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subject:"Volatility"
type_genre:"Article in journal"
~isPartOf:"International journal of forecasting"
~subject:"Panel study"
~subject:"Statistische Verteilung"
~subject:"Stochastic process"
~type_genre:"Government document"
~type_genre:"Textbook"
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Search: subject_exact:"Estimation theory"
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Volatility
Panel study
Statistische Verteilung
Stochastic process
Estimation theory
153
Schätztheorie
153
Forecasting model
116
Prognoseverfahren
116
Time series analysis
64
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22
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Clements, Adam
2
Taylor, James W.
2
Bagnato, Luca
1
Barajas-Solano, David A.
1
Bauwens, Luc
1
Becker, Ralf
1
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1
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1
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1
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1
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International journal of forecasting
Journal of econometrics
337
Economics letters
146
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
111
Econometric reviews
105
Econometric theory
69
The econometrics journal
68
Insurance / Mathematics & economics
51
Economic modelling
41
Applied economics letters
33
Econometrics : open access journal
33
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
30
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
27
Journal of empirical finance
27
European journal of operational research : EJOR
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Journal of the American Statistical Association : JASA
26
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Journal of risk and financial management : JRFM
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Empirical economics : a quarterly journal of the Institute for Advanced Studies
24
Statistics in transition : an international journal of the Polish Statistical Association
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Computational economics
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
23
Journal of financial econometrics : official journal of the Society for Financial Econometrics
22
Finance research letters
21
Journal of banking & finance
21
Journal of financial econometrics
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Oxford bulletin of economics and statistics
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Journal of forecasting
20
Quantitative economics : QE ; journal of the Econometric Society
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International journal of theoretical and applied finance
17
Risks : open access journal
17
Journal of mathematical finance
16
Journal of applied econometrics
15
Statistical papers
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13
Journal of risk
13
The North American journal of economics and finance : a journal of financial economics studies
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12
Regional science & urban economics
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ECONIS (ZBW)
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1
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:
2
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:
3
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:
4
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:
5
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:
6
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:
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
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:
9
A white-boxed ISSM approach to estimate uncertainty distributions of Walmart sales
De Rezende, Rafael B.
;
Egert, Katharina
;
Marin, Ignacio
; …
- In:
International journal of forecasting
38
(
2022
)
4
,
pp. 1460-1467
Persistent link: https://www.econbiz.de/10014381111
Saved in:
10
Realized volatility forecasting : Robustness to measurement errors
Cipollini, Fabrizio
;
Gallo, Giampiero M.
;
Otranto, Edoardo
- In:
International journal of forecasting
37
(
2021
)
1
,
pp. 44-57
Persistent link: https://www.econbiz.de/10012692572
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