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~subject:"Schätztheorie"
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Structural breaks and GARCH mo...
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Schätztheorie
Schätzung
131,217
Estimation
125,085
Theorie
54,613
Theory
53,406
Volatility
41,108
Volatilität
40,839
Kapitaleinkommen
39,523
Capital income
39,423
Börsenkurs
30,162
Aktienmarkt
30,106
Stock market
29,999
Zeitreihenanalyse
29,889
Share price
29,804
Time series analysis
28,868
USA
28,077
United States
26,981
Welt
20,547
World
19,838
Deutschland
19,136
South Africa
18,243
Südafrika
17,273
Germany
17,075
Prognoseverfahren
15,728
Forecasting model
15,416
Estimation theory
11,802
Wirtschaftswachstum
11,346
Portfolio-Management
11,283
Portfolio selection
11,207
Economic growth
11,100
ARCH-Modell
10,622
ARCH model
10,441
EU-Staaten
9,298
Wirkungsanalyse
9,182
Impact assessment
8,946
Wechselkurs
8,859
EU countries
8,827
Exchange rate
8,685
Cointegration
8,361
Kointegration
8,331
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Online availability
All
Free
4,559
Undetermined
2,375
Type of publication
All
Book / Working Paper
6,252
Article
5,713
Type of publication (narrower categories)
All
Article in journal
5,277
Aufsatz in Zeitschrift
5,277
Working Paper
3,025
Arbeitspapier
2,881
Graue Literatur
2,874
Non-commercial literature
2,874
Aufsatz im Buch
358
Book section
358
Hochschulschrift
279
Thesis
226
Collection of articles of several authors
78
Sammelwerk
78
Collection of articles written by one author
71
Sammlung
71
Bibliografie enthalten
45
Bibliography included
45
Konferenzschrift
45
Conference paper
40
Konferenzbeitrag
40
Amtsdruckschrift
36
Government document
36
Aufsatzsammlung
32
Forschungsbericht
24
Conference proceedings
22
Lehrbuch
20
Rezension
17
Textbook
16
Systematic review
15
Übersichtsarbeit
15
Mikroform
6
Festschrift
5
Bibliografie
3
Dissertation u.a. Prüfungsschriften
3
Interview
3
Mehrbändiges Werk
3
Multi-volume publication
3
Nachschlagewerk
3
Reference book
3
Abstract
2
Article
2
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English
11,674
German
206
French
52
Spanish
18
Italian
14
Polish
5
Undetermined
3
Portuguese
2
Finnish
1
Hungarian
1
Japanese
1
Dutch
1
Norwegian
1
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Author
All
Phillips, Peter C. B.
117
Gao, Jiti
100
Linton, Oliver
69
Koopman, Siem Jan
65
Pesaran, M. Hashem
60
Kapetanios, George
55
Diebold, Francis X.
53
Lütkepohl, Helmut
52
Teräsvirta, Timo
49
Franses, Philip Hans
46
Johansen, Søren
45
Nielsen, Morten Ørregaard
40
Swanson, Norman R.
38
Koop, Gary
37
Perron, Pierre
37
Engle, Robert F.
36
Zakoïan, Jean-Michel
36
Härdle, Wolfgang
35
Sibbertsen, Philipp
35
Francq, Christian
34
Cai, Zongwu
33
Harvey, Andrew C.
32
Nelson, Daniel B.
32
Stock, James H.
32
Hafner, Christian M.
31
Li, Degui
31
Rahbek, Anders
31
Peng, Bin
30
Robinson, Peter M.
30
Sentana, Enrique
30
Taylor, Robert
30
Lucas, André
29
McAleer, Michael
29
Watson, Mark W.
