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~isPartOf:"CREATES research paper"
~language:"eng"
~subject:"Volatility"
~subject:"Zeitreihenanalyse"
~type_genre:"Book section"
~type_genre:"Working Paper"
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Volatility
Zeitreihenanalyse
Theorie
80
Theory
80
Time series analysis
63
Estimation theory
50
Schätztheorie
50
Estimation
44
Schätzung
44
Forecasting model
41
Prognoseverfahren
41
Volatilität
33
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24
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24
Capital income
22
Kapitaleinkommen
22
Stochastic process
20
Stochastischer Prozess
20
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16
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16
Risk premium
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16
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15
Kointegration
15
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15
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13
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13
Statistical test
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Statistischer Test
13
Induktive Statistik
12
Statistical inference
12
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11
Portfolio-Management
11
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87
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English
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Nielsen, Morten Ørregaard
9
Teräsvirta, Timo
8
Christensen, Kim
5
Ergemen, Yunus Emre
5
Santucci de Magistris, Paolo
5
Bennedsen, Mikkel
4
Christiansen, Charlotte
4
Johansen, Søren
4
Kang, Jian
4
Podolskij, Mark
4
Christensen, Bent Jesper
3
Grassi, Stefano
3
He, Changli
3
Pakkanen, Mikko S.
3
Silvennoinen, Annastiina
3
Taylor, Robert
3
Veliyev, Bezirgen
3
Violante, Francesco
3
Zhang, Shuhua
3
Andersen, Torben
2
Asgharian, Hossein
2
Barletta, Andrea
2
Barndorff-Nielsen, Ole E.
2
Bollerslev, Tim
2
Cavaliere, Giuseppe
2
Christoffersen, Peter F.
2
Haldrup, Niels
2
Hou, Ai Jun
2
Hounyo, Ulrich
2
Hualde, Javier
2
Kruse, Robinson
2
Lunde, Asger
2
Nielsen, Bent
2
Proietti, Tommaso
2
Rossi, Eduardo
2
Seong, Dakyung
2
Todorov, Viktor
2
Veraart, Almut E. D.
2
Abate, Girum Dagnachew
1
Amado, Cristina
1
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CREATES research paper
Working paper
147
Economics and finance working paper series
61
Working paper series / European Central Bank
43
Finance and economics discussion series
39
Econometric Institute research papers
35
Working papers / Universitat Pompeu Fabra, Department of Economics and Business
35
SFB 649 discussion paper
32
Cardiff economics working papers
30
Discussion papers / CEPR
28
Fisher College of Business working paper series
27
Meddelanden från Svenska Handelshögskolan
26
Discussion paper / Centre for Economic Policy Research
25
Discussion papers in economics
20
Research memorandum / METEOR, Universiteit Maastricht, Faculty of Economics and Business Administration
19
Department of Economics working paper series
18
Discussion paper series / IZA
17
Discussion papers / Adam Smith Business School, University of Glasgow
17
CFS working paper series
16
Discussion paper series / Tasmanian School of Business and Economics, University of Tasmania
15
Joint discussion paper series in economics : publ. by the Universities of Aachen, Gießen, Göttingen, Kassel, Marburg, Siegen
15
KBI
15
Working paper / School of Finance and Economics, UTS: Business, University of Technology of Sydney
15
Working papers
14
Working paper series / Department of Economics, Auckland Business School, The University of Auckland
13
Discussion paper
12
Discussion papers / Helsinki Center of Economic Research : discussion paper
12
Diskussionsschriften / Universität Bern, Departement Volkswirtschaftlehre
12
Economics / Discussion papers : the open-access, open-assessment e-journal
12
School of Accounting, Finance and Economics & FEMARC working paper series
12
Working paper series
12
Economics working paper
11
GSBE research memoranda
11
SSE EFI working paper series in economics and finance
11
Working papers / Department of Economics, Universidad Carlos III de Madrid
11
Working papers / University of Connecticut, Department of Economics
11
Working papers series / Federal Reserve Bank of San Francisco
11
CORE discussion papers : DP
10
Discussion paper / Department of Business and Management Science
10
Discussion paper / The University of Western Australia, Business School, Economics
10
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ECONIS (ZBW)
87
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87
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1
Forecasting dynamically asymmetric fluctuations of the U.S.
business
cycle
Chini, Emilio Zanetti
-
2018
Persistent link: https://www.econbiz.de/10011864895
Saved in:
2
House price fluctuations and the
business
cycle dynamics
Abate, Girum Dagnachew
;
Anselin, Luc
-
2016
Persistent link: https://www.econbiz.de/10011447774
Saved in:
3
Estimation of continuous-time linear DSGE models from discrete-time measurements
Christensen, Bent Jesper
;
Neri, Luca
;
Parra-Alvarez, …
-
2023
Persistent link: https://www.econbiz.de/10014280884
Saved in:
4
A parsimonious test of constancy of a positive definite correlation matrix in a multivariate time-varying GARCH model
Kang, Jian
;
Jakobsen, Johan Stax
;
Silvennoinen, Annastiina
-
2022
Persistent link: https://www.econbiz.de/10012816369
Saved in:
5
Inference on the dimension of the nonstationary subspace in functional time series
Nielsen, Morten Ørregaard
;
Seo, Wonk-ki
;
Seong, Dakyung
-
2022
Persistent link: https://www.econbiz.de/10012816384
Saved in:
6
Betting on mean reversion in the VIX? : evidence from ETP flows
Nielsen, Ole Linnemann
;
Posselt, Anders Merrild
-
2022
-
This version: September 1, 2021
Persistent link: https://www.econbiz.de/10012816394
Saved in:
7
Truncated sum-of-squares estimation of fractional time series models with generalized power law trend
Hualde, Javier
;
Nielsen, Morten Ørregaard
-
2022
Persistent link: https://www.econbiz.de/10013189455
Saved in:
8
Parametric estimation of long memory in factor models
Ergemen, Yunus Emre
-
2022
Persistent link: https://www.econbiz.de/10013367389
Saved in:
9
Modelling and estimating large macroeconomic shocks during the pandemic
Corrado, Luisa
;
Grassi, Stefano
;
Paolillo, Aldo
-
2021
Persistent link: https://www.econbiz.de/10012620771
Saved in:
10
A machine learning approach to volatility forecasting
Christensen, Kim
;
Siggaard, Mathias Voldum
;
Veliyev, …
-
2021
Persistent link: https://www.econbiz.de/10012434010
Saved in:
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