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subject:"USA"
subject:"Volatilität"
~isPartOf:"Discussion paper / Centre for Economic Policy Research"
~isPartOf:"Journal of forecasting"
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Search: subject_exact:"Estimation theory"
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USA
Volatilität
Estimation theory
196
Schätztheorie
196
Forecasting model
76
Prognoseverfahren
76
Theorie
75
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75
Time series analysis
61
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English
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Ghysels, Eric
2
Marcellino, Massimiliano
2
Taylor, James W.
2
Abraham, Bovas
1
Adrian, Tobias
1
Balakrishna, N.
1
Bams, Dennis
1
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Beyer, Robert
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1
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1
Chan, Ngai Hang
1
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1
Clark, Todd E.
1
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1
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1
DeJong, David Neil
1
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1
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1
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1
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Kısacıkoğlu, Burçin
1
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Discussion paper / Centre for Economic Policy Research
Journal of forecasting
Journal of econometrics
143
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
133
The review of economics and statistics
45
Economics letters
42
Working paper / National Bureau of Economic Research, Inc.
39
Discussion paper / Tinbergen Institute
31
Econometric reviews
28
Journal of applied econometrics
26
CREATES research paper
25
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
24
International journal of forecasting
24
Journal of empirical finance
24
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
22
American journal of agricultural economics
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Econometric theory
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
19
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18
Journal of banking & finance
18
The journal of futures markets
18
NBER working paper series
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Journal of financial and quantitative analysis : JFQA
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Quantitative finance
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The econometrics journal
16
The journal of finance : the journal of the American Finance Association
16
Finance research letters
15
The review of financial studies
15
International journal of theoretical and applied finance
14
Journal of financial econometrics
13
Technical working paper / National Bureau of Economic Research
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Discussion paper series / IZA
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Journal of macroeconomics
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CEMMAP working papers / Centre for Microdata Methods and Practice
11
The North American journal of economics and finance : a journal of financial economics studies
11
Working paper
11
Econometrics : open access journal
10
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
10
Journal of money, credit and banking : JMCB
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ECONIS (ZBW)
30
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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
Missing events in event studies : identifying the effects of partially-measured news surprises
Gürkaynak, Refet S.
;
Kısacıkoğlu, Burçin
;
Wright, …
-
2018
Persistent link: https://www.econbiz.de/10011981002
Saved in:
5
Instability, imprecision and inconsistent use of equilibrium real interest rate estimates
Beyer, Robert
;
Wieland, Volker
-
2017
Persistent link: https://www.econbiz.de/10011654990
Saved in:
6
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:
7
Empirical evaluation of overspecified asset pricing models
Manresa, Elena
;
Peñaranda, Francisco
;
Sentana, Enrique
-
2017
Persistent link: https://www.econbiz.de/10011708502
Saved in:
8
A unified approach to estimating demand and welfare
Redding, Stephen
;
Weinstein, David E.
-
2016
Persistent link: https://www.econbiz.de/10011524468
Saved in:
9
Eigenvalue ratio estimators for the number of common factors
Cavicchioli, Maddalena
;
Forni, Mario
;
Lippi, Marco
; …
-
2016
Persistent link: https://www.econbiz.de/10011544556
Saved in:
10
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
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