//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~isPartOf:"Journal of forecasting"
~subject:"Estimation theory"
~subject:"Volatility"
~type_genre:"Article in journal"
~type_genre:"Bibliography included"
~type_genre:"Statistik"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject:"Theory"
Narrow search
Delete all filters
| 6 applied filters
Year of publication
From:
To:
Subject
All
Estimation theory
Volatility
Theorie
588
Theory
588
Forecasting model
528
Prognoseverfahren
528
Time series analysis
263
Zeitreihenanalyse
263
Schätztheorie
125
Estimation
99
Schätzung
99
Volatilität
71
Capital income
64
Kapitaleinkommen
64
USA
57
United States
57
ARCH model
50
ARCH-Modell
50
Forecast
49
Prognose
49
Regression analysis
49
Regressionsanalyse
49
Bayes-Statistik
46
Bayesian inference
46
Börsenkurs
46
Share price
46
forecasting
43
Neural networks
36
Neuronale Netze
36
Portfolio selection
35
Portfolio-Management
35
VAR model
34
VAR-Modell
34
Economic forecast
33
Frühindikator
33
Leading indicator
33
Wirtschaftsprognose
33
Statistical distribution
32
Statistische Verteilung
32
Yield curve
32
more ...
less ...
Online availability
All
Undetermined
63
Free
6
Type of publication
All
Article
185
Book / Working Paper
1
Type of publication (narrower categories)
All
Article in journal
Bibliography included
Statistik
Aufsatz in Zeitschrift
186
Collection of articles of several authors
2
Sammelwerk
2
Language
All
English
186
Author
All
Song, Yuping
4
Brooks, Chris
3
Kouassi, Eugène
3
Ravishanker, Nalini
3
Tang, Xiaolong
3
Wang, Yudong
3
Banerjee, Anurag Narayan
2
Breitner, Michael H.
2
Chan, Ngai Hang
2
Chan, Wai-Sum
2
Cheung, Siu-hung
2
Clements, Adam
2
Härdle, Wolfgang
2
Karathanasopoulos, Andreas
2
Kymn, Kern O.
2
Leybourne, Stephen James
2
Ma, Zhiren
2
Palma, Wilfredo
2
Panopulu, Aikaterinē
2
Sango, Joel
2
Shang, Han Lin
2
So, Mike Ka-pui
2
Taylor, James W.
2
Teubissi, Francis N.
2
Tsay, Ruey S.
2
Zhang, Yaojie
2
Özbay, Nimet
2
Abraham, Bovas
1
Abu-Mostafa, Yaser S.
1
Aczel, Amir D.
1
Ahumada, Hildegart A.
1
Ai, Chunrong
1
Alexandridis, Antonios K.
1
Alpuim, M. Teresa
1
Amendola, Alessandra
1
An, Yang
1
Angelini, Giovanni
1
Ardia, David
1
Arteche, Josu
1
Asai, Manabu
1
more ...
less ...
Published in...
All
Journal of forecasting
Journal of econometrics
1,748
Economics letters
1,067
Econometric theory
737
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
662
Econometric reviews
496
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
329
Journal of the American Statistical Association : JASA
325
The econometrics journal
279
Applied economics
274
Journal of banking & finance
274
Applied economics letters
264
Journal of applied econometrics
255
Economic modelling
252
Finance research letters
248
International journal of forecasting
238
European journal of operational research : EJOR
237
International journal of theoretical and applied finance
237
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
210
Journal of economic dynamics & control
204
Oxford bulletin of economics and statistics
199
Computational economics
196
Journal of empirical finance
192
Quantitative finance
187
Journal of quantitative economics : official journal of the Indian Econometric Society
170
Econometrics : open access journal
165
The journal of futures markets
163
Energy economics
159
Insurance / Mathematics & economics
159
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
159
The review of economics and statistics
158
Journal of financial economics
141
Quantitative economics : QE ; journal of the Econometric Society
141
International review of financial analysis
132
The North American journal of economics and finance : a journal of financial economics studies
132
Journal of financial econometrics : official journal of the Society for Financial Econometrics
128
Journal of risk and financial management : JRFM
128
International review of economics & finance : IREF
126
Risks : open access journal
115
Applied mathematical finance
114
more ...
less ...
Source
All
ECONIS (ZBW)
186
Showing
1
-
10
of
186
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Policy uncertainty and stock market volatility revisited : the predictive role of signal quality
Salisu, Afees A.
;
Demirer, Rıza
;
Gupta, Rangan
- In:
Journal of forecasting
42
(
2023
)
8
,
pp. 2307-2321
Persistent link: https://www.econbiz.de/10014432898
Saved in:
2
Mixed-frequency predictive regressions with parameter learning
Leippold, Markus
;
Yang, Hanlin
- In:
Journal of forecasting
42
(
2023
)
8
,
pp. 1955-1972
Persistent link: https://www.econbiz.de/10014432824
Saved in:
3
Forecasting value at risk and expected shortfall using high-frequency data of domestic and international stock markets
Wang, Man
;
Cheng, Yihan
- In:
Journal of forecasting
41
(
2022
)
8
,
pp. 1595-1607
Persistent link: https://www.econbiz.de/10013465725
Saved in:
4
Forecast combination puzzle in the HAR model
Clements, Adam
;
Vasnev, Andrey L
- In:
Journal of forecasting
43
(
2024
)
1
,
pp. 118-137
Persistent link: https://www.econbiz.de/10014443188
Saved in:
5
A multivariate GARCH-jump mixture model
Li, Chenxing
;
Maheu, John M.
- In:
Journal of forecasting
43
(
2024
)
1
,
pp. 182-207
Persistent link: https://www.econbiz.de/10014443194
Saved in:
6
Forecasting intraday financial time series with sieve bootstrapping and dynamic updating
Shang, Han Lin
;
Ji, Kaiying
- In:
Journal of forecasting
42
(
2023
)
8
,
pp. 1973-1988
Persistent link: https://www.econbiz.de/10014432826
Saved in:
7
Large covariance estimation using a factor model with common and group-specific factors
Shi, Yafeng
;
Ai, Chunrong
;
Shi, Yanlong
;
Ying, Tingting
; …
- In:
Journal of forecasting
42
(
2023
)
8
,
pp. 2217-2248
Persistent link: https://www.econbiz.de/10014432877
Saved in:
8
High-frequency data and stock-bond investing
Lai, Yu-Sheng
- In:
Journal of forecasting
41
(
2022
)
8
,
pp. 1623-1638
Persistent link: https://www.econbiz.de/10013465728
Saved in:
9
Moving beyond Volatility Index (VIX) : HARnessing the term structure of implied volatility
Clements, Adam
;
Liao, Yin
;
Tang, Yusui
- In:
Journal of forecasting
41
(
2022
)
1
,
pp. 86-99
Persistent link: https://www.econbiz.de/10012796271
Saved in:
10
Forecasting stock return volatility : the role of shrinkage approaches in a data-rich environment
Dai, Zhifeng
;
Li, Tingyu
;
Yang, Mi
- In:
Journal of forecasting
41
(
2022
)
5
,
pp. 980-996
Persistent link: https://www.econbiz.de/10013287893
Saved in:
1
2
3
4
5
6
7
8
9
10
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->