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subject:"Volatility"
type_genre:"Article in journal"
~person:"Westerlund, Joakim"
~subject:"Estimation"
~subject:"Forecasting model"
~subject:"Statistical distribution"
~type_genre:"Aufsatz in Zeitschrift"
~type_genre:"Nachschlagewerk"
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Volatility
Estimation
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Estimation theory
28
Schätztheorie
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18
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18
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11
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11
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Westerlund, Joakim
Phillips, Peter C. B.
18
Linton, Oliver
17
Kumar, Dilip
16
Maheswaran, S.
15
Cai, Zongwu
14
Gao, Jiti
14
Kumbhakar, Subal
14
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14
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13
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12
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12
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12
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11
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11
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11
Francq, Christian
10
Koop, Gary
10
Tsionas, Efthymios G.
10
Ullah, Aman
10
White, Halbert
10
Demetrescu, Matei
9
Lesage, James P.
9
Li, Qi
9
Nadarajah, Saralees
9
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9
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9
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8
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8
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8
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8
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8
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8
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8
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8
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8
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2
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2
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2
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1
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ECONIS (ZBW)
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1
Tests of equal forecasting accuracy for nested models with estimated CCE factors
Stauskas, Ovidijus
;
Westerlund, Joakim
- In:
Journal of business & economic statistics : JBES ; a …
40
(
2022
)
4
,
pp. 1745-1758
Persistent link: https://www.econbiz.de/10013540477
Saved in:
2
Testing factors in CCE
Brown, Nicholas
;
Westerlund, Joakim
- In:
Economics letters
230
(
2023
),
pp. 1-3
Persistent link: https://www.econbiz.de/10014460359
Saved in:
3
Estimating the speed of adjustment of leverage in the presence of interactive effects
Westerlund, Joakim
;
Karabiyik, Hande
;
Narayan, Paresh Kumar
- In:
Journal of financial econometrics
20
(
2022
)
5
,
pp. 942-960
Persistent link: https://www.econbiz.de/10013460044
Saved in:
4
CCE in heterogenous fixed-T panels
Westerlund, Joakim
;
Kaddoura, Yousef
- In:
The econometrics journal
25
(
2022
)
3
,
pp. 719-738
Persistent link: https://www.econbiz.de/10013399863
Saved in:
5
Forecasting using cross-section average-augmented time series regressions
Karabiyik, Hande
;
Westerlund, Joakim
- In:
The econometrics journal
24
(
2021
)
2
,
pp. 315-333
Persistent link: https://www.econbiz.de/10012595000
Saved in:
6
Testing additive versus interactive effects in fixed-T panels
Westerlund, Joakim
- In:
Economics letters
174
(
2019
),
pp. 5-8
Persistent link: https://www.econbiz.de/10012120997
Saved in:
7
A GARCH model for testing market efficiency
Narayan, Paresh Kumar
;
Liu, Ruipeng
;
Westerlund, Joakim
- In:
Journal of international financial markets, …
41
(
2016
),
pp. 121-138
Persistent link: https://www.econbiz.de/10011475947
Saved in:
8
On the estimation and testing of predictive panel regressions
Karabiyik, Hande
;
Westerlund, Joakim
;
Narayan, Paresh Kumar
- In:
Journal of international financial markets, …
45
(
2016
),
pp. 115-125
Persistent link: https://www.econbiz.de/10011690459
Saved in:
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