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subject:"Deutschland"
subject:"Forecasting model"
~isPartOf:"Journal of financial econometrics"
~subject:"ARCH model"
~type_genre:"Aufsatz in Zeitschrift"
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Search: subject_exact:"Estimation theory"
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Deutschland
Forecasting model
ARCH model
Estimation theory
48
Schätztheorie
48
Estimation
19
Schätzung
19
Time series analysis
14
Zeitreihenanalyse
14
Volatility
13
Volatilität
13
Correlation
9
Korrelation
9
Statistical test
9
Statistischer Test
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ARCH-Modell
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Portfolio selection
8
Portfolio-Management
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Prognoseverfahren
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Statistical distribution
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Statistische Verteilung
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Capital income
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Kapitaleinkommen
7
Risikomaß
7
Risikoprämie
7
Risk measure
7
Risk premium
7
Analysis of variance
6
CAPM
6
Robust statistics
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Robustes Verfahren
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Sampling
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Stichprobenerhebung
6
Varianzanalyse
6
Induktive Statistik
5
Statistical inference
5
Stochastic process
5
Stochastischer Prozess
5
Börsenkurs
4
Regression analysis
4
Regressionsanalyse
4
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Article
14
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Aufsatz in Zeitschrift
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English
14
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Cai, Charlie X.
1
Cai, Yuzhi
1
Cipollini, Fabrizio
1
Gallo, Giampiero M.
1
Grønneberg, Steffen
1
Gungor, Sermin
1
Guo, Junjie
1
Hong, Seok Young
1
Huang, Haitao
1
Inoue, Atsushi
1
Jach, Agnieszka
1
Kim, Minjoo
1
Leng, Xuan
1
Liu, Qiang
1
Liu, Xiaohui
1
Liu, Zhi
1
Livieri, Giulia
1
Lu, Jin
1
Luger, Richard
1
Mancino, Maria Elvira
1
Marmi, Stefano
1
McElroy, Tucker
1
Nolte, Ingmar
1
Noureldin, Diaa
1
Palandri, Alessandro
1
Pelletier, Denis
1
Peng, Liang
1
Sancetta, Alessio
1
Shin, Yongcheol
1
Stander, Julian
1
Sucarrat, Genaro
1
Taylor, Stephen
1
Toscano, Giacomo
1
Xu, Ke-Li
1
Zhang, Qi
1
Zhao, Xiaolu
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Journal of financial econometrics
Journal of econometrics
121
International journal of forecasting
116
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
76
Journal of forecasting
73
Econometric theory
47
Economics letters
46
Econometric reviews
25
The econometrics journal
25
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
22
Journal of empirical finance
21
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
21
Finance research letters
20
Applied economics
17
Economic modelling
17
Journal of the American Statistical Association : JASA
16
Insurance / Mathematics & economics
15
Journal of banking & finance
15
Journal of financial econometrics : official journal of the Society for Financial Econometrics
15
Journal of risk and financial management : JRFM
15
Applied economics letters
14
International journal of economics and financial issues : IJEFI
14
Journal of risk
14
Journal of time series econometrics
14
Computational economics
12
Econometrics : open access journal
12
International Journal of Energy Economics and Policy : IJEEP
11
The North American journal of economics and finance : a journal of financial economics studies
11
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
10
Empirical economics : a quarterly journal of the Institute for Advanced Studies
10
European journal of operational research : EJOR
10
Journal of mathematical finance
10
Quantitative finance
10
Journal of applied econometrics
9
Oxford bulletin of economics and statistics
9
Risks : open access journal
9
The European journal of finance
9
Astin bulletin : the journal of the International Actuarial Association
8
Journal of economic dynamics & control
8
International journal of production economics
7
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ECONIS (ZBW)
14
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1
A new test for multiple predictive regression
Xu, Ke-Li
;
Guo, Junjie
- In:
Journal of financial econometrics
22
(
2024
)
1
,
pp. 119-156
Persistent link: https://www.econbiz.de/10014526308
Saved in:
2
Volatility of volatility estimation : central limit theorems for the fourier transform estimator and empirical study of the daily time series stylized facts
Toscano, Giacomo
;
Livieri, Giulia
;
Mancino, Maria Elvira
; …
- In:
Journal of financial econometrics
22
(
2024
)
1
,
pp. 252-296
Persistent link: https://www.econbiz.de/10014526318
Saved in:
3
Exact inference in long-horizon predictive quantile regressions with an application to stock returns
Gungor, Sermin
;
Luger, Richard
- In:
Journal of financial econometrics
19
(
2021
)
4
,
pp. 746-788
Persistent link: https://www.econbiz.de/10012654991
Saved in:
4
Volatility estimation and forecasts based on price durations
Hong, Seok Young
;
Nolte, Ingmar
;
Taylor, Stephen
;
Zhao, …
- In:
Journal of financial econometrics
21
(
2023
)
1
,
pp. 106-144
Persistent link: https://www.econbiz.de/10013542852
Saved in:
5
Volatility prediction using a realized-measure-based component model
Noureldin, Diaa
- In:
Journal of financial econometrics
20
(
2022
)
1
,
pp. 76-104
Persistent link: https://www.econbiz.de/10012878187
Saved in:
6
Risk estimation with a time-varying probability of zero returns
Sucarrat, Genaro
;
Grønneberg, Steffen
- In:
Journal of financial econometrics
20
(
2022
)
2
,
pp. 278-309
Persistent link: https://www.econbiz.de/10013187979
Saved in:
7
Statistical inference of spot correlation and spot market beta under infinite variation jumps
Liu, Qiang
;
Liu, Zhi
- In:
Journal of financial econometrics
20
(
2022
)
4
,
pp. 612-654
Persistent link: https://www.econbiz.de/10013349148
Saved in:
8
Local-linear estimation of time-varying-parameter garch models and associated risk measures
Inoue, Atsushi
;
Lu, Jin
;
Pelletier, Denis
- In:
Journal of financial econometrics
19
(
2021
)
1
,
pp. 202-234
Persistent link: https://www.econbiz.de/10012504329
Saved in:
9
Intraday end-of-day volume prediction
Sancetta, Alessio
- In:
Journal of financial econometrics
19
(
2021
)
3
,
pp. 472-495
Persistent link: https://www.econbiz.de/10012654952
Saved in:
10
The threshold GARCH model : estimation and density forecasting for financial returns
Cai, Yuzhi
;
Stander, Julian
- In:
Journal of financial econometrics
18
(
2020
)
2
,
pp. 395-424
Persistent link: https://www.econbiz.de/10012232969
Saved in:
1
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