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accessRights:"restricted"
subject:"Zeitreihenanalyse"
~isPartOf:"Journal of quantitative economics"
~isPartOf:"Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet"
~subject:"Capital income"
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Zeitreihenanalyse
Capital income
Estimation theory
147
Schätztheorie
147
Time series analysis
57
Estimation
42
Schätzung
41
Regression analysis
25
Regressionsanalyse
25
Volatility
22
Volatilität
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English
65
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Li, Jing
2
Teräsvirta, Timo
2
Abbara, Omar
1
Albuquerque, Pedro H.
1
Anatolyev, Stanislav
1
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Bekiros, Stelios
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1
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De Angelis, Luca
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Dua, Pami
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1
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1
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Journal of quantitative economics
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
Journal of econometrics
182
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
63
Econometric reviews
55
Economics letters
47
International journal of forecasting
41
Econometric theory
37
Journal of time series econometrics
37
Computational economics
27
Finance research letters
23
Economic modelling
19
Applied economics letters
18
The econometrics journal
17
Journal of empirical finance
16
Journal of financial econometrics
15
Journal of forecasting
14
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
12
The North American journal of economics and finance : a journal of financial economics studies
12
Applied economics
11
Essays in honor of Joon Y. Park : econometric theory
9
Journal of risk
9
Quantitative finance
9
Energy economics
8
Discussion paper / Centre for Economic Policy Research
7
Discussion papers / CEPR
7
Journal of economic dynamics & control
7
Journal of mathematical finance
7
Empirical economics : a quarterly journal of the Institute for Advanced Studies
6
Insurance / Mathematics & economics
6
Journal of banking & finance
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Research in international business and finance
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Decisions in economics and finance : DEF ; a journal of applied mathematics
5
European journal of operational research : EJOR
5
International journal of economics and finance
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
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Journal of financial economics
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Journal of international financial markets, institutions & money
5
Theoretical economics letters
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Financial markets and portfolio management
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ECONIS (ZBW)
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Score-driven location plus scale models : asymptotic theory and an application to forecasting Dow Jones volatility
Blazsek, Szabolcs
;
Escribano, Álvaro
;
Licht, Adrian
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
28
(
2024
)
1
,
pp. 61-82
Persistent link: https://www.econbiz.de/10014506888
Saved in:
2
Estimation and forecasting of long memory stochastic volatility models
Abbara, Omar
;
Zevallos, Mauricio
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
27
(
2023
)
1
,
pp. 1-24
Persistent link: https://www.econbiz.de/10014288818
Saved in:
3
Unrestricted, restricted, and regularized models for forecasting multivariate volatility
Anatolyev, Stanislav
;
Staněk, Filip
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
27
(
2023
)
2
,
pp. 199-218
Persistent link: https://www.econbiz.de/10014288890
Saved in:
4
A data paradigm to operationalise expanded filtration : realized volatilities and kernels from non-synchronous NASDAQ quotes and trades
Chakravarty, Ranjan R.
;
Pani, Sudhanshu
- In:
Journal of quantitative economics
19
(
2021
)
4
,
pp. 617-652
Persistent link: https://www.econbiz.de/10012663902
Saved in:
5
Modeling time-varying parameters using artificial neural networks : a GARCH illustration
Donfack, Morvan Nongni
;
Dufays, Arnaud
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
25
(
2021
)
5
,
pp. 311-343
Persistent link: https://www.econbiz.de/10012806535
Saved in:
6
Outliers and misleading leverage effect in asymmetric GARCH-type models
Carnero, M. Angeles
;
Pérez, Ana
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
25
(
2021
)
1
,
pp. 1-19
Persistent link: https://www.econbiz.de/10012437834
Saved in:
7
Information theoretic ranking of extreme value returns
Kayal, Parthajit
;
Dutta, Sumanjay
;
Khandelwal, Vipul
; …
- In:
Journal of quantitative economics
19
(
2021
)
1
,
pp. 1-21
Persistent link: https://www.econbiz.de/10012489842
Saved in:
8
The spectral envelope : an application to the decoupling problem in economics
Nachane, Dilip M.
;
Dubey, Amlendu Kumar
- In:
Journal of quantitative economics
19
(
2021
),
pp. 287-308
Persistent link: https://www.econbiz.de/10013441726
Saved in:
9
Forecasting in big data environments : an adaptable and automated shrinkage estimation of neural networks (AAShNet)
Habibnia, Ali
;
Maasoumi, Esfandiar
- In:
Journal of quantitative economics
19
(
2021
),
pp. 363-381
Persistent link: https://www.econbiz.de/10013441731
Saved in:
10
On the performance of information criteria for model identification of count time series
Weiß, Christian H.
;
Feld, Martin H.-J. M.
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
24
(
2020
)
1
,
pp. 1-16
Persistent link: https://www.econbiz.de/10012198497
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