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~isPartOf:"Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet"
~subject:"Regression analysis"
~subject:"Volatility"
~type_genre:"Article in journal"
~type_genre:"Aufsatz im Buch"
~type_genre:"Bibliografie enthalten"
~type_genre:"Bibliography included"
~type_genre:"Konferenzschrift"
~type_genre:"Statistik"
~type_genre:"Übersichtsarbeit"
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Regression analysis
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Theorie
302
Theory
302
Time series analysis
154
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154
Estimation
133
Schätzung
133
Estimation theory
107
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Chan, Jennifer So Kuen
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
Journal of econometrics
629
Economics letters
276
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
240
Journal of banking & finance
227
International journal of theoretical and applied finance
216
Finance research letters
206
Economic modelling
174
Econometric reviews
172
Quantitative finance
170
Econometric theory
168
International journal of forecasting
164
Applied economics
154
Journal of empirical finance
153
Energy economics
140
International review of financial analysis
133
The journal of futures markets
132
European journal of operational research : EJOR
128
The North American journal of economics and finance : a journal of financial economics studies
128
Computational economics
127
Journal of economic dynamics & control
127
Journal of financial economics
127
International review of economics & finance : IREF
123
Applied economics letters
120
Journal of forecasting
114
Journal of the American Statistical Association : JASA
109
Applied mathematical finance
108
Journal of risk and financial management : JRFM
101
Mathematical finance : an international journal of mathematics, statistics and financial theory
100
The econometrics journal
97
Risks : open access journal
91
Journal of international money and finance
90
The European journal of finance
90
Journal of international financial markets, institutions & money
85
Journal of financial econometrics : official journal of the Society for Financial Econometrics
84
Insurance / Mathematics & economics
80
The review of financial studies
79
The journal of computational finance
78
Finance and stochastics
77
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
76
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ECONIS (ZBW)
97
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1
Dynamic shrinkage priors for large time-varying parameter regressions using scalable Markov chain Monte Carlo methods
Hauzenberger, Niko
;
Huber, Florian
;
Koop, Gary
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
28
(
2024
)
2
,
pp. 201-225
Persistent link: https://www.econbiz.de/10014631913
Saved in:
2
Modelling volatility dependence with score copula models
Alanya-Beltran, Willy
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
27
(
2023
)
5
,
pp. 649-668
Persistent link: https://www.econbiz.de/10014506814
Saved in:
3
Integrated variance of irregularly spaced high-frequency data : a state space approach based on pre-averaging
Alexeev, Vitali
;
Chen, Jun
;
Ignatieva, Ekaterina
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
27
(
2023
)
5
,
pp. 733-763
Persistent link: https://www.econbiz.de/10014506869
Saved in:
4
Score-driven location plus scale models : asymptotic
theory
and an application to forecasting Dow Jones volatility
Blazsek, Szabolcs
;
Escribano, Álvaro
;
Licht, Adrian
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
28
(
2024
)
1
,
pp. 61-82
Persistent link: https://www.econbiz.de/10014506888
Saved in:
5
The discontinuation of the EUR/CHF minimum exchange rate : information from option-implied break probabilities
Funke, Michael
;
Loermann, Julius
;
Moessner, Richhild
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
25
(
2021
)
3
,
pp. 63-79
Persistent link: https://www.econbiz.de/10012594159
Saved in:
6
Stock price prediction using multi-scale nonlinear ensemble of deep learning and evolutionary weighted support vector regression
Wang, Jujie
;
Zhuang, Zhenzhen
;
Gao, Dongming
;
Li, Yang
; …
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
27
(
2023
)
3
,
pp. 397-421
Persistent link: https://www.econbiz.de/10014372898
Saved in:
7
Estimation and forecasting of long memory stochastic volatility models
Abbara, Omar
;
Zevallos, Mauricio
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
27
(
2023
)
1
,
pp. 1-24
Persistent link: https://www.econbiz.de/10014288818
Saved in:
8
Asymmetry in stochastic volatility models with threshold and time-dependent correlation
Schäfers, Torben
;
Teng, Long
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
27
(
2023
)
2
,
pp. 131-146
Persistent link: https://www.econbiz.de/10014288879
Saved in:
9
Unrestricted, restricted, and regularized models for forecasting multivariate volatility
Anatolyev, Stanislav
;
Staněk, Filip
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
27
(
2023
)
2
,
pp. 199-218
Persistent link: https://www.econbiz.de/10014288890
Saved in:
10
Time-specific average estimation of dynamic panel regressions
Chu, Ba
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
26
(
2022
)
4
,
pp. 581-616
Persistent link: https://www.econbiz.de/10013453781
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