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subject:"Volatility"
type_genre:"Article in journal"
~isPartOf:"Journal of time series econometrics"
~isPartOf:"The North American journal of economics and finance : a journal of financial economics studies"
~subject:"Panel study"
~subject:"Statistische Verteilung"
~subject:"Time series analysis"
~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
Time series analysis
Estimation theory
85
Schätztheorie
85
Zeitreihenanalyse
48
ARCH model
19
ARCH-Modell
19
Estimation
17
Schätzung
17
Volatilität
14
Forecasting model
11
Prognoseverfahren
11
Regression analysis
10
Regressionsanalyse
10
Statistical test
10
Statistischer Test
10
Einheitswurzeltest
9
Structural break
9
Strukturbruch
9
Unit root test
9
Cointegration
8
Kointegration
8
ARMA model
7
ARMA-Modell
7
Maximum likelihood estimation
7
Maximum-Likelihood-Schätzung
7
Börsenkurs
6
Capital income
6
Kapitaleinkommen
6
Risikomaß
6
Risk measure
6
Share price
6
GARCH
5
Monte Carlo simulation
5
Monte-Carlo-Simulation
5
Stochastic process
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Stochastischer Prozess
5
VAR model
5
VAR-Modell
5
cointegration
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Article
58
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Article in journal
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Aufsatz in Zeitschrift
58
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English
58
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Peiris, Shelton
3
Allen, David E.
2
Arvanitis, Stelios
2
Asai, Manabu
2
Kurozumi, Eiji
2
Politis, Dimitris N.
2
Skrobotov, Anton
2
Abadir, Karim Maher
1
Alañón Pardo, Ángel
1
Aleksandrov, Boris
1
Arize, Augustine Chuck
1
Bardet, Jean-Marc
1
Born, Benjamin
1
Boubaker, Heni
1
Canepa, Alessandra
1
Chen, Cathy W. S.
1
Chen, Jie
1
Chiann, Chang
1
Davidson, James E. H.
1
Demetrescu, Matei
1
Diao, Xundi
1
Dola, Béchir
1
Díaz-Mendoza, Ana-Carmen
1
Dēmos, Antōnēs A.
1
Everaert, Gerdie
1
Feld, Martin
1
Game, Aaron
1
González Olivares, Daniel
1
Granger, C. W. J.
1
Guillén, Montserrat
1
Guizar, Isai
1
Gómez-Zaldívar, Manuel
1
Hafner, Christian M.
1
Hassler, Uwe
1
Hendry, David F.
1
Horváth, Roman
1
Hunt, Richard
1
Iitsuka, Yoshitaka
1
Javed, Farrukh
1
Jensen, Anders Tolver
1
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Journal of time series econometrics
The North American journal of economics and finance : a journal of financial economics studies
Journal of econometrics
540
Economics letters
260
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
215
Econometric theory
208
Econometric reviews
168
The econometrics journal
93
International journal of forecasting
78
Applied economics letters
76
Econometrics : open access journal
69
Journal of forecasting
65
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
61
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
59
Economic modelling
58
Journal of the American Statistical Association : JASA
55
Applied economics
53
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
53
Insurance / Mathematics & economics
49
Computational economics
48
Journal of applied econometrics
43
Journal of empirical finance
42
Oxford bulletin of economics and statistics
39
Journal of financial econometrics : official journal of the Society for Financial Econometrics
33
Journal of risk and financial management : JRFM
32
Empirical economics : a quarterly journal of the Institute for Advanced Studies
29
Statistics in transition : an international journal of the Polish Statistical Association
28
Finance research letters
26
Journal of banking & finance
26
Quantitative economics : QE ; journal of the Econometric Society
26
Série des documents de travail / Centre de Recherche en Économie et Statistique
26
Journal of financial econometrics
25
European journal of operational research : EJOR
21
Quantitative finance
20
Statistical papers
20
International journal of economics and financial issues : IJEFI
19
Journal of economic dynamics & control
18
The review of economics and statistics
18
Journal of quantitative economics
17
The empirical economics letters : a monthly international journal of economics
17
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1
Realized BEKK-CAW models
Asai, Manabu
;
So, Mike Ka-pui
- In:
Journal of time series econometrics
15
(
2023
)
1
,
pp. 49-77
Persistent link: https://www.econbiz.de/10014288366
Saved in:
2
Small sample adjustment for hypotheses testing on cointegrating vectors
Canepa, Alessandra
- In:
Journal of time series econometrics
14
(
2022
)
1
,
pp. 51-85
Persistent link: https://www.econbiz.de/10013260145
Saved in:
3
In-fill asymptotic distribution of the change point estimator when estimating breaks one at a time
Tayanagi, Toshikazu
;
Kurozumi, Eiji
- In:
Journal of time series econometrics
15
(
2023
)
2
,
pp. 111-149
Persistent link: https://www.econbiz.de/10014465604
Saved in:
4
Inter-regional dependence of J-REIT stock prices : a heteroscedasticity-robust time series approach
Motegi, Kaiji
;
Iitsuka, Yoshitaka
- In:
The North American journal of economics and finance : a …
64
(
2023
),
pp. 1-14
Persistent link: https://www.econbiz.de/10014246819
Saved in:
5
Improving the estimation and predictions of small time series models
Liu-Evans, Gareth
- In:
Journal of time series econometrics
15
(
2023
)
1
,
pp. 1-26
Persistent link: https://www.econbiz.de/10014288356
Saved in:
6
Structural break in different stock index markets in China
Li, Boyan
;
Diao, Xundi
- In:
The North American journal of economics and finance : a …
65
(
2023
),
pp. 1-13
Persistent link: https://www.econbiz.de/10014309933
Saved in:
7
Cross-sectional quantile regression for estimating conditional VaR of returns during periods of high volatility
Vidal-Llana, Xenxo
;
Guillén, Montserrat
- In:
The North American journal of economics and finance : a …
63
(
2022
),
pp. 1-9
Persistent link: https://www.econbiz.de/10014225819
Saved in:
8
A novel estimation of time-varying quantile correlation for financial contagion detection
Ye, Wuyi
;
Li, Mingge
;
Wu, Yuehua
- In:
The North American journal of economics and finance : a …
63
(
2022
),
pp. 1-24
Persistent link: https://www.econbiz.de/10014225731
Saved in:
9
Multi-asset pair-trading strategy : a statistical learning approach
Lin, Tsai-Yu
;
Chen, Cathy W. S.
;
Syu, Fong-Yi
- In:
The North American journal of economics and finance : a …
55
(
2021
),
pp. 1-10
Persistent link: https://www.econbiz.de/10012667381
Saved in:
10
Consumption, aggregate wealth and expected stock returns : an FCVAR approach
Quineche, Ricardo
- In:
Journal of time series econometrics
13
(
2021
)
1
,
pp. 21-42
Persistent link: https://www.econbiz.de/10012437824
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