//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
subject:"Volatility"
type_genre:"Article in journal"
~isPartOf:"Journal of forecasting"
~subject:"ARCH model"
~subject:"Statistical test"
~subject:"Statistischer Test"
~type_genre:"Sammelwerk"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject_exact:"Estimation theory"
Narrow search
Delete all filters
| 7 applied filters
Year of publication
From:
To:
Subject
All
Volatility
ARCH model
Statistical test
Statistischer Test
Estimation theory
125
Schätztheorie
125
Forecasting model
73
Prognoseverfahren
73
Time series analysis
54
Zeitreihenanalyse
54
Theorie
45
Theory
45
Estimation
18
Regression analysis
18
Regressionsanalyse
18
Schätzung
18
ARCH-Modell
11
Volatilität
10
Capital income
9
Kapitaleinkommen
9
USA
8
United States
8
Börsenkurs
7
Share price
7
Bayes-Statistik
6
Bayesian inference
6
Markov chain
6
Markov-Kette
6
Correlation
5
Forecast
5
Korrelation
5
Maximum likelihood estimation
5
Maximum-Likelihood-Schätzung
5
Prognose
5
Robust statistics
5
Robustes Verfahren
5
Statistical distribution
5
Statistische Verteilung
5
forecasting
5
Causality analysis
4
Exchange rate
4
Kausalanalyse
4
more ...
less ...
Online availability
All
Undetermined
7
Type of publication
All
Article
20
Type of publication (narrower categories)
All
Article in journal
Sammelwerk
Aufsatz in Zeitschrift
20
Language
All
English
20
Author
All
Taylor, James W.
2
Abraham, Bovas
1
Ardia, David
1
Balakrishna, N.
1
Ben-Zion, Uri
1
Blanco-Fernández, Ángela
1
Chen, Bei
1
Chen, Yi-ting
1
Fei, Tianlun
1
Fischer, Henning
1
Gel, Yulia R.
1
Harvey, David I.
1
He, Mengxi
1
Hu, Yu-pin
1
Iqbal, Farhat
1
Jeon, Jooyoung
1
Ke, Tsung-han
1
Kolly, Jeremy
1
Kıṣınbay, Turgut
1
Leybourne, Stephen James
1
Li, Yushu
1
Li, Zhenwei
1
Liu, Xiaoquan
1
Ma, Zhiren
1
Mukherjee, Kanchan
1
Newbold, Paul
1
Nonejad, Nima
1
Pae, Jinhan
1
Pajhede, Thor
1
Polanski, Arnold
1
Preminger, Arie
1
So, Mike K. P.
1
Song, Yuping
1
Stoja, Evarist
1
Sun, Xiaoyu
1
Trottier, Denis‐Alexandre
1
Wang, Yudong
1
Wen, Conghua
1
Wen, Danyan
1
Wettstein, David
1
more ...
less ...
Published in...
All
Journal of forecasting
Journal of econometrics
278
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
98
Econometric theory
90
Econometric reviews
84
Economics letters
78
The econometrics journal
54
Economic modelling
33
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
33
Journal of empirical finance
32
Econometrics : open access journal
29
Journal of financial econometrics : official journal of the Society for Financial Econometrics
27
Journal of financial econometrics
26
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
24
International journal of forecasting
24
Applied economics letters
23
Journal of banking & finance
21
Finance research letters
20
Journal of time series econometrics
20
Quantitative economics : QE ; journal of the Econometric Society
20
Applied economics
17
Computational economics
17
Quantitative finance
17
Journal of the American Statistical Association : JASA
16
Journal of risk
14
Journal of risk and financial management : JRFM
14
International journal of economics and financial issues : IJEFI
13
International journal of theoretical and applied finance
13
The North American journal of economics and finance : a journal of financial economics studies
13
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
12
Empirical economics : a quarterly journal of the Institute for Advanced Studies
12
Journal of applied econometrics
11
Journal of mathematical finance
11
The European journal of finance
11
European journal of operational research : EJOR
9
Finance and stochastics
9
Insurance / Mathematics & economics
8
Journal of economic dynamics & control
8
Oxford bulletin of economics and statistics
8
The journal of risk model validation
8
more ...
less ...
Source
All
ECONIS (ZBW)
20
Showing
1
-
10
of
20
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Dynamic forecasting for nonstationary high-frequency financial data with jumps based on series decomposition and reconstruction
Song, Yuping
;
Li, Zhenwei
;
Ma, Zhiren
;
Sun, Xiaoyu
- In:
Journal of forecasting
42
(
2023
)
5
,
pp. 1055-1068
Persistent link: https://www.econbiz.de/10014338810
Saved in:
2
Forecasting stock return volatility : realized volatility-type or duration-based estimators
Fei, Tianlun
;
Liu, Xiaoquan
;
Wen, Conghua
- In:
Journal of forecasting
42
(
2023
)
7
,
pp. 1594-1621
Persistent link: https://www.econbiz.de/10014432725
Saved in:
3
Forecasting Bitcoin volatility : a new insight from the threshold regression model
Zhang, Yaojie
;
He, Mengxi
;
Wen, Danyan
;
Wang, Yudong
- In:
Journal of forecasting
41
(
2022
)
3
,
pp. 633-652
Persistent link: https://www.econbiz.de/10013166172
Saved in:
4
Backtesting value‐at‐risk : a generalized Markov test
Pajhede, Thor
- In:
Journal of forecasting
36
(
2017
)
5
,
pp. 597-613
Persistent link: https://www.econbiz.de/10011860704
Saved in:
5
The impact of parameter and model uncertainty on market risk predictions from GARCH‐type models
Ardia, David
;
Kolly, Jeremy
;
Trottier, Denis‐Alexandre
- In:
Journal of forecasting
36
(
2017
)
7
,
pp. 808-823
Persistent link: https://www.econbiz.de/10011860735
Saved in:
6
Modeling and forecasting aggregate stock market volatility in unstable environments using mixture innovation regressions
Nonejad, Nima
- In:
Journal of forecasting
36
(
2017
)
6
,
pp. 718-740
Persistent link: https://www.econbiz.de/10011861413
Saved in:
7
Predicting stock return volatility : can we benefit from regression models for return intervals?
Fischer, Henning
;
Blanco-Fernández, Ángela
;
Winker, Peter
- In:
Journal of forecasting
35
(
2016
)
2
,
pp. 113-146
Persistent link: https://www.econbiz.de/10011580244
Saved in:
8
Estimating and forecasting APARCH-Skew-t model by wavelet support vector machines
Li, Yushu
- In:
Journal of forecasting
33
(
2014
)
4
,
pp. 259-269
Persistent link: https://www.econbiz.de/10010425754
Saved in:
9
Estimating and prediction tests of cash flow forecast accuracy
Yoo, Choong-yuel
;
Pae, Jinhan
- In:
Journal of forecasting
32
(
2013
)
3
,
pp. 215-225
Persistent link: https://www.econbiz.de/10009758654
Saved in:
10
Using CAViaR models with implied volatility for value-at-risk estimation
Jeon, Jooyoung
;
Taylor, James W.
- In:
Journal of forecasting
32
(
2013
)
1
,
pp. 62-74
Persistent link: https://www.econbiz.de/10009758719
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->