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isPartOf:"The journal of finance : the journal of the American Finance Association"
subject:"Volatilität"
~isPartOf:"International journal of forecasting"
~subject:"1962-1987"
~subject:"Schätzung"
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Search: subject_exact:"Estimation theory"
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Volatilität
1962-1987
Schätzung
Estimation theory
181
Schätztheorie
181
Forecasting model
113
Prognoseverfahren
113
Time series analysis
65
Zeitreihenanalyse
65
Theorie
44
Theory
44
Estimation
27
USA
24
United States
24
Regression analysis
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Regressionsanalyse
20
Volatility
17
CAPM
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Forecasting
14
ARCH model
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ARCH-Modell
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Bayes-Statistik
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Bayesian inference
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Forecast
13
Nichtparametrisches Verfahren
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Nonparametric statistics
12
Capital income
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Economic forecast
11
Kapitaleinkommen
11
Wirtschaftsprognose
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Börsenkurs
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Prognose
10
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Statistical distribution
10
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Probability theory
9
VAR model
9
VAR-Modell
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9
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7
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43
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Baillie, Richard
2
Clements, Adam
2
Diebold, Francis X.
2
Kapetanios, George
2
Lucas, André
2
Alizadeh, Sassan
1
Allaj, Erindi
1
Athanasopoulos, George
1
Aït-Sahalia, Yacine
1
Backus, David
1
Bagnato, Luca
1
Bauwens, Luc
1
Becker, Ralf
1
Bernardini, Emmanuela
1
Bianchi, Michele Leonardo
1
Blasques, Francisco
1
Bollerslev, Tim
1
Brandt, Michael W.
1
Braun, Phillip A.
1
Buccheri, Giuseppe
1
Camehl, Annika
1
Canale, Antonio
1
Chaleampong Kongcharoen
1
Cipollini, Fabrizio
1
Clements, Michael P.
1
Corsi, Fulvio
1
Cubadda, Gianluca
1
De Luca, Giovanni
1
Demetrescu, Matei
1
Dimitrakopoulos, Stefanos
1
Doolan, M. B.
1
Drovandi, Christopher
1
Escribano, Álvaro
1
Gallo, Giampiero M.
1
Galvão, Ana Beatriz C.
1
Gardeazabal, Javier
1
Gefang, Deborah
1
Giasemidis, Georgios
1
Golosnoy, Vasyl
1
Gregory, Allan W.
1
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The journal of finance : the journal of the American Finance Association
International journal of forecasting
Journal of econometrics
282
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
151
Economics letters
123
Econometric reviews
70
Applied economics letters
58
Discussion paper series / IZA
58
Economic modelling
58
Discussion paper / Tinbergen Institute
53
NBER Working Paper
53
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
52
CEMMAP working papers / Centre for Microdata Methods and Practice
49
NBER working paper series
47
Applied economics
46
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
44
Journal of applied econometrics
40
Working paper / Department of Econometrics and Business Statistics, Monash University
39
Journal of banking & finance
37
Working paper / National Bureau of Economic Research, Inc.
37
The econometrics journal
36
Econometric theory
35
Working paper
35
Journal of empirical finance
34
CESifo working papers
32
IZA Discussion Paper
32
Quantitative economics : QE ; journal of the Econometric Society
31
Discussion paper
30
Discussion papers / CEPR
28
Econometrics : open access journal
28
CREATES research paper
27
Empirical economics : a quarterly journal of the Institute for Advanced Studies
26
Journal of the American Statistical Association : JASA
26
Journal of forecasting
25
Journal of financial econometrics : official journal of the Society for Financial Econometrics
24
Computational economics
23
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
23
International journal of economics and financial issues : IJEFI
23
SFB 649 discussion paper
23
The review of economics and statistics
23
Finance research letters
22
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ECONIS (ZBW)
43
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1
Forecasting in factor augmented regressions under structural change
Massacci, Daniele
;
Kapetanios, George
- In:
International journal of forecasting
40
(
2024
)
1
,
pp. 62-76
Persistent link: https://www.econbiz.de/10014450259
Saved in:
2
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:
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
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:
6
Penalized estimation of panel vector autoregressive models : a panel LASSO approach
Camehl, Annika
- In:
International journal of forecasting
39
(
2023
)
3
,
pp. 1185-1204
Persistent link: https://www.econbiz.de/10014465265
Saved in:
7
Early Warning Systems for identifying financial instability
Allaj, Erindi
;
Sanfelici, Simona
- In:
International journal of forecasting
39
(
2023
)
4
,
pp. 1777-1803
Persistent link: https://www.econbiz.de/10014465353
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
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:
10
A DCC-type approach for realized covariance modeling with score-driven dynamics
Vassallo, Danilo
;
Buccheri, Giuseppe
;
Corsi, Fulvio
- In:
International journal of forecasting
37
(
2021
)
2
,
pp. 569-586
Persistent link: https://www.econbiz.de/10012792854
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