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subject:"Estimation"
subject:"Volatilität"
~isPartOf:"International journal of forecasting"
~isPartOf:"The review of economics and statistics"
~subject:"Demand system"
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Estimation
Volatilität
Demand system
Estimation theory
300
Schätztheorie
300
Theorie
143
Theory
143
Forecasting model
115
Prognoseverfahren
115
Time series analysis
77
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Clements, Adam
2
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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International journal of forecasting
The review of economics and statistics
Journal of econometrics
289
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
152
Economics letters
126
Econometric reviews
70
Applied economics letters
59
Economic modelling
59
Discussion paper series / IZA
58
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
54
Discussion paper / Tinbergen Institute
53
NBER Working Paper
53
Applied economics
49
CEMMAP working papers / Centre for Microdata Methods and Practice
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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42
Working paper / Department of Econometrics and Business Statistics, Monash University
39
Journal of banking & finance
37
Econometric theory
36
The econometrics journal
36
Working paper / National Bureau of Economic Research, Inc.
36
Working paper
35
Journal of empirical finance
34
CESifo working papers
32
IZA Discussion Paper
32
Quantitative economics : QE ; journal of the Econometric Society
32
Discussion paper
30
Discussion papers / CEPR
30
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)
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1
Forecasting in factor augmented regressions under structural change
Massacci, Daniele
;
Kapetanios, George
- In:
International journal of forecasting
40
(
2024
)
1
,
pp. 62-76
Persistent link: https://www.econbiz.de/10014450259
Saved in:
2
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:
3
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:
4
Non-Gaussian models for CoVaR estimation
Bianchi, Michele Leonardo
;
De Luca, Giovanni
; …
- In:
International journal of forecasting
39
(
2023
)
1
,
pp. 391-404
Persistent link: https://www.econbiz.de/10014462788
Saved in:
5
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:
6
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:
7
Early Warning Systems for identifying financial instability
Allaj, Erindi
;
Sanfelici, Simona
- In:
International journal of forecasting
39
(
2023
)
4
,
pp. 1777-1803
Persistent link: https://www.econbiz.de/10014465353
Saved in:
8
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:
9
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:
10
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
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