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source:"econis"
subject:"Schätztheorie"
~isPartOf:"Econometric reviews"
~isPartOf:"Metrika : international journal for theoretical and applied statistics"
~subject:"Statistical theory"
~subject:"Volatility"
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Schätztheorie
Statistical theory
Volatility
Theorie
667
Theory
667
Estimation theory
188
Time series analysis
133
Zeitreihenanalyse
133
Statistical test
78
Statistischer Test
78
Estimation
74
Schätzung
74
Stochastic process
57
Stochastischer Prozess
57
Statistische Methodenlehre
52
Panel
51
Panel study
51
Volatilität
51
Regression analysis
49
Regressionsanalyse
49
Nichtparametrisches Verfahren
45
Nonparametric statistics
45
Bayes-Statistik
44
Bayesian inference
44
Einheitswurzeltest
42
Unit root test
42
Econometrics
40
Forecasting model
40
Prognoseverfahren
40
Sampling
40
Stichprobenerhebung
40
Ökonometrie
40
Cointegration
38
Kointegration
38
Statistical distribution
37
Statistische Verteilung
37
Simulation
36
USA
36
United States
36
Probability theory
35
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Undetermined
21
Free
2
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Article
261
Book / Working Paper
1
Type of publication (narrower categories)
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Article in journal
262
Aufsatz in Zeitschrift
262
Bibliografie enthalten
3
Bibliography included
3
Systematic review
2
Übersichtsarbeit
2
Collection of articles of several authors
1
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1
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Language
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English
262
Author
All
McAleer, Michael
10
Asai, Manabu
4
Baltagi, Badi H.
4
Li, Qi
4
Bera, Anil K.
3
Cavaliere, Giuseppe
3
Geweke, John
3
King, Maxwell L.
3
Mukhopadhyay, Nitis
3
Srivastava, Virendra K.
3
Steel, Mark F. J.
3
Taylor, Robert
3
Ahmed, S. E.
2
Arcos Cebrián, A.
2
Bierens, Herman J.
2
Bordignon, Silvano
2
Caporin, Massimiliano
2
Chan, Joshua
2
Chattopadhyay, Saibal
2
Chaudhuri, Arijit
2
Chu, Chia-shang James
2
Cribari-Neto, Francisco
2
Fiebig, Denzil G.
2
Forbes, Catherine Scipione
2
Godfrey, L. G.
2
Gouriéroux, Christian
2
Hendry, David F.
2
Jawadi, Fredj
2
Jensen, Mark J.
2
Johansen, Søren
2
Kao, Chihwa
2
Knight, John L.
2
Lütkepohl, Helmut
2
Maasoumi, Esfandiar
2
Martin, Gael M.
2
McKenzie, Colin
2
Müller, Christine H.
2
Ohtani, Kazuhiro
2
Pesaran, M. Hashem
2
Phillips, Peter C. B.
2
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Published in...
All
Econometric reviews
Metrika : international journal for theoretical and applied statistics
Journal of econometrics
523
Economics letters
508
Econometric theory
317
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
308
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
286
Working paper / National Bureau of Economic Research, Inc.
248
Série des documents de travail / Centre de Recherche en Économie et Statistique
200
NBER working paper series
181
Journal of applied econometrics
174
NBER Working Paper
169
Discussion paper / Tinbergen Institute
162
Journal of quantitative economics : official journal of the Indian Econometric Society
148
The review of economics and statistics
138
Journal of banking & finance
121
CORE discussion paper : DP
119
Oxford bulletin of economics and statistics
119
Journal of economic dynamics & control
115
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
114
Série des documents de travail du CREST / Institut National de la Statistique et des Etudes Economiques
109
Journal of forecasting
108
Applied economics
107
Discussion paper / Centre for Economic Policy Research
106
Discussion paper / Center for Economic Research, Tilburg University
105
Working paper
104
Journal of empirical finance
102
Finance research letters
99
International journal of forecasting
98
Economic modelling
93
Statistical papers
89
Journal of international money and finance
88
International economic review
86
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
84
Journal of financial economics
82
International journal of theoretical and applied finance
79
Mathematical finance : an international journal of mathematics, statistics and financial theory
77
The review of financial studies
77
The review of economic studies
74
Europäische Hochschulschriften / 5
72
Technical working paper / National Bureau of Economic Research
70
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ECONIS (ZBW)
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262
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1
Extremal quantiles and stock price crashes
Andreou, Panayiotis C.
;
Anyfantaki, Sofia
;
Maasoumi, …
- In:
Econometric reviews
42
(
2023
)
9/10
,
pp. 703-724
Persistent link: https://www.econbiz.de/10014420354
Saved in:
2
A new Bayesian model for contagion and interdependence
Poon, Aubrey
;
Zhu, Dan
- In:
Econometric reviews
41
(
2022
)
7
,
pp. 806-826
Persistent link: https://www.econbiz.de/10013364908
Saved in:
3
Dynamic factor, leverage and realized covariances in multivariate stochastic volatility
Yamauchi, Yuta
;
Omori, Yasuhiro
- In:
Econometric reviews
42
(
2023
)
6
,
pp. 513-539
Persistent link: https://www.econbiz.de/10014305574
Saved in:
4
Large dimensional portfolio allocation based on a mixed frequency dynamic factor model
Peng, Siyang
;
Shaojun, Guo
;
Long, Yonghong
- In:
Econometric reviews
41
(
2022
)
5
,
pp. 539-563
Persistent link: https://www.econbiz.de/10013364893
Saved in:
5
Bayesian semiparametric multivariate stochastic volatility with application
Zaharieva, Martina Danielova
;
Trede, Mark
;
Wilfling, Bernd
- In:
Econometric reviews
39
(
2020
)
9
,
pp. 947-970
Persistent link: https://www.econbiz.de/10012295590
Saved in:
6
Bayesian analysis of moving average stochastic volatility models : modeling in-mean effects and leverage for financial time series
Dimitrakopoulos, Stefanos
;
Kolossiatis, Michalis
- In:
Econometric reviews
39
(
2020
)
4
,
pp. 319-343
Persistent link: https://www.econbiz.de/10012181420
Saved in:
7
A multifactor transformed diffusion model with applications to VIX and VIX futures
Bu, Ruijun
;
Jawadi, Fredj
;
Li, Yuyi
- In:
Econometric reviews
39
(
2020
)
1
,
pp. 27-53
Persistent link: https://www.econbiz.de/10012181537
Saved in:
8
Forecasting energy futures volatility with threshold augmented heterogeneous autoregressive jump models
Jawadi, Fredj
;
Ftiti, Zied
;
Louhichi, Waël
- In:
Econometric reviews
39
(
2020
)
1
,
pp. 54-70
Persistent link: https://www.econbiz.de/10012181540
Saved in:
9
Multivariate return decomposition : theory and implications
Anatolyev, Stanislav
;
Gospodinov, Nikolaj
- In:
Econometric reviews
38
(
2019
)
5
,
pp. 487-508
Persistent link: https://www.econbiz.de/10012181325
Saved in:
10
Wild bootstrap seasonal unit root tests for time series with periodic nonstationary volatility
Cavaliere, Giuseppe
;
Skrobotov, Anton
;
Taylor, Robert
- In:
Econometric reviews
38
(
2019
)
5
,
pp. 509-532
Persistent link: https://www.econbiz.de/10012181330
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