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subject:"Estimation theory"
subject:"Schätzung"
~isPartOf:"Applied economics"
~subject:"Volatility"
~subject:"Zeitreihenanalyse"
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Estimation theory
Schätzung
Volatility
Zeitreihenanalyse
Theorie
1,510
Theory
1,510
Estimation
315
USA
163
United States
162
Time series analysis
102
Großbritannien
77
United Kingdom
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Forecasting model
75
Prognoseverfahren
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Welt
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59
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Portfolio-Management
56
Capital income
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Kapitaleinkommen
54
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Schätztheorie
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47
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454
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Gil-Alaña, Luis A.
7
Moosa, Imad A.
7
Bahmani-Oskooee, Mohsen
4
Caporale, Guglielmo Maria
3
Clements, Kenneth W.
3
Johnson, Paul A.
3
Kim, Jong-Min
3
Leybourne, Stephen James
3
Löthgren, Mickael
3
Newbold, Paul
3
Silvapulle, Paramsothy
3
Tawadros, George B.
3
Turner, Paul
3
Benlagha, Noureddine
2
Blazsek, Szabolcs
2
Bollen, Bernard
2
Bonaparte, Yosef
2
Bonham, Carl Stanley
2
Brorsen, B. Wade
2
Burns, Kelly
2
Cassou, Steven Peter
2
Chambers, Marcus J.
2
Cover, James Peery
2
Dalamagas, Basil A.
2
Dixon, Robert J.
2
Dutt, Swarna D.
2
Franses, Philip Hans
2
Fraser, Iain M.
2
Gausden, Robert
2
Ghosh, Dipak
2
Goutte, Stéphane
2
Guesmi, Khaled
2
Gupta, Rangan
2
Haan, Jakob de
2
Harvey, David I.
2
Hirschberg, Joseph G.
2
Ito, Mikio
2
Lai, Kon-sun
2
Lan, Yihui
2
Li, Jinfang
2
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Applied economics
Economics letters
814
Journal of econometrics
807
Working paper / National Bureau of Economic Research, Inc.
792
NBER working paper series
650
NBER Working Paper
608
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
499
Discussion paper / Centre for Economic Policy Research
461
Econometric theory
435
International journal of forecasting
377
Discussion paper / Tinbergen Institute
344
Discussion paper series / IZA
326
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
325
Journal of applied econometrics
320
Econometric reviews
310
Economic modelling
309
Journal of forecasting
309
CESifo working papers
294
Working paper
286
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
270
Journal of economic dynamics & control
251
Applied economics letters
243
The review of economics and statistics
239
Journal of international money and finance
226
Journal of banking & finance
217
Série des documents de travail / Centre de Recherche en Économie et Statistique
213
Oxford bulletin of economics and statistics
195
Europäische Hochschulschriften / 5
188
Discussion paper
185
Journal of empirical finance
178
Journal of macroeconomics
172
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
170
Journal of monetary economics
160
International review of economics & finance : IREF
159
Journal of financial economics
159
IZA Discussion Paper
158
Journal of quantitative economics : official journal of the Indian Econometric Society
156
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
156
Discussion papers / CEPR
155
Energy economics
147
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ECONIS (ZBW)
454
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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
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:
3
Interpolation and correlation
Franses, Philip Hans
- In:
Applied economics
54
(
2022
)
14
,
pp. 1562-1567
Persistent link: https://www.econbiz.de/10012875525
Saved in:
4
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:
5
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:
6
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:
7
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:
8
Momentum and reversal : information from prior returns
Kolari, James W.
;
Shin, Sang-Ook
- In:
Applied economics
56
(
2024
)
3
,
pp. 318-336
Persistent link: https://www.econbiz.de/10014439916
Saved in:
9
Vine copula Granger causality in quantiles
Jang, Hyuna
;
Kim, Jong-Min
;
Noh, Hohsuk
- In:
Applied economics
56
(
2024
)
10
,
pp. 1109-1118
Persistent link: https://www.econbiz.de/10014446535
Saved in:
10
Persistence and long memory in monetary policy spreads
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
- In:
Applied economics
56
(
2024
)
20
,
pp. 2422-2433
Persistent link: https://www.econbiz.de/10014521131
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