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~isPartOf:"Journal of financial econometrics : official journal of the Society for Financial Econometrics"
~isPartOf:"Journal of forecasting"
~subject:"Schätzung"
~type_genre:"Aufsatz in Zeitschrift"
~type_genre:"Thesis"
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Schätzung
Time series analysis
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García-Ferrer, Antonio
2
Andrews, Rick L.
1
Asgharian, Hossein
1
Audrino, Francesco
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
Journal of forecasting
Journal of econometrics
119
Applied economics
110
Economic modelling
106
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
100
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
86
Applied economics letters
80
International journal of forecasting
76
Economics letters
74
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
63
Energy economics
60
Econometric reviews
47
International review of economics & finance : IREF
40
Journal of applied econometrics
37
Journal of empirical finance
35
The North American journal of economics and finance : a journal of financial economics studies
35
Journal of economic dynamics & control
33
Finance research letters
31
Macroeconomic dynamics
30
Journal of banking & finance
28
Applied financial economics
27
Empirical economics : a quarterly journal of the Institute for Advanced Studies
27
The empirical economics letters : a monthly international journal of economics
27
Computational economics
26
International journal of finance & economics : IJFE
26
Journal of macroeconomics
26
Journal of international money and finance
25
Econometrics : open access journal
24
Journal of financial econometrics
24
Journal of risk and financial management : JRFM
23
International journal of economics and financial issues : IJEFI
20
International review of financial analysis
20
International journal of economics and finance
19
Journal of international financial markets, institutions & money
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Research in international business and finance
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Quantitative finance
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The econometrics journal
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Cogent economics & finance
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Econometric theory
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ECONIS (ZBW)
67
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1
Bootstrap inference for pre-averaged realized volatility based on nonoverlapping returns
Gonçalves, Sílvia
;
Hounyo, Ulrich
;
Meddahi, Nour
- In:
Journal of financial econometrics : official journal of …
12
(
2014
)
4
,
pp. 679-707
Persistent link: https://www.econbiz.de/10010512286
Saved in:
2
Variance targeting estimation of multivariate GARCH models
Francq, Christian
;
Horváth, Lajos
;
Zakoïan, Jean-Michel
- In:
Journal of financial econometrics : official journal of …
14
(
2016
)
2
,
pp. 353-382
Persistent link: https://www.econbiz.de/10011589013
Saved in:
3
On estimating contemporaneous quarterly regional GDP
Pavía-Miralles, Jose Manuel
;
Cabrer-Borrás, Bernardí
- In:
Journal of forecasting
26
(
2007
)
3
,
pp. 155-170
Persistent link: https://www.econbiz.de/10003454462
Saved in:
4
Estimating and forecasting the long-memory parameter in the presence of periodicity
Bisognin, C.
;
Lopes, Silvia R. C.
- In:
Journal of forecasting
26
(
2007
)
6
,
pp. 405 - 427
Persistent link: https://www.econbiz.de/10003542043
Saved in:
5
Augmented half-life estimation based on high-frequency data
Huang, Mao-Lung
;
Liao, Shu-Yi
;
Lin, Kuo-Chin
- In:
Journal of forecasting
34
(
2015
)
7
,
pp. 523-532
Persistent link: https://www.econbiz.de/10011390442
Saved in:
6
Dynamic model averaging and CPI inflation forecasts : a comparison between the euro area and the United States
Di Filippo, Gabriele
- In:
Journal of forecasting
34
(
2015
)
8
,
pp. 619-648
Persistent link: https://www.econbiz.de/10011397637
Saved in:
7
A multiplicative error model with heterogeneous components for forecasting realized volatility
Han, Heejoon
;
Park, Myung D.
;
Zhang, Shen
- In:
Journal of forecasting
34
(
2015
)
3
,
pp. 209-219
Persistent link: https://www.econbiz.de/10011305259
Saved in:
8
Estimating and forecasting large panels of volatilities with approximate dynamic factor models
Luciani, Matteo
;
Veredas, David
- In:
Journal of forecasting
34
(
2015
)
3
,
pp. 163-176
Persistent link: https://www.econbiz.de/10011305278
Saved in:
9
Realized volatility forecast of stock index under structural breaks
Yang, Ke
;
Chen, Langnan
;
Tian, Fengping
- In:
Journal of forecasting
34
(
2015
)
1
,
pp. 57-82
Persistent link: https://www.econbiz.de/10011305343
Saved in:
10
Bayesian mixed frequency VARs
Eraker, Bjørn
;
Chiu, Ching Wai Jeremy
;
Foerster, Andrew
; …
- In:
Journal of financial econometrics : official journal of …
13
(
2015
)
3
,
pp. 698-721
Persistent link: https://www.econbiz.de/10011339252
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