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subject:"Estimation"
subject:"Volatilität"
~isPartOf:"Applied economics"
~isPartOf:"The review of economics and statistics"
~language:"eng"
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Estimation
Volatilität
Estimation theory
323
Schätztheorie
323
Theorie
172
Theory
172
Schätzung
65
USA
55
United States
55
Time series analysis
49
Zeitreihenanalyse
49
Nichtparametrisches Verfahren
14
Nonparametric statistics
14
Regression analysis
14
Regressionsanalyse
14
Sampling
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Stichprobenerhebung
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Welt
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World
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Monte Carlo simulation
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Panel study
13
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11
ARCH-Modell
11
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11
Simulation
11
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10
Consumption theory
10
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10
Kointegration
10
Konsumtheorie
10
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10
Einheitswurzeltest
9
Unit root test
9
Causality analysis
8
Demand system
8
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8
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8
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Article
69
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English
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Kim, Jong-Min
2
Maddala, Gangadharrao S.
2
Murray, Christian J.
2
Papell, David H.
2
Abadie, Alberto
1
Abel, Andrew B.
1
Abutaleb, Ahmed S.
1
Ahmad, Yamin
1
Ahsan, Tanveer
1
Aliber, Michael
1
Aoki, Takaaki
1
Ashenfelter, Orley
1
Aßmann, Christian
1
Bai, Jushan
1
Balli, Hatice Ozer
1
Bampinas, Georgios
1
Baños-Pino, José
1
Bingham, Taylor H.
1
Bollerslev, Tim
1
Boonsaeng, Tullaya
1
Canjels, Eugene
1
Carpio, Carlos E.
1
Castellón, César E.
1
Ceffer, Attila
1
Chavas, Jean-Paul
1
Chen, Li-Hsueh
1
Chen, Sixia
1
Chen, W. D.
1
Chingos, Matthew M.
1
Choi, Pilsun
1
Choudhary, M. Ali
1
Cox, Thomas Lee
1
Darvas, Zsolt M.
1
Dueker, Michael
1
Díaz Hernández, Adán
1
Esteban, María Victoria
1
Evans, Paul D.
1
Fenech, Jean-pierre
1
Ferreira, Eva
1
Fogarasi, Norbert
1
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Applied economics
The review of economics and statistics
Journal of econometrics
286
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
151
Economics letters
125
Econometric reviews
70
Economic modelling
59
Applied economics letters
58
Discussion paper series / IZA
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
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
The econometrics journal
36
Working paper / National Bureau of Economic Research, Inc.
36
Econometric theory
35
Working paper
35
Journal of empirical finance
34
International journal of forecasting
33
CESifo working papers
32
IZA Discussion Paper
32
Quantitative economics : QE ; journal of the Econometric Society
31
Discussion papers / CEPR
30
Discussion paper
29
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
Computational economics
24
Journal of financial econometrics : official journal of the Society for Financial Econometrics
24
International journal of economics and financial issues : IJEFI
23
SFB 649 discussion paper
23
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
22
European journal of operational research : EJOR
22
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ECONIS (ZBW)
69
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1
Applying sample selection methods for panel data to analyse determinants of foreign direct divestment
Nguyen, Anh T. N.
- In:
Applied economics
55
(
2023
)
49
,
pp. 5737-5749
Persistent link: https://www.econbiz.de/10014335777
Saved in:
2
The use of the tail dependence function for high quantile risk measure analysis : an application to portfolio optimization
Salazar Flores, Yuri
;
Díaz Hernández, Adán
; …
- In:
Applied economics
55
(
2023
)
37
,
pp. 4289-4303
Persistent link: https://www.econbiz.de/10014301231
Saved in:
3
Functional ARCH directional dependence via copula for intraday volatility from high-frequency financial time series
Kim, Jong-Min
;
Hwang, Sun Young
- In:
Applied economics
53
(
2021
)
4
,
pp. 506-520
Persistent link: https://www.econbiz.de/10012416072
Saved in:
4
Estimation of peer effects in endogenous social networks : Control function approach
Johnsson, Ida
;
Moon, Hyungsik Roger
- In:
The review of economics and statistics
103
(
2021
)
2
,
pp. 328-345
Persistent link: https://www.econbiz.de/10012649785
Saved in:
5
Measuring the gender wage gap : a methodological note
Maczulskij, Terhi
;
Nyblom, Jukka
- In:
Applied economics
52
(
2020
)
21
,
pp. 2239-2249
Persistent link: https://www.econbiz.de/10012197689
Saved in:
6
Modelling the heterogeneous effects of stocking rate on dairy production : an application of unconditional quantile regression with fixed effects
Ma, Wanglin
;
Renwick, Alan
;
Greig, Bruce
- In:
Applied economics
51
(
2019
)
43
,
pp. 4769-4780
Persistent link: https://www.econbiz.de/10012197071
Saved in:
7
Are linear models really unuseful to describe business cycle data?
Lopes, Artur C. B. da Silva
;
Zsurkis, Gabriel Florin
- In:
Applied economics
51
(
2019
)
22
,
pp. 2355-2376
Persistent link: https://www.econbiz.de/10012196696
Saved in:
8
Nonlinearities in the real exchange rates : new evidence from developed and developing countries
Ahmad, Yamin
;
Lo, Ming Chien
;
Staveley-O'Carroll, Olena M.
- In:
Applied economics
51
(
2019
)
25
,
pp. 2731-2743
Persistent link: https://www.econbiz.de/10012196737
Saved in:
9
A note on the estimated GARCH coefficients from the S&P1500 universe
Bampinas, Georgios
;
Ladopoulos, Konstantinos
; …
- In:
Applied economics
50
(
2018
)
34/35
,
pp. 3647-3653
Persistent link: https://www.econbiz.de/10012059386
Saved in:
10
Trading by estimating the quantized forward distribution
Ceffer, Attila
;
Fogarasi, Norbert
;
Levendovszky, Janos
- In:
Applied economics
50
(
2018
)
59
,
pp. 6397-6405
Persistent link: https://www.econbiz.de/10012063433
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