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type_genre:"Arbeitspapier"
type_genre:"Bibliographie enthalten"
~isPartOf:"Journal of econometrics"
~subject:"Forecasting model"
~subject:"Method of moments"
~subject:"Volatilität"
~type_genre:"Aufsatz in Zeitschrift"
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Forecasting model
Method of moments
Volatilität
Theorie
1,588
Theory
1,588
Estimation theory
366
Schätztheorie
366
Time series analysis
323
Zeitreihenanalyse
323
Estimation
165
Schätzung
165
Nichtparametrisches Verfahren
139
Nonparametric statistics
139
Statistical test
127
Statistischer Test
127
Prognoseverfahren
126
Volatility
124
Regression analysis
113
Regressionsanalyse
113
Stochastic process
103
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72
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Markov chain
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Markov-Kette
71
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299
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Arbeitspapier
Bibliographie enthalten
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303
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4
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Bollerslev, Tim
7
Aït-Sahalia, Yacine
6
Diebold, Francis X.
6
Patton, Andrew J.
6
Swanson, Norman R.
6
Gallant, A. Ronald
5
Renault, Eric
5
Schorfheide, Frank
5
Tauchen, George Eugene
5
Timmermann, Allan
5
Ghysels, Eric
4
Hallin, Marc
4
Inoue, Atsushi
4
Koop, Gary
4
Lee, Lung-fei
4
Linton, Oliver
4
Maheu, John M.
4
McAleer, Michael
4
Seo, Myung Hwan
4
Todorov, Viktor
4
Andersen, Torben
3
Asai, Manabu
3
Barigozzi, Matteo
3
Carriero, Andrea
3
Cavaliere, Giuseppe
3
Chen, Xiaohong
3
Clark, Todd E.
3
Corradi, Valentina
3
Dijk, Herman K. van
3
Elliott, Graham
3
Fan, Jianqing
3
Giacomini, Raffaella
3
Gonçalves, Sílvia
3
Gouriéroux, Christian
3
Hong, Yongmiao
3
Jensen, Mark J.
3
Korobilis, Dimitris
3
Liao, Yuan
3
Marcellino, Massimiliano
3
Nielsen, Morten Ørregaard
3
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National Bureau of Economic Research
1
National Science Foundation
1
Symposium on Forecasting and Empirical Methods in Macroeconomics and Finance <1999, Cambridge, Mass.>
1
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Journal of econometrics
International journal of forecasting
716
Journal of forecasting
445
Working paper / National Bureau of Economic Research, Inc.
241
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
200
Economics letters
182
Discussion paper / Centre for Economic Policy Research
169
Discussion paper / Tinbergen Institute
168
Journal of banking & finance
160
Economic modelling
148
Finance research letters
144
European journal of operational research : EJOR
129
Journal of empirical finance
129
Computational economics
128
Applied economics
127
Working paper
125
Energy economics
120
Journal of economic dynamics & control
119
Econometric reviews
109
Applied economics letters
105
Journal of international money and finance
103
Journal of financial economics
101
International review of financial analysis
97
Journal of applied econometrics
97
The European journal of finance
95
Risks : open access journal
91
CESifo working papers
90
International journal of theoretical and applied finance
87
International review of economics & finance : IREF
86
Quantitative finance
86
Working paper / Department of Econometrics and Business Statistics, Monash University
85
The review of financial studies
83
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
82
Management science : journal of the Institute for Operations Research and the Management Sciences
80
Research paper series / Swiss Finance Institute
77
CREATES research paper
76
Technological forecasting & social change : an international journal
76
The North American journal of economics and finance : a journal of financial economics studies
76
Mathematical finance : an international journal of mathematics, statistics and financial theory
75
SFB 649 discussion paper
73
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ECONIS (ZBW)
303
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303
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1
Identifying latent factors based on high-frequency data
Sun, Yucheng
;
Xu, Wen
;
Zhang, Chuanhai
- In:
Journal of econometrics
233
(
2023
)
1
,
pp. 251-270
Persistent link: https://www.econbiz.de/10014341048
Saved in:
2
Nowcasting in a pandemic using non-parametric mixed frequency VARs
Huber, Florian
;
Koop, Gary
;
Onorante, Luca
;
Pfarrhofer, …
- In:
Journal of econometrics
232
(
2023
)
1
,
pp. 52-69
Persistent link: https://www.econbiz.de/10013472832
Saved in:
3
Large stochastic volatility in mean VARs
Cross, Jamie
;
Hou, Chenghan
;
Koop, Gary
;
Poon, Aubrey
- In:
Journal of econometrics
236
(
2023
)
1
,
pp. 1-24
Persistent link: https://www.econbiz.de/10014332245
Saved in:
4
High-dimensional conditionally Gaussian state space models with missing data
Chan, Joshua
;
Poon, Aubrey
;
Zhu, Dan
- In:
Journal of econometrics
236
(
2023
)
1
,
pp. 1-21
Persistent link: https://www.econbiz.de/10014332310
Saved in:
5
Moments, shocks and spillovers in Markov-switching VAR models
Kole, Erik
;
Dijk, Dick van
- In:
Journal of econometrics
236
(
2023
)
2
,
pp. 1-26
Persistent link: https://www.econbiz.de/10014365495
Saved in:
6
High dimensional semiparametric moment restriction models
Dong, Chaohua
;
Gao, Jiti
;
Linton, Oliver
- In:
Journal of econometrics
232
(
2023
)
2
,
pp. 320-345
Persistent link: https://www.econbiz.de/10014339933
Saved in:
7
Modeling and forecasting realized volatility with the fractional Ornstein-Uhlenbeck process
Wang, Xiaohu
;
Xiao, Weilin
;
Yu, Jun
- In:
Journal of econometrics
232
(
2023
)
2
,
pp. 389-415
Persistent link: https://www.econbiz.de/10014339985
Saved in:
8
Scalable inference for a full multivariate stochastic volatility model
Dellaportas, Petros
;
Titsias, Michalis K.
;
Petrova, Katerina
- In:
Journal of econometrics
232
(
2023
)
2
,
pp. 501-520
Persistent link: https://www.econbiz.de/10014340078
Saved in:
9
A simple joint model for returns, volatility and volatility of volatility
Ding, Yashuang
- In:
Journal of econometrics
232
(
2023
)
2
,
pp. 521-543
Persistent link: https://www.econbiz.de/10014340096
Saved in:
10
Intraday cross-sectional distributions of systematic risk
Andersen, Torben
;
Riva, Raul
;
Thyrsgaard, Martin
; …
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 1394-1418
Persistent link: https://www.econbiz.de/10014471397
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