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subject:"Volatility"
type_genre:"Article in journal"
~isPartOf:"Journal of forecasting"
~subject:"Robust statistics"
~subject:"Statistical test"
~subject:"Statistischer Test"
~type_genre:"Sammelwerk"
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Search: subject_exact:"Estimation theory"
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Volatility
Robust statistics
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 model
11
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11
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10
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9
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9
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8
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7
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Bayes-Statistik
6
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Correlation
5
Forecast
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Korrelation
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Maximum likelihood estimation
5
Maximum-Likelihood-Schätzung
5
Prognose
5
Robustes Verfahren
5
Statistical distribution
5
Statistische Verteilung
5
forecasting
5
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4
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Article in journal
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19
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English
19
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Taylor, James W.
2
Abraham, Bovas
1
Balakrishna, N.
1
Ben-Zion, Uri
1
Blanco-Fernández, Ángela
1
Chan, Wai-Sum
1
Chen, Bei
1
Chen, Yi-ting
1
Cheung, Siu-hung
1
Chow, Wai Kit
1
Croux, Christophe
1
Fei, Tianlun
1
Fischer, Henning
1
Fried, Roland
1
Gel, Yulia R.
1
Gelper, Sarah
1
Hambuckers, Julien
1
He, Mengxi
1
Heuchenne, Cédric
1
Hu, Yu-pin
1
Jeon, Jooyoung
1
Jiang, He
1
Ke, Tsung-han
1
Kıṣınbay, Turgut
1
Li, Zhenwei
1
Liu, Xiaoquan
1
Ma, Zhiren
1
Nonejad, Nima
1
Pae, Jinhan
1
Pajhede, Thor
1
Park, Jin‐Hong
1
Preminger, Arie
1
Song, Yuping
1
Sriram, T. N.
1
Sun, Xiaoyu
1
Wang, Yudong
1
Wen, Conghua
1
Wen, Danyan
1
Wettstein, David
1
Winker, Peter
1
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Journal of forecasting
Journal of econometrics
274
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
94
Econometric reviews
78
Economics letters
77
Econometric theory
64
The econometrics journal
49
Economic modelling
31
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
28
European journal of operational research : EJOR
27
Econometrics : open access journal
26
Journal of the American Statistical Association : JASA
26
International journal of forecasting
25
Journal of empirical finance
25
Journal of financial econometrics
24
Quantitative economics : QE ; journal of the Econometric Society
24
Journal of financial econometrics : official journal of the Society for Financial Econometrics
23
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
22
Applied economics letters
20
Finance research letters
19
Journal of banking & finance
19
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
17
Quantitative finance
17
Computational economics
14
Empirical economics : a quarterly journal of the Institute for Advanced Studies
13
International journal of theoretical and applied finance
13
Journal of time series econometrics
13
Applied economics
12
Journal of applied econometrics
12
Insurance / Mathematics & economics
11
Journal of risk and financial management : JRFM
11
The North American journal of economics and finance : a journal of financial economics studies
11
The European journal of finance
10
Finance and stochastics
9
International journal of economics and financial issues : IJEFI
9
Risks : open access journal
9
Journal of econometric methods
8
Journal of mathematical finance
8
Journal of quantitative economics
8
Oxford bulletin of economics and statistics
8
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ECONIS (ZBW)
19
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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 global solar radiation using a robust regularization approach with mixture kernels
Jiang, He
- In:
Journal of forecasting
42
(
2023
)
8
,
pp. 1989-2010
Persistent link: https://www.econbiz.de/10014432828
Saved in:
4
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:
5
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:
6
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
Saved in:
7
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:
8
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:
9
Estimating the out-of-sample predictive ability of trading rules : a robust bootstrap approach
Hambuckers, Julien
;
Heuchenne, Cédric
- In:
Journal of forecasting
35
(
2016
)
4
,
pp. 347-372
Persistent link: https://www.econbiz.de/10011580770
Saved in:
10
A robust test for threshold-type nonlinearity in multivariate time series analysis
Chan, Wai-Sum
;
Cheung, Siu-hung
;
Chow, Wai Kit
;
Zhang, …
- In:
Journal of forecasting
34
(
2015
)
6
,
pp. 441-454
Persistent link: https://www.econbiz.de/10011342703
Saved in:
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