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Time series analysis
95
Zeitreihenanalyse
95
Theorie
86
Theory
86
Estimation theory
55
Schätztheorie
55
ARCH model
40
ARCH-Modell
40
Volatility
22
Volatilität
22
Estimation
20
Schätzung
20
Econometrics
19
Ökonometrie
19
Maximum likelihood estimation
18
Maximum-Likelihood-Schätzung
18
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16
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16
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14
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158
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Phillips, Peter C. B.
5
Perron, Pierre
4
Bauwens, Luc
3
Koopman, Siem Jan
3
Saikkonen, Pentti
3
Taylor, Robert
3
Xiao, Zhijie
3
Abadir, Karim Maher
2
Abbring, Jaap H.
2
Dellaportas, P.
2
Dēmos, Antōnēs A.
2
Hafner, Christian M.
2
Horváth, Lajos
2
Härdle, Wolfgang
2
Kokoszka, Piotr
2
Larsson, Rolf
2
Lee, Lung-fei
2
Leybourne, Stephen James
2
Lieberman, Offer
2
Lucchetti, Riccardo
2
Magnus, Jan R.
2
McElroy, Tucker
2
Nielsen, Bent
2
Preminger, Arie
2
Rombouts, Jeroen V. K.
2
Sentana, Enrique
2
Sun, Yixiao
2
Teräsvirta, Timo
2
Velasco, Carlos
2
Vrontos, I. D.
2
Yu, Jun
2
Čížek, Pavel
2
Ardia, David
1
Arvanitis, Stelios
1
Asai, Manabu
1
Astill, S.
1
Aue, Alexander
1
Bailey, Ralph W.
1
Baillie, Richard
1
Bansal, Prateek
1
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(EC)2 <21, 2010, Toulouse>
1
(EC)2 Conference <7, 1996, Florenz>
1
Royal Economic Society / Annual Conference <2017, Bristol>
1
Published in...
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The econometrics journal
Journal of econometrics
1,039
International journal of forecasting
645
Economics letters
578
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
487
Applied economics
485
Energy economics
453
Econometric theory
441
Discussion paper / Tinbergen Institute
427
Economic modelling
413
Journal of forecasting
408
Econometric reviews
318
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
306
Applied economics letters
303
Working paper
288
Finance research letters
275
IMF Working Papers
272
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
263
NBER working paper series
246
NBER Working Paper
236
Working paper / National Bureau of Economic Research, Inc.
221
Working paper / Department of Econometrics and Business Statistics, Monash University
218
Journal of empirical finance
214
Journal of applied econometrics
210
CREATES research paper
197
International review of financial analysis
196
International review of economics & finance : IREF
195
The North American journal of economics and finance : a journal of financial economics studies
184
CESifo working papers
183
Computational economics
182
Journal of banking & finance
174
Applied financial economics
173
Discussion paper
171
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
164
Journal of economic dynamics & control
159
Research in international business and finance
158
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
155
Journal of risk and financial management : JRFM
149
Econometrics : open access journal
144
Discussion paper / Centre for Economic Policy Research
143
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ECONIS (ZBW)
158
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1
Designed quadrature to approximate integrals in maximum simulated likelihood estimation
Bansal, Prateek
;
Keshavarzzadeh, Vahid
;
Guevara, Angelo
; …
- In:
The econometrics journal
25
(
2022
)
2
,
pp. 301-321
Persistent link: https://www.econbiz.de/10013253833
Saved in:
2
Semiparametric efficiency bounds in dynamic non-linear systems under elliptical symmetry
Brown, Bryan W.
;
Hodgson, Douglas J.
- In:
The econometrics journal
10
(
2007
)
1
,
pp. 35-48
Persistent link: https://www.econbiz.de/10003451746
Saved in:
3
Stationarity of a family of GARCH processes
Liu, Ji-chun
- In:
The econometrics journal
12
(
2009
)
3
,
pp. 436-446
Persistent link: https://www.econbiz.de/10003948829
Saved in:
4
Specification tests for nonlinear dynamic models
Kheifets, Igor L.
- In:
The econometrics journal
18
(
2015
)
1
,
pp. 67-94
Persistent link: https://www.econbiz.de/10011345998
Saved in:
5
Generalized dynamic factor models and volatilities : recovering the market volatility shocks
Barigozzi, Matteo
;
Hallin, Marc
- In:
The econometrics journal
19
(
2016
)
1
,
pp. 33-60
Persistent link: https://www.econbiz.de/10011487491
Saved in:
6
Multivariate variance targeting in the BEKK–GARCH model
Pedersen, Rasmus Søndergaard
;
Rahbek, Anders
- In:
The econometrics journal
17
(
2014
)
1
,
pp. 24-55
Persistent link: https://www.econbiz.de/10010498760
Saved in:
7
Distinguishing short and long memory volatility specifications
Pong, Shiuyan
;
Shackleton, Mark B.
;
Taylor, Stephen
- In:
The econometrics journal
11
(
2008
)
3
,
pp. 617-637
Persistent link: https://www.econbiz.de/10003802446
Saved in:
8
Causality and forecasting in temporally aggregated multivariate GARCH processes
Hafner, Christian M.
- In:
The econometrics journal
12
(
2009
)
1
,
pp. 127-146
Persistent link: https://www.econbiz.de/10003841978
Saved in:
9
Testing for volatility interactions in the constant conditional correlation GARCH model
Nakatani, Tomoaki
;
Teräsvirta, Timo
- In:
The econometrics journal
12
(
2009
)
1
,
pp. 147-163
Persistent link: https://www.econbiz.de/10003841983
Saved in:
10
Nob-linear GARCH models for highly persistent volatility
Lanne, Markku
;
Saikkonen, Pentti
- In:
The econometrics journal
8
(
2005
)
2
,
pp. 251-276
Persistent link: https://www.econbiz.de/10003018967
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