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isPartOf:"MNB working papers"
subject:"Volatilität"
~isPartOf:"Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet"
~subject:"Exchange rate"
~subject:"Markov-Kette"
~subject:"Nonparametric statistics"
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Search: subject_exact:"Estimation theory"
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Volatilität
Exchange rate
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Nonparametric statistics
Estimation theory
105
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105
Time series analysis
50
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Estimation
33
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33
Volatility
19
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17
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Abbara, Omar
1
Anatolyev, Stanislav
1
Banerjee, Anurag Narayan
1
Baruník, Jozef
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Blazsek, Szabolcs
1
Bu, Ruijun
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Byoung Hark Yoo
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Chan, Jennifer So Kuen
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Cheng, Jie
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Chevallier, Julien
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Daníelsson, Jón
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De Angelis, Luca
1
Duan, Jin-Chuan
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Enders, Walter
1
Escribano, Álvaro
1
Flachaire, Emmanuel
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Fulop, Andras
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Gong, Jinguo
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Goutte, Stéphane
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Hadri, Kaddour
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Hou, Weijie
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Hu, Liang
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Iacus, Stefano Maria
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Iori, Giulia
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Kapar, Burcu
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Kok Haur Ng
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La Spada, Gabriele
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Lee, Kyungsub
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Li, Jing
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Licht, Adrian
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Lillo, Fabrizio
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MNB working papers
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
Journal of econometrics
426
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
163
CEMMAP working papers / Centre for Microdata Methods and Practice
125
Econometric theory
116
Economics letters
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Econometric reviews
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80
The econometrics journal
70
Discussion paper / Tinbergen Institute
63
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49
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
49
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
46
Working paper / Department of Econometrics and Business Statistics, Monash University
46
SFB 649 discussion paper
40
Cowles Foundation discussion paper
39
Quantitative economics : QE ; journal of the Econometric Society
39
Discussion paper series / IZA
37
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
35
Economic modelling
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European journal of operational research : EJOR
34
Série des documents de travail / Centre de Recherche en Économie et Statistique
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CREATES research paper
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Econometrics papers
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International journal of forecasting
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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NBER Working Paper
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Cowles Foundation Discussion Paper
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NBER working paper series
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Econometrics : open access journal
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Journal of applied econometrics
25
Journal of empirical finance
24
Boston College working papers in economics
23
Computational economics
23
Journal of financial econometrics : official journal of the Society for Financial Econometrics
23
Journal of banking & finance
22
Working papers / TSE : WP
22
Journal of forecasting
21
Applied economics letters
20
Discussion paper / Center for Economic Research, Tilburg University
20
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ECONIS (ZBW)
34
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1
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
Bayesian bandwidth estimation for local linear fitting in nonparametric regression models
Shang, Han Lin
;
Zhang, Xibin
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
26
(
2022
)
1
,
pp. 55-71
Persistent link: https://www.econbiz.de/10013334620
Saved in:
5
Variance reduction estimation for return models with jumps using gamma asymmetric kernels
Song, Yuping
;
Hou, Weijie
;
Zhou, Shengyi
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
23
(
2019
)
5
,
pp. 1-38
Persistent link: https://www.econbiz.de/10012198377
Saved in:
6
Efficient estimation of financial risk by regressing the quantiles of parametric distributions : an application to CARR models
Chan, Jennifer So Kuen
;
Kok Haur Ng
;
Thanakorn …
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
23
(
2019
)
2
,
pp. 1-22
Persistent link: https://www.econbiz.de/10012054882
Saved in:
7
Flexible Fourier form for volatility breaks
Li, Jing
;
Enders, Walter
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
22
(
2018
)
1
,
pp. 1-19
Persistent link: https://www.econbiz.de/10011886596
Saved in:
8
Testing for misspecification in the short-run component of GARCH-type models
Chuffart, Thomas
;
Flachaire, Emmanuel
; …
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
22
(
2018
)
5
,
pp. 1-17
Persistent link: https://www.econbiz.de/10011965362
Saved in:
9
A Markov-switching regression model with non-Gaussian innovations : estimation and testing
De Angelis, Luca
;
Viroli, Cinzia
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
21
(
2017
)
2
,
pp. 1-22
Persistent link: https://www.econbiz.de/10011705723
Saved in:
10
Estimation of long memory in volatility using wavelets
Kraicová, Lucie
;
Baruník, Jozef
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
21
(
2017
)
3
,
pp. 1-22
Persistent link: https://www.econbiz.de/10011709605
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