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isPartOf:"Journal of forecasting"
~isPartOf:"Discussion paper / Center for Economic Research, Tilburg University"
~subject:"Theory"
~subject:"Volatilität"
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Search: subject_exact:"Estimation theory"
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Estimation theory
307
Schätztheorie
307
Theorie
127
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77
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77
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75
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75
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Steel, Mark F. J.
9
Werker, Bas J. M.
8
Drost, Feike C.
7
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6
Kleijnen, Jack P. C.
6
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6
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5
Magnus, Jan R.
5
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5
Nijman, Theodore E.
5
Osiewalski, Jacek
5
Banerjee, Anurag Narayan
4
Härdle, Wolfgang
4
Čížek, Pavel
4
Durbin, James
3
Koopman, Siem Jan
3
Melenberg, Bertrand
3
Ravishanker, Nalini
3
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3
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3
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2
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2
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2
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2
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2
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Lee, Myoung-jae
2
Leybourne, Stephen James
2
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2
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2
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2
Vazquez-Alvarez, Rosalia
2
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1
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1
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1
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1
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Center for Economic Research <Tilburg>
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Journal of forecasting
Discussion paper / Center for Economic Research, Tilburg University
Journal of econometrics
473
Economics letters
403
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298
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
244
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
233
Série des documents de travail / Centre de Recherche en Économie et Statistique
158
Econometric reviews
149
Journal of quantitative economics : official journal of the Indian Econometric Society
138
Journal of applied econometrics
136
The review of economics and statistics
123
Oxford bulletin of economics and statistics
102
Discussion paper / Tinbergen Institute
98
Working paper / National Bureau of Economic Research, Inc.
87
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83
Série des documents de travail du CREST / Institut National de la Statistique et des Etudes Economiques
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77
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
66
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61
International economic review
59
Annales d'économie et de statistique
57
Metrika : international journal for theoretical and applied statistics
57
Applied economics
55
Technical working paper / National Bureau of Economic Research
54
Working paper series
52
American journal of agricultural economics
51
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50
Allgemeines statistisches Archiv : AStA ; journal of the German Statistical Society
47
Europäische Hochschulschriften / 5
44
SFB 649 discussion paper
42
Journal of the Royal Statistical Society
41
The econometrics journal
41
Cowles Foundation discussion paper
39
Publications de l'Institut de Statistique de l'Université de Paris : analyse factorielle des correspondances continues
39
Journal of economic dynamics & control
38
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38
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37
Journal of empirical finance
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ECONIS (ZBW)
138
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1
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:
2
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:
3
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:
4
WALS prediction
Magnus, Jan R.
;
Wang, Wendun
;
Zhang, Xinyu
-
2012
Persistent link: https://www.econbiz.de/10009541364
Saved in:
5
Modeling and forecasting aggregate stock market volatility in unstable environments using mixture innovation regressions
Nonejad, Nima
- In:
Journal of forecasting
36
(
2017
)
6
,
pp. 718-740
Persistent link: https://www.econbiz.de/10011861413
Saved in:
6
Predicting stock return volatility : can we benefit from regression models for return intervals?
Fischer, Henning
;
Blanco-Fernández, Ángela
;
Winker, Peter
- In:
Journal of forecasting
35
(
2016
)
2
,
pp. 113-146
Persistent link: https://www.econbiz.de/10011580244
Saved in:
7
Adaptive pointwise estimation in time-inhomogeneous time-series models
Čížek, Pavel
(
contributor
);
Härdle, Wolfgang
(
contributor
)
-
2007
Persistent link: https://www.econbiz.de/10003656441
Saved in:
8
A simple approximation to the convolution of gamma distributions
Stewart, Trevor
;
Strijbosch, Leo
;
Moors, Hans
; …
-
2007
-
Rev. version
Persistent link: https://www.econbiz.de/10003662060
Saved in:
9
Robust and efficient adaptive estimation of binary-choice regression models
Čížek, Pavel
(
contributor
)
-
2007
Persistent link: https://www.econbiz.de/10003483514
Saved in:
10
Efficient estimation of autoregression parameters and innovation distributions for semiparametric integer-valued AR(p) models
Drost, Feike C.
(
contributor
); …
-
2007
Persistent link: https://www.econbiz.de/10003483609
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