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subject:"Volatility"
type_genre:"Article in journal"
~isPartOf:"Journal of forecasting"
~subject:"Estimation"
~subject:"Maximum-Likelihood-Schätzung"
~subject:"Share price"
~subject:"Statistical distribution"
~subject:"Theory"
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Volatility
Estimation
Maximum-Likelihood-Schätzung
Share price
Statistical distribution
Theory
Estimation theory
125
Schätztheorie
125
Forecasting model
73
Prognoseverfahren
73
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54
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Ravishanker, Nalini
3
Banerjee, Anurag Narayan
2
Chan, Ngai Hang
2
Leybourne, Stephen James
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2
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Journal of forecasting
Journal of econometrics
730
Economics letters
526
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
347
Econometric theory
343
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
249
Econometric reviews
221
Journal of applied econometrics
161
Journal of quantitative economics : official journal of the Indian Econometric Society
144
The review of economics and statistics
126
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
113
Oxford bulletin of economics and statistics
109
Applied economics
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The econometrics journal
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58
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Metrika : international journal for theoretical and applied statistics
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American journal of agricultural economics
56
Insurance / Mathematics & economics
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Journal of banking & finance
55
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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Allgemeines statistisches Archiv : AStA ; journal of the German Statistical Society
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Statistics in transition : an international journal of the Polish Statistical Association
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Econometrics : open access journal
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38
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1
Empirical prediction intervals for additive Holt-Winters methods under misspecification
Yang, Boning
;
Tang, Xinyi
;
Yau, Chun Yip
- In:
Journal of forecasting
43
(
2024
)
3
,
pp. 754-770
Persistent link: https://www.econbiz.de/10014532381
Saved in:
2
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:
3
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:
4
Large covariance estimation using a factor model with common and group-specific factors
Shi, Yafeng
;
Ai, Chunrong
;
Shi, Yanlong
;
Ying, Tingting
; …
- In:
Journal of forecasting
42
(
2023
)
8
,
pp. 2217-2248
Persistent link: https://www.econbiz.de/10014432877
Saved in:
5
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:
6
Optimal forecast error as an unbiased estimator of abnormal return : a proposition
Enginar, Onur
;
Atici, Kazim Baris
- In:
Journal of forecasting
41
(
2022
)
1
,
pp. 158-166
Persistent link: https://www.econbiz.de/10012796281
Saved in:
7
Short‐term stock price prediction based on limit order book dynamics
An, Yang
;
Chan, Ngai Hang
- In:
Journal of forecasting
36
(
2017
)
5
,
pp. 541-556
Persistent link: https://www.econbiz.de/10011860685
Saved in:
8
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:
9
PARX model for football match predictions
Angelini, Giovanni
;
De Angelis, Luca
- In:
Journal of forecasting
36
(
2017
)
7
,
pp. 795-807
Persistent link: https://www.econbiz.de/10011860730
Saved in:
10
Robust estimation of conditional variance of time series using density power divergences
Park, Jin‐Hong
;
Sriram, T. N.
- In:
Journal of forecasting
36
(
2017
)
6
,
pp. 703-717
Persistent link: https://www.econbiz.de/10011861411
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