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subject:"Estimation theory"
subject:"Schätzung"
~isPartOf:"Applied economics"
~isPartOf:"Journal of forecasting"
~subject:"Volatilität"
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Estimation theory
Schätzung
Volatilität
Theorie
2,095
Theory
2,095
Forecasting model
509
Prognoseverfahren
509
Estimation
389
Time series analysis
325
Zeitreihenanalyse
325
USA
205
United States
204
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112
Capital income
101
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101
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96
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94
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78
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64
Kointegration
64
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63
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63
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56
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55
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52
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52
Forecast
51
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547
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2
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English
548
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Brooks, Chris
4
Karathanasopoulos, Andreas
4
Moosa, Imad A.
4
Patterson, Kerry D.
4
Bahmani-Oskooee, Mohsen
3
Caporale, Guglielmo Maria
3
Clements, Kenneth W.
3
Gil-Alaña, Luis A.
3
Harvey, David I.
3
Johnson, Paul A.
3
Leybourne, Stephen James
3
Löthgren, Mickael
3
Ravishanker, Nalini
3
Silvapulle, Paramsothy
3
Song, Yuping
3
Tang, Xiaolong
3
Tawadros, George B.
3
Turner, Paul
3
Wirjanto, Tony S.
3
Arteche, Josu
2
Banerjee, Anurag Narayan
2
Benlagha, Noureddine
2
Bollen, Bernard
2
Bonaparte, Yosef
2
Bonham, Carl Stanley
2
Breitung, Jörg
2
Brännäs, Kurt
2
Cassou, Steven Peter
2
Charemza, Wojciech
2
Chen, Cathy W. S.
2
Cover, James Peery
2
Dalamagas, Basil A.
2
Dutt, Swarna D.
2
Fraser, Iain M.
2
García-Enríquez, Javier
2
García-Ferrer, Antonio
2
Ghosh, Dipak
2
Goutte, Stéphane
2
Guesmi, Khaled
2
Gupta, Rangan
2
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Applied economics
Journal of forecasting
Working paper / National Bureau of Economic Research, Inc.
750
Economics letters
647
NBER working paper series
605
Journal of econometrics
596
NBER Working Paper
561
Discussion paper / Centre for Economic Policy Research
436
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
369
Discussion paper series / IZA
325
Econometric theory
311
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
288
Journal of applied econometrics
281
CESifo working papers
271
Discussion paper / Tinbergen Institute
251
Economic modelling
250
Working paper
246
Econometric reviews
225
The review of economics and statistics
219
Journal of economic dynamics & control
211
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
210
Journal of international money and finance
209
Journal of banking & finance
206
Applied economics letters
198
Série des documents de travail / Centre de Recherche en Économie et Statistique
188
Europäische Hochschulschriften / 5
174
Discussion paper
171
Journal of empirical finance
165
Oxford bulletin of economics and statistics
161
IZA Discussion Paper
158
International journal of forecasting
151
Journal of financial economics
151
International review of economics & finance : IREF
150
Journal of quantitative economics : official journal of the Indian Econometric Society
150
Journal of monetary economics
145
Discussion papers / CEPR
144
Journal of macroeconomics
144
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
141
The journal of finance : the journal of the American Finance Association
132
American journal of agricultural economics
124
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ECONIS (ZBW)
548
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1
Accounting for inflation dynamic in a fully optimizing macroeconomic framework : evidence from the US states
El Omari, Salaheddine
;
Benlagha, Noureddine
- In:
Applied economics
56
(
2024
)
5
,
pp. 582-598
Persistent link: https://www.econbiz.de/10014440100
Saved in:
2
Forecast combination puzzle in the HAR model
Clements, Adam
;
Vasnev, Andrey L
- In:
Journal of forecasting
43
(
2024
)
1
,
pp. 118-137
Persistent link: https://www.econbiz.de/10014443188
Saved in:
3
Policy uncertainty and stock market volatility revisited : the predictive role of signal quality
Salisu, Afees A.
;
Demirer, Rıza
;
Gupta, Rangan
- In:
Journal of forecasting
42
(
2023
)
8
,
pp. 2307-2321
Persistent link: https://www.econbiz.de/10014432898
Saved in:
4
Spillovers from stock markets to currency markets : evidence from Copula-CoVar with time-varying higher moments
Usman, Muhammad
;
Umar, Zaghum
;
Gubareva, Mariya
;
Dang …
- In:
Applied economics
55
(
2023
)
52
,
pp. 6091-6114
Persistent link: https://www.econbiz.de/10014381519
Saved in:
5
Forecasting value at risk and expected shortfall using high-frequency data of domestic and international stock markets
Wang, Man
;
Cheng, Yihan
- In:
Journal of forecasting
41
(
2022
)
8
,
pp. 1595-1607
Persistent link: https://www.econbiz.de/10013465725
Saved in:
6
Is Bitcoin really a currency? : a viewpoint of a stochastic volatility model
Kunimoto, Noriyuki
;
Kakamu, Kazuhiko
- In:
Applied economics
54
(
2022
)
57
,
pp. 6536-6550
Persistent link: https://www.econbiz.de/10013494160
Saved in:
7
Forecasting exchange rate volatility : is economic policy uncertainty better?
Ruan, Qingsong
;
Zhang, Jiarui
;
Lv, Dayong
- In:
Applied economics
56
(
2024
)
13
,
pp. 1526-1544
Persistent link: https://www.econbiz.de/10014473121
Saved in:
8
Flexible markov-switching models with evolving regime-specific parameters : an application to Brazilian business cycles
Gomes, Fábio A.
;
Melo, Lívia C. M.
;
Soave, Gian Paulo
- In:
Applied economics
56
(
2024
)
14
,
pp. 1705-1722
Persistent link: https://www.econbiz.de/10014473203
Saved in:
9
Exogenous variations in public debt and the private output : addressing country heterogeneity and cross-sectional dependence in a large panel
Carvelli, Gianni
- In:
Applied economics
56
(
2024
)
16
,
pp. 1863-1884
Persistent link: https://www.econbiz.de/10014475182
Saved in:
10
Forecasting the volatility of crude oil futures : a time-dependent weighted least squares with regularization constraint
Geng, Qianjie
;
Hao, Xianfeng
;
Wang, Yudong
- In:
Journal of forecasting
43
(
2024
)
2
,
pp. 309-325
Persistent link: https://www.econbiz.de/10014475319
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