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subject:"Volatility"
type_genre:"Article in journal"
~isPartOf:"Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet"
~language:"eng"
~subject:"Kointegration"
~subject:"Time series analysis"
~subject:"USA"
~subject:"Zeitreihenanalyse"
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Search: subject_exact:"Estimation theory"
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Volatility
Kointegration
Time series analysis
USA
Zeitreihenanalyse
Estimation theory
107
Schätztheorie
107
Estimation
33
Schätzung
33
ARCH model
17
ARCH-Modell
17
Volatilität
17
Regression analysis
15
Regressionsanalyse
15
Cointegration
13
Markov chain
11
Markov-Kette
11
Monte Carlo simulation
11
Monte-Carlo-Simulation
11
Nichtparametrisches Verfahren
11
Nonparametric statistics
11
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11
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10
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9
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9
Kapitaleinkommen
9
VAR model
9
VAR-Modell
9
Forecasting model
8
Prognoseverfahren
8
Statistical distribution
8
Statistische Verteilung
8
cointegration
8
Nichtlineare Regression
7
Nonlinear regression
7
Structural break
7
Strukturbruch
7
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6
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Article
63
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Article in journal
Aufsatz in Zeitschrift
63
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English
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Enders, Walter
2
Lee, Junsoo
2
Li, Jing
2
Schweikert, Karsten
2
Teräsvirta, Timo
2
Abbara, Omar
1
Anatolyev, Stanislav
1
Baillie, Richard
1
Banerjee, Anurag Narayan
1
Baruník, Jozef
1
Bekiros, Stelios
1
Blazsek, Szabolcs
1
Bu, Ruijun
1
Candelon, Bertrand
1
Carnero, M. Angeles
1
Celani, Alessandro
1
Chan, Jennifer So Kuen
1
Cheng, Jie
1
Chevallier, Julien
1
Chuffart, Thomas
1
Croux, Christophe
1
Cuestas, Juan Carlos
1
Daníelsson, Jón
1
De Angelis, Luca
1
Donfack, Morvan Nongni
1
Dufays, Arnaud
1
Dungey, Mardi H.
1
Eliasson, Ann-Charlotte
1
Ericsson, Neil R.
1
Escribano, Álvaro
1
Falk, Barry
1
Feld, Martin H.-J. M.
1
Fernández, Viviana
1
Flachaire, Emmanuel
1
Gil-Alaña, Luis A.
1
Gong, Jinguo
1
Goutte, Stéphane
1
Hadri, Kaddour
1
Harvey, David I.
1
Haurin, Donald R.
1
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
Journal of econometrics
419
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
238
Econometric theory
185
Economics letters
176
Econometric reviews
112
International journal of forecasting
75
Journal of forecasting
66
Applied economics letters
64
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
59
Econometrics : open access journal
59
Journal of applied econometrics
56
The econometrics journal
54
The review of economics and statistics
54
Applied economics
52
Economic modelling
52
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
45
Journal of the American Statistical Association : JASA
42
Journal of time series econometrics
41
Journal of empirical finance
40
Computational economics
37
Oxford bulletin of economics and statistics
36
Journal of financial econometrics : official journal of the Society for Financial Econometrics
34
Finance research letters
26
Journal of banking & finance
26
American journal of agricultural economics
25
International journal of economics and financial issues : IJEFI
24
Journal of risk and financial management : JRFM
22
Journal of economic dynamics & control
21
Journal of macroeconomics
21
The journal of futures markets
21
The review of economic studies
21
Journal of financial econometrics
20
Quantitative finance
19
Empirical economics : a quarterly journal of the Institute for Advanced Studies
16
International economic review
16
Journal of financial and quantitative analysis : JFQA
16
Quantitative economics : QE ; journal of the Econometric Society
16
The North American journal of economics and finance : a journal of financial economics studies
16
The journal of finance : the journal of the American Finance Association
16
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ECONIS (ZBW)
63
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1
Score-driven location plus scale models : asymptotic theory and an application to forecasting Dow Jones volatility
Blazsek, Szabolcs
;
Escribano, Álvaro
;
Licht, Adrian
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
28
(
2024
)
1
,
pp. 61-82
Persistent link: https://www.econbiz.de/10014506888
Saved in:
2
Matrix autoregressive models : generalization and Bayesian estimation
Celani, Alessandro
;
Pagnottoni, Paolo
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
28
(
2024
)
2
,
pp. 227-248
Persistent link: https://www.econbiz.de/10014631918
Saved in:
3
Selecting between causal and noncausal models with quantile autoregressions
Hecq, Alain W. J.
;
Sun, Li
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
25
(
2021
)
5
,
pp. 393-416
Persistent link: https://www.econbiz.de/10012806552
Saved in:
4
Estimation and forecasting of long memory stochastic volatility models
Abbara, Omar
;
Zevallos, Mauricio
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
27
(
2023
)
1
,
pp. 1-24
Persistent link: https://www.econbiz.de/10014288818
Saved in:
5
Unrestricted, restricted, and regularized models for forecasting multivariate volatility
Anatolyev, Stanislav
;
Staněk, Filip
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
27
(
2023
)
2
,
pp. 199-218
Persistent link: https://www.econbiz.de/10014288890
Saved in:
6
Buffered vector error-correction models : an application to the U.S. Treasury bond rates
Lu, Renjie
;
Yu, Philip L. H.
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
25
(
2021
)
5
,
pp. 267-287
Persistent link: https://www.econbiz.de/10012806530
Saved in:
7
Modeling time-varying parameters using artificial neural networks : a GARCH illustration
Donfack, Morvan Nongni
;
Dufays, Arnaud
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
25
(
2021
)
5
,
pp. 311-343
Persistent link: https://www.econbiz.de/10012806535
Saved in:
8
Outliers and misleading leverage effect in asymmetric GARCH-type models
Carnero, M. Angeles
;
Pérez, Ana
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
25
(
2021
)
1
,
pp. 1-19
Persistent link: https://www.econbiz.de/10012437834
Saved in:
9
Multiple structural breaks in cointegrating regressions : a model selection approach
Schmidt, Alexander
;
Schweikert, Karsten
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
26
(
2022
)
2
,
pp. 219-254
Persistent link: https://www.econbiz.de/10013334688
Saved in:
10
On the performance of information criteria for model identification of count time series
Weiß, Christian H.
;
Feld, Martin H.-J. M.
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
24
(
2020
)
1
,
pp. 1-16
Persistent link: https://www.econbiz.de/10012198497
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