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subject:"Estimation"
subject:"Volatilität"
~isPartOf:"Economics letters"
~isPartOf:"International journal of economics and financial issues : IJEFI"
~isPartOf:"Journal of the American Statistical Association : JASA"
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Estimation
Volatilität
Estimation theory
1,331
Schätztheorie
1,331
Theorie
388
Theory
388
Regression analysis
187
Regressionsanalyse
187
Time series analysis
179
Zeitreihenanalyse
179
Nichtparametrisches Verfahren
158
Nonparametric statistics
158
Schätzung
151
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98
Panel study
98
Statistical test
58
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58
Sampling
48
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48
Autocorrelation
42
Autokorrelation
42
Correlation
42
Korrelation
42
Statistical distribution
41
Statistische Verteilung
41
Forecasting model
40
Prognoseverfahren
40
Maximum likelihood estimation
39
Maximum-Likelihood-Schätzung
38
Method of moments
36
Momentenmethode
36
Volatility
35
ARCH model
33
ARCH-Modell
33
Bias
31
Induktive Statistik
31
Statistical inference
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Dritsaki, Chaido
3
Fan, Jianqing
3
Hwang, Eunju
3
Kumbhakar, Subal
3
Shin, Dong-wan
3
Bin, Peng
2
Egger, Peter
2
Henderson, Daniel J.
2
Jochmans, Koen
2
Li, Chen
2
Li, Luyang
2
Li, Rui
2
Lv, Xiaofeng
2
Malikov, Emir
2
Okui, Ryo
2
Pesaran, M. Hashem
2
Tosetti, Elisa
2
Wang, Taining
2
Westerlund, Joakim
2
Yao, Feng
2
Yu, Deshui
2
Abdurehman, Abderezak Ali
1
Abrams, Richard K.
1
Ahmad, Shabbir
1
Anatolyev, Stanislav
1
Annaert, Jan
1
Ardia, David
1
Arvas, M. Akif
1
Atak, Alev
1
Ay, Jean-Sauveur
1
Ayouba, Kassoum
1
Aït-Sahalia, Yacine
1
Baglan, Deniz
1
Balcombe, Kelvin G.
1
Bandyopadhyay, Sanghamitra
1
Basu, Sanjib
1
Beckmann, Joscha
1
Belasri, Yassine
1
Biyase, Mduduzi
1
Bollinger, Christopher R.
1
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Economics letters
International journal of economics and financial issues : IJEFI
Journal of the American Statistical Association : JASA
Journal of econometrics
286
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
151
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
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
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
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IZA Discussion Paper
32
Quantitative economics : QE ; journal of the Econometric Society
31
Discussion papers / CEPR
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Discussion paper
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Econometrics : open access journal
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CREATES research paper
27
Empirical economics : a quarterly journal of the Institute for Advanced Studies
26
Journal of forecasting
25
Computational economics
24
Journal of financial econometrics : official journal of the Society for Financial Econometrics
24
SFB 649 discussion paper
23
The review of economics and statistics
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)
174
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1
The interaction between policy mix in Lebanon : applications of the nonlinear and linear ARDL models
Hachem, Mahmoud
- In:
International journal of economics and financial issues …
13
(
2023
)
2
,
pp. 27-45
Persistent link: https://www.econbiz.de/10014251656
Saved in:
2
Time varying dependence in the cryptocurrency market and COVID 19 panic index : an empirical investigation
Kalai, Lamia
- In:
International journal of economics and financial issues …
12
(
2022
)
2
,
pp. 37-51
Persistent link: https://www.econbiz.de/10013257285
Saved in:
3
Testing factors in CCE
Brown, Nicholas
;
Westerlund, Joakim
- In:
Economics letters
230
(
2023
),
pp. 1-3
Persistent link: https://www.econbiz.de/10014460359
Saved in:
4
Controlling for exporter-level factors when estimating import demand elasticities
Gervais, Antoine
- In:
Economics letters
231
(
2023
),
pp. 1-5
Persistent link: https://www.econbiz.de/10014460680
Saved in:
5
Some identification results in a correlated random coefficients sample selection model
Zhu, Xun
;
Jin, Zequn
- In:
Economics letters
233
(
2023
),
pp. 1-3
Persistent link: https://www.econbiz.de/10014505133
Saved in:
6
A simple nonparametric conditional quantile estimator for time series with thin tails
Wang, Qiao
- In:
Economics letters
232
(
2023
),
pp. 1-12
Persistent link: https://www.econbiz.de/10014464377
Saved in:
7
Impulse response function analysis for Markov switching VAR models
Cavicchioli, Maddalena
- In:
Economics letters
232
(
2023
),
pp. 1-4
Persistent link: https://www.econbiz.de/10014464479
Saved in:
8
Time-varying predictability of the long horizon equity premium based on semiparametric regressions
Yu, Deshui
;
Li, Chen
;
Li, Luyang
- In:
Economics letters
224
(
2023
),
pp. 1-6
Persistent link: https://www.econbiz.de/10014307887
Saved in:
9
Nonparametric modeling for the time-varying persistence of inflation
Yu, Deshui
;
Li, Chen
;
Li, Luyang
- In:
Economics letters
225
(
2023
),
pp. 1-7
Persistent link: https://www.econbiz.de/10014308465
Saved in:
10
Climate change and milk price volatility in Indonesia
Daryanto, Arief
;
Sofia, Diani Aliya
;
Sahara, Sahara
; …
- In:
International journal of economics and financial issues …
10
(
2020
)
2
,
pp. 282-288
Persistent link: https://www.econbiz.de/10012215193
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