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subject:"Estimation"
subject:"Volatilität"
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Estimation
Volatilität
Estimation theory
107
Schätztheorie
107
Time series analysis
31
Zeitreihenanalyse
31
Monte Carlo simulation
21
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Computational economics
Journal of econometrics
286
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151
Economics letters
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59
Applied economics letters
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1
Inferring causal interactions in financial markets using conditional Granger causality based on quantile regression
Cheng, Hong
;
Wang, Yunqing
;
Wang, Yihong
;
Yang, Tinggan
- In:
Computational economics
59
(
2022
)
2
,
pp. 719-748
Persistent link: https://www.econbiz.de/10013169042
Saved in:
2
Portfolio selection using multivariate semiparametric estimators and a copula PCA-based approach
Kouaissah, Noureddine
;
Ortobelli Lozza, Sergio
; …
- In:
Computational economics
60
(
2022
)
3
,
pp. 833-859
Persistent link: https://www.econbiz.de/10013380843
Saved in:
3
A statistical analysis of global economies using time varying copulas
Afuecheta, Emmanuel
;
Nadarajah, Saralees
;
Chan, Stephen
- In:
Computational economics
58
(
2021
)
4
,
pp. 1167-1194
Persistent link: https://www.econbiz.de/10012697904
Saved in:
4
Option pricing model biases : Bayesian and Markov Chain Monte Carlo regression analysis
Mozumder, Sharif
;
Choudhry, Taufiq
;
Dempsey, Michael
- In:
Computational economics
57
(
2021
)
4
,
pp. 1287-1305
Persistent link: https://www.econbiz.de/10012543312
Saved in:
5
Bayesian estimation for high-frequency volatility models in a time deformed framework
Santos, Antonio A. F.
- In:
Computational economics
57
(
2021
)
2
,
pp. 455-479
Persistent link: https://www.econbiz.de/10012486920
Saved in:
6
Estimating a dynamic factor model in EViews using the Kalman filter and smoother
Solberger, Martin
;
Spånberg, Erik
- In:
Computational economics
55
(
2020
)
3
,
pp. 875-900
Persistent link: https://www.econbiz.de/10012223681
Saved in:
7
A Monte Carlo study of time varying coefficient (TVC) estimation
Hall, Stephen G.
;
Gibson, Heather D.
;
Tavlas, George S.
; …
- In:
Computational economics
56
(
2020
)
1
,
pp. 115-130
Persistent link: https://www.econbiz.de/10012272018
Saved in:
8
Distributional assumptions and the estimation of contingent valuation models
McDonald, James B.
;
Walton, Daniel B.
;
Chia, Bryan
- In:
Computational economics
56
(
2020
)
2
,
pp. 431-460
Persistent link: https://www.econbiz.de/10012272042
Saved in:
9
Testing for Constant Parameters in Nonlinear Models : a quick procedure with an empirical illustration
Fernández del Hoyo, Juan J.
;
Llorente, G.
;
Rivero, C.
- In:
Computational economics
54
(
2019
)
1
,
pp. 113-137
Persistent link: https://www.econbiz.de/10012134106
Saved in:
10
Low complexity algorithmic trading by feedforward neural networks
Levendovszky, J.
;
Reguly, I.
;
Olah, A.
;
Ceffer, A.
- In:
Computational economics
54
(
2019
)
1
,
pp. 267-279
Persistent link: https://www.econbiz.de/10012134157
Saved in:
11
Finite Gaussian mixture approximations to analytically intractable density Kernels
Khorunzhina, Natalia
;
Richard, Jean-François
- In:
Computational economics
53
(
2019
)
3
,
pp. 991-1017
Persistent link: https://www.econbiz.de/10012135106
Saved in:
12
Quantile regression for dynamic panel data using Hausman-Taylor instrumental variables
Tao, Li
;
Zhang, Yuanjie
;
Tian, Maozai
- In:
Computational economics
53
(
2019
)
3
,
pp. 1033-1069
Persistent link: https://www.econbiz.de/10012135108
Saved in:
13
Unified approach for the affine and non-affine models : an empirical analysis on the S&P 500 volatility dynamics
Zhu, Shunwei
;
Wang, Bo
- In:
Computational economics
53
(
2019
)
4
,
pp. 1421-1442
Persistent link: https://www.econbiz.de/10012135302
Saved in:
14
Modeling persistence and parameter instability in historical crude oil price data using a gibbs sampling approach
Nonejad, Nima
- In:
Computational economics
53
(
2019
)
4
,
pp. 1687-1710
Persistent link: https://www.econbiz.de/10012135601
Saved in:
15
Estimation of sentiment effects in financial markets : a simulated method of moments approach
Chen, Zhenxi
;
Lux, Thomas
- In:
Computational economics
52
(
2018
)
3
,
pp. 711-744
Persistent link: https://www.econbiz.de/10012053041
Saved in:
16
Adaptive quadrature for maximum likelihood estimation of a class of dynamic latent variable models
Cagnone, Silvia
;
Bartolucci, Francesco
- In:
Computational economics
49
(
2017
)
4
,
pp. 599-622
Persistent link: https://www.econbiz.de/10011762141
Saved in:
17
The comparison of power and optimization algorithms on unit root testing with smooth transition
Omay, Tolga
;
Emirmahmutoglu, Furkan
- In:
Computational economics
49
(
2017
)
4
,
pp. 623-651
Persistent link: https://www.econbiz.de/10011762166
Saved in:
18
Optimal estimation strategies for bivariate fractional cointegration systems and the co-persistence analysis of stock market realized volatilities
Aloy, Marcel
;
Truchis, Gilles de
- In:
Computational economics
48
(
2016
)
1
,
pp. 83-104
Persistent link: https://www.econbiz.de/10011646595
Saved in:
19
Estimation of panel model with spatial autoregressive error and common factors
Qian, J. B.
- In:
Computational economics
47
(
2016
)
3
,
pp. 366-399
Persistent link: https://www.econbiz.de/10011712378
Saved in:
20
Wavelet estimation of Gegenbauer processes : simulation and empirical application
Boubaker, Heni
- In:
Computational economics
46
(
2015
)
4
,
pp. 551-574
Persistent link: https://www.econbiz.de/10011478889
Saved in:
21
ESIS2 : information value estimator for credit scoring models
Řezáč, Martin
- In:
Computational economics
45
(
2015
)
2
,
pp. 303-322
Persistent link: https://www.econbiz.de/10011325712
Saved in:
22
A non-parametric test for partial monotonicity in multiple regression
Beek, Misha van
;
Daniels, Hennie A. M.
- In:
Computational economics
44
(
2014
)
1
,
pp. 87-100
Persistent link: https://www.econbiz.de/10010396230
Saved in:
23
Estimating the long-memory parameter in nonstationary processes using wavelets
Boubaker, Heni
;
Péguin-Feissolle, Anne
- In:
Computational economics
42
(
2013
)
3
,
pp. 291-306
Persistent link: https://www.econbiz.de/10010189026
Saved in:
24
Response surface estimates of the cross-sectionally augmented IPS tests for panel unit roots
Otero, Jesús G.
;
Smith, Jeremy
- In:
Computational economics
41
(
2013
)
1
,
pp. 1-9
Persistent link: https://www.econbiz.de/10009705057
Saved in:
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