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subject:"Volatility"
isPartOf:"Economic modelling"
~accessRights:"restricted"
~subject:"Nonparametric statistics"
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Volatility
Nonparametric statistics
Estimation theory
68
Schätztheorie
68
Estimation
32
Schätzung
32
Time series analysis
16
Zeitreihenanalyse
16
Regression analysis
11
Regressionsanalyse
11
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10
Panel study
10
Bayes-Statistik
9
Bayesian inference
9
Nichtparametrisches Verfahren
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Stochastic process
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Volatilität
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8
Statistischer Test
8
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6
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6
VAR-Modell
6
Bayesian estimation
5
Maximum likelihood estimation
5
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5
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4
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4
Scientific modelling
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3
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Amini, Shahram
1
Battisti, Michele
1
Boughrara, Adel
1
Castillo B., Paul
1
Demetrescu, Matei
1
Dridi, Ichrak
1
Fritz, Marlon
1
Gearhart, Richard, III.
1
Guo, Jing
1
Guo, Shuang
1
Han, Jeong sug
1
Hu, Shuowen
1
Hur, Joonyoung
1
Karagiannis, Roxani
1
Karagiannēs, Giannēs
1
Kumar, Dilip
1
Kusin, Vladimir
1
Li, Hongyi
1
Li, Kui-wai
1
Liu, Guifang
1
Michieka, Nyakundi M.
1
Nonejad, Nima
1
Pan, Zhewen
1
Papantonis, Ioannis
1
Parmeter, Christopher F.
1
Poskitt, Donald Stephen
1
Pym Manopimoke
1
Rodriguez, Gabriel
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Salish, Nazarii
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Shiu, Ji-Liang
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Wei, Chuanhua
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Xu, Weijun
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Zhai, Shufen
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Economic modelling
Journal of econometrics
230
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
87
Econometric reviews
74
Economics letters
56
Econometric theory
53
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
27
The econometrics journal
27
International journal of forecasting
20
European journal of operational research : EJOR
18
Computational economics
15
Journal of financial econometrics
13
Finance research letters
12
Quantitative finance
12
Energy economics
11
Insurance / Mathematics & economics
11
Discussion papers / CEPR
10
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10
Journal of empirical finance
10
Applied economics
9
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
9
Journal of banking & finance
9
The North American journal of economics and finance : a journal of financial economics studies
9
Operations research
8
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
7
Journal of forecasting
7
Journal of productivity analysis
7
Applied economics letters
6
Empirical economics : a quarterly journal of the Institute for Advanced Studies
6
Journal of applied econometrics
6
Journal of mathematical finance
6
Journal of quantitative economics
6
Journal of risk
6
Journal of time series econometrics
6
Annals of finance
5
Decisions in economics and finance : DEF ; a journal of applied mathematics
5
Econometrica : journal of the Econometric Society, an international society for the advancement of economic theory in its relation to statistics and mathematics
5
The Oxford handbook of applied nonparametric and semiparametric econometrics and statistics
5
Working paper / National Bureau of Economic Research, Inc.
5
Finance and stochastics
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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
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:
3
Nonparametric estimates of price efficiency for the Greek infant milk market : curing the curse of dimensionality with shannon entropy
Karagiannis, Roxani
;
Karagiannēs, Giannēs
- In:
Economic modelling
121
(
2023
),
pp. 1-13
Persistent link: https://www.econbiz.de/10014384352
Saved in:
4
Testing for no cointegration in vector autoregressions with estimated degree of fractional integration
Demetrescu, Matei
;
Kusin, Vladimir
;
Salish, Nazarii
- In:
Economic modelling
108
(
2022
),
pp. 1-32
Persistent link: https://www.econbiz.de/10013347934
Saved in:
5
Identification and estimation of a heteroskedastic censored regression model with random coefficient dummy endogenous regressors
Guo, Jing
;
Wang, Lei
;
Zhang, ZhengYu
- In:
Economic modelling
110
(
2022
),
pp. 1-20
Persistent link: https://www.econbiz.de/10013348383
Saved in:
6
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:
7
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:
8
Steady state adjusting trends using a data-driven local polynomial regression
Fritz, Marlon
- In:
Economic modelling
83
(
2019
),
pp. 312-325
Persistent link: https://www.econbiz.de/10012206389
Saved in:
9
A comparison of the robust conditional order-m estimation and two stage DEA in measuring healthcare efficiency among California counties
Gearhart, Richard, III.
;
Michieka, Nyakundi M.
- In:
Economic modelling
73
(
2018
),
pp. 395-406
Persistent link: https://www.econbiz.de/10012100447
Saved in:
10
Statistical inference of partially linear varying coefficient spatial autoregressive models
Wei, Chuanhua
;
Guo, Shuang
;
Zhai, Shufen
- In:
Economic modelling
64
(
2017
),
pp. 553-559
Persistent link: https://www.econbiz.de/10011761310
Saved in:
11
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:
12
Decomposing changes in the conditional variance of GDP over time
Amini, Shahram
;
Battisti, Michele
;
Parmeter, Christopher F.
- In:
Economic modelling
61
(
2017
),
pp. 376-387
Persistent link: https://www.econbiz.de/10011736899
Saved in:
13
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:
14
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:
15
Cross-country output convergence and growth : evidence from varying coefficient nonparametric method
Li, Kui-wai
;
Zhou, Xianbo
;
Pan, Zhewen
- In:
Economic modelling
55
(
2016
),
pp. 32-41
Persistent link: https://www.econbiz.de/10011642441
Saved in:
16
Identification and estimation of endogenous selection models in the presence of misclassification errors
Shiu, Ji-Liang
- In:
Economic modelling
52
(
2016
),
pp. 507-518
Persistent link: https://www.econbiz.de/10011642886
Saved in:
17
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:
18
Sudden changes in extreme value volatility estimator : modeling and forecasting with economic significance analysis
Kumar, Dilip
- In:
Economic modelling
49
(
2015
),
pp. 354-371
Persistent link: https://www.econbiz.de/10011439594
Saved in:
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