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~isPartOf:"Econometric theory"
~isPartOf:"Economic modelling"
~isPartOf:"Journal of econometrics"
~isPartOf:"Journal of empirical finance"
~subject:"ARCH model"
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ARCH model
Bayes-Statistik
Estimation theory
Kointegration
Portfolio-Management
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Theorie
4,413
Theory
4,413
Schätztheorie
705
Time series analysis
696
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696
Estimation
524
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524
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Phillips, Peter C. B.
28
Linton, Oliver
19
Saikkonen, Pentti
19
Lee, Lung-fei
15
Lütkepohl, Helmut
14
Gouriéroux, Christian
11
Li, Qi
11
Xiao, Zhijie
10
Andrews, Donald W. K.
9
Chen, Songnian
9
Jong, Robert M. de
9
Koop, Gary
9
Park, Joon Y.
9
Swanson, Norman R.
9
White, Halbert
9
Baltagi, Badi H.
8
Davidson, James E. H.
8
Hong, Yongmiao
8
Johansen, Søren
8
Robinson, Peter M.
8
Baillie, Richard
7
Chib, Siddhartha
7
Corradi, Valentina
7
Gallant, A. Ronald
7
Granger, C. W. J.
7
Härdle, Wolfgang
7
Newey, Whitney K.
7
Perron, Pierre
7
Rahbek, Anders
7
Sentana, Enrique
7
Whang, Yoon-jae
7
Bai, Jushan
6
Chambers, Marcus J.
6
Diebold, Francis X.
6
Donald, Stephen G.
6
Hallin, Marc
6
Hsiao, Cheng
6
Kohn, Robert
6
Leybourne, Stephen James
6
Ng, Serena
6
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HFDF <1, 1995, Zürich>
1
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Econometric theory
Economic modelling
Journal of econometrics
Journal of empirical finance
Economics letters
628
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
363
European journal of operational research : EJOR
355
Insurance / Mathematics & economics
332
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
329
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322
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304
NBER working paper series
298
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269
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268
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
181
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Journal of forecasting
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Mathematical finance : an international journal of mathematics, statistics and financial theory
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Discussion paper / Centre for Economic Policy Research
162
International journal of theoretical and applied finance
162
Finance and stochastics
159
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
157
Journal of quantitative economics : official journal of the Indian Econometric Society
151
Oxford bulletin of economics and statistics
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The review of economics and statistics
150
CESifo working papers
149
Quantitative finance
147
Discussion paper / Center for Economic Research, Tilburg University
142
Research paper series / Swiss Finance Institute
141
Risks : open access journal
141
Management science : journal of the Institute for Operations Research and the Management Sciences
140
Applied economics letters
139
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ECONIS (ZBW)
1,509
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11
Modelling of scale change, periodicity and conditional heteroskedasticity in return volatility
Feng, Yuanhua
;
McNeil, Alexander J.
- In:
Economic modelling
25
(
2008
)
5
,
pp. 850-867
Persistent link: https://www.econbiz.de/10003800096
Saved in:
12
Value at risk forecasts by extreme value models in a conditional duration framework
Herrera, Rodrigo
;
Schipp, Bernhard
- In:
Journal of empirical finance
23
(
2013
),
pp. 33-47
Persistent link: https://www.econbiz.de/10010221789
Saved in:
13
On loss functions and ranking forecasting performances of multivariate volatility models
Laurent, Sébastien
;
Rombouts, Jeroen V. K.
;
Violante, …
- In:
Journal of econometrics
173
(
2013
)
1
,
pp. 1-10
Persistent link: https://www.econbiz.de/10009719647
Saved in:
14
Forecasting intraday market risk : a marked self-exciting point process with exogenous renewals
Stindl, Tom
- In:
Journal of empirical finance
70
(
2023
),
pp. 182-198
Persistent link: https://www.econbiz.de/10014423627
Saved in:
15
Efficiency
of microfinance institutions in Sri Lanka : a two-stage double bootstrap DEA approach
Wijesiri, Mahinda
;
Viganò, Laura
;
Meoli, Michele
- In:
Economic modelling
47
(
2015
),
pp. 74-83
Persistent link: https://www.econbiz.de/10011438882
Saved in:
16
Improved likelihood ratio tests for cointegration rank in the VAR model
Boswijk, Herman Peter
;
Jansson, Michael
;
Nielsen, …
- In:
Journal of econometrics
184
(
2015
)
1
,
pp. 97-110
Persistent link: https://www.econbiz.de/10011326813
Saved in:
17
Productivity change, capacity utilization, and the sources of
efficiency
growth
Hulten, Charles R.
- In:
Journal of econometrics
33
(
1986
)
1
,
pp. 31-50
Persistent link: https://www.econbiz.de/10001036177
Saved in:
18
When bias kills the variance : central limit theorems for DEA and FDH
efficiency
scores
Kneip, Alois
;
Simar, Léopold
;
Wilson, Paul W.
- In:
Econometric theory
31
(
2015
)
2
,
pp. 394-422
Persistent link: https://www.econbiz.de/10010532057
Saved in:
19
Adding regressors to obtain
efficiency
Jun, Sung Jae
;
Pinkse, Joris
- In:
Econometric theory
25
(
2009
)
1
,
pp. 298-301
Persistent link: https://www.econbiz.de/10003816237
Saved in:
20
Variation and
efficiency
of high-frequency betas
Zhang, Congshan
;
Li, Jia
;
Todorov, Viktor
;
Tauchen, …
- In:
Journal of econometrics
228
(
2022
)
1
,
pp. 156-175
Persistent link: https://www.econbiz.de/10013441735
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