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subject:"Volatility"
~isPartOf:"Economic modelling"
~subject:"Bayesian inference"
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Search: subject_exact:"Estimation theory"
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Volatility
Bayesian inference
Stochastic process
Estimation theory
139
Schätztheorie
139
Estimation
56
Schätzung
55
Time series analysis
34
Zeitreihenanalyse
34
Regression analysis
21
Regressionsanalyse
21
Volatilität
17
Cointegration
15
Kointegration
15
Theorie
15
Theory
15
Nichtparametrisches Verfahren
14
Nonparametric statistics
14
Statistical test
14
Statistischer Test
14
Bayes-Statistik
13
Panel
13
Panel study
13
Stochastischer Prozess
13
Monte Carlo simulation
11
Monte-Carlo-Simulation
11
Börsenkurs
10
Share price
10
ARCH model
9
ARCH-Modell
9
VAR model
9
VAR-Modell
9
Bayesian estimation
8
Forecasting model
8
Maximum likelihood estimation
8
Maximum-Likelihood-Schätzung
8
Panel data
8
Prognoseverfahren
8
Simulation
8
Bootstrap approach
7
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21
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Article
37
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37
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37
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English
37
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Kumar, Dilip
4
Maheswaran, S.
3
Acocella, Nicola
1
Agliardi, Rosella
1
Alleva, Giorgio
1
Argov, Eyal
1
Beqiraj, Elton
1
Boughrara, Adel
1
Bu, Ruijun
1
Castillo B., Paul
1
Cheng, Jie
1
Desli, Evangelia
1
Di Bartolomeo, Giovanni
1
Di Dio, Fabio
1
Di Pietro, Marco
1
Dridi, Ichrak
1
Duarte, Cláudia
1
Felici, Francesco
1
Feng, Yuanhua
1
Gianfreda, Angelica
1
Gkoulgkoutsika, A.
1
Go, Delfin S.
1
Ha, Youngmin
1
Hadri, Kaddour
1
Han, Jeong sug
1
Hatemi-J, Abdulnasser
1
Haugom, Erik
1
Hu, Shuowen
1
Hur, Joonyoung
1
Jayasinghe, Prabhath
1
Karul, Cagin
1
Kortelainen, Mika
1
Li, Chang-shuai
1
Li, Hongyi
1
Li, Yong
1
Lien, Gudbrand
1
Liseo, Brunero
1
Liu, Guifang
1
Löfgren, Hans
1
Ma, Chao-qun
1
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Economic modelling
Journal of econometrics
186
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
71
Economics letters
49
Discussion paper / Tinbergen Institute
44
Econometric reviews
40
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
29
CREATES research paper
28
Econometric theory
28
International journal of forecasting
28
Journal of empirical finance
25
Working paper / Department of Econometrics and Business Statistics, Monash University
25
Econometrics : open access journal
23
Journal of financial econometrics : official journal of the Society for Financial Econometrics
22
The econometrics journal
22
European journal of operational research : EJOR
21
Finance research letters
21
Journal of the American Statistical Association : JASA
21
Journal of forecasting
19
Quantitative finance
19
Working paper
19
Journal of applied econometrics
18
SFB 649 discussion paper
18
Computational economics
17
Cowles Foundation discussion paper
16
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
16
Discussion papers / CEPR
16
Journal of banking & finance
16
Journal of financial econometrics
16
Journal of risk and financial management : JRFM
16
NBER Working Paper
16
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
15
Insurance / Mathematics & economics
15
International journal of theoretical and applied finance
15
Operations research
15
Série des documents de travail / Centre de Recherche en Économie et Statistique
15
Working papers
15
Discussion papers of interdisciplinary research project 373
14
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
14
Journal of economic dynamics & control
14
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ECONIS (ZBW)
37
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1
Flexible inflation targeting and stock market volatility : evidence from emerging market economies
Dridi, Ichrak
;
Boughrara, Adel
- In:
Economic modelling
126
(
2023
),
pp. 1-18
Persistent link: https://www.econbiz.de/10014462464
Saved in:
2
Effects of external shocks on macroeconomic fluctuations in Pacific Alliance countries
Rodriguez, Gabriel
;
Vassallo, Renato
;
Castillo B., Paul
- In:
Economic modelling
124
(
2023
),
pp. 1-26
Persistent link: https://www.econbiz.de/10014463282
Saved in:
3
Sequential Bayesian inference for agent-based models with application to the Chinese business cycle
Zhang, Jinyu
;
Zhang, Qiaosen
;
Li, Yong
;
Wang, Qianchao
- In:
Economic modelling
126
(
2023
),
pp. 1-9
Persistent link: https://www.econbiz.de/10014463503
Saved in:
4
Testing for integration and cointegration when time series are observed with noise
Gianfreda, Angelica
;
Maranzano, Paolo
;
Parisio, Lucia
; …
- In:
Economic modelling
125
(
2023
),
pp. 1-18
Persistent link: https://www.econbiz.de/10014463618
Saved in:
5
Inefficiency and bank failure : a joint Bayesian estimation method of stochastic frontier and hazards models
Sanchez González, Jim
;
Restrepo-Tobón, Diego
; …
- In:
Economic modelling
95
(
2021
),
pp. 344-360
Persistent link: https://www.econbiz.de/10012696004
Saved in:
6
Bayesian estimation for a semiparametric nonlinear volatility model
Hu, Shuowen
;
Poskitt, Donald Stephen
;
Zhang, Xibin
- In:
Economic modelling
98
(
2021
),
pp. 361-370
Persistent link: https://www.econbiz.de/10012793996
Saved in:
7
Macroeconomic effects of monetary policy in Korea : a time-varying coefficient VAR approach
Han, Jeong sug
;
Hur, Joonyoung
- In:
Economic modelling
89
(
2020
),
pp. 142-152
Persistent link: https://www.econbiz.de/10012425933
Saved in:
8
World economic convergence : does the estimation methodology matter?
Desli, Evangelia
;
Gkoulgkoutsika, A.
- In:
Economic modelling
91
(
2020
),
pp. 138-147
Persistent link: https://www.econbiz.de/10012429028
Saved in:
9
Trends and cycles under changing economic conditions
Duarte, Cláudia
;
Maria, José R.
;
Sazedj, Sharmin
- In:
Economic modelling
92
(
2020
),
pp. 126-146
Persistent link: https://www.econbiz.de/10012429631
Saved in:
10
A stochastic estimated version of the Italian dynamic General Equilibrium Model
Acocella, Nicola
;
Beqiraj, Elton
;
Di Bartolomeo, Giovanni
; …
- In:
Economic modelling
92
(
2020
),
pp. 339-357
Persistent link: https://www.econbiz.de/10012429788
Saved in:
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