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subject:"Volatility"
type_genre:"Article in journal"
~isPartOf:"International journal of forecasting"
~isPartOf:"Journal of productivity analysis"
~subject:"Kointegration"
~subject:"Nichtparametrisches Verfahren"
~subject:"Regression analysis"
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Search: subject_exact:"Estimation theory"
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Volatility
Kointegration
Nichtparametrisches Verfahren
Regression analysis
Estimation theory
214
Schätztheorie
214
Forecasting model
117
Prognoseverfahren
117
Time series analysis
65
Zeitreihenanalyse
65
Theorie
52
Theory
52
Estimation
33
Schätzung
33
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Aufsatz in Zeitschrift
62
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English
62
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Simar, Léopold
4
Kapetanios, George
3
Parmeter, Christopher F.
3
Tao, Hong
3
Zelenyuk, Valentin
3
Baillie, Richard
2
Chaleampong Kongcharoen
2
Clements, Adam
2
Gallo, Giampiero M.
2
Kumbhakar, Subal
2
Musolesi, Antonio
2
Simioni, Michel
2
Sun, Kai
2
Antoniadis, Anestis
1
Armstrong, Jon Scott
1
Arteche, Josu
1
Athanasopoulos, George
1
Bagnato, Luca
1
Barajas-Solano, David A.
1
Barreto-Souza, Wagner
1
Bastos, Fernando de Souza
1
Bauwens, Luc
1
Becker, Ralf
1
Bernardini, Emmanuela
1
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1
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1
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1
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1
Corsi, Fulvio
1
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1
Cubadda, Gianluca
1
Cugliari, Jairo
1
Demetrescu, Matei
1
Dijk, Dick van
1
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1
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International journal of forecasting
Journal of productivity analysis
Journal of econometrics
607
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
202
Econometric theory
196
Economics letters
193
Econometric reviews
163
Journal of the American Statistical Association : JASA
143
The econometrics journal
118
Econometrics : open access journal
61
Economic modelling
61
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
54
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
51
European journal of operational research : EJOR
51
Applied economics letters
48
Quantitative economics : QE ; journal of the Econometric Society
48
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
46
Computational economics
37
Insurance / Mathematics & economics
35
Journal of applied econometrics
35
Journal of risk and financial management : JRFM
35
Applied economics
33
Journal of financial econometrics : official journal of the Society for Financial Econometrics
31
Journal of forecasting
29
Empirical economics : a quarterly journal of the Institute for Advanced Studies
28
Journal of empirical finance
27
Journal of banking & finance
24
Journal of econometric methods
23
Energy economics
22
Journal of financial econometrics
21
Finance research letters
20
International journal of economics and financial issues : IJEFI
20
Quantitative finance
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Journal of quantitative economics
19
Journal of time series econometrics
19
Oxford bulletin of economics and statistics
19
Risks : open access journal
18
The empirical economics letters : a monthly international journal of economics
17
The North American journal of economics and finance : a journal of financial economics studies
15
Cambridge working papers in economics
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ECONIS (ZBW)
62
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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
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:
4
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:
5
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:
6
Physics-informed Gaussian process regression for states estimation and forecasting in power grids
Tartakovsky, Alexandre M.
;
Ma, Tong
;
Barajas-Solano, …
- In:
International journal of forecasting
39
(
2023
)
2
,
pp. 967-980
Persistent link: https://www.econbiz.de/10014465184
Saved in:
7
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:
8
Robust regression for electricity demand forecasting against cyberattacks
VandenHeuvel, Daniel
;
Wu, Jinran
;
Wang, You-Gan
- In:
International journal of forecasting
39
(
2023
)
4
,
pp. 1573-1592
Persistent link: https://www.econbiz.de/10014465333
Saved in:
9
Forecasting in GARCH models with polynomially modified innovations
Vacca, Gianmarco
;
Zoia, Maria Grazia
;
Bagnato, Luca
- In:
International journal of forecasting
38
(
2022
)
1
,
pp. 117-141
Persistent link: https://www.econbiz.de/10013347743
Saved in:
10
Cyberattack-resilient load forecasting with adaptive robust regression
Jiao, Jieying
;
Tang, Zefan
;
Zhang, Peng
;
Yue, Meng
;
Yan, Jun
- In:
International journal of forecasting
38
(
2022
)
3
,
pp. 910-919
Persistent link: https://www.econbiz.de/10013349630
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