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subject:"USA"
subject:"Prognoseverfahren"
~isPartOf:"Finance research letters"
~subject:"Strukturbruch"
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USA
Prognoseverfahren
Strukturbruch
Estimation theory
58
Schätztheorie
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Estimation
17
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Portfolio selection
14
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14
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Adesina, Tola
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Finance research letters
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
137
Journal of econometrics
132
International journal of forecasting
116
Journal of forecasting
74
Economics letters
52
The review of economics and statistics
45
Working paper / National Bureau of Economic Research, Inc.
35
Discussion paper / Tinbergen Institute
30
Journal of applied econometrics
30
Econometric reviews
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Working paper / Department of Econometrics and Business Statistics, Monash University
26
Applied economics
24
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
24
The econometrics journal
22
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
21
Econometric theory
20
American journal of agricultural economics
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Applied economics letters
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CREATES research paper
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Journal of empirical finance
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Oxford bulletin of economics and statistics
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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Journal of banking & finance
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Journal of financial and quantitative analysis : JFQA
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Journal of the American Statistical Association : JASA
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The review of financial studies
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Discussion paper / Centre for Economic Policy Research
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Journal of time series econometrics
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CEMMAP working papers / Centre for Microdata Methods and Practice
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Empirical economics : a quarterly journal of the Institute for Advanced Studies
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1
Confidence intervals for stress test predictions
Kopeliovich, Yaacov
;
Shea, Kevin
- In:
Finance research letters
55
(
2023
)
1
,
pp. 1-6
Persistent link: https://www.econbiz.de/10014472996
Saved in:
2
Estimating the US trend short-term interest rate
Beechey, Meredith Jane
;
Österholm, Pär
;
Poon, Aubrey
- In:
Finance research letters
55
(
2023
)
1
,
pp. 1-8
Persistent link: https://www.econbiz.de/10014473294
Saved in:
3
Recurrent neural network based parameter estimation of Hawkes model on high-frequency financial data
Lee, Kyungsub
- In:
Finance research letters
55
(
2023
)
1
,
pp. 1-6
Persistent link: https://www.econbiz.de/10014473319
Saved in:
4
Do extreme range estimators improve realized volatility forecasts? : evidence from G7 Stock Markets
Korkusuz, Burak
;
Kambouroudis, Dimos
;
McMillan, David G.
- In:
Finance research letters
55
(
2023
)
2
,
pp. 1-7
Persistent link: https://www.econbiz.de/10014473523
Saved in:
5
The Chinese oil futures volatility : evidence from high-low estimator information
Huang, Xiaozhou
;
Wang, Yubao
;
Song, Juan
- In:
Finance research letters
56
(
2023
),
pp. 1-4
Persistent link: https://www.econbiz.de/10014473684
Saved in:
6
Challenging golden standards in EWMA smoothing parameter calibration based on realized covariance measures
Hartkopf, Jan Patrick
;
Reh, Laura
- In:
Finance research letters
56
(
2023
),
pp. 1-6
Persistent link: https://www.econbiz.de/10014473708
Saved in:
7
Can portfolio risk be described with estimates of financial risk tolerance calibration?
Rabbani, Abed G.
;
Grable, John E.
- In:
Finance research letters
46
(
2022
)
2
,
pp. 1-7
Persistent link: https://www.econbiz.de/10013342753
Saved in:
8
Regime switching in the present value models : a backward-solving method
Kim, Jan R.
;
Chung, Keunsuk
- In:
Finance research letters
32
(
2020
),
pp. 1-5
Persistent link: https://www.econbiz.de/10012430760
Saved in:
9
A bootstrap test for predictability of asset returns
Kim, Jae H.
;
Shamsuddin, Abul
- In:
Finance research letters
35
(
2020
),
pp. 1-7
Persistent link: https://www.econbiz.de/10012438374
Saved in:
10
Forecasting realized variance using asymmetric HAR model with time-varying coefficients
Wu, Xinyu
;
Hou, Xinmeng
- In:
Finance research letters
30
(
2019
),
pp. 89-95
Persistent link: https://www.econbiz.de/10012420297
Saved in:
11
Unit root quantile autoregression testing with smooth structural changes
Li, Haiqi
;
Zheng, Chaowen
- In:
Finance research letters
25
(
2018
),
pp. 83-89
Persistent link: https://www.econbiz.de/10012003465
Saved in:
12
Estimating volatility persistence under a Brexit-vote structural break
Adesina, Tola
- In:
Finance research letters
23
(
2017
),
pp. 65-68
Persistent link: https://www.econbiz.de/10011808359
Saved in:
13
Evaluating monthly volatility forecasts using proxies at different frequencies
Ñíguez, Trino-Manuel
- In:
Finance research letters
17
(
2016
),
pp. 41-47
Persistent link: https://www.econbiz.de/10011596208
Saved in:
14
The MOSUM of squares test for monitoring variance changes
Hsu, Chih-chiang
- In:
Finance research letters
4
(
2007
)
4
,
pp. 254-260
Persistent link: https://www.econbiz.de/10003702522
Saved in:
15
On more robust estimation of skewness and kurtosis
Kim, Tae-hwan
;
White, Halbert
- In:
Finance research letters
1
(
2004
)
1
,
pp. 56-73
Persistent link: https://www.econbiz.de/10003307251
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