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subject:"Stichprobenerhebung"
type:"article"
~isPartOf:"Journal of forecasting"
~subject:"ARCH-Modell"
~subject:"Volatility"
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Search: subject_exact:"Estimation theory"
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Stichprobenerhebung
ARCH-Modell
Volatility
Estimation theory
123
Schätztheorie
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Forecasting model
71
Prognoseverfahren
71
Time series analysis
54
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Taylor, James W.
2
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1
Ardia, David
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Blanco-Fernández, Ángela
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Journal of forecasting
Journal of econometrics
181
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
70
Economics letters
63
Econometric theory
51
Econometric reviews
40
Statistics in transition : an international journal of the Polish Statistical Association
33
Journal of empirical finance
32
The econometrics journal
27
Journal of the American Statistical Association : JASA
26
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
25
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
24
Economic modelling
23
Journal of financial econometrics
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
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Econometrics : open access journal
20
International journal of forecasting
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17
Finance research letters
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Applied economics letters
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International journal of economics and financial issues : IJEFI
14
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Journal of risk and financial management : JRFM
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Computational economics
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International journal of theoretical and applied finance
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The North American journal of economics and finance : a journal of financial economics studies
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
11
Journal of applied econometrics
11
Journal of mathematical finance
11
Journal of time series econometrics
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European journal of operational research : EJOR
10
Statistical papers
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The review of economics and statistics
10
Handbook of financial time series
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Finance and stochastics
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The European journal of finance
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CBN journal of applied statistics
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Empirical economics : a quarterly journal of the Institute for Advanced Studies
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1
Dynamic forecasting for nonstationary high-frequency financial data with jumps based on series decomposition and reconstruction
Song, Yuping
;
Li, Zhenwei
;
Ma, Zhiren
;
Sun, Xiaoyu
- In:
Journal of forecasting
42
(
2023
)
5
,
pp. 1055-1068
Persistent link: https://www.econbiz.de/10014338810
Saved in:
2
Forecasting stock return volatility : realized volatility-type or duration-based estimators
Fei, Tianlun
;
Liu, Xiaoquan
;
Wen, Conghua
- In:
Journal of forecasting
42
(
2023
)
7
,
pp. 1594-1621
Persistent link: https://www.econbiz.de/10014432725
Saved in:
3
Forecasting Bitcoin volatility : a new insight from the threshold regression model
Zhang, Yaojie
;
He, Mengxi
;
Wen, Danyan
;
Wang, Yudong
- In:
Journal of forecasting
41
(
2022
)
3
,
pp. 633-652
Persistent link: https://www.econbiz.de/10013166172
Saved in:
4
The impact of parameter and model uncertainty on market risk predictions from GARCH‐type models
Ardia, David
;
Kolly, Jeremy
;
Trottier, Denis‐Alexandre
- In:
Journal of forecasting
36
(
2017
)
7
,
pp. 808-823
Persistent link: https://www.econbiz.de/10011860735
Saved in:
5
Modeling and forecasting aggregate stock market volatility in unstable environments using mixture innovation regressions
Nonejad, Nima
- In:
Journal of forecasting
36
(
2017
)
6
,
pp. 718-740
Persistent link: https://www.econbiz.de/10011861413
Saved in:
6
Predicting stock return volatility : can we benefit from regression models for return intervals?
Fischer, Henning
;
Blanco-Fernández, Ángela
;
Winker, Peter
- In:
Journal of forecasting
35
(
2016
)
2
,
pp. 113-146
Persistent link: https://www.econbiz.de/10011580244
Saved in:
7
Estimating and forecasting APARCH-Skew-t model by wavelet support vector machines
Li, Yushu
- In:
Journal of forecasting
33
(
2014
)
4
,
pp. 259-269
Persistent link: https://www.econbiz.de/10010425754
Saved in:
8
Using CAViaR models with implied volatility for value-at-risk estimation
Jeon, Jooyoung
;
Taylor, James W.
- In:
Journal of forecasting
32
(
2013
)
1
,
pp. 62-74
Persistent link: https://www.econbiz.de/10009758719
Saved in:
9
Forecasting volatility with many predictors
Ke, Tsung-han
;
Hu, Yu-pin
- In:
Journal of forecasting
32
(
2013
)
8
,
pp. 743-754
Persistent link: https://www.econbiz.de/10010344461
Saved in:
10
Multivariate GARCH models with correlation clustering
So, Mike K. P.
;
Yip, Iris W. H.
- In:
Journal of forecasting
31
(
2012
)
5
,
pp. 443-468
Persistent link: https://www.econbiz.de/10009582107
Saved in:
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