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subject:"Volatility"
type_genre:"Article in journal"
~isPartOf:"Economic modelling"
~subject:"Forecasting model"
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Search: subject_exact:"Estimation theory"
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Volatility
Forecasting model
Estimation theory
136
Schätztheorie
136
Estimation
53
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52
Time series analysis
34
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34
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Kumar, Dilip
4
Maheswaran, S.
3
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1
Boughrara, Adel
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Castillo B., Paul
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Economic modelling
Journal of econometrics
179
International journal of forecasting
114
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
78
Journal of forecasting
72
Economics letters
44
Econometric reviews
31
Journal of empirical finance
31
Econometric theory
24
Journal of financial econometrics : official journal of the Society for Financial Econometrics
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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The econometrics journal
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Finance research letters
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13
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13
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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Applied economics
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Empirical economics : a quarterly journal of the Institute for Advanced Studies
11
Journal of mathematical finance
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Risks : open access journal
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International Journal of Energy Economics and Policy : IJEEP
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International journal of economics and financial issues : IJEFI
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Journal of quantitative economics
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Journal of applied econometrics
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Astin bulletin : the journal of the International Actuarial Association
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ECONIS (ZBW)
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1
Flexible inflation targeting and stock market volatility : evidence from emerging market economies
Dridi, Ichrak
;
Boughrara, Adel
- In:
Economic modelling
126
(
2023
),
pp. 1-18
Persistent link: https://www.econbiz.de/10014462464
Saved in:
2
Correcting sample selection bias with model averaging for consumer demand forecasting
Zhao, Shangwei
;
Xie, Tian
;
Ai, Xin
;
Yang, Guangren
; …
- In:
Economic modelling
123
(
2023
),
pp. 1-8
Persistent link: https://www.econbiz.de/10014462569
Saved in:
3
Effects of external shocks on macroeconomic fluctuations in Pacific Alliance countries
Rodriguez, Gabriel
;
Vassallo, Renato
;
Castillo B., Paul
- In:
Economic modelling
124
(
2023
),
pp. 1-26
Persistent link: https://www.econbiz.de/10014463282
Saved in:
4
Bayesian estimation for a semiparametric nonlinear volatility model
Hu, Shuowen
;
Poskitt, Donald Stephen
;
Zhang, Xibin
- In:
Economic modelling
98
(
2021
),
pp. 361-370
Persistent link: https://www.econbiz.de/10012793996
Saved in:
5
Macroeconomic effects of monetary policy in Korea : a time-varying coefficient VAR approach
Han, Jeong sug
;
Hur, Joonyoung
- In:
Economic modelling
89
(
2020
),
pp. 142-152
Persistent link: https://www.econbiz.de/10012425933
Saved in:
6
Trend inflation estimates for Thailand from disaggregated data
Pym Manopimoke
;
Vorada Limjaroenrat
- In:
Economic modelling
65
(
2017
),
pp. 75-94
Persistent link: https://www.econbiz.de/10011813600
Saved in:
7
Parameter instability, stochastic volatility and estimation based on simulated likelihood : evidence from the crude oil market
Nonejad, Nima
- In:
Economic modelling
61
(
2017
),
pp. 388-408
Persistent link: https://www.econbiz.de/10011736901
Saved in:
8
Volatility risk premium implications of GARCH option pricing models
Papantonis, Ioannis
- In:
Economic modelling
58
(
2016
),
pp. 104-115
Persistent link: https://www.econbiz.de/10011647056
Saved in:
9
How useful are measured expectations in estimation and simulation of a conventional small New Keynesian macro model?
Kortelainen, Mika
;
Paloviita, Maritta
;
Virén, Matti E. E.
- In:
Economic modelling
52
(
2016
),
pp. 540-550
Persistent link: https://www.econbiz.de/10011642907
Saved in:
10
A novel jump diffusion model based on SGT distribution and its applications
Xu, Weijun
;
Liu, Guifang
;
Li, Hongyi
- In:
Economic modelling
59
(
2016
),
pp. 74-92
Persistent link: https://www.econbiz.de/10011647763
Saved in:
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