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subject:"Volatility"
~isPartOf:"Economic modelling"
~subject:"Monte-Carlo-Simulation"
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Search: subject_exact:"Estimation theory"
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Volatility
Monte-Carlo-Simulation
Simulation
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
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Theorie
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8
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Kumar, Dilip
4
Maheswaran, S.
3
Li, Yong
2
Månsson, Kristofer
2
Sriananthakumar, Sivagowry
2
Xu, Weijun
2
Boccanfuso, Dorothée
1
Boughrara, Adel
1
Castillo B., Paul
1
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Feng, Yuanhua
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1
Han, Jeong sug
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Hatemi-J, Abdulnasser
1
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1
Hu, Shuowen
1
Hur, Joonyoung
1
Kato, Takafumi
1
Kim, Jae H.
1
Kortelainen, Mika
1
Li, Chang-shuai
1
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1
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1
Lien, Gudbrand
1
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Malliaropulos, Dimitrios
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McNeil, Alexander J.
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Nonejad, Nima
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Pym Manopimoke
1
Richard, Patrick
1
Rodriguez, Gabriel
1
Savard, Luc
1
Shukur, Ghazi
1
Sun, Qi
1
Truchis, Gilles de
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Economic modelling
Journal of econometrics
184
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
84
Economics letters
61
Econometric reviews
59
Discussion paper / Tinbergen Institute
48
European journal of operational research : EJOR
34
Computational economics
30
Econometric theory
27
NBER Working Paper
24
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
24
Working paper / National Bureau of Economic Research, Inc.
24
The econometrics journal
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CEMMAP working papers / Centre for Microdata Methods and Practice
22
Applied economics
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International journal of forecasting
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
20
Journal of empirical finance
20
Econometrics : open access journal
19
Journal of financial econometrics : official journal of the Society for Financial Econometrics
19
Discussion paper series / IZA
18
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
18
Quantitative finance
18
Applied economics letters
17
CREATES research paper
17
Finance research letters
17
International journal of theoretical and applied finance
17
NBER working paper series
17
Discussion paper / Center for Economic Research, Tilburg University
16
Journal of economic dynamics & control
16
Journal of forecasting
16
Operations research
16
Journal of banking & finance
15
Journal of financial econometrics
15
Working paper / Department of Econometrics and Business Statistics, Monash University
15
Série des documents de travail / Centre de Recherche en Économie et Statistique
14
Working paper
14
Journal of risk and financial management : JRFM
13
The North American journal of economics and finance : a journal of financial economics studies
12
Discussion paper
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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
Sequential Bayesian bandwidth selection for multivariate kernel regression with applications
Li, Yong
;
Zhang, Mingzhi
;
Zhang, Yonghui
- In:
Economic modelling
112
(
2022
),
pp. 1-16
Persistent link: https://www.econbiz.de/10013349100
Saved in:
5
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:
6
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:
7
Hierarchically spatial autoregressive and moving average error model
Ye, Qianting
;
Liang, Huajie
;
Lin, Kuan-pin
;
Long, Zhihe
- In:
Economic modelling
76
(
2019
),
pp. 14-30
Persistent link: https://www.econbiz.de/10012198232
Saved in:
8
Trend inflation estimates for Thailand from disaggregated data
Pym Manopimoke
;
Vorada Limjaroenrat
- In:
Economic modelling
65
(
2017
),
pp. 75-94
Persistent link: https://www.econbiz.de/10011813600
Saved in:
9
Parameter instability, stochastic volatility and estimation based on simulated likelihood : evidence from the crude oil market
Nonejad, Nima
- In:
Economic modelling
61
(
2017
),
pp. 388-408
Persistent link: https://www.econbiz.de/10011736901
Saved in:
10
Volatility risk premium implications of GARCH option pricing models
Papantonis, Ioannis
- In:
Economic modelling
58
(
2016
),
pp. 104-115
Persistent link: https://www.econbiz.de/10011647056
Saved in:
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