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~isPartOf:"Applied financial economics"
~isPartOf:"Journal of econometrics"
~isPartOf:"Working paper series"
~subject:"ARCH-Modell"
~subject:"Schätzung"
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Search: subject_exact:"Trend-cycle estimation"
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ARCH-Modell
Schätzung
Time series analysis
815
Zeitreihenanalyse
815
Theorie
386
Theory
386
Estimation theory
338
Schätztheorie
338
Estimation
154
Forecasting model
119
Prognoseverfahren
119
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116
Volatilität
116
Nichtparametrisches Verfahren
86
Nonparametric statistics
86
Stochastic process
75
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75
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69
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69
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68
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67
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59
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53
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50
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42
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42
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40
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40
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191
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Todorov, Viktor
7
Francq, Christian
6
Kim, Donggyu
5
Li, Jia
5
Tauchen, George Eugene
5
Barigozzi, Matteo
4
Bollerslev, Tim
4
Hallin, Marc
4
Zakoïan, Jean-Michel
4
Andersen, Torben
3
Dijk, Dick van
3
Fan, Jianqing
3
Koop, Gary
3
Li, Guodong
3
Li, Yingying
3
Medeiros, Marcelo C.
3
Patton, Andrew J.
3
Phillips, Peter C. B.
3
Taylor, Robert
3
Trenkler, Carsten
3
Wang, Yazhen
3
Baltagi, Badi H.
2
Barkoulas, John T.
2
Baum, Christopher F.
2
Blasques, F.
2
Brüggemann, Ralf
2
Chen, Xiaohong
2
Christensen, Kim
2
Davis, Richard A.
2
Ergemen, Yunus Emre
2
Gouriéroux, Christian
2
Han, Xu
2
Hong, Yongmiao
2
Hounyo, Ulrich
2
Huang, Zhuo
2
Jentsch, Carsten
2
Kao, Chihwa
2
Kong, Xin-Bing
2
Koopman, Siem Jan
2
La Vecchia, Davide
2
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Applied financial economics
Journal of econometrics
Working paper series
Economic modelling
118
Applied economics
113
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
111
International journal of forecasting
95
Discussion paper / Tinbergen Institute
93
Economics letters
89
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
85
Applied economics letters
82
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
80
Energy economics
78
CESifo working papers
73
Working paper
66
Journal of forecasting
63
Journal of empirical finance
56
Econometric reviews
51
Finance research letters
49
International review of economics & finance : IREF
46
The North American journal of economics and finance : a journal of financial economics studies
44
CREATES research paper
38
Journal of applied econometrics
38
Journal of economic dynamics & control
37
Journal of banking & finance
36
Computational economics
34
Economics and finance working paper series
32
Discussion papers / Deutsches Institut für Wirtschaftsforschung
31
Journal of risk and financial management : JRFM
31
Research in international business and finance
31
International review of financial analysis
30
Journal of financial econometrics : official journal of the Society for Financial Econometrics
30
International journal of finance & economics : IJFE
29
Macroeconomic dynamics
29
CAMA working paper series
27
Empirical economics : a quarterly journal of the Institute for Advanced Studies
27
Journal of financial econometrics
27
Journal of macroeconomics
27
The econometrics journal
27
Working paper / Department of Econometrics and Business Statistics, Monash University
27
Econometrics : open access journal
26
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ECONIS (ZBW)
191
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1
Improving the robustness of Markov-Switching dynamic factor models with time-varying volatility
Aumond, Romain
;
Royer, Julien
-
2024
Persistent link: https://www.econbiz.de/10014486414
Saved in:
2
Monitoring the economy in real time : trends and gaps in real activity and prices
Hasenzagl, Thomas
;
Pellegrino, Filippo
;
Reichlin, Lucrezia
-
2023
Persistent link: https://www.econbiz.de/10014321020
Saved in:
3
On the growth rate of superadditive processes and the stability of functional GARCH models
Kandji, Baye Matar
-
2023
Persistent link: https://www.econbiz.de/10014321021
Saved in:
4
External instrument SVAR analysis for noninvertible shocks
Forni, Mario
;
Gambetti, Luca
;
Ricco, Giovanni
-
2023
Persistent link: https://www.econbiz.de/10013557118
Saved in:
5
Local asymptotic normality of general conditionally heteroskedastic and score-driven time-series models
Francq, Christian
;
Zakoïan, Jean-Michel
-
2022
Persistent link: https://www.econbiz.de/10013162003
Saved in:
6
Ination dynamics and time-varying persistence : the importance of the uncertainty channel
Canepa, Alessandra
-
2022
Persistent link: https://www.econbiz.de/10013366360
Saved in:
7
The zonal and seasonal CO2 marginal emissions factors for the Italian power market
Beltrami, Filippo
;
Fontini, Fulvio
;
Giulietti, Monica
; …
-
2021
Persistent link: https://www.econbiz.de/10012660341
Saved in:
8
Asset pricing using Block-Cholesky GARCH and time-varying betas
Grassi, Stefano
;
Violante, Francesco
-
2021
Persistent link: https://www.econbiz.de/10012543884
Saved in:
9
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:
10
Nonparametric comparison of epidemic time trends : the case of COVID-19
Khismatullina, Marina
;
Vogt, Michael
- In:
Journal of econometrics
232
(
2023
)
1
,
pp. 87-108
Persistent link: https://www.econbiz.de/10013472849
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