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Estimation theory
Theorie
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Theory
608,451
USA
54,798
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53,393
Börsenkurs
52,298
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50,773
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45,571
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44,534
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40,763
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40,495
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39,246
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39,146
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33,697
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32,945
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29,879
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29,776
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29,666
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25,812
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25,528
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25,107
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24,347
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24,034
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21,906
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21,523
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21,400
Mathematische Optimierung
16,941
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16,836
Wirtschaftswachstum
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Schätztheorie
15,667
Economic growth
15,262
CAPM
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Finanzmarkt
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Phillips, Peter C. B.
138
Härdle, Wolfgang
78
Pesaran, M. Hashem
77
Gao, Jiti
76
Linton, Oliver
69
Gouriéroux, Christian
66
Koopman, Siem Jan
62
Franses, Philip Hans
61
Lütkepohl, Helmut
56
McAleer, Michael
53
Swanson, Norman R.
53
Andrews, Donald W. K.
52
Johansen, Søren
50
Teräsvirta, Timo
49
Diebold, Francis X.
46
Newey, Whitney K.
46
Zakoïan, Jean-Michel
46
Kapetanios, George
44
Robinson, Peter M.
44
Engle, Robert F.
41
Francq, Christian
41
Giles, David E. A.
41
Nielsen, Morten Ørregaard
41
Lucas, André
39
Baltagi, Badi H.
37
Koop, Gary
37
Granger, C. W. J.
36
Krämer, Walter
36
Stock, James H.
36
Imbens, Guido
35
Brännäs, Kurt
34
Ghysels, Eric
34
Perron, Pierre
34
Sentana, Enrique
34
Bera, Anil K.
33
Monfort, Alain
33
Nelson, Daniel B.
33
Haldrup, Niels
32
Li, Qi
32
Bauwens, Luc
31
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National Bureau of Economic Research
67
Ekonomiska forskningsinstitutet <Stockholm>
33
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
31
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24
European University Institute / Department of Economics
22
University of New England / Department of Econometrics
19
Center for Economic Research <Tilburg>
17
Technische Universität Dresden / Fakultät Wirtschaftswissenschaften
11
Birkbeck College / Department of Economics
10
Centre for Quantitative Economics & Computing
10
University of Exeter / Department of Economics
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Universität Basel / Institut für Statistik und Ökonometrie
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Federal Reserve System / Division of Research and Statistics
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Forschungsinstitut zur Zukunft der Arbeit
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Ludwig-Maximilians-Universität München / Volkswirtschaftliche Fakultät
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Centre for Analytical Finance <Århus>
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Deutsche Forschungsgemeinschaft
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Universitetet i Oslo / Økonomisk institutt
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Centre for Microdata Methods and Practice <London>
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Escola de Pós-Graduação em Economia <Rio de Janeiro>
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London School of Economics and Political Science
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Rodney L. White Center for Financial Research
5
Rutgers University / Department of Economics
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Sonderforschungsbereich 303 Information und die Koordination Wirtschaftlicher Aktivitäten, Rheinische Friedrich-Wilhelms-Universität Bonn
5
State University of New York at Albany / Department of Economics
5
Universität Mannheim / Institut für Volkswirtschaft und Statistik
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Aarhus Universitet / Afdeling for Nationaløkonomi
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Banque de France / Direction des Etudes Economiques et de la Recherche
4
Chambre de commerce et d'industrie de Paris
4
Institut für Weltwirtschaft
4
Johns Hopkins University / Department of Economics
4
Københavns Universitet / Økonomisk Institut
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Sonderforschungsbereich 303 - Information und die Koordination Wirtschaftlicher Aktivitäten, Universität Bonn
4
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Ecole des hautes études commerciales <Lausanne> / Département d'économétrie et d'économie politique
3
European University Institute / Department of Law
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Journal of econometrics
719
Economics letters
489
Econometric theory
424
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
322
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
246
Econometric reviews
218
Discussion paper / Tinbergen Institute
168
Série des documents de travail / Centre de Recherche en Économie et Statistique
166
Journal of applied econometrics
145
Journal of quantitative economics : official journal of the Indian Econometric Society
139
The review of economics and statistics
127
Oxford bulletin of economics and statistics
112
Working paper / National Bureau of Economic Research, Inc.
