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subject:"Schätzung"
type_genre:"Article in journal"
~isPartOf:"International review of financial analysis"
~isPartOf:"Journal of applied econometrics"
~subject:"ARCH-Modell"
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Schätzung
ARCH-Modell
Theorie
987
Theory
987
Estimation
203
Estimation theory
139
Schätztheorie
139
USA
132
United States
132
Time series analysis
111
Zeitreihenanalyse
111
Forecasting model
107
Prognoseverfahren
107
Volatility
93
Volatilität
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92
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88
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Statistische Verteilung
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40
Bayesian inference
38
Bayes-Statistik
37
Großbritannien
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36
VAR model
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35
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Article
241
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Article in journal
Aufsatz in Zeitschrift
242
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2
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1
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English
242
Author
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Clark, Todd E.
4
Marcellino, Massimiliano
4
Pesaran, M. Hashem
4
Carriero, Andrea
3
Franses, Philip Hans
3
Laurent, Sébastien
3
Lucas, André
3
Phillips, Peter C. B.
3
Antonakakis, Nikolaos
2
Banerjee, Anindya
2
Bianchi, Marco
2
Blundell, Richard W.
2
Bollerslev, Tim
2
Coakley, Jerry
2
Fleissig, Adrian R.
2
Kilian, Lutz
2
Kizys, Renatas
2
Koopman, Siem Jan
2
Martin, Gael M.
2
Nielsen, Morten Ørregaard
2
Psaradakis, Zacharias G.
2
Robin, Jean-Marc
2
Rombouts, Jeroen V. K.
2
Shin, Yongcheol
2
Smith, Simon C.
2
Sola, Martin
2
Urbain, Jean-Pierre
2
Watanabe, Tsutomu
2
Zarangas, Leonidas P.
2
Aaberge, Rolf
1
Abad Díaz, David
1
Abo-Zaid, Salem
1
Acerenza, Santiago
1
Ahelegbey, Daniel Felix
1
Ahn, Hie Joo
1
Al-Gamrh, Bakr
1
Alexiou, Constantinos
1
Allon, Gad
1
Altavilla, Carlo
1
Amisano, Gianni
1
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International review of financial analysis
Journal of applied econometrics
Applied economics
341
Economics letters
234
Journal of econometrics
209
Economic modelling
208
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
185
Applied economics letters
176
Journal of international money and finance
159
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
153
Journal of banking & finance
143
Journal of economic dynamics & control
134
Journal of empirical finance
130
International review of economics & finance : IREF
124
Journal of macroeconomics
120
International journal of forecasting
116
The review of economics and statistics
108
Journal of forecasting
106
Applied financial economics
103
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
96
Journal of monetary economics
95
Finance research letters
91
Econometric reviews
90
Energy economics
90
European economic review : EER
90
Macroeconomic dynamics
90
The European journal of finance
89
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
The American economic review
77
Journal of money, credit and banking : JMCB
75
The North American journal of economics and finance : a journal of financial economics studies
73
The economic journal : the journal of the Royal Economic Society
73
American journal of agricultural economics
71
International journal of finance & economics : IJFE
70
The Canadian journal of economics
70
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)
242
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1
Exchange rates and macroeconomic fundamentals : evidence of instabilities from time-varying factor loadings
Hillebrand, Eric
;
Mikkelsen, Jakob Guldbæk
;
Spreng, Lars
; …
- In:
Journal of applied econometrics
38
(
2023
)
6
,
pp. 857-877
Persistent link: https://www.econbiz.de/10014432197
Saved in:
2
Workplace heterogeneity and wage inequality in Denmark
Morin, Annaïg
- In:
Journal of applied econometrics
38
(
2023
)
1
,
pp. 123-133
Persistent link: https://www.econbiz.de/10014287943
Saved in:
3
Density forecasting with Bayesian Vector Autoregressive models under macroeconomic data uncertainty
Clements, Michael P.
;
Galvão, Ana Beatriz C.
- In:
Journal of applied econometrics
38
(
2023
)
2
,
pp. 164-185
Persistent link: https://www.econbiz.de/10014287961
Saved in:
4
Inflation expectations and nonlinearities in the Phillips curve
Doser, Alexander
;
Nunes, Ricardo
;
Rao, Nikhil
; …
- In:
Journal of applied econometrics
38
(
2023
)
4
,
pp. 453-471
Persistent link: https://www.econbiz.de/10014288011
Saved in:
5
Identifying and interpreting the factors in factor models via sparsity : different approaches
Despois, Thomas
;
Doz, Catherine
- In:
Journal of applied econometrics
38
(
2023
)
4
,
pp. 533-555
Persistent link: https://www.econbiz.de/10014288017
Saved in:
6
Identification of dynamic latent factor models of skill formation with translog production
Del Bono, Emilia
;
Kinsler, Josh
;
Pavan, Ronni
- In:
Journal of applied econometrics
37
(
2022
)
6
,
pp. 1256-1265
Persistent link: https://www.econbiz.de/10013464674
Saved in:
7
Long-run predictability tests are even worse than you thought
Hjalmarsson, Erik
;
Kiss, Tamás
- In:
Journal of applied econometrics
37
(
2022
)
7
,
pp. 1334-1355
Persistent link: https://www.econbiz.de/10013473977
Saved in:
8
Bayesian estimation of multivariate panel probits with higher-order network interdependence and an application to firms' global market participation in Guangdong
Baltagi, Badi H.
;
Egger, Peter
;
Kesina, Michaela
- In:
Journal of applied econometrics
37
(
2022
)
7
,
pp. 1356-1378
Persistent link: https://www.econbiz.de/10013473983
Saved in:
9
Forecasting and stress testing with quantile vector autoregression
Chavleishvili, Sulkhan
;
Manganelli, Simone
- In:
Journal of applied econometrics
39
(
2024
)
1
,
pp. 66-85
Persistent link: https://www.econbiz.de/10014474437
Saved in:
10
Recession-proof marketing? : unraveling the impact of advertising efficiency on stock volatility
Al-Gamrh, Bakr
;
Rasul, Tareq Faizur
- In:
International review of financial analysis
92
(
2024
),
pp. 1-9
Persistent link: https://www.econbiz.de/10014492364
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