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~subject:"Mathematical programming"
~subject:"Volatility"
~subject:"Wettbewerb"
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Mathematical programming
Volatility
Wettbewerb
Theorie
1,608
Theory
1,608
Estimation theory
368
Schätztheorie
368
Time series analysis
326
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Aït-Sahalia, Yacine
6
Bollerslev, Tim
5
Andersen, Torben
4
Hallin, Marc
4
McAleer, Michael
4
Renault, Eric
4
Tauchen, George Eugene
4
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4
Asai, Manabu
3
Barigozzi, Matteo
3
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3
Nielsen, Morten Ørregaard
3
Yu, Jun
3
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2
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2
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2
Chan, Joshua
2
Christensen, Bent Jesper
2
Christensen, Kim
2
Diebold, Francis X.
2
Gallant, A. Ronald
2
Ghysels, Eric
2
Gonçalves, Sílvia
2
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2
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2
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2
Liu, Ming
2
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2
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2
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2
Poon, Aubrey
2
Rahbek, Anders
2
Schorfheide, Frank
2
Shephard, Neil G.
2
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2
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Journal of econometrics
European journal of operational research : EJOR
1,900
Computers & operations research : and their applications to problems of world concern ; an international journal
1,066
Operations research letters
541
International journal of production research
500
Operations research
334
Mathematics of operations research
322
INFORMS journal on computing : JOC
314
NBER working paper series
275
NBER Working Paper
253
Working paper / National Bureau of Economic Research, Inc.
250
Discussion paper / Centre for Economic Policy Research
238
International journal of production economics
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Management science : journal of the Institute for Operations Research and the Management Sciences
215
Discussion paper / Tinbergen Institute
212
Mathematical methods of operations research
196
Omega : the international journal of management science
189
Economics letters
184
Transportation research / E : an international journal
177
Journal of economic dynamics & control
175
CESifo working papers
157
Journal of banking & finance
155
Discussion paper / Center for Economic Research, Tilburg University
153
INFORMS journal on computing : JOC ; charting new directions in operations research and computer science ; a journal of the Institute for Operations Research and the Management Sciences
149
Journal of the Operational Research Society : OR
147
Working paper
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129
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126
Economic modelling
124
International journal of industrial organization
124
RAIRO / Operations research
124
Finance research letters
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Journal of global optimization : an international journal dealing with theoretical and computational aspects of seeking global optima and their applications in science, management and engineering
118
CORE discussion paper : DP
117
Transportation science : a journal of the Institute for Operations Research and the Management Sciences
117
Computational economics
116
OR spectrum : quantitative approaches in management
116
Top : transactions in operations research
111
International transactions in operational research : ITOR ; a journal of the International Federation of Operational Research Societies (IFORS)
109
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ECONIS (ZBW)
140
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1
Out of sample forecasts of quadratic variation
Aït-Sahalia, Yacine
;
Mancini, Loriano
- In:
Journal of econometrics
147
(
2008
)
1
,
pp. 17-33
Persistent link: https://www.econbiz.de/10003783780
Saved in:
2
Econometric estimation in long-range dependent volatility models :
theory
and practice
Casas, Isabel
;
Gao, Jiti
- In:
Journal of econometrics
147
(
2008
)
1
,
pp. 72-83
Persistent link: https://www.econbiz.de/10003783786
Saved in:
3
A multiple regime smooth transition Heterogeneous Autoregressive model for long memory and asymmetries
McAleer, Michael
;
Medeiros, Marcelo C.
- In:
Journal of econometrics
147
(
2008
)
1
,
pp. 104-119
Persistent link: https://www.econbiz.de/10003783790
Saved in:
4
A long-run pure variance common features model for the common volatilities of the Dow Jones
Engle, Robert F.
;
Marcucci, Juri
- In:
Journal of econometrics
132
(
2006
)
1
,
pp. 7-42
Persistent link: https://www.econbiz.de/10003320235
Saved in:
5
The common and specific components of dynamic volatility
Connor, Gregory
;
Korajczyk, Robert A.
;
Linton, Oliver
- In:
Journal of econometrics
132
(
2006
)
1
,
pp. 231-255
Persistent link: https://www.econbiz.de/10003320262
Saved in:
6
Asymptotic normality of narrow-band least squares in the stationary fractional cointegration model and volatility forecasting
Christensen, Bent Jesper
;
Nielsen, Morten Ørregaard
- In:
Journal of econometrics
133
(
2006
)
1
,
pp. 343-371
Persistent link: https://www.econbiz.de/10003354581
Saved in:
7
Estimation of patent licensing value using a flexible demand specification
Hausman, Jerry A.
;
Leonard, Gregory K.
- In:
Journal of econometrics
139
(
2007
)
2
,
pp. 242-258
Persistent link: https://www.econbiz.de/10003485354
Saved in:
8
MCMC maximum likelihood for latent state models
Jacquier, Eric
;
Johannes, Michael
;
Polson, Nicholas G.
- In:
Journal of econometrics
137
(
2007
)
2
,
pp. 615-640
Persistent link: https://www.econbiz.de/10003442024
Saved in:
9
Nonstationary nonlinear heteroskedasticity in regression
Chung, Heetaik
;
Park, Joon Y.
- In:
Journal of econometrics
137
(
2007
)
1
,
pp. 230-259
Persistent link: https://www.econbiz.de/10003425535
Saved in:
10
Inference with non-Gaussian Ornstein-Uhlenbeck processes for stochastic volatility
Griffin, J. E.
;
Steel, Mark F. J.
- In:
Journal of econometrics
134
(
2006
)
2
,
pp. 605-644
Persistent link: https://www.econbiz.de/10003374347
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