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~subject:"Volatilität"
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Volatilität
Bayesian inference
11,683
Bayes-Statistik
11,383
Theorie
9,166
Theory
8,901
Statistischer Test
7,060
Statistical test
6,745
Schätztheorie
4,599
Estimation theory
4,543
Schätzung
3,638
Estimation
3,541
Statistical inference
2,781
Induktive Statistik
2,755
Prognoseverfahren
2,523
Forecasting model
2,453
Zeitreihenanalyse
2,428
Time series analysis
2,357
VAR-Modell
1,846
VAR model
1,805
Regressionsanalyse
1,514
Regression analysis
1,500
Monte-Carlo-Simulation
1,344
Nichtparametrisches Verfahren
1,342
Monte Carlo simulation
1,337
Nonparametric statistics
1,307
USA
1,233
Markov-Kette
1,176
Markov chain
1,171
United States
1,141
Statistische Methodenlehre
1,102
Statistical theory
1,097
Stochastischer Prozess
1,013
Stochastic process
987
Statistische Verteilung
941
Statistical distribution
915
Dynamisches Gleichgewicht
874
Panel
870
Volatility
858
Panel study
837
Dynamic equilibrium
836
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Online availability
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Free
405
Undetermined
288
CC license
23
Type of publication
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Article
487
Book / Working Paper
385
Type of publication (narrower categories)
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Article in journal
472
Aufsatz in Zeitschrift
472
Working Paper
249
Graue Literatur
246
Non-commercial literature
246
Arbeitspapier
235
Hochschulschrift
15
Aufsatz im Buch
9
Book section
9
Thesis
8
Collection of articles written by one author
4
Sammlung
4
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2
Reprint
2
Sammelwerk
2
Bibliografie
1
Conference paper
1
Forschungsbericht
1
Konferenzbeitrag
1
Systematic review
1
Übersichtsarbeit
1
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Language
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English
872
Author
All
Chan, Joshua
29
Marcellino, Massimiliano
17
Carriero, Andrea
16
Clark, Todd E.
16
Martin, Gael M.
16
Rodriguez, Gabriel
15
Forbes, Catherine Scipione
12
Maneesoonthorn, Worapree
11
McAleer, Michael
11
Mertens, Elmar
11
Nakajima, Jouchi
10
Poon, Aubrey
10
Yu, Jun
10
Eisenstat, Eric
9
Gupta, Rangan
9
Koop, Gary
9
Maheu, John M.
9
Asai, Manabu
8
Bos, Charles S.
8
Guidolin, Massimo
8
Shin, Minchul
8
Österholm, Pär
8
Cross, Jamie
7
Hautsch, Nikolaus
7
Hou, Chenghan
7
Iseringhausen, Martin
7
Jensen, Mark J.
7
Li, Jia
7
Ravazzolo, Francesco
7
Strachan, Rodney W.
7
Chen, Cathy W. S.
6
Chib, Siddhartha
6
Karlsson, Sune
6
Kim, Chang-jin
6
Meyer, Renate
6
Nason, James Michael
6
Piger, Jeremy Max
6
Podolskij, Mark
6
Schorfheide, Frank
6
Tortora, Andrea Donato
6
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Institution
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National Bureau of Economic Research
3
Federal Reserve Bank of St. Louis
2
Gottfried Wilhelm Leibniz Universität Hannover
2
University of Chicago / Graduate School of Business
2
Brown University / Department of Economics
1
Centre for Analytical Finance <Århus>
1
INSEAD
1
Institut für Schweizerisches Bankwesen <Zürich>
1
Institute of Finance and Accounting <London>
1
National Centre of Competence in Research North South <Bern>
1
Nuffield College
1
Sonderforschungsbereich Komplexitätsreduktion in Multivariaten Datenstrukturen <Dortmund>
1
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
1
Westfälische Wilhelms-Universität Münster
1
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Published in...
