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subject:"Ökonometrie"
type_genre:"Übersichtsarbeit"
~isPartOf:"Journal of economic surveys"
~subject:"Volatilität"
~type_genre:"Article in journal"
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Ökonometrie
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Estimation theory
28
Schätztheorie
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7
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Ausin, M. Concepción
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Broto, Carmen
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Journal of economic surveys
Journal of econometrics
131
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
47
Econometric reviews
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Economics letters
30
Journal of empirical finance
20
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
18
Economic modelling
17
Journal of financial econometrics : official journal of the Society for Financial Econometrics
16
Quantitative finance
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Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
14
International journal of forecasting
14
Econometrics : open access journal
13
International journal of theoretical and applied finance
13
Journal of banking & finance
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Journal of financial econometrics
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The econometrics journal
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Finance research letters
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Journal of risk and financial management : JRFM
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The North American journal of economics and finance : a journal of financial economics studies
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Journal of forecasting
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Finance and stochastics
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International journal of economics and financial issues : IJEFI
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Journal of quantitative economics
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Applied economics
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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Journal of mathematical finance
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Computational economics
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Decisions in economics and finance : DEF ; a journal of applied mathematics
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International journal of financial engineering
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The European journal of finance
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Annual review of economics
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Applied economics letters
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Asia-Pacific financial markets
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CBN journal of applied statistics
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European journal of operational research : EJOR
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Journal of applied econometrics
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The journal of risk model validation
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ECONIS (ZBW)
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Statistical modeling and inference in the era of Data Science and Graphical Causal modeling
Spanos, Aris
- In:
Journal of economic surveys
36
(
2022
)
5
,
pp. 1251-1287
Persistent link: https://www.econbiz.de/10013464568
Saved in:
2
Bayesian inference methods for univariate and multivariate Garch models : a survey
Virbickaite, Audrone
;
Ausin, M. Concepción
;
Galeano, Pedro
- In:
Journal of economic surveys
29
(
2015
)
1
,
pp. 76-96
Persistent link: https://www.econbiz.de/10011381831
Saved in:
3
Estimation methods for stochastic volatility models : a survey
Broto, Carmen
;
Ruiz, Esther
- In:
Journal of economic surveys
18
(
2004
)
5
,
pp. 613-649
Persistent link: https://www.econbiz.de/10002437597
Saved in:
4
Nonparametric and semiparametric methods for economic research
Delgado, Miguel A.
- In:
Journal of economic surveys
6
(
1992
)
3
,
pp. 201-249
Persistent link: https://www.econbiz.de/10001130198
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