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isPartOf:"Journal of financial econometrics : official journal of the Society for Financial Econometrics"
subject:"Volatility"
~isPartOf:"Journal of forecasting"
~subject:"Correlation"
~subject:"Regressionsanalyse"
~subject:"Risikomaß"
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Search: subject_exact:"Estimation theory"
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Volatility
Correlation
Regressionsanalyse
Risikomaß
Estimation theory
196
Schätztheorie
196
Forecasting model
78
Prognoseverfahren
78
Time series analysis
74
Zeitreihenanalyse
74
Theorie
54
Theory
54
Estimation
33
Schätzung
33
Volatilität
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Regression analysis
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Capital income
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Börsenkurs
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Bayesian inference
8
Maximum likelihood estimation
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65
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Taylor, James W.
3
Corsi, Fulvio
2
Francq, Christian
2
Horváth, Lajos
2
Zakoïan, Jean-Michel
2
Abraham, Bovas
1
Ahlgren, Niklas
1
Ahn, Seung Chan
1
Ai, Chunrong
1
Andreou, Alena
1
Antell, Jan
1
Audrino, Francesco
1
Balakrishna, N.
1
Baltagi, Badi H.
1
Balter, Janine
1
Ben-Zion, Uri
1
Blanco-Fernández, Ángela
1
Bormann, Carsten
1
Bos, Charles S.
1
Bosson Brou, J. M.
1
Boudt, Kris
1
Caldeira, João F.
1
Calvet, Laurent E.
1
Carrasco, Marine
1
Chen, Bei
1
Chen, Mei-ching
1
Chen, Yi-ting
1
Chen, Zhao-Guo
1
Choi, Jeong Hoon
1
Christoffersen, Peter F.
1
Croux, Christophe
1
Czellar, Veronika
1
Davis, Richard A.
1
Dawoud, Issam
1
Dupuis, Debbie J.
1
Fan, Jianqing
1
Fan, Yingying
1
Fei, Tianlun
1
Fischer, Henning
1
Fortsch, Sima M.
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
Journal of forecasting
Journal of econometrics
423
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
161
Economics letters
138
Econometric theory
117
Journal of the American Statistical Association : JASA
108
CEMMAP working papers / Centre for Microdata Methods and Practice
103
Econometric reviews
95
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
85
The econometrics journal
74
Discussion paper / Tinbergen Institute
69
NBER Working Paper
49
Cowles Foundation discussion paper
48
Discussion paper series / IZA
47
Discussion papers of interdisciplinary research project 373
46
Discussion paper / Sonderforschungsbereich 386 der Ludwig-Maximilians-Universität München
43
Econometrics : open access journal
42
Insurance / Mathematics & economics
42
SFB 649 discussion paper
41
Economic modelling
38
European journal of operational research : EJOR
38
International journal of forecasting
37
NBER working paper series
36
Computational economics
34
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
34
Journal of empirical finance
33
Working paper / Department of Econometrics and Business Statistics, Monash University
33
Applied economics letters
32
Cambridge working papers in economics
30
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
30
Journal of banking & finance
30
KBI
30
Working paper
29
Cowles Foundation Discussion Paper
28
Journal of financial econometrics
28
Journal of risk and financial management : JRFM
28
CREATES research paper
27
Finance research letters
27
Working papers / TSE : WP
27
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ECONIS (ZBW)
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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
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:
3
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:
4
Regularized Poisson regressions predict regional innovation output
Xiang, Li
;
Hu, Xuemei
;
Junwen, Yang
- In:
Journal of forecasting
42
(
2023
)
8
,
pp. 2197-2216
Persistent link: https://www.econbiz.de/10014432870
Saved in:
5
Large covariance estimation using a factor model with common and group-specific factors
Shi, Yafeng
;
Ai, Chunrong
;
Shi, Yanlong
;
Ying, Tingting
; …
- In:
Journal of forecasting
42
(
2023
)
8
,
pp. 2217-2248
Persistent link: https://www.econbiz.de/10014432877
Saved in:
6
Competition can help predict sales
Fortsch, Sima M.
;
Choi, Jeong Hoon
;
Khapalova, Elena A.
- In:
Journal of forecasting
41
(
2022
)
2
,
pp. 331-344
Persistent link: https://www.econbiz.de/10012817763
Saved in:
7
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:
8
Mixed data sampling regression : parameter selection of smoothed least squares estimator
Toker, Selma
;
Özbay, Nimet
;
Månsson, Kristofer
- In:
Journal of forecasting
41
(
2022
)
4
,
pp. 718-751
Persistent link: https://www.econbiz.de/10013287847
Saved in:
9
Dynamic functional regression with application to the cross-section of returns
Kokoszka, Piotr
;
Miao, Hong
;
Reimherr, Matthew
; …
- In:
Journal of financial econometrics : official journal of …
16
(
2018
)
3
,
pp. 461-485
Persistent link: https://www.econbiz.de/10011987795
Saved in:
10
Combining multivariate volatility forecasts: an economic-based approach
Caldeira, João F.
;
Moura, Guilherme Valle
;
Nogales, …
- In:
Journal of financial econometrics : official journal of …
15
(
2017
)
2
,
pp. 247-285
Persistent link: https://www.econbiz.de/10011987429
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