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subject:"Volatility"
~isPartOf:"Economic modelling"
~subject:"Estimation"
~subject:"Stochastic process"
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Volatility
Estimation
Stochastic process
Estimation theory
139
Schätztheorie
139
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
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Statistical test
14
Statistischer Test
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Panel study
13
Stochastischer Prozess
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Monte-Carlo-Simulation
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Börsenkurs
10
Share price
10
ARCH model
9
ARCH-Modell
9
VAR model
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VAR-Modell
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Bayesian estimation
8
Forecasting model
8
Maximum likelihood estimation
8
Maximum-Likelihood-Schätzung
8
Panel data
8
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8
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8
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67
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Kumar, Dilip
4
Maheswaran, S.
3
Abbasspour, Madjid
1
Abedi, Zahra
1
Acocella, Nicola
1
Agliardi, Rosella
1
Ali, Faek Menla
1
Alleva, Giorgio
1
Amini, Shahram
1
Argov, Eyal
1
Battisti, Michele
1
Beqiraj, Elton
1
Bhaskara Rao, Buddhavarapu
1
Boughrara, Adel
1
Bu, Ruijun
1
Buncic, Daniel
1
Caporale, Guglielmo Maria
1
Castillo B., Paul
1
Chatelain, Jean-Bernard
1
Chen, Feng
1
Chen, Zhihong
1
Cheng, Jie
1
Demetrescu, Matei
1
Deng, Wen-Shuenn
1
Desli, Evangelia
1
Di Bartolomeo, Giovanni
1
Di Dio, Fabio
1
Di Pietro, Marco
1
Dridi, Ichrak
1
Duarte, Cláudia
1
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1
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1
Gaglianone, Wagner Piazza
1
Gianfreda, Angelica
1
Gkoulgkoutsika, A.
1
Golam Kibria, B. M.
1
Gong, Jinguo
1
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Economic modelling
Journal of econometrics
307
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
166
Economics letters
136
Econometric reviews
79
Discussion paper / Tinbergen Institute
63
Applied economics letters
60
Discussion paper series / IZA
59
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
56
NBER Working Paper
54
CEMMAP working papers / Centre for Microdata Methods and Practice
50
NBER working paper series
49
Applied economics
47
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
46
Econometric theory
45
Journal of applied econometrics
43
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41
The econometrics journal
40
Working paper / Department of Econometrics and Business Statistics, Monash University
40
CREATES research paper
38
Journal of banking & finance
37
Working paper / National Bureau of Economic Research, Inc.
37
International journal of forecasting
36
Quantitative economics : QE ; journal of the Econometric Society
36
Journal of empirical finance
35
Econometrics : open access journal
33
IZA Discussion Paper
33
CESifo working papers
32
Discussion paper
31
Discussion papers / CEPR
31
European journal of operational research : EJOR
31
Journal of the American Statistical Association : JASA
30
Empirical economics : a quarterly journal of the Institute for Advanced Studies
29
Journal of forecasting
28
SFB 649 discussion paper
28
Computational economics
27
Journal of financial econometrics : official journal of the Society for Financial Econometrics
26
Finance research letters
25
Insurance / Mathematics & economics
25
Journal of financial econometrics
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1
Econometric issues in the estimation of the natural rate of interest
Buncic, Daniel
- In:
Economic modelling
132
(
2024
),
pp. 1-18
Persistent link: https://www.econbiz.de/10014547947
Saved in:
2
Estimating the output gap after COVID : how to address unprecedented macroeconomic variations
Granados, Camilo
;
Parra-Amado, Daniel
- In:
Economic modelling
135
(
2024
),
pp. 1-25
Persistent link: https://www.econbiz.de/10014549051
Saved in:
3
Semiparametric least squares estimation of binary choice panel data models with endogeneity
Semykina, Anastasia
;
Xie, Yimeng
;
Yang, Cynthia Fan
; …
- In:
Economic modelling
132
(
2024
),
pp. 1-14
Persistent link: https://www.econbiz.de/10014547973
Saved in:
4
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:
5
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:
6
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:
7
Testing for no cointegration in vector autoregressions with estimated degree of fractional integration
Demetrescu, Matei
;
Kusin, Vladimir
;
Salish, Nazarii
- In:
Economic modelling
108
(
2022
),
pp. 1-32
Persistent link: https://www.econbiz.de/10013347934
Saved in:
8
Scale-adaptive estimation of mixed geographically weighted regression models
Chen, Feng
;
Mei, Chang-Lin
- In:
Economic modelling
94
(
2021
),
pp. 737-747
Persistent link: https://www.econbiz.de/10012695340
Saved in:
9
Time-varying individual effects in a panel data probit model with an application to female labor force participation
Xin, Kai
;
Zhang, ZhengYu
;
Zhou, YaHong
;
Zhu, Pingfang
- In:
Economic modelling
95
(
2021
),
pp. 181-191
Persistent link: https://www.econbiz.de/10012695925
Saved in:
10
New nonlinear estimators of the gravity equation
Mnasri, Ayman
;
Nechi, Salem
- In:
Economic modelling
95
(
2021
),
pp. 192-202
Persistent link: https://www.econbiz.de/10012695982
Saved in:
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