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subject:"Statistical theory"
subject:"Zeitreihenanalyse"
~isPartOf:"Journal of business & economic statistics : JBES ; a publication of the American Statistical Association"
~subject:"ARCH-Modell"
~type:"article"
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Statistical theory
Zeitreihenanalyse
ARCH-Modell
Theorie
853
Theory
853
Time series analysis
235
Estimation theory
198
Schätztheorie
198
USA
188
United States
188
Estimation
164
Schätzung
164
Forecasting model
134
Prognoseverfahren
134
Volatility
72
Volatilität
72
Bayes-Statistik
67
Bayesian inference
67
Statistische Methodenlehre
67
Statistical test
64
Statistischer Test
64
Nichtparametrisches Verfahren
59
Nonparametric statistics
59
Capital income
55
Kapitaleinkommen
55
Statistical distribution
49
Statistische Verteilung
49
Stochastic process
49
Stochastischer Prozess
49
Regression analysis
39
Regressionsanalyse
39
Markov chain
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Markov-Kette
38
Simulation
37
ARCH model
33
VAR model
33
VAR-Modell
33
Börsenkurs
32
Share price
32
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31
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7
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Article in journal
285
Aufsatz in Zeitschrift
285
Collection of articles of several authors
2
Reprint
2
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2
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1
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1
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English
290
Author
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Ghysels, Eric
7
Engle, Robert F.
5
Gregory, Allan W.
5
Leybourne, Stephen James
5
Harvey, Andrew C.
4
Li, Wai Keung
4
Marcellino, Massimiliano
4
Perron, Pierre
4
Taylor, Robert
4
Andrews, Donald W. K.
3
Bera, Anil K.
3
Diebold, Francis X.
3
Dijk, Herman K. van
3
Franses, Philip Hans
3
Hamilton, James D.
3
Hansen, Bruce E.
3
Kim, Chang-jin
3
Koop, Gary
3
Koopman, Siem Jan
3
Lucas, André
3
McCabe, Brendan Peter Martin
3
Nijman, Theodore E.
3
Palm, Franz C.
3
Silvapulle, Paramsothy
3
Stock, James H.
3
Timmermann, Allan
3
Zhu, Ke
3
Zivot, Eric
3
Aastveit, Knut Are
2
Alba, Enrique de
2
Andersen, Torben
2
Bauwens, Luc
2
Bollerslev, Tim
2
Brunner, Allan D.
2
Camacho, Maximo
2
Canova, Fabio
2
Cheung, Yin-Wong
2
Christiano, Lawrence J.
2
Clark, Todd E.
2
Creal, Drew
2
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
Journal of econometrics
413
Economics letters
354
International journal of forecasting
330
Journal of forecasting
256
Econometric theory
252
Econometric reviews
187
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
142
Applied economics
132
Economic modelling
127
Journal of applied econometrics
117
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
113
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
107
Journal of economic dynamics & control
88
Journal of empirical finance
87
Applied economics letters
84
Computational economics
82
Energy economics
69
Oxford bulletin of economics and statistics
66
The econometrics journal
63
European journal of operational research : EJOR
60
Finance research letters
58
Journal of banking & finance
53
The review of economics and statistics
51
Econometrics : open access journal
47
International review of financial analysis
46
International review of economics & finance : IREF
45
International economic review
44
The European journal of finance
44
Applied financial economics
43
Journal of financial econometrics : official journal of the Society for Financial Econometrics
43
Journal of macroeconomics
43
Journal of international money and finance
42
Journal of risk and financial management : JRFM
40
Journal of the Royal Statistical Society
40
Macroeconomic dynamics
40
The North American journal of economics and finance : a journal of financial economics studies
40
Risks : open access journal
38
Quantitative finance
37
Annales d'économie et de statistique
36
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ECONIS (ZBW)
290
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1
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290
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1
Forecasting a nonstationary time series using a mixture of stationary and nonstationary factors as predictors
Hannadige, Sium Bodha
;
Gao, Jiti
;
Silvapulle, Mervyn J.
; …
- In:
Journal of business & economic statistics : JBES ; a …
42
(
2024
)
1
,
pp. 122-134
Persistent link: https://www.econbiz.de/10014449839
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
Probabilistic forecast reconciliation under the Gaussian framework
Wickramasuriya, Shanika L.
- In:
Journal of business & economic statistics : JBES ; a …
42
(
2024
)
1
,
pp. 272-285
Persistent link: https://www.econbiz.de/10014449925
Saved in:
4
Quantifying time-varying forecast uncertainty and risk for the real price of oil
Aastveit, Knut Are
;
Cross, Jamie
;
Dijk, Herman K. van
- In:
Journal of business & economic statistics : JBES ; a …
41
(
2023
)
2
,
pp. 523-537
Persistent link: https://www.econbiz.de/10014448307
Saved in:
5
Detection of multiple structural breaks in large covariance matrices
Li, Yu-Ning
;
Li, Degui
;
Fryzlewicz, Piotr
- In:
Journal of business & economic statistics : JBES ; a …
41
(
2023
)
3
,
pp. 846-861
Persistent link: https://www.econbiz.de/10014448448
Saved in:
6
Identifying structural vector autoregression via leptokurtic economic shocks
Lanne, Markku
;
Liu, Keyan
;
Luoto, Jani
- In:
Journal of business & economic statistics : JBES ; a …
41
(
2023
)
4
,
pp. 1341-1351
Persistent link: https://www.econbiz.de/10014448648
Saved in:
7
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:
8
Dynamic score-driven independent component analysis
Hafner, Christian M.
;
Herwartz, Helmut
- In:
Journal of business & economic statistics : JBES ; a …
41
(
2023
)
2
,
pp. 298-308
Persistent link: https://www.econbiz.de/10014448140
Saved in:
9
Locally stationary multiplicative volatility modeling
Walsh, Christopher
;
Vogt, Michael
- In:
Journal of business & economic statistics : JBES ; a …
41
(
2023
)
2
,
pp. 497-508
Persistent link: https://www.econbiz.de/10014448258
Saved in:
10
Tail risk inference via expectiles in heavy-tailed time series
Davison, Anthony C.
;
Padoan, Simone A.
;
Stupfler, Gilles
- In:
Journal of business & economic statistics : JBES ; a …
41
(
2023
)
3
,
pp. 876-889
Persistent link: https://www.econbiz.de/10014448453
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