103
Discussion paper / Center for Economic Research, Tilburg University
94
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
91
Journal of forecasting
91
International journal of forecasting
88
Série des documents de travail du CREST / Institut National de la Statistique et des Etudes Economiques
86
Applied economics
84
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
83
Working paper / Department of Econometrics and Business Statistics, Monash University
83
CORE discussion paper : DP
81
Statistical papers
81
The econometrics journal
80
CREATES research paper
76
Cowles Foundation discussion paper
75
Technical working paper / National Bureau of Economic Research
67
Working paper series
66
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
65
The review of economic studies
64
Applied economics letters
63
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
62
International economic review
60
Journal of empirical finance
60
SFB 649 discussion paper
60
Economic modelling
58
Metrika : international journal for theoretical and applied statistics
58
Working paper
58
Annales d'économie et de statistique
57
Econometrics : open access journal
55
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ECONIS (ZBW)
15,253
ArchiDok
3
RePEc
1
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1
Predicting stock return and
volatility
with machine learning and econometric models : a comparative case study of the Baltic stock market
Nõu, Anders
;
Lapitskaya, Darya
;
Eratalay, M. Hakan
; …
- In:
International journal of computational economics and …
13
(
2023
)
4
,
pp. 446-489
Persistent link: https://www.econbiz.de/10014439728
Saved in:
2
Revisiting the auto-regressive integrated moving average approach to modelling
volatility
using Bahrain all share index daily returns
Doblas, Mark P.
;
Natarajan, Vinodh Kesavaraj
;
Sankar, …
- In:
Middle East journal of management : MEJM
10
(
2023
)
6
,
pp. 619-636
Persistent link: https://www.econbiz.de/10014424552
Saved in:
3
Are frontier stock markets more inefficient than emerging stock markets?
Dheeriya, Prakash L.
;
Torun, Erdost
- In:
International journal of monetary economics and finance
6
(
2013
)
4
,
pp. 271-284
Persistent link: https://www.econbiz.de/10010412983
Saved in:
4
Modeling
volatility
in the Gambian exchange rates : an ARMA-GARCH approach
Marreh, Sambujang
;
Olubusoye, Olusanya E.
;
Kihoro, John M.
- In:
International journal of economics and finance
6
(
2014
)
10
,
pp. 118-128
Persistent link: https://www.econbiz.de/10010422149
Saved in:
5
Fitting the Nigeria stock market return series using GARCH models
Usman, U.
;
Auwal, H. M.
;
Abdulmuhyi, M. A.
- In:
Theoretical economics letters
7
(
2017
)
7
,
pp. 2159-2176
Persistent link: https://www.econbiz.de/10011785913
Saved in:
6
Selecting between autoregressive conditional heteroskedasticity models : an empirical application to the
volatility
of stock returns in Peru
Rodriguez, Gabriel
- In:
Revista de análisis económico
32
(
2017
)
1
,
pp. 69-94
Persistent link: https://www.econbiz.de/10011924649
Saved in:
7
The sources of stock market
volatility
in Pakistan
Ihsan, Hajra
;
Ahmed, Eatzaz
- In:
Journal of world economic review
15
(
2020
)
1
,
pp. 15-34
Persistent link: https://www.econbiz.de/10012670422
Saved in:
8
Determinism and non-linear behaviour of log-return and conditional
volatility
: empirical analysis for 26 stock markets
Dhifaoui, Zouhaier
- In:
South Asian journal of macroeconomics and public finance
11
(
2022
)
1
,
pp. 69-94
Persistent link: https://www.econbiz.de/10013256597
Saved in:
9
Modeling stock market return
volatility
: GARCH evidence from Nifty Realty Index
Jain, Dhara
;
Mittal, Sachin K.
;
Choudhary, Vipin
- In:
Finance India : the quarterly journal of Indian …
36
(
2022
)
1
,
pp. 159-169
Persistent link: https://www.econbiz.de/10013349014
Saved in:
10
Forecasting stock return
volatility
: realized
volatility
-type or duration-based estimators
Fei, Tianlun
;
Liu, Xiaoquan
;
Wen, Conghua
- In:
Journal of forecasting
42
(
2023
)
7
,
pp. 1594-1621
Persistent link: https://www.econbiz.de/10014432725
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