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subject:"Volatility"
type_genre:"Article in journal"
~isPartOf:"International journal of forecasting"
~isPartOf:"Risks : open access journal"
~subject:"Nichtparametrisches Verfahren"
~subject:"Regression analysis"
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Search: subject_exact:"Estimation theory"
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Volatility
Nichtparametrisches Verfahren
Regression analysis
Estimation theory
204
Schätztheorie
204
Forecasting model
123
Prognoseverfahren
123
Time series analysis
69
Zeitreihenanalyse
69
Estimation
31
Schätzung
31
Regressionsanalyse
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Theorie
20
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Statistische Verteilung
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Probability theory
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English
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Kapetanios, George
3
Tao, Hong
3
Baillie, Richard
2
Chaleampong Kongcharoen
2
Clements, Adam
2
Gallo, Giampiero M.
2
Tzougas, George
2
Alghalith, Moawia
1
Allen, David E.
1
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1
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Bagnato, Luca
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1
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1
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1
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1
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1
Bolancé, Catalina
1
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1
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1
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International journal of forecasting
Risks : open access journal
Journal of econometrics
573
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
195
Econometric theory
178
Economics letters
178
Econometric reviews
143
Journal of the American Statistical Association : JASA
142
The econometrics journal
109
European journal of operational research : EJOR
51
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
49
Quantitative economics : QE ; journal of the Econometric Society
48
Economic modelling
47
Econometrics : open access journal
45
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
42
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
39
Insurance / Mathematics & economics
35
Computational economics
34
Journal of risk and financial management : JRFM
33
Journal of applied econometrics
32
Applied economics letters
31
Journal of financial econometrics : official journal of the Society for Financial Econometrics
29
Journal of empirical finance
26
Journal of forecasting
26
Applied economics
24
Journal of econometric methods
23
Empirical economics : a quarterly journal of the Institute for Advanced Studies
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Journal of banking & finance
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Energy economics
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Finance research letters
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Journal of quantitative economics
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Journal of productivity analysis
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The empirical economics letters : a monthly international journal of economics
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International journal of theoretical and applied finance
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The North American journal of economics and finance : a journal of financial economics studies
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Cambridge working papers in economics
13
International journal of economics and financial issues : IJEFI
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Operations research
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51
Macroeconomic forecasting and structural analysis through regularized reduced-rank regression
Bernardini, Emmanuela
;
Cubadda, Gianluca
- In:
International journal of forecasting
31
(
2015
)
3
,
pp. 682-691
Persistent link: https://www.econbiz.de/10011474523
Saved in:
52
Selecting volatility forecasting models for portfolio allocation purposes
Becker, Ralf
;
Clements, Adam
;
Doolan, M. B.
;
Hurn, Stan
- In:
International journal of forecasting
31
(
2015
)
3
,
pp. 849-861
Persistent link: https://www.econbiz.de/10011474597
Saved in:
53
Testing causality between two vectors in multivariate GARCH models
Woźniak, Tomasz
- In:
International journal of forecasting
31
(
2015
)
3
,
pp. 876-894
Persistent link: https://www.econbiz.de/10011474616
Saved in:
54
Hierarchical shrinkage priors for dynamic regressions with many predictors
Korobilis, Dimitris
- In:
International journal of forecasting
29
(
2013
)
1
,
pp. 43-59
Persistent link: https://www.econbiz.de/10009706178
Saved in:
55
Parametric vs. semiparametric long memory : comments on "Prediction from ARFIMA models : Comparison between MLE and semiparametric estimation"
Arteche, Josu
- In:
International journal of forecasting
28
(
2012
)
1
,
pp. 54-56
Persistent link: https://www.econbiz.de/10009581402
Saved in:
56
Prediction from ARFIMA models : comparisons between MLE and semiparametric estimation procedures
Baillie, Richard
;
Chaleampong Kongcharoen
;
Kapetanios, …
- In:
International journal of forecasting
28
(
2012
)
1
,
pp. 46-53
Persistent link: https://www.econbiz.de/10009581412
Saved in:
57
Illusions in regression analysis
Armstrong, Jon Scott
- In:
International journal of forecasting
28
(
2012
)
3
,
pp. 689-694
Persistent link: https://www.econbiz.de/10009659867
Saved in:
58
Shrinkage estimation of semiparametric multiplicative error models
Brownlees, Christian
;
Gallo, Giampiero M.
- In:
International journal of forecasting
27
(
2011
)
2
,
pp. 365-378
Persistent link: https://www.econbiz.de/10009247496
Saved in:
59
Optimal combinations of realised volatility estimators
Patton, Andrew J.
;
Sheppard, Kevin
- In:
International journal of forecasting
25
(
2009
)
2
,
pp. 218-238
Persistent link: https://www.econbiz.de/10003870045
Saved in:
60
Errors, robustness, and the fourth quadrant
Taleb, Nassim Nicholas
- In:
International journal of forecasting
25
(
2009
)
4
,
pp. 744-759
Persistent link: https://www.econbiz.de/10003921416
Saved in:
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