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subject:"Stochastischer Prozess"
subject:"Volatility"
~isPartOf:"Journal of forecasting"
~subject:"Statistical distribution"
~subject:"USA"
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Search: subject_exact:"Estimation theory"
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Stochastischer Prozess
Volatility
Statistical distribution
USA
Estimation theory
123
Schätztheorie
123
Forecasting model
71
Prognoseverfahren
71
Time series analysis
54
Zeitreihenanalyse
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Chan, Ngai Hang
2
Taylor, James W.
2
Abraham, Bovas
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An, Yang
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Angelini, Giovanni
1
Balakrishna, N.
1
Ben-Zion, Uri
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DeJong, David Neil
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Fei, Tianlun
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Gel, Yulia R.
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Gooijer, Jan G. de
1
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Hsieh, Ping-hung
1
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1
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Ke, Tsung-han
1
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Journal of forecasting
Journal of econometrics
213
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
160
Economics letters
73
Discussion paper / Tinbergen Institute
56
Econometric reviews
53
Econometric theory
52
Insurance / Mathematics & economics
51
The review of economics and statistics
46
Working paper / National Bureau of Economic Research, Inc.
42
CREATES research paper
39
International journal of forecasting
36
The econometrics journal
33
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
31
Journal of empirical finance
31
Economic modelling
30
CEMMAP working papers / Centre for Microdata Methods and Practice
29
Journal of applied econometrics
29
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
29
Journal of the American Statistical Association : JASA
27
Applied economics
26
European journal of operational research : EJOR
25
Statistics in transition : an international journal of the Polish Statistical Association
25
Discussion paper / Center for Economic Research, Tilburg University
24
Journal of banking & finance
24
American journal of agricultural economics
23
Econometrics : open access journal
23
Finance research letters
23
Journal of financial econometrics : official journal of the Society for Financial Econometrics
23
Cowles Foundation discussion paper
22
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
22
SFB 649 discussion paper
22
Série des documents de travail / Centre de Recherche en Économie et Statistique
22
Discussion papers of interdisciplinary research project 373
21
Discussion paper series / IZA
20
Journal of financial econometrics
20
Journal of risk and financial management : JRFM
20
NBER working paper series
20
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
19
The journal of futures markets
19
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1
Mixed-frequency predictive regressions with parameter learning
Leippold, Markus
;
Yang, Hanlin
- In:
Journal of forecasting
42
(
2023
)
8
,
pp. 1955-1972
Persistent link: https://www.econbiz.de/10014432824
Saved in:
2
Empirical prediction intervals for additive Holt-Winters methods under misspecification
Yang, Boning
;
Tang, Xinyi
;
Yau, Chun Yip
- In:
Journal of forecasting
43
(
2024
)
3
,
pp. 754-770
Persistent link: https://www.econbiz.de/10014532381
Saved in:
3
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:
4
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:
5
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:
6
Short‐term stock price prediction based on limit order book dynamics
An, Yang
;
Chan, Ngai Hang
- In:
Journal of forecasting
36
(
2017
)
5
,
pp. 541-556
Persistent link: https://www.econbiz.de/10011860685
Saved in:
7
PARX model for football match predictions
Angelini, Giovanni
;
De Angelis, Luca
- In:
Journal of forecasting
36
(
2017
)
7
,
pp. 795-807
Persistent link: https://www.econbiz.de/10011860730
Saved in:
8
Long memory of financial time series and hidden Markov models with time‐varying parameters
Nystrup, Peter
;
Madsen, Henrik
;
Lindström, Erik
- In:
Journal of forecasting
36
(
2017
)
8
,
pp. 989-1002
Persistent link: https://www.econbiz.de/10011860941
Saved in:
9
Robust estimation of conditional variance of time series using density power divergences
Park, Jin‐Hong
;
Sriram, T. N.
- In:
Journal of forecasting
36
(
2017
)
6
,
pp. 703-717
Persistent link: https://www.econbiz.de/10011861411
Saved in:
10
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
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