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subject:"Volatility"
type_genre:"Article in journal"
~accessRights:"restricted"
~subject:"Nichtparametrisches Verfahren"
~subject:"Time series analysis"
~subject:"Volatilität"
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Search: subject_exact:"Estimation theory"
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Volatility
Nichtparametrisches Verfahren
Time series analysis
Volatilität
Estimation theory
4,742
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4,742
Estimation
1,151
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1,130
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906
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871
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869
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699
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397
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359
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249
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Linton, Oliver
19
Gao, Jiti
17
Phillips, Peter C. B.
14
Tsionas, Efthymios G.
14
Li, Degui
12
Li, Jia
12
Parmeter, Christopher F.
12
Cai, Zongwu
11
Kumbhakar, Subal
11
Li, Qi
11
Su, Liangjun
10
Todorov, Viktor
10
Escanciano, Juan Carlos
9
Kumar, Dilip
9
Sun, Yiguo
9
Zhu, Ke
9
Florens, Jean-Pierre
8
Francq, Christian
8
Lütkepohl, Helmut
8
Peng, Bin
8
Racine, Jeffrey
8
Xiao, Zhijie
8
Breunig, Christoph
7
Chen, Songnian
7
Demetrescu, Matei
7
Koopman, Siem Jan
7
Peng, Liang
7
Taylor, Robert
7
Teräsvirta, Timo
7
Tu, Yundong
7
Van Keilegom, Ingrid
7
Wang, Shouyang
7
Wu, Ximing
7
Yu, Zhengfei
7
Dong, Chaohua
6
Hahn, Jinyong
6
Kapetanios, George
6
Kim, Donggyu
6
Lewbel, Arthur
6
Li, Yingying
6
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Journal of econometrics
327
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
127
Econometric reviews
119
Economics letters
93
Econometric theory
86
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
61
International journal of forecasting
50
The econometrics journal
43
Journal of time series econometrics
40
Computational economics
36
Economic modelling
30
Finance research letters
25
European journal of operational research : EJOR
23
Applied economics letters
22
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
18
Journal of financial econometrics
18
Applied economics
17
Journal of empirical finance
16
Energy economics
15
Journal of forecasting
15
Quantitative finance
15
Insurance / Mathematics & economics
14
Journal of econometric methods
13
Journal of quantitative economics
13
The North American journal of economics and finance : a journal of financial economics studies
13
Journal of banking & finance
11
Empirical economics : a quarterly journal of the Institute for Advanced Studies
10
Journal of applied econometrics
10
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 economic dynamics & control
8
Journal of mathematical finance
8
Operations research
8
Decisions in economics and finance : DEF ; a journal of applied mathematics
7
International journal of computational economics and econometrics : IJCEE
7
Journal of productivity analysis
7
Journal of risk
7
Econometrica : journal of the Econometric Society, an international society for the advancement of economic theory in its relation to statistics and mathematics
6
International journal of economics and finance
6
Journal of financial econometrics : official journal of the Society for Financial Econometrics
6
Journal of international financial markets, institutions & money
6
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ECONIS (ZBW)
1,706
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1
A flexible stochastic production frontier model with panel data
Wang, Taining
;
Yao, Feng
;
Kumbhakar, Subal
- In:
Journal of applied econometrics
39
(
2024
)
4
,
pp. 564-588
Persistent link: https://www.econbiz.de/10014562834
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2
Score-driven location plus scale models : asymptotic theory and an application to forecasting Dow Jones volatility
Blazsek, Szabolcs
;
Escribano, Álvaro
;
Licht, Adrian
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
28
(
2024
)
1
,
pp. 61-82
Persistent link: https://www.econbiz.de/10014506888
Saved in:
3
Matrix autoregressive models : generalization and Bayesian estimation
Celani, Alessandro
;
Pagnottoni, Paolo
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
28
(
2024
)
2
,
pp. 227-248
Persistent link: https://www.econbiz.de/10014631918
Saved in:
4
On the long-run sustainability of current account deficits in India : some insights from linear and non-linear cointegration tests
Deheri, Abdhut
- In:
The Indian economic journal
72
(
2024
)
4
,
pp. 585-601
Persistent link: https://www.econbiz.de/10014632369
Saved in:
5
Non-parametric tests of behavior in the commons
Banzhaf, H. Spencer
;
Liu, Yaqin
;
Smith, Martin D.
; …
- In:
Journal of economic behavior & organization
224
(
2024
),
pp. 521-536
Persistent link: https://www.econbiz.de/10014634188
Saved in:
6
Economic activities and oil price shocks in Indian outlook : direction of causality and testing cointegration
Sharma, Preeti
;
Shrivastava, Avinash Kumar
- In:
Global business review
25
(
2024
)
3
,
pp. 771-790
Persistent link: https://www.econbiz.de/10014634363
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7
Predictive model averaging with parameter instability and heteroskedasticity
Yin, Anwen
- In:
Bulletin of economic research
76
(
2024
)
2
,
pp. 418-442
Persistent link: https://www.econbiz.de/10014543814
Saved in:
8
Returns to scale in cost, revenue, and profit for European banks : new results from nonparametric local linear methods
Wu, Ji
;
Zhao, Shirong
- In:
The financial review : the official publication of the …
59
(
2024
)
2
,
pp. 487-517
Persistent link: https://www.econbiz.de/10014543994
Saved in:
9
Optimal hierarchical EWMA forecasting
Sbrana, Giacomo
;
Pelagatti, Matteo
- In:
International journal of forecasting
40
(
2024
)
2
,
pp. 616-625
Persistent link: https://www.econbiz.de/10014547189
Saved in:
10
Improving financial volatility nowcasts
Kruse-Becher, Robinson
;
Liu, Yuze
- In:
The European journal of finance
30
(
2024
)
2
,
pp. 101-126
Persistent link: https://www.econbiz.de/10014547345
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