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Volatility
Schätztheorie
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Estimation theory
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Theory
21,341
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18,537
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Panel
3,403
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Multivariate analysis
3,261
cointegration
3,135
Kausalanalyse
3,035
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3,002
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2,764
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2,709
Volatilität
2,659
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McAleer, Michael
29
Koopman, Siem Jan
27
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19
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19
Li, Jia
17
Teräsvirta, Timo
17
Hafner, Christian M.
16
Kumar, Dilip
16
Herwartz, Helmut
15
Li, Yingying
15
Tauchen, George Eugene
15
Lucas, André
14
Maheswaran, S.
14
Brandt, Michael W.
13
Härdle, Wolfgang
13
Silvennoinen, Annastiina
13
Andersen, Torben
12
Kim, Donggyu
12
Bollerslev, Tim
11
Cavaliere, Giuseppe
11
Chang, Chia-Lin
11
Hautsch, Nikolaus
11
Mancino, Maria Elvira
11
Allen, David E.
10
Choudhry, Taufiq
10
Clements, Adam
10
Croux, Christophe
10
Engle, Robert F.
10
Fan, Jianqing
10
Ghysels, Eric
10
Gouriéroux, Christian
10
Rossi, Eduardo
10
Swanson, Norman R.
10
Taylor, Robert
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Liu, Zhi
9
Mykland, Per A.
9
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9
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Rodney L. White Center for Financial Research
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Ekonomiska forskningsinstitutet <Stockholm>
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Kansantaloustieteen Laitos <Tampere>
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Svenska Handelshögskolan <Helsinki>
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Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
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Agricultural and Applied Economics Association - AAEA
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Banque de France / Direction des Etudes Economiques et de la Recherche
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Centre for Analytical Finance <Århus>
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Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
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Econometrisch Instituut <Rotterdam>
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Erasmus Research Institute of Management
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European University Institute / Department of Economics
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Federal Reserve Bank of Cleveland
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Springer International Publishing
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University of California, San Diego / Department of Economics
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University of Chicago / Graduate School of Business
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University of Chicago / Graduate School of Business / Department of Economics
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University of Exeter / Department of Economics
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Journal of econometrics
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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Discussion paper / Tinbergen Institute
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Econometric reviews
39
Economic modelling
38
International Journal of Energy Economics and Policy : IJEEP
35
Economics letters
28
Journal of empirical finance
28
Energy economics
25
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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Journal of banking & finance
23
Journal of risk and financial management : JRFM
22
Finance research letters
21
The North American journal of economics and finance : a journal of financial economics studies
21
Applied economics
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International journal of economics and financial issues : IJEFI
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International journal of forecasting
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
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CREATES research paper
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Journal of financial econometrics
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International review of economics & finance : IREF
16
Quantitative finance
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International journal of theoretical and applied finance
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Journal of forecasting
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SFB 649 discussion paper
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Econometric theory
14
Journal of international financial markets, institutions & money
13
Working paper
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Cogent economics & finance
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
11
International journal of finance & economics : IJFE
11
International review of financial analysis
11
The econometrics journal
11
The empirical economics letters : a monthly international journal of economics
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Econometrics : open access journal
10
Iranian economic review : journal of University of Tehran
10
Meddelanden från Svenska Handelshögskolan
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Research in international business and finance
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The European journal of finance
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ECONIS (ZBW)
2,607
RePEc
9
EconStor
3
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1
ArchiDok
1
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1
Element-by-element estimation of a volatility matrix : an Italian portfolio simulation
Naccarato, Alessia
;
Pierini, Andrea
- In:
Investment management and financial innovations
11
(
2014
)
3
,
pp. 34-43
Persistent link: https://www.econbiz.de/10010512185
Saved in:
2
A multivariate test against spurious long memory
Sibbertsen, Philipp
;
Leschinski, Christian
;
Busch, Marie
- In:
Journal of econometrics
203
(
2018
)
1
,
pp. 33-49
Persistent link: https://www.econbiz.de/10011974604
Saved in:
3
Time varying price discovery
Avino, Davide
;
Lazar, Emese
;
Varotto, Simone
- In:
Economics letters
126
(
2015
),
pp. 18-21
Persistent link: https://www.econbiz.de/10011376376
Saved in:
4
Models and priors for multivariate stochastic volatility
Jacquier, Eric
;
Polson, Nicholas G.
;
Rossi, Peter E.
-
1995
-
Rev
Persistent link: https://www.econbiz.de/10000925647
Saved in:
5
Equation-by-equation estimation of multivariate periodic electricity price volatility
Escribano, Álvaro
;
Sucarrat, Genaro
-
2016
Persistent link: https://www.econbiz.de/10011541411
Saved in:
6
Multivariate stochastic volatility estimation with sparse grid integration
Esen, Halil Erturk
- In:
Journal of mathematical finance
6
(
2016
)
1
,
pp. 68-81
Persistent link: https://www.econbiz.de/10011543122
Saved in:
7
Copula multivariate GARCH model with constrained Hamiltonian Monte Carlo
Burda, Martin
;
Belisle, Louis
-
2019
Persistent link: https://www.econbiz.de/10011999786
Saved in:
8
Combining multivariate volatility forecasts: an economic-based approach
Caldeira, João F.
;
Moura, Guilherme Valle
;
Nogales, …
- In:
Journal of financial econometrics : official journal of …
15
(
2017
)
2
,
pp. 247-285
Persistent link: https://www.econbiz.de/10011987429
Saved in:
9
Estimation risk for the VaR of portfolios driven by semi-parametric multivariate models
Francq, Christian
;
Zakoïan, Jean-Michel
- In:
Journal of econometrics
205
(
2018
)
2
,
pp. 381-401
Persistent link: https://www.econbiz.de/10012110307
Saved in:
10
Multivariate moments expansion density : application of the dynamic equicorrelation model
Ñíguez, Trino-Manuel
;
Perote, Javier
- In:
Journal of banking & finance
72
(
2016
),
pp. 216-232
Persistent link: https://www.econbiz.de/10011637138
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