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isPartOf:"Journal of financial econometrics : official journal of the Society for Financial Econometrics"
subject:"Volatility"
~isPartOf:"Working paper / Department of Econometrics and Business Statistics, Monash University"
~subject:"Correlation"
~subject:"Forecasting model"
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Search: subject_exact:"Estimation theory"
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Volatility
Correlation
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Estimation theory
235
Schätztheorie
235
Time series analysis
82
Zeitreihenanalyse
82
Estimation
52
Schätzung
52
Nichtparametrisches Verfahren
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Nonparametric statistics
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Regression analysis
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Hyndman, Rob J.
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Gao, Jiti
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Athanasopoulos, George
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Jiang, Bin
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Martin, Gael M.
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Vahid, Farshid
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Audrino, Francesco
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Cheng, Tingting
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Corsi, Fulvio
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Francq, Christian
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Frazier, David T.
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Harris, David
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Horváth, Lajos
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Kew, Hsein
2
Koo, Bonsoo
2
Li, Degui
2
Linton, Oliver
2
Maneesoonthorn, Worapree
2
Panagiotelis, Anastasios
2
Phillips, Peter C. B.
2
Zakoïan, Jean-Michel
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Zhang, Xibin
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Andreou, Alena
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Antell, Jan
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Bailey, Natalia
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Caldeira, João F.
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Calvet, Laurent E.
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Carrasco, Marine
1
Chen, Xiangjin B.
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Chen, Yi-ting
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
Working paper / Department of Econometrics and Business Statistics, Monash University
Journal of econometrics
221
International journal of forecasting
114
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
104
Journal of forecasting
74
Economics letters
67
Discussion paper / Tinbergen Institute
50
Econometric reviews
38
Journal of empirical finance
37
Econometric theory
36
Journal of the American Statistical Association : JASA
31
The econometrics journal
30
CREATES research paper
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Finance research letters
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Journal of financial econometrics
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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Economic modelling
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Journal of banking & finance
23
Quantitative finance
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Cambridge working papers in economics
22
Econometrics : open access journal
20
NBER Working Paper
20
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
20
Applied economics letters
19
Computational economics
19
SFB 649 discussion paper
19
Working paper
19
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
18
Applied economics
16
NBER working paper series
16
Working paper / National Bureau of Economic Research, Inc.
16
CESifo working papers
15
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
15
European journal of operational research : EJOR
15
Working papers / Rutgers University, Department of Economics
15
Insurance / Mathematics & economics
14
Journal of risk and financial management : JRFM
14
Risks : open access journal
14
The North American journal of economics and finance : a journal of financial economics studies
14
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Loss-based variational Bayes prediction
Frazier, David T.
;
Loiza-Maya, Ruben
;
Martin, Gael M.
; …
-
2021
Persistent link: https://www.econbiz.de/10012614593
Saved in:
2
Conditional heteroscedasticity models with time-varying parameters : estimation and asymptotics
Pourkhanali, Armin
;
Keith, Jonathan
;
Zhang, Xibin
-
2020
Persistent link: https://www.econbiz.de/10012697180
Saved in:
3
High-frequency jump tests : which test should we use?
Maneesoonthorn, Worapree
;
Martin, Gael M.
;
Forbes, …
-
2020
-
(Revised working paper 17/18)
Persistent link: https://www.econbiz.de/10012606872
Saved in:
4
Level shift estimation in the presence of non-stationary volatility with an application to the unit root testing problem
Harris, David
;
Kew, Hsein
;
Taylor, Robert
-
2020
Persistent link: https://www.econbiz.de/10012606901
Saved in:
5
Bagging weak predictors
Hillebrand, Eric
;
Lukas, Manuel
;
Wei, Wei
-
2020
Persistent link: https://www.econbiz.de/10012607673
Saved in:
6
Distributed ARIMA models for ultra-long time series
Wang, Xiaoqian
;
Kang, Yanfei
;
Hyndman, Rob J.
;
Li, Feng
-
2020
Persistent link: https://www.econbiz.de/10012610507
Saved in:
7
Optimal non-negative forecast reconciliation
Wickramasuriya, Shanika L.
;
Turlach, Berwin A.
; …
-
2019
Persistent link: https://www.econbiz.de/10012593926
Saved in:
8
Seasonal functional autoregressive models
Zamani, Atefeh
;
Haghbin, Hossein
;
Hashemi, Maryam
; …
-
2019
Persistent link: https://www.econbiz.de/10012593931
Saved in:
9
Semiparametric single-index predictive regression
Zhou, Weilun
;
Gao, Jiti
;
Harris, David
;
Kew, Hsein
-
2019
Persistent link: https://www.econbiz.de/10012606715
Saved in:
10
Fast forecast reconciliation using linear models
Ashouri, Mahsa
;
Hyndman, Rob J.
;
Shmueli, Galit
-
2019
Persistent link: https://www.econbiz.de/10012606728
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