCC- and DECO-HEAVY : multivariate GARCH models based on realized variances and correlations
Bauwens, Luc
;
Xu, Yongdeng
- In:
International journal of forecasting
39
(
2023
)
2
,
pp. 938-955
Persistent link: https://www.econbiz.de/10014465168
Saved in:
8
Penalized estimation of panel vector autoregressive models : a panel LASSO approach
Camehl, Annika
- In:
International journal of forecasting
39
(
2023
)
3
,
pp. 1185-1204
Persistent link: https://www.econbiz.de/10014465265
Saved in:
9
Distributional regression and its evaluation with the CRPS : bounds and convergence of the minimax risk
Pic, Romain
;
Dombry, Clément
;
Naveau, Philippe
; …
- In:
International journal of forecasting
39
(
2023
)
4
,
pp. 1564-1572
Persistent link: https://www.econbiz.de/10014465329
Saved in:
10
Early Warning Systems for identifying financial instability
Allaj, Erindi
;
Sanfelici, Simona
- In:
International journal of forecasting
39
(
2023
)
4
,
pp. 1777-1803
Persistent link: https://www.econbiz.de/10014465353
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