29
Ghysels, Eric
28
Giraitis, Liudas
28
Gouriéroux, Christian
28
Su, Liangjun
28
Urga, Giovanni
28
Bauwens, Luc
27
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Institution
All
National Bureau of Economic Research
110
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
29
Ekonomiska forskningsinstitutet <Stockholm>
24
European University Institute / Department of Economics
13
Umeå universitet
12
OECD
11
International Energy Agency
10
Birkbeck College / Department of Economics
9
Centre for Quantitative Economics & Computing
8
Umeå Universitet / Institutionen för Nationalekonomi
6
Escola de Pós-Graduação em Economia <Rio de Janeiro>
5
London School of Economics and Political Science
5
Organisation for Economic Co-operation and Development
5
Rodney L. White Center for Financial Research
5
Banque de France / Direction des Etudes Economiques et de la Recherche
4
State University of New York at Albany / Department of Economics
4
University of Exeter / Department of Economics
4
University of New England / Department of Econometrics
4
European University Institute / Department of Law
3
Federal Reserve Bank of San Francisco
3
Federal Reserve System / Board of Governors
3
Forschungsinstitut zur Zukunft der Arbeit
3
Trinity College Dublin / Department of Economics
3
University of Chicago / Graduate School of Business
3
Australian National University / Faculty of Economics and Commerce
2
Center for Economic Research <Tilburg>
2
Centre for Analytical Finance <Århus>
2
Deutschland <Bundesrepublik> / Bundeswehr / Hochschule Hamburg / Fachbereich Wirtschafts- und Organisationswissenschaften
2
Econometrisch Instituut <Rotterdam>
2
Federal Reserve System / Division of Research and Statistics
2
Institut für Höhere Studien
2
International Symposium in Economic Theory and Econometrics <5, 1988, Durham, NC>
2
Københavns Universitet / Økonomisk Institut
2
Ludwig-Maximilians-Universität München / Volkswirtschaftliche Fakultät
2
Panepistēmio Kypru / Department of Economics
2
Shakai-Keizai-Kenkyūsho <Osaka>
2
Suntory-Toyota International Centre for Economics and Related Disciplines
2
Universitat Pompeu Fabra / Departament d'Economia i Empresa
2
University of California, San Diego / Department of Economics
2
University of Chicago / Graduate School of Business / Department of Economics
2
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Published in...
All
Journal of econometrics
608
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
270
Economics letters
260
Econometric theory
219
Econometric reviews
150
Discussion paper / Tinbergen Institute
131
Applied economics letters
104
Working paper / Department of Econometrics and Business Statistics, Monash University
94
NBER Working Paper
93
International journal of forecasting
83
Journal of forecasting
79
Economic modelling
78
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
78
CREATES research paper
77
NBER working paper series
77
Applied economics
75
The econometrics journal
75
Econometrics : open access journal
73
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
73
Journal of applied econometrics
71
Discussion paper series / IZA
66
CEMMAP working papers / Centre for Microdata Methods and Practice
63
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
61
Journal of empirical finance
60
Working paper / National Bureau of Economic Research, Inc.
60
Journal of the American Statistical Association : JASA
58
Working paper
58
Computational economics
56
Cowles Foundation discussion paper
56
Discussion paper
49
Quantitative economics : QE ; journal of the Econometric Society
49
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
49
Journal of time series econometrics
46
Journal of banking & finance
45
Finance research letters
44
SFB 649 discussion paper
44
Série des documents de travail / Centre de Recherche en Économie et Statistique
43
CESifo working papers
41
Journal of financial econometrics : official journal of the Society for Financial Econometrics
41
Working paper series
39
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Source
All
ECONIS (ZBW)
11,808
EconStor
148
USB Cologne (EcoSocSci)
7
ArchiDok
1
RePEc
1
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1
The
volatility
of Romanian exchange rate : a GARCH approach
Pelinescu, Elena
;
Diaconaşu, Delia-Elena
- In:
Review of economics & finance
5
(
2015
)
4
,
pp. 92-99
Persistent link: https://www.econbiz.de/10011411168
Saved in:
2
Time-varying NoVaS versus GARCH : point prediction,
volatility
estimation
and prediction intervals
Chen, Jie
;
Politis, Dimitris N.
- In:
Journal of time series econometrics
12
(
2020
)
2
,
pp. 1-36
Persistent link: https://www.econbiz.de/10012300649
Saved in:
3
The risk-return relationship and
volatility
feedback in South Africa : a comparative analysis of the parametric and nonparametric Bayesian approach
Dwarika, Nitesha
- In:
Quantitative finance and economics
7
(
2023
)
1
,
pp. 119-146
Persistent link: https://www.econbiz.de/10014279147
Saved in:
4
Estimating and predicting value-at-risk in the presence of structural breaks : A study based on unbiased extreme value
volatility
estimator
Kumar, Dilip
- In:
The journal of prediction markets
14
(
2020
)
1
,
pp. 27-48
Persistent link: https://www.econbiz.de/10012667394
Saved in:
5
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:
6
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:
7
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:
8
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
Saved in:
9
Modelling long memory in stock market
volatility
: a fractionally integrated generalised arch approach
Psaradakis, Zacharias G.
;
Sola, Martin
-
1995
Persistent link: https://www.econbiz.de/10000151421
Saved in:
10
GARCH based VaR
estimation
: an empirical evidence from BRICS stock markets
Guptha, Sivakiran
;
Rao, R. Prabhakar
- In:
Theoretical and applied economics : GAER review
26
(
2019
)
4/621
,
pp. 201-218
Persistent link: https://www.econbiz.de/10012432615
Saved in:
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