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ARCH model
Schätztheorie
35,884
Estimation theory
35,257
Theorie
15,346
Theory
14,810
Regression analysis
14,704
Regressionsanalyse
14,627
Schätzung
9,169
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9,013
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8,777
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8,405
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6,720
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3,226
Forecasting model
3,181
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2,831
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2,778
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2,774
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2,700
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2,275
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1,965
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1,919
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1,786
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1,765
Kapitaleinkommen
1,519
Capital income
1,517
Börsenkurs
1,441
Share price
1,411
Stochastischer Prozess
1,382
Kointegration
1,364
Stochastic process
1,351
Cointegration
1,349
ARCH-Modell
1,314
Welt
1,300
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1,267
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1,264
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1,260
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Francq, Christian
28
Linton, Oliver
25
Zakoïan, Jean-Michel
24
Teräsvirta, Timo
21
Rahbek, Anders
16
Ardia, David
15
Hafner, Christian M.
15
Engle, Robert F.
14
Trojani, Fabio
14
Bauwens, Luc
13
Sheppard, Kevin
13
Audrino, Francesco
12
Kumar, Dilip
12
Feng, Yuanhua
10
Fiorentini, Gabriele
10
Lütkepohl, Helmut
10
Silvennoinen, Annastiina
10
Gupta, Rangan
9
McAleer, Michael
9
Pedersen, Rasmus Søndergaard
9
Shephard, Neil G.
9
Sucarrat, Genaro
9
Calzolari, Giorgio
8
Nelson, Daniel B.
8
Preminger, Arie
8
Carnero, M. Angeles
7
Cavaliere, Giuseppe
7
Chen, Xiaohong
7
Horváth, Lajos
7
Kim, Woocheol
7
Koopman, Siem Jan
7
Ling, Shiqing
7
Linton, Oliver B.
7
Mammen, Enno
7
Prono, Todd
7
Sentana, Enrique
7
Wu, Jianbin
7
Ñíguez, Trino-Manuel
7
Arvanitis, Stelios
6
Chen, Cathy W. S.
6
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Ekonomiska forskningsinstitutet <Stockholm>
3
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
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Escola de Pós-Graduação em Economia <Rio de Janeiro>
2
National Bureau of Economic Research
2
Banca nazionale del lavoro / Ufficio scenari economici
1
Banca nazionale del lavoro / Ufficio studi
1
Econometrisch Instituut <Rotterdam>
1
Leibniz-Institut für Agrarentwicklung in Transformationsökonomien
1
London School of Economics and Political Science
1
Shakai-Keizai-Kenkyūsho <Osaka>
1
Suntory and Toyota International Centres for Economics and Related Disciplines
1
Umeå Universitet / Institutionen för Nationalekonomi
1
Universitat Pompeu Fabra / Departament d'Economia i Empresa
1
University of Chicago / Graduate School of Business
1
University of Chicago / Graduate School of Business / Department of Economics
1
University of Waterloo / Department of Economics
1
Université de Montréal / Département de sciences économiques
1
Uniwersytet Warszawski / Wydział Nauk Ekonomicznych
1
Westfälische Wilhelms-Universität Münster
1
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Journal of econometrics
56
Econometric theory
39
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
28
Economics letters
23
Discussion paper / Tinbergen Institute
21
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
20
Finance research letters
19
The econometrics journal
18
Econometric reviews
17
International journal of forecasting
15
The North American journal of economics and finance : a journal of financial economics studies
15
Journal of empirical finance
14
Journal of financial econometrics : official journal of the Society for Financial Econometrics
14
Journal of risk and financial management : JRFM
14
Applied economics
13
CREATES research paper
12
Economic modelling
12
Journal of risk
12
International journal of economics and financial issues : IJEFI
11
Journal of banking & finance
11
Journal of financial econometrics
11
Journal of forecasting
11
CORE discussion papers : DP
10
Computational economics
10
Journal of time series econometrics
10
Série des documents de travail / Centre de Recherche en Économie et Statistique
10
Econometrics : open access journal
9
International Journal of Energy Economics and Policy : IJEEP
9
International review of economics & finance : IREF
9
Applied economics letters
8
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
8
The journal of risk model validation
8
Journal of mathematical finance
7
The European journal of finance
7
Discussion paper / Suntory-Toyota International Centre for Economics and Related Disciplines
6
Energy economics
6
International review of financial analysis
6
Journal of international financial markets, institutions & money
6
Research in international business and finance
6
Working paper series
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ECONIS (ZBW)
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1
Finite-sample distribution-free inference in linear median regressions under heteroscedasticity and non-linear dependence of unknown form
Coudin, Elise
;
Dufour, Jean-Marie
- In:
The econometrics journal
12
(
2009
),
pp. 19-49
Persistent link: https://www.econbiz.de/10003876273
Saved in:
2
Semiparametric GARCH via Bayesian model averaging
Chen, Wilson Ye
;
Gerlach, Richard H.
- In:
Journal of business & economic statistics : JBES ; a …
39
(
2021
)
2
,
pp. 437-452
Persistent link: https://www.econbiz.de/10012499090
Saved in:
3
Less volatile value-at-risk estimation under a semi-parametric approach
Huang, Shih-Feng
;
Wang, David K.
- In:
Asia-Pacific journal of financial studies
52
(
2023
)
3
,
pp. 374-393
Persistent link: https://www.econbiz.de/10014318379
Saved in:
4
Finite-sample distribution-free inference in linear median regression under heteroskedasticity and nonlinear dependence of unknown form
Coudin, Elise
;
Dufour, Jean-Marie
-
2007
Persistent link: https://www.econbiz.de/10003656187
Saved in:
5
Semi-parametric conditional quantile models for financial returns and realized volatility
Zikes, Filip
;
Barunik, Jozef
- In:
Journal of financial econometrics : official journal of …
14
(
2016
)
1
,
pp. 185-226
Persistent link: https://www.econbiz.de/10011588557
Saved in:
6
Conditional Value-at-Risk : semiparametric estimation and inference
Wang, Chuan-Sheng
;
Zhao, Zhibiao
- In:
Journal of econometrics
195
(
2016
)
1
,
pp. 86-103
Persistent link: https://www.econbiz.de/10011705234
Saved in:
7
Semiparametric inference in a GARCH-in-Mean model
Christensen, Bent Jesper
(
contributor
); …
-
2008
Persistent link: https://www.econbiz.de/10003774701
Saved in:
8
A semiparametric GARCH model for foreign exchange volatility
Yang, Lijian
- In:
Journal of econometrics
130
(
2006
)
2
,
pp. 365-384
Persistent link: https://www.econbiz.de/10003277973
Saved in:
9
Semi-parametric modelling of correlation dynamics
Hafner, Christian M.
;
Dijk, Dick van
;
Franses, Philip Hans
-
2006
Persistent link: https://www.econbiz.de/10003331369
Saved in:
10
Pricing and inference with mixtures on conditionally normal processes
Bertholon, Henri
;
Monfort, Alain
;
Pegoraro, Fulvio
-
2006
Persistent link: https://www.econbiz.de/10003447913
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