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subject:"Schätzung"
type_genre:"Article in journal"
~isPartOf:"Applied economics letters"
~isPartOf:"Journal of business & economic statistics : JBES ; a publication of the American Statistical Association"
~subject:"ARCH-Modell"
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Schätzung
ARCH-Modell
Theorie
1,931
Theory
1,931
Estimation
336
Time series analysis
302
Zeitreihenanalyse
302
USA
282
United States
282
Estimation theory
201
Forecasting model
201
Prognoseverfahren
201
Schätztheorie
201
Volatility
121
Volatilität
121
Capital income
94
Kapitaleinkommen
94
Statistical test
92
Statistischer Test
92
Börsenkurs
81
Share price
81
Bayes-Statistik
79
Bayesian inference
79
Nichtparametrisches Verfahren
78
Nonparametric statistics
78
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71
Statistische Verteilung
71
Stochastic process
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Regression analysis
65
Regressionsanalyse
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Risiko
62
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61
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61
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Article in journal
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371
Bibliografie enthalten
1
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1
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English
371
Author
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Chang, Tsangyao
5
Gil-Alaña, Luis A.
5
Lucas, André
4
Bauwens, Luc
3
Engle, Robert F.
3
Sentana, Enrique
3
Bahmani-Oskooee, Mohsen
2
Bhaskara Rao, Buddhavarapu
2
Bia, Michela
2
Blanco, German
2
Bollerslev, Tim
2
Caporale, Guglielmo Maria
2
Carcel, Hector
2
Carrasco, Marine
2
Casarin, Roberto
2
Cavicchioli, Maddalena
2
Chan, Joshua
2
Cook, Steven
2
Delle Monache, Davide
2
Enders, Walter
2
Ericsson, Neil R.
2
Franses, Philip Hans
2
Haldrup, Niels
2
Hall, Alastair R.
2
Horváth, Lajos
2
Huang, Tai-hsin
2
Koopman, Siem Jan
2
Lee, Kuei-Chiu
2
Leybourne, Stephen James
2
Li, Wai Keung
2
Lian, Heng
2
Marcellino, Massimiliano
2
McCabe, Brendan Peter Martin
2
Nieh, Chien-chung
2
Petrella, Ivan
2
Rahbek, Anders
2
Ravazzolo, Francesco
2
Rossi, Barbara
2
Schienle, Melanie
2
Shin, Dong-wan
2
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Applied economics letters
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
Applied economics
342
Economics letters
234
Economic modelling
211
Journal of econometrics
209
Journal of applied econometrics
164
Journal of international money and finance
164
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
153
Journal of banking & finance
143
Journal of economic dynamics & control
138
Journal of empirical finance
130
International review of economics & finance : IREF
129
International journal of forecasting
121
Journal of macroeconomics
120
Finance research letters
115
The review of economics and statistics
111
Journal of forecasting
108
Applied financial economics
103
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
98
Journal of monetary economics
95
Energy economics
93
Macroeconomic dynamics
93
Econometric reviews
92
The European journal of finance
91
European economic review : EER
90
Journal of international economics
88
Journal of financial economics
86
The journal of finance : the journal of the American Finance Association
86
Journal of urban economics
84
International review of financial analysis
81
The American economic review
77
International journal of finance & economics : IJFE
76
Journal of money, credit and banking : JMCB
75
The economic journal : the journal of the Royal Economic Society
74
The North American journal of economics and finance : a journal of financial economics studies
73
The Canadian journal of economics
72
American journal of agricultural economics
71
Oxford bulletin of economics and statistics
63
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
58
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ECONIS (ZBW)
371
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371
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1
A dynamic counting approach to measure multidimensional deprivations in jobs
Prieto, Joaquin
;
Sehnbruch, Kirsten
;
Vidal, Diego
- In:
Applied economics letters
31
(
2024
)
10
,
pp. 907-912
Persistent link: https://www.econbiz.de/10014557911
Saved in:
2
Bayesian nonparametric panel Markov-switching GARCH models
Casarin, Roberto
;
Costantini, Mauro
;
Osuntuyi, Anthony
- In:
Journal of business & economic statistics : JBES ; a …
42
(
2024
)
1
,
pp. 135-146
Persistent link: https://www.econbiz.de/10014449842
Saved in:
3
Modeling extreme events : time-varying extreme tail shape
D'Innocenzo, Enzo
;
Lucas, André
;
Schwaab, Bernd
;
Zhang, Xin
- In:
Journal of business & economic statistics : JBES ; a …
42
(
2024
)
3
,
pp. 903-917
Persistent link: https://www.econbiz.de/10015053506
Saved in:
4
Modeling and forecasting macroeconomic downside risk
Delle Monache, Davide
;
De Polis, Andrea
;
Petrella, Ivan
- In:
Journal of business & economic statistics : JBES ; a …
42
(
2024
)
3
,
pp. 1010-1025
Persistent link: https://www.econbiz.de/10015053528
Saved in:
5
SVARs identification through bounds on the forecast error variance
Volpicella, Alessio
- In:
Journal of business & economic statistics : JBES ; a …
40
(
2022
)
3
,
pp. 1291-1301
Persistent link: https://www.econbiz.de/10013539513
Saved in:
6
Realized quantiles
Dimitriadis, Timo
;
Halbleib, Roxana
- In:
Journal of business & economic statistics : JBES ; a …
40
(
2022
)
3
,
pp. 1346-1361
Persistent link: https://www.econbiz.de/10013539526
Saved in:
7
Forecasting RMB exchange rate volatility : do time-varying higher moments and time-varying risk aversion help?
Wu, Xinyu
;
Mei, Xueting
;
Liu, Li
- In:
Applied economics letters
31
(
2024
)
8
,
pp. 757-767
Persistent link: https://www.econbiz.de/10014557859
Saved in:
8
The equity premium puzzle and two assets : GMM estimation
Chung, Chune Young
;
Fard, Amirhossein
- In:
Applied economics letters
31
(
2024
)
13
,
pp. 1188-1194
Persistent link: https://www.econbiz.de/10014558774
Saved in:
9
Fourier nonlinear quantile unit root test of purchasing power parity in cryptocurrencies
Goswami, Gour G.
;
Saha, Tapas Kumar
- In:
Applied economics letters
31
(
2024
)
4
,
pp. 312-322
Persistent link: https://www.econbiz.de/10014468817
Saved in:
10
Inflation is still a monetary phenomenon : a wavelet analysis of inflation, oil prices and money supply
El-Gamal, Mahmoud A.
- In:
Applied economics letters
31
(
2024
)
2
,
pp. 164-169
Persistent link: https://www.econbiz.de/10014448283
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