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Simulation-based estimation of...
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Volatility
41,108
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40,839
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35,555
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27,713
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26,956
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20,439
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17,217
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16,139
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13,976
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13,711
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10,124
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9,973
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8,767
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8,612
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7,761
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7,733
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7,172
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7,136
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7,092
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6,906
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6,119
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6,103
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6,038
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6,034
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5,994
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5,855
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5,196
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5,106
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5,057
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4,943
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4,546
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4,536
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4,337
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McAleer, Michael
492
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327
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257
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233
Caporale, Guglielmo Maria
226
Härdle, Wolfgang
224
Diebold, Francis X.
174
Linton, Oliver
173
Gao, Jiti
171
Bollerslev, Tim
168
Koopman, Siem Jan
161
Chang, Chia-Lin
146
Andrews, Donald W. K.
137
Kleijnen, Jack P. C.
137
Newey, Whitney K.
131
Engle, Robert F.
127
Pierdzioch, Christian
119
Swanson, Norman R.
119
Bouri, Elie
118
Kapetanios, George
115
Baltagi, Badi H.
114
Chernozhukov, Victor
114
Chen, Xiaohong
110
Vanhoucke, Mario
109
Andersen, Torben
108
Lütkepohl, Helmut
107
Gouriéroux, Christian
105
Spagnolo, Nicola
105
Aizenman, Joshua
102
Nielsen, Morten Ørregaard
102
Bekaert, Geert
101
Franses, Philip Hans
100
Müller, Ralf
96
Imbens, Guido
95
Hautsch, Nikolaus
94
Ma, Feng
94
Bauwens, Luc
93
Ghysels, Eric
93
Heckman, James J.
93
Teräsvirta, Timo
91
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National Bureau of Economic Research
1,014
Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
259
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
157
Springer Fachmedien Wiesbaden
91
HAL
86
C.E.P.R. Discussion Papers
68
World Bank
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Ekonomiska forskningsinstitutet <Stockholm>
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Tilburg University, Center for Economic Research
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OECD
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EconWPA
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Deutsche Gesellschaft für Projektmanagement
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Center for Economic Research <Tilburg>
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IGI Global
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Faculteit der Economische Wetenschappen, Erasmus Universiteit Rotterdam
26
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International Monetary Fund
24
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Verlag Dr. Kovač
23
Sonderforschungsbereich Ökonomisches Risiko <Berlin>
22
Books on Demand GmbH <Norderstedt>
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CESifo
20
Center for Operations Research and Econometrics (CORE), École des Sciences Économiques de Louvain
20
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20
European Association of Agricultural Economists - EAAE
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National Centre for Social and Economic Modelling <Canberra>
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Southern Agricultural Economics Association - SAEA
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Springer-Verlag GmbH
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Erasmus University Rotterdam, Econometric Institute
19
International Labour Organization (ILO), United Nations
19
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Journal of econometrics
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Economics letters
1,253
International journal of project management : the journal of The International Project Management Association
1,142
NBER working paper series
883
NBER Working Paper
830
Working paper / National Bureau of Economic Research, Inc.
763
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
761
Econometric theory
751
Energy economics
744
European journal of operational research : EJOR
743
Finance research letters
694
International journal of production research
647
Applied economics
589
Econometric reviews
538
Economic modelling
537
Discussion paper / Tinbergen Institute
516
Working paper
495
Applied economics letters
482
Journal of banking & finance
457
International review of financial analysis
438
International journal of managing projects in business
397
The journal of futures markets
397
International review of economics & finance : IREF
383
CEMMAP working papers / Centre for Microdata Methods and Practice
379
Discussion paper / Centre for Economic Policy Research
351
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
347
SpringerLink / Bücher
342
The North American journal of economics and finance : a journal of financial economics studies
342
Journal of the American Statistical Association : JASA
333
Journal of empirical finance
326
CESifo working papers
311
Computational economics
309
Journal of applied econometrics
309
Project management journal : PMJ
307
International journal of forecasting
306
Discussion paper series / IZA
305
Research in international business and finance
301
The econometrics journal
300
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
299
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ECONIS (ZBW)
106,126
RePEc
5,095
EconStor
2,382
USB Cologne (EcoSocSci)
2,300
Other ZBW resources
1,411
BASE
392
USB Cologne (business full texts)
277
OLC EcoSci
34
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1
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10
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118,030
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date (oldest first)
1
Volatility
estimation for stochastic project value models
Brandão, Luiz Eduardo Teixeira
;
Dyer, James S.
;
Hahn, …
- In:
European journal of operational research : EJOR
220
(
2012
)
3
,
pp. 642-648
Persistent link: https://www.econbiz.de/10009550564
Saved in:
2
Unbiased estimation methods of nonlinear transport models based on linearly projected data
Wong, Wai
;
Wong, S. C.
- In:
Transportation science : a journal of the Institute for …
53
(
2019
)
3
,
pp. 665-682
Persistent link: https://www.econbiz.de/10012060288
Saved in:
3
What is the U-Mart Project?
Taniguchi, Kazuhisa
- In:
Evolutionary and institutional economics review
5
(
2008
)
1
,
pp. 1-4
Persistent link: https://www.econbiz.de/10003782508
Saved in:
4
Volatility
and GMM : Monte Carlo studies and empirical estimations
Nagel, Hartmut
;
Schöbel, Rainer
-
1996
Persistent link: https://www.econbiz.de/10000596784
Saved in:
5
Semi-parametric modelling of the term structure
Bianchi, Marco
;
Orszag, Jonathan Michael
;
Steeley, James M.
-
1997
Persistent link: https://www.econbiz.de/10000956524
Saved in:
6
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:
7
Numerically accelerated importance sampling for nonlinear non-Gaussian state-space models
Koopman, Siem Jan
;
Lucas, André
;
Scharth, Marcel
- In:
Journal of business & economic statistics : JBES ; a …
33
(
2015
)
1
,
pp. 114-127
Persistent link: https://www.econbiz.de/10011389921
Saved in:
8
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:
9
On the modeling of financial time series
Kutergin, Aleksey
;
Filimonov, Vladimir
- In:
Financial econometrics and empirical market microstructure
,
(pp. 131-151)
.
2015
Persistent link: https://www.econbiz.de/10011326692
Saved in:
10
Detecting sudden changes in
volatility
estimated from high, low and closing prices
Kumar, Dilip
;
Maheswaran, S.
- In:
Economic modelling
31
(
2013
),
pp. 484-491
Persistent link: https://www.econbiz.de/10009730777
Saved in:
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