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subject:"Prognoseverfahren"
subject:"USA"
~isPartOf:"Journal of financial econometrics : official journal of the Society for Financial Econometrics"
~type_genre:"Aufsatz in Zeitschrift"
~type_genre:"Aufsatzsammlung"
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Search: subject_exact:"Estimation theory"
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Prognoseverfahren
USA
Estimation theory
73
Schätztheorie
73
Time series analysis
20
Zeitreihenanalyse
20
Volatility
16
Volatilität
16
Estimation
15
Schätzung
15
ARCH model
11
ARCH-Modell
11
Market microstructure
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Marktmikrostruktur
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Capital income
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Kapitaleinkommen
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Nichtparametrisches Verfahren
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Nonparametric statistics
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Risikomaß
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Risk measure
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Theorie
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Theory
9
Correlation
7
Forecasting model
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Korrelation
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Regression analysis
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Regressionsanalyse
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Stochastic process
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Stochastischer Prozess
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Börsenkurs
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Share price
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Analysis of variance
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Noise Trading
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Noise trading
5
Statistical test
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Statistischer Test
5
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English
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Audrino, Francesco
2
Caldeira, João F.
1
Calvet, Laurent E.
1
Corsi, Fulvio
1
Czellar, Veronika
1
Fan, Jianqing
1
Fan, Yingying
1
Francq, Christian
1
Horváth, Lajos
1
Hurn, Stan
1
Jeisman, J. I.
1
Lindsay, Kenneth A.
1
Lv, Jinchi
1
Moon, Seongman
1
Moura, Guilherme Valle
1
Nogales, Francisco J.
1
Phillips, Peter C. B.
1
Santos, André A. P.
1
Trojani, Fabio
1
Velasco, Carlos
1
Zakoïan, Jean-Michel
1
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
130
International journal of forecasting
116
Journal of econometrics
106
Journal of forecasting
75
The review of economics and statistics
45
Economics letters
40
Journal of applied econometrics
29
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
23
American journal of agricultural economics
19
Applied economics
19
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
18
Journal of financial and quantitative analysis : JFQA
17
Journal of banking & finance
16
Journal of empirical finance
16
Journal of the American Statistical Association : JASA
16
The econometrics journal
16
Econometric reviews
15
Econometric theory
15
The journal of futures markets
15
Journal of macroeconomics
14
Oxford bulletin of economics and statistics
14
The journal of finance : the journal of the American Finance Association
14
The review of financial studies
14
Finance research letters
12
Insurance / Mathematics & economics
12
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
12
Applied economics letters
11
International economic review
11
Journal of money, credit and banking : JMCB
11
Empirical economics : a quarterly journal of the Institute for Advanced Studies
10
European journal of operational research : EJOR
10
Journal of financial economics
10
Journal of monetary economics
10
Computational economics
9
Economic modelling
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Quantitative finance
9
The review of economic studies
9
Astin bulletin : the journal of the International Actuarial Association
8
International economic journal
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1
Combining multivariate volatility forecasts: an economic-based approach
Caldeira, João F.
;
Moura, Guilherme Valle
;
Nogales, …
- In:
Journal of financial econometrics : official journal of …
15
(
2017
)
2
,
pp. 247-285
Persistent link: https://www.econbiz.de/10011987429
Saved in:
2
Accurate methods for approximate Bayesian Computation Filtering
Calvet, Laurent E.
;
Czellar, Veronika
- In:
Journal of financial econometrics : official journal of …
13
(
2015
)
4
,
pp. 798-838
Persistent link: https://www.econbiz.de/10011417791
Saved in:
3
Halbert White jr. Memorial JFEC Lecture : pitfalls and possibilities in predictive regression
Phillips, Peter C. B.
- In:
Journal of financial econometrics : official journal of …
13
(
2015
)
3
,
pp. 521-555
Persistent link: https://www.econbiz.de/10011339279
Saved in:
4
On the properties of regression test of stock returns predictability using dividend-price ratios
Moon, Seongman
;
Velasco, Carlos
- In:
Journal of financial econometrics : official journal of …
12
(
2014
)
1
,
pp. 151-173
Persistent link: https://www.econbiz.de/10010233601
Saved in:
5
Jackknife for bias reduction in predictive regressions
Zhu, Min
- In:
Journal of financial econometrics : official journal of …
11
(
2013
)
1
,
pp. 193-220
Persistent link: https://www.econbiz.de/10009708916
Saved in:
6
Realized covariance tick-by-tick in presence of rounded time stamps and general microstructure effects
Corsi, Fulvio
;
Audrino, Francesco
- In:
Journal of financial econometrics : official journal of …
10
(
2012
)
4
,
pp. 591-616
Persistent link: https://www.econbiz.de/10009671897
Saved in:
7
Merits and drawbacks of variance targeting in GARCH models
Francq, Christian
;
Horváth, Lajos
;
Zakoïan, Jean-Michel
- In:
Journal of financial econometrics : official journal of …
9
(
2011
)
4
,
pp. 619-656
Persistent link: https://www.econbiz.de/10009407372
Saved in:
8
Aggregation of nonparametric estimators for volatility matrix
Fan, Jianqing
;
Fan, Yingying
;
Lv, Jinchi
- In:
Journal of financial econometrics : official journal of …
5
(
2007
)
3
,
pp. 321-357
Persistent link: https://www.econbiz.de/10003518410
Saved in:
9
Seeing the wood for the trees : a critical evaluation of methods to estimate the parameters of stochastic differential equations
Hurn, Stan
;
Jeisman, J. I.
;
Lindsay, Kenneth A.
- In:
Journal of financial econometrics : official journal of …
5
(
2007
)
3
,
pp. 390-455
Persistent link: https://www.econbiz.de/10003518500
Saved in:
10
Accurate short-term yield curve forecasting using functional gradient descent
Audrino, Francesco
;
Trojani, Fabio
- In:
Journal of financial econometrics : official journal of …
5
(
2007
)
4
,
pp. 591-623
Persistent link: https://www.econbiz.de/10003570734
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