//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
isPartOf:"Economic modelling"
subject:"Volatility"
~isPartOf:"International journal of forecasting"
~subject:"Statistical distribution"
~subject:"Theorie"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject_exact:"Estimation theory"
Narrow search
Delete all filters
| 5 applied filters
Year of publication
From:
To:
Subject
All
Volatility
Statistical distribution
Theorie
Estimation theory
286
Schätztheorie
286
Forecasting model
121
Prognoseverfahren
121
Time series analysis
97
Zeitreihenanalyse
97
Estimation
74
Schätzung
73
Regression analysis
42
Regressionsanalyse
40
Theory
35
Volatilität
31
Bayes-Statistik
26
Bayesian inference
26
Nichtparametrisches Verfahren
24
Nonparametric statistics
24
ARCH model
22
ARCH-Modell
22
Cointegration
21
Kointegration
21
Statistical test
19
Statistischer Test
19
VAR model
18
VAR-Modell
18
Stochastic process
17
Stochastischer Prozess
17
Forecasting
15
Monte Carlo simulation
15
Monte-Carlo-Simulation
15
Panel
14
Panel study
14
Börsenkurs
13
Forecast
13
Share price
13
Statistische Verteilung
13
Economic forecast
12
Wirtschaftsprognose
12
more ...
less ...
Online availability
All
Undetermined
32
Type of publication
All
Article
75
Type of publication (narrower categories)
All
Article in journal
75
Aufsatz in Zeitschrift
75
Language
All
English
75
Author
All
Kumar, Dilip
4
Maheswaran, S.
3
Caporale, Guglielmo Maria
2
Clements, Adam
2
Pittis, Nikitas
2
Taylor, James W.
2
Alt, Frank B.
1
Armstrong, Jon Scott
1
Arndt, Channing
1
Atukorala, Ranjani
1
Bagnato, Luca
1
Barten, Anton P.
1
Bauwens, Luc
1
Becker, Ralf
1
Bengoechea, Pilar
1
Bianchi, Michele Leonardo
1
Boughrara, Adel
1
Bradley, John
1
Brännäs, Kurt
1
Buccheri, Giuseppe
1
Camacho, Maximo
1
Cardós, Manuel
1
Castillo B., Paul
1
Church, Keith B.
1
Cipollini, Fabrizio
1
Corsi, Fulvio
1
Curram, Stephen P.
1
De Luca, Giovanni
1
De Rezende, Rafael B.
1
Demetrescu, Matei
1
Deutsch, Melinda
1
Dielman, Terry E.
1
Dombry, Clément
1
Doolan, M. B.
1
Dowd, Michael Robert
1
Dridi, Ichrak
1
Drovandi, Christopher
1
Egert, Katharina
1
Escribano, Álvaro
1
Feng, Yuanhua
1
more ...
less ...
Published in...
All
Economic modelling
International journal of forecasting
Journal of econometrics
521
Economics letters
425
Econometric theory
320
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
253
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
245
Econometric reviews
166
Série des documents de travail / Centre de Recherche en Économie et Statistique
161
Journal of quantitative economics : official journal of the Indian Econometric Society
140
Journal of applied econometrics
137
The review of economics and statistics
123
Discussion paper / Tinbergen Institute
111
Oxford bulletin of economics and statistics
106
Discussion paper / Center for Economic Research, Tilburg University
96
Working paper / National Bureau of Economic Research, Inc.
87
Statistical papers
85
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
83
Série des documents de travail du CREST / Institut National de la Statistique et des Etudes Economiques
83
CORE discussion paper : DP
80
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
70
Applied economics
62
The review of economic studies
61
International economic review
59
Journal of forecasting
59
Annales d'économie et de statistique
57
Metrika : international journal for theoretical and applied statistics
57
Discussion paper series / IZA
55
Technical working paper / National Bureau of Economic Research
54
Working paper series
54
The econometrics journal
53
American journal of agricultural economics
52
Allgemeines statistisches Archiv : AStA ; journal of the German Statistical Society
47
SFB 649 discussion paper
46
Cowles Foundation discussion paper
44
Europäische Hochschulschriften / 5
44
Insurance / Mathematics & economics
44
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
43
Journal of the Royal Statistical Society
41
Report / Econometric Institute, Erasmus University Rotterdam
41
Working paper
41
more ...
less ...
Source
All
ECONIS (ZBW)
75
Showing
1
-
10
of
75
Sort
Relevance
Date (newest first)
Date (oldest first)
1
Outlier-robust methods for forecasting realized covariance matrices
Li, Dan
;
Drovandi, Christopher
;
Clements, Adam
- In:
International journal of forecasting
40
(
2024
)
1
,
pp. 392-408
Persistent link: https://www.econbiz.de/10014450278
Saved in:
2
Flexible inflation targeting and stock market volatility : evidence from emerging market economies
Dridi, Ichrak
;
Boughrara, Adel
- In:
Economic modelling
126
(
2023
),
pp. 1-18
Persistent link: https://www.econbiz.de/10014462464
Saved in:
3
Forecasting using variational Bayesian inference in large vector autoregressions with hierarchical shrinkage
Gefang, Deborah
;
Koop, Gary
;
Poon, Aubrey
- In:
International journal of forecasting
39
(
2023
)
1
,
pp. 346-363
Persistent link: https://www.econbiz.de/10014462786
Saved in:
4
Non-Gaussian models for CoVaR estimation
Bianchi, Michele Leonardo
;
De Luca, Giovanni
; …
- In:
International journal of forecasting
39
(
2023
)
1
,
pp. 391-404
Persistent link: https://www.econbiz.de/10014462788
Saved in:
5
Effects of external shocks on macroeconomic fluctuations in Pacific Alliance countries
Rodriguez, Gabriel
;
Vassallo, Renato
;
Castillo B., Paul
- In:
Economic modelling
124
(
2023
),
pp. 1-26
Persistent link: https://www.econbiz.de/10014463282
Saved in:
6
DCC- and DECO-HEAVY : multivariate GARCH models based on realized variances and correlations
Bauwens, Luc
;
Xu, Yongdeng
- In:
International journal of forecasting
39
(
2023
)
2
,
pp. 938-955
Persistent link: https://www.econbiz.de/10014465168
Saved in:
7
Distributional regression and its evaluation with the CRPS : bounds and convergence of the minimax risk
Pic, Romain
;
Dombry, Clément
;
Naveau, Philippe
; …
- In:
International journal of forecasting
39
(
2023
)
4
,
pp. 1564-1572
Persistent link: https://www.econbiz.de/10014465329
Saved in:
8
Forecasting in GARCH models with polynomially modified innovations
Vacca, Gianmarco
;
Zoia, Maria Grazia
;
Bagnato, Luca
- In:
International journal of forecasting
38
(
2022
)
1
,
pp. 117-141
Persistent link: https://www.econbiz.de/10013347743
Saved in:
9
A white-boxed ISSM approach to estimate uncertainty distributions of Walmart sales
De Rezende, Rafael B.
;
Egert, Katharina
;
Marin, Ignacio
; …
- In:
International journal of forecasting
38
(
2022
)
4
,
pp. 1460-1467
Persistent link: https://www.econbiz.de/10014381111
Saved in:
10
Realized volatility forecasting : Robustness to measurement errors
Cipollini, Fabrizio
;
Gallo, Giampiero M.
;
Otranto, Edoardo
- In:
International journal of forecasting
37
(
2021
)
1
,
pp. 44-57
Persistent link: https://www.econbiz.de/10012692572
Saved in:
1
2
3
4
5
6
7
8
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->