//--> //--> //--> //-->
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:"The journal of finance : the journal of the American Finance Association"
subject:"Volatilität"
~isPartOf:"International journal of forecasting"
~subject:"1962-1987"
~subject:"VAR-Modell"
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
Volatilität
1962-1987
VAR-Modell
Estimation theory
181
Schätztheorie
181
Forecasting model
113
Prognoseverfahren
113
Time series analysis
65
Zeitreihenanalyse
65
Theorie
44
Theory
44
Estimation
27
Schätzung
27
USA
24
United States
24
Regression analysis
22
Regressionsanalyse
20
Volatility
17
CAPM
15
Forecasting
14
ARCH model
13
ARCH-Modell
13
Bayes-Statistik
13
Bayesian inference
13
Forecast
13
Nichtparametrisches Verfahren
12
Nonparametric statistics
12
Capital income
11
Economic forecast
11
Kapitaleinkommen
11
Wirtschaftsprognose
11
Börsenkurs
10
Prognose
10
Share price
10
Statistical distribution
10
Statistische Verteilung
10
Probability theory
9
VAR model
9
Wahrscheinlichkeitsrechnung
9
Inflation
7
Neural networks
7
more ...
less ...
Online availability
All
Undetermined
20
Type of publication
All
Article
26
Type of publication (narrower categories)
All
Article in journal
26
Aufsatz in Zeitschrift
26
Language
All
English
26
Author
All
Clements, Adam
2
Cubadda, Gianluca
2
Alizadeh, Sassan
1
Athanasopoulos, George
1
Bagnato, Luca
1
Bauwens, Luc
1
Becker, Ralf
1
Bernardini, Emmanuela
1
Brandt, Michael W.
1
Braun, Phillip A.
1
Buccheri, Giuseppe
1
Camehl, Annika
1
Chang, Le
1
Cipollini, Fabrizio
1
Corsi, Fulvio
1
Demetrescu, Matei
1
Diebold, Francis X.
1
Domit, Sílvia
1
Doolan, M. B.
1
Drovandi, Christopher
1
Feng, Lingbing
1
Gallo, Giampiero M.
1
Gefang, Deborah
1
Giannone, Domenico
1
Golosnoy, Vasyl
1
Guardabascio, Barbara
1
Hurn, Stan
1
Hyndman, Rob J.
1
Jiang, Bin
1
Jorion, Philippe
1
Koop, Gary
1
Korkie, Robert M.
1
Kömm, Holger
1
Küsters, Ulrich
1
Lenza, Michele
1
Li, Dan
1
Lucas, André
1
Lütkepohl, Helmut
1
Meng, Xiaochun
1
Momferatou, Daphne
1
more ...
less ...
Published in...
All
The journal of finance : the journal of the American Finance Association
International journal of forecasting
Journal of econometrics
152
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
60
Economics letters
42
Discussion paper / Tinbergen Institute
33
Econometric reviews
30
Econometrics : open access journal
24
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
24
CREATES research paper
23
Economic modelling
23
Econometric theory
22
Journal of empirical finance
22
Discussion papers / Deutsches Institut für Wirtschaftsforschung
19
The econometrics journal
18
Journal of banking & finance
17
Journal of financial econometrics
16
Journal of financial econometrics : official journal of the Society for Financial Econometrics
16
Quantitative finance
16
SFB 649 discussion paper
16
International journal of theoretical and applied finance
14
Journal of forecasting
14
Working paper
14
Working paper / Department of Econometrics and Business Statistics, Monash University
14
CESifo working papers
13
Discussion papers / CEPR
13
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
12
Finance research letters
12
The North American journal of economics and finance : a journal of financial economics studies
12
Journal of economic dynamics & control
11
Working papers
11
Discussion papers of interdisciplinary research project 373
10
Journal of risk and financial management : JRFM
10
CAMA working paper series
9
Discussion paper / Centre for Economic Policy Research
9
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
9
Applied economics
8
Applied economics letters
8
Computational economics
8
DIW Berlin Discussion Paper
8
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
8
more ...
less ...
Source
All
ECONIS (ZBW)
26
Showing
1
-
10
of
26
Sort
relevance
articles prioritized
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
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:
3
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:
4
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:
5
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:
6
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:
7
Forecasting mortality with a hyperbolic spatial temporal VAR model
Feng, Lingbing
;
Shi, Yanlin
;
Chang, Le
- In:
International journal of forecasting
37
(
2021
)
1
,
pp. 255-273
Persistent link: https://www.econbiz.de/10012692702
Saved in:
8
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
Saved in:
9
Identification of volatility proxies as expectations of squared financial returns
Sucarrat, Genaro
- In:
International journal of forecasting
37
(
2021
)
4
,
pp. 1677-1690
Persistent link: https://www.econbiz.de/10013274330
Saved in:
10
Bias corrections for exponentially transformed forecasts : are they worth the effort?
Demetrescu, Matei
;
Golosnoy, Vasyl
;
Titova, Anna
- In:
International journal of forecasting
36
(
2020
)
3
,
pp. 761-780
Persistent link: https://www.econbiz.de/10012496846
Saved in:
1
2
3
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->