All
Journal of econometrics
39
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
29
Econometric reviews
21
CAMA working paper series
19
Energy economics
17
Working paper
15
Discussion paper / Tinbergen Institute
14
International journal of forecasting
14
Journal of forecasting
13
Working paper / Department of Econometrics and Business Statistics, Monash University
13
Computational economics
12
Economics letters
12
Journal of financial econometrics : official journal of the Society for Financial Econometrics
11
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
11
Econometrics : open access journal
10
Journal of applied econometrics
10
CAMA Working Paper
8
Discussion paper
8
Finance research letters
8
Documento de trabajo
7
Economic modelling
7
Journal of economic dynamics & control
7
Journal of financial econometrics
7
The European journal of finance
7
The econometrics journal
7
Applied economics
6
Central European journal of economic modelling and econometrics
6
Empirical economics : a quarterly journal of the Institute for Advanced Studies
6
Federal Reserve Bank of Cleveland working paper series
6
International journal of finance & economics : IJFE
6
Macroeconomic dynamics
6
CREATES research paper
5
Discussion papers / CEPR
5
GRIPS discussion papers
5
Journal of banking & finance
5
Journal of empirical finance
5
Journal of risk and financial management : JRFM
5
Quantitative finance and economics
5
The North American journal of economics and finance : a journal of financial economics studies
5
The journal of futures markets
5
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ECONIS (ZBW)
857
EconStor
14
USB Cologne (business full texts)
1
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1
Weak identification of long memory with implications for inference
Li, Jia
;
Phillips, Peter C. B.
;
Shi, Shuping
;
Yu, Jun
-
2022
Persistent link: https://www.econbiz.de/10013326614
Saved in:
2
Consistent inference for predictive regressions in persistent economic systems
Andersen, Torben
;
Varneskov, Rasmus Tangsgaard
- In:
Journal of econometrics
224
(
2021
)
1
,
pp. 215-244
Persistent link: https://www.econbiz.de/10013275373
Saved in:
3
High-dimensional granger causality tests with an application to VIX and news
Babii, Andrii
;
Ghysels, Eric
;
Striaukas, Jonas
- In:
Journal of financial econometrics
22
(
2024
)
3
,
pp. 605-635
Persistent link: https://www.econbiz.de/10015045166
Saved in:
4
Weak identification of long memory with implications for inference
Li, Jia
;
Phillips, Peter C. B.
;
Shi, Shuping
;
Yu, Jun
-
2022
Persistent link: https://www.econbiz.de/10013542193
Saved in:
5
BUGS for a Bayesian analysis of stochastic volatility models
Meyer, Renate
;
Yu, Jun
-
2000
Persistent link: https://www.econbiz.de/10001513469
Saved in:
6
BUGS for a Bayesian analysis of stochastic volatility models
Meyer, Renate
;
Yu, Jun
- In:
The econometrics journal
3
(
2000
)
2
,
pp. 198-215
Persistent link: https://www.econbiz.de/10001546183
Saved in:
7
Scalable inference for a full multivariate stochastic volatility model
Dellaportas, Petros
;
Titsias, Michalis K.
;
Petrova, Katerina
- In:
Journal of econometrics
232
(
2023
)
2
,
pp. 501-520
Persistent link: https://www.econbiz.de/10014340078
Saved in:
8
Flexible threshold models for modelling interest rate volatility
Dellaportas, Petros
;
Denison, David G. T.
;
Holmes, Chris
- In:
Econometric reviews
26
(
2007
)
2
,
pp. 419-437
Persistent link: https://www.econbiz.de/10003509144
Saved in:
9
ABC of SV: limited information likelihood inference in stochastic volatility jump-diffusion models
Creel, Michael D.
;
Kristensen, Dennis
- In:
Journal of empirical finance
31
(
2015
),
pp. 85-108
Persistent link: https://www.econbiz.de/10011489408
Saved in:
10
Exact Bayesian moment based inference for the distribution of the small-time movements of an Itô semimartingale
Gallant, A. Ronald
;
Tauchen, George Eugene
- In:
Journal of econometrics
205
(
2018
)
1
,
pp. 140-155
Persistent link: https://www.econbiz.de/10012110246
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