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subject:"India"
subject:"Private consumption"
~subject:"Volatilität"
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Search: subject_exact:"Estimation theory"
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India
Private consumption
Volatilität
Schätztheorie
34,988
Estimation theory
34,945
Theorie
9,185
Theory
9,181
Zeitreihenanalyse
5,660
Time series analysis
5,645
Estimation
5,410
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5,408
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3,981
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3,973
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3,192
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3,192
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1,824
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1,821
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1,756
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1,754
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1,665
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1,653
USA
1,545
United States
1,536
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1,489
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1,378
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1,378
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1,163
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1,158
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1,059
Stichprobenerhebung
1,058
ARCH model
1,033
ARCH-Modell
1,033
Kointegration
1,025
Statistical inference
1,025
Induktive Statistik
1,024
Cointegration
1,023
Monte-Carlo-Simulation
986
Stochastischer Prozess
986
Stochastic process
985
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977
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974
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969
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1,252
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839
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2,073
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10
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Koopman, Siem Jan
19
Todorov, Viktor
19
Li, Jia
17
Kumar, Dilip
16
Li, Yingying
15
Teräsvirta, Timo
15
Maheswaran, S.
14
Tauchen, George Eugene
14
Brandt, Michael W.
13
Diebold, Francis X.
12
Hafner, Christian M.
12
Kamaiah, Bandi
12
Kim, Donggyu
12
Härdle, Wolfgang
11
Mancino, Maria Elvira
11
Andersen, Torben
10
Silvennoinen, Annastiina
10
Swanson, Norman R.
10
Fan, Jianqing
9
Ghysels, Eric
9
Liu, Zhi
9
Lucas, André
9
Mykland, Per A.
9
Rodriguez, Gabriel
9
Spokojnyj, Vladimir G.
9
Alizadeh, Sassan
8
Hurvich, Clifford M.
8
Kristensen, Dennis
8
Linton, Oliver
8
Wang, Yazhen
8
Ardia, David
7
Attanasio, Orazio P.
7
Bibinger, Markus
7
Bollerslev, Tim
7
Cavaliere, Giuseppe
7
Croux, Christophe
7
Daníelsson, Jón
7
Fernández-Villaverde, Jesús
7
Francq, Christian
7
Gouriéroux, Christian
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12
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6
Birkbeck College / Department of Economics
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Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
4
Rodney L. White Center for Financial Research
3
Ekonomiska forskningsinstitutet <Stockholm>
2
Banque de France / Direction des Etudes Economiques et de la Recherche
1
Centre for Microdata Methods and Practice <London>
1
Centre for Quantitative Economics & Computing
1
Deutsche Forschungsgemeinschaft
1
Ecole des hautes études commerciales <Lausanne> / Département d'économétrie et d'économie politique
1
European University Institute / Department of Economics
1
Federal Reserve Bank of Cleveland
1
Institut für Weltwirtschaft
1
Institute for Fiscal Studies
1
International Labour Office
1
Leibniz-Institut für Agrarentwicklung in Transformationsökonomien
1
National Institute of Rural Development
1
School of Economics <Bundoora, Victoria> / Department of Economics
1
Sonderforschungsbereich 303 - Information und die Koordination Wirtschaftlicher Aktivitäten, Rheinische Friedrich-Wilhelms-Universität Bonn
1
Springer Fachmedien Wiesbaden
1
Tennessee Agricultural Experiment Station
1
Trinity College Dublin / Department of Economics
1
University of California, San Diego / Department of Economics
1
University of Chicago / Graduate School of Business
1
University of Chicago / Graduate School of Business / Department of Economics
1
University of Exeter / Department of Economics
1
Universität Trier
1
Weltbank
1
Workshop on Data Base for Rural Poverty Indicators <1996, Hyderabad>
1
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Journal of econometrics
117
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
45
The Indian economic journal
32
Economics letters
28
Discussion paper / Tinbergen Institute
27
Journal of quantitative economics : official journal of the Indian Econometric Society
26
Econometric reviews
23
The Indian journal of economics
23
Journal of empirical finance
20
Economic modelling
18
Quantitative finance
17
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
17
CREATES research paper
16
International journal of forecasting
16
Journal of financial econometrics : official journal of the Society for Financial Econometrics
16
Econometric theory
14
Indian journal of agricultural economics
13
International journal of theoretical and applied finance
13
Journal of banking & finance
13
Journal of financial econometrics
13
Applied economics
12
Finance research letters
12
Journal of Indian School of Political Economy : a journal devoted to the study of Indian economy, polity, and society
12
Journal of risk and financial management : JRFM
12
NBER Working Paper
12
The North American journal of economics and finance : a journal of financial economics studies
12
The econometrics journal
12
Artha vijñāna : journal of the Gokhale Institute of Politics and Economics
11
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
11
Journal of applied econometrics
11
Journal of forecasting
11
Working paper / National Bureau of Economic Research, Inc.
11
Applied economics letters
10
Econometrics : open access journal
10
Finance India : the quarterly journal of Indian Institute of Finance
10
Occasional papers / Reserve Bank of India
10
Working paper
10
Anvesak : journal of the Sardar Patel Institute of Economic and Social Research
9
International journal of economics and financial issues : IJEFI
9
Journal of quantitative economics
9
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ECONIS (ZBW)
2,091
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411
Multi-asset pair-trading strategy : a statistical learning approach
Lin, Tsai-Yu
;
Chen, Cathy W. S.
;
Syu, Fong-Yi
- In:
The North American journal of economics and finance : a …
55
(
2021
),
pp. 1-10
Persistent link: https://www.econbiz.de/10012667381
Saved in:
412
Correlated idiosyncratic volatility shocks
Qiao, Xiao
;
Wang, Yongning
- In:
Journal of risk
23
(
2021
)
5
,
pp. 25-54
Persistent link: https://www.econbiz.de/10012630868
Saved in:
413
Quantitative analysis of factors affecting core functional competencies and the performance of the Indian manufacturing industry
Singh, Rajdeep
;
Singh, Chandan Deep
;
Singh, Talwinder
- In:
International journal of management concepts and …
14
(
2021
)
4
,
pp. 332-350
Persistent link: https://www.econbiz.de/10012800106
Saved in:
414
Uncertain risk parity
Shah, Anish R.
- In:
The journal of investment strategies
10
(
2021
)
1
,
pp. 29-41
Persistent link: https://www.econbiz.de/10012805357
Saved in:
415
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
Saved in:
416
Bayesian estimation for a semiparametric nonlinear volatility model
Hu, Shuowen
;
Poskitt, Donald Stephen
;
Zhang, Xibin
- In:
Economic modelling
98
(
2021
),
pp. 361-370
Persistent link: https://www.econbiz.de/10012793996
Saved in:
417
Maximum entropy analysis of consumption-based capital asset pricing model and volatility
Lee, Tae-hwy
;
Mao, Millie Yi
;
Ullah, Aman
- In:
Journal of econometric methods
10
(
2021
)
1
,
pp. 1-19
Persistent link: https://www.econbiz.de/10012437809
Saved in:
418
Consumption, aggregate wealth and expected stock returns : an FCVAR approach
Quineche, Ricardo
- In:
Journal of time series econometrics
13
(
2021
)
1
,
pp. 21-42
Persistent link: https://www.econbiz.de/10012437824
Saved in:
419
Macroeconomic uncertainty and vector autoregressions
Forni, Mario
;
Gambetti, Luca
;
Sala, Luca
-
2021
Persistent link: https://www.econbiz.de/10012417673
Saved in:
420
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:
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