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subject:"Zeitreihenanalyse"
~isPartOf:"Computational economics"
~isPartOf:"Journal of empirical finance"
~subject:"Volatilität"
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Search: subject_exact:"Estimation theory"
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Zeitreihenanalyse
Volatilität
Estimation theory
188
Schätztheorie
188
Time series analysis
57
Estimation
42
Schätzung
41
Volatility
26
Capital income
25
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Boubaker, Heni
3
Omay, Tolga
3
Kim, Chang-Jin
2
Kvamsdal, Sturla Furunes
2
McKenzie, Michael D.
2
Nelson, Charles R.
2
Satchell, Stephen
2
Wongwachara, Warapong
2
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1
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1
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1
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1
Asai, Manabu
1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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Computational economics
Journal of empirical finance
Journal of econometrics
370
Econometric theory
170
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
169
Economics letters
153
Discussion paper / Tinbergen Institute
107
Econometric reviews
98
International journal of forecasting
70
Working paper / Department of Econometrics and Business Statistics, Monash University
67
CREATES research paper
65
Journal of forecasting
61
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
57
Applied economics letters
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Econometrics : open access journal
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Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
45
NBER Working Paper
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The econometrics journal
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Cowles Foundation discussion paper
43
Journal of time series econometrics
40
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
39
Applied economics
38
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
37
Journal of the American Statistical Association : JASA
37
Journal of applied econometrics
33
NBER working paper series
31
SFB 649 discussion paper
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Série des documents de travail / Centre de Recherche en Économie et Statistique
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
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EUI working paper / ECO
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Oxford bulletin of economics and statistics
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Finance research letters
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An adaptive long memory conditional correlation model
Dark, Jonathan
- In:
Journal of empirical finance
75
(
2024
),
pp. 1-16
Persistent link: https://www.econbiz.de/10014491877
Saved in:
2
An alternative bootstrap for proxy vector autoregressions
Bruns, Martin
;
Lütkepohl, Helmut
- In:
Computational economics
62
(
2023
)
4
,
pp. 1857-1882
Persistent link: https://www.econbiz.de/10014442568
Saved in:
3
L1 common trend filtering
Yamada, Hiroshi
;
Bao, Ruoyi
- In:
Computational economics
59
(
2022
)
3
,
pp. 1005-1025
Persistent link: https://www.econbiz.de/10013169212
Saved in:
4
Local predictability of stock returns and cash flows
Yu, Deshui
;
Li, Chen
- In:
Journal of empirical finance
77
(
2024
),
pp. 1-23
Persistent link: https://www.econbiz.de/10014578533
Saved in:
5
Unit roots in macroeconomic time series : a comparison of classical, Bayesian and machine learning approaches
Ahmad, Yamin
;
Check, Adam
;
Lo, Ming Chien
- In:
Computational economics
63
(
2024
)
6
,
pp. 2139-2173
Persistent link: https://www.econbiz.de/10014636725
Saved in:
6
Estimating and testing skewness in a stochastic volatility model
Lee, Cheol Woo
;
Kang, Kyu Ho
- In:
Journal of empirical finance
72
(
2023
),
pp. 445-467
Persistent link: https://www.econbiz.de/10014476881
Saved in:
7
Estimation with mixed data frequencies : a bias-correction approach
Ghosh, Anisha
;
Linton, Oliver
- In:
Journal of empirical finance
74
(
2023
),
pp. 1-20
Persistent link: https://www.econbiz.de/10014477062
Saved in:
8
Controlling heterogeneous structure of smooth breaks in panel unit root and cointegration testing
Omay, Tolga
;
Iren, Perihan
- In:
Computational economics
61
(
2023
)
1
,
pp. 233-265
Persistent link: https://www.econbiz.de/10014228424
Saved in:
9
Multivariate cointegration and temporal aggregation : some further simulation results
Otero, Jesús G.
;
Panagiōtidēs, Theodōros
; …
- In:
Computational economics
59
(
2022
)
1
,
pp. 59-70
Persistent link: https://www.econbiz.de/10013168902
Saved in:
10
Using double frequency in fourier Dickey-Fuller unit root test
Cai, Yifei
;
Omay, Tolga
- In:
Computational economics
59
(
2022
)
2
,
pp. 445-470
Persistent link: https://www.econbiz.de/10013169016
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