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~isPartOf:"Finance research letters"
~isPartOf:"Journal of business & economic statistics : JBES ; a publication of the American Statistical Association"
~isPartOf:"Journal of econometrics"
~isPartOf:"Journal of financial economics"
~language:"eng"
~language:"mkd"
~language:"nor"
~language:"ron"
~language:"und"
~person:"Chiang, Thomas C."
~person:"Fitzenberger, Bernd"
~person:"Gao, Jiti"
~person:"Patton, Andrew J."
~person:"Renault, Eric"
~person:"Tauchen, George Eugene"
~subject:"Prognoseverfahren"
~subject:"Schätzung"
~subject:"Volatilität"
~type_genre:"Article in journal"
~type_genre:"Aufsatz im Buch"
~type_genre:"Book section"
~type_genre:"Collection of articles of several authors"
~type_genre:"Übersichtsarbeit"
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Prognoseverfahren
Schätzung
Volatilität
Theorie
44
Theory
44
Estimation theory
40
Schätztheorie
40
Volatility
36
Time series analysis
31
Zeitreihenanalyse
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Nonparametric statistics
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Induktive Statistik
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60
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Chiang, Thomas C.
Fitzenberger, Bernd
Gao, Jiti
Patton, Andrew J.
Renault, Eric
Tauchen, George Eugene
Bollerslev, Tim
28
Todorov, Viktor
26
Timmermann, Allan
24
Ghysels, Eric
20
Gupta, Rangan
18
Andersen, Torben
17
Linton, Oliver
16
Aït-Sahalia, Yacine
15
Bouri, Elie
15
Diebold, Francis X.
15
Su, Liangjun
15
Clark, Todd E.
13
Koop, Gary
13
Pesaran, M. Hashem
13
Swanson, Norman R.
13
Taylor, Robert
13
Koopman, Siem Jan
12
Xiu, Dacheng
12
Maheu, John M.
11
Marcellino, Massimiliano
11
Phillips, Peter C. B.
11
Tiwari, Aviral Kumar
11
Gouriéroux, Christian
10
Li, Jia
10
McAleer, Michael
10
McCracken, Michael W.
10
Mykland, Per A.
10
Roubaud, David
10
Shephard, Neil G.
10
Corradi, Valentina
9
Dijk, Herman K. van
9
Gallant, A. Ronald
9
Kelly, Bryan T.
9
Lucey, Brian M.
9
Meddahi, Nour
9
Rossi, Barbara
9
Schorfheide, Frank
9
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Finance research letters
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
Journal of econometrics
Journal of financial economics
Review of quantitative finance and accounting
5
Journal of financial econometrics : official journal of the Society for Financial Econometrics
4
Cambridge working papers in economics
3
Econometric theory
3
German economic review
3
Handbook of financial time series
3
International review of economics & finance : IREF
3
Labour economics : official journal of the European Association of Labour Economists
3
Mathematical finance : an international journal of mathematics, statistics and financial theory
3
Advances in Pacific Basin business, economics, and finance
2
Econometric reviews
2
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
2
Economics letters
2
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
2
Empirical economics : a quarterly journal of the Institute for Advanced Studies
2
Journal of applied econometrics
2
Journal of banking & finance
2
Journal of economics & business
2
Journal of international financial markets, institutions & money
2
Journal of population economics
2
Journal of risk and financial management : JRFM
2
Quantitative economics : QE ; journal of the Econometric Society
2
Research in international business and finance
2
Review of Pacific Basin financial markets and policies
2
Risks : open access journal
2
The North American journal of economics and finance : a journal of financial economics studies
2
The review of economics and statistics
2
Advances in economics and econometrics: theory and applications ; Vol. 3
1
Annales d'économie et de statistique
1
Annals of finance
1
Applied financial economics
1
Bildungsreform aus ökonomischer Sicht : 63. Wissenschaftliche Tagung der Arbeitsgemeinschaft Deutscher Wirtschaftswissenschaftlicher Forschungsinstitute vom 11. und 12. Mai 2000
1
Cambridge-INET working papers
1
Computation and estimation in finance and economics
1
Econometrics : open access journal
1
Energy policy
1
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ECONIS (ZBW)
60
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1
Estimation, inference, and empirical analysis for time-varying var models
Gao, Jiti
;
Peng, Bin
;
Yan, Yayi
- In:
Journal of business & economic statistics : JBES ; a …
42
(
2024
)
1
,
pp. 310-321
Persistent link: https://www.econbiz.de/10014449933
Saved in:
2
Forecasting a nonstationary time series using a mixture of stationary and nonstationary factors as predictors
Hannadige, Sium Bodha
;
Gao, Jiti
;
Silvapulle, Mervyn J.
; …
- In:
Journal of business & economic statistics : JBES ; a …
42
(
2024
)
1
,
pp. 122-134
Persistent link: https://www.econbiz.de/10014449839
Saved in:
3
Dynamic factor copula models with estimated cluster assignments
Oh, Dong Hwan
;
Patton, Andrew J.
- In:
Journal of econometrics
237
(
2023
)
2,3
,
pp. 1-23
Persistent link: https://www.econbiz.de/10014471820
Saved in:
4
The effects of training incidence and planned training duration on labor market transitions
Fitzenberger, Bernd
;
Osikominu, Aderonke
;
Paul, Marie
- In:
Journal of econometrics
235
(
2023
)
1
,
pp. 256-279
Persistent link: https://www.econbiz.de/10014434394
Saved in:
5
Real stock market returns and inflation : evidence from uncertainty hypotheses
Chiang, Thomas C.
- In:
Finance research letters
53
(
2023
),
pp. 1-9
Persistent link: https://www.econbiz.de/10014472359
Saved in:
6
Comparing predictive accuracy in the presence of a loss function shape parameter
Barendse, Sander
;
Patton, Andrew J.
- In:
Journal of business & economic statistics : JBES ; a …
40
(
2022
)
3
,
pp. 1057-1069
Persistent link: https://www.econbiz.de/10013539430
Saved in:
7
From zero to hero : realized partial (co)variances
Bollerslev, Tim
;
Medeiros, Marcelo C.
;
Patton, Andrew J.
; …
- In:
Journal of econometrics
231
(
2022
)
2
,
pp. 348-360
Persistent link: https://www.econbiz.de/10013464800
Saved in:
8
An integrated panel data approach to modelling economic growth
Feng, Guohua
;
Gao, Jiti
;
Peng, Bin
- In:
Journal of econometrics
228
(
2022
)
2
,
pp. 379-397
Persistent link: https://www.econbiz.de/10013441803
Saved in:
9
New directions in nonlinear structural estimation : Bayes and Frequentist: editorial
Tauchen, George Eugene
- In:
Journal of econometrics
228
(
2022
)
1
,
pp. 1-3
Persistent link: https://www.econbiz.de/10013441706
Saved in:
10
Realized semibetas : disentangling "good" and "bad" downside risks
Bollerslev, Tim
;
Patton, Andrew J.
;
Quaedvlieg, Rogier
- In:
Journal of financial economics
144
(
2022
)
1
,
pp. 227-246
Persistent link: https://www.econbiz.de/10013407090
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