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subject:"Volatility"
type_genre:"Article in journal"
~accessRights:"restricted"
~subject:"Time series analysis"
~subject:"Volatilität"
~type_genre:"Nachruf"
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Search: subject_exact:"Estimation theory"
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Volatility
Time series analysis
Volatilität
Estimation theory
4,621
Schätztheorie
4,621
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1,118
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1,097
Zeitreihenanalyse
883
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851
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Li, Jia
10
Phillips, Peter C. B.
10
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10
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9
Zhu, Ke
9
Francq, Christian
8
Gao, Jiti
8
Linton, Oliver
8
Demetrescu, Matei
7
Koopman, Siem Jan
7
Lütkepohl, Helmut
7
Taylor, Robert
7
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7
Wang, Shouyang
7
Kim, Donggyu
6
Li, Degui
6
Li, Yingying
6
Lucas, André
6
Mykland, Per A.
6
Nielsen, Morten Ørregaard
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5
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5
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5
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Maheswaran, S.
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Sucarrat, Genaro
5
Xiao, Zhijie
5
Zakoïan, Jean-Michel
5
Agiakloglou, Christos N.
4
Bollerslev, Tim
4
Fan, Jianqing
4
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Journal of econometrics
189
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68
Econometric reviews
56
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
54
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51
International journal of forecasting
43
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41
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38
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21
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18
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14
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13
The North American journal of economics and finance : a journal of financial economics studies
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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Journal of quantitative economics
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10
Journal of banking & finance
8
Decisions in economics and finance : DEF ; a journal of applied mathematics
7
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6
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6
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Journal of risk
6
Research in international business and finance
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Theoretical economics letters
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International journal of computational economics and econometrics : IJCEE
4
International journal of financial engineering
4
International journal of production economics
4
International journal of production research
4
Journal of econometric methods
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ECONIS (ZBW)
1,093
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1
On the update frequency of univariate forecasting models
Spiliotis, Evangelos
;
Petropoulos, Fotios
- In:
European journal of operational research : EJOR
314
(
2024
)
1
,
pp. 111-121
Persistent link: https://www.econbiz.de/10014456834
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2
Constructing copulas using corrected Hermite polynomial expansion for estimating cross foreign exchange volatility
Shiraya, Kenichiro
;
Yamakami, Tomohisa
- In:
European journal of operational research : EJOR
314
(
2024
)
3
,
pp. 1195-1214
Persistent link: https://www.econbiz.de/10014456946
Saved in:
3
Handling asymmetries in the trade balance
Bertsatos, Georgios
;
Tsounis, Nicholas
; …
- In:
Research in economics
78
(
2024
)
1
,
pp. 1-13
Persistent link: https://www.econbiz.de/10014491087
Saved in:
4
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:
5
Measuring the persistence degree of shocks to the US tourism markets : new evidence for COVID-19 pandemic period
Peng, Yi-Ting
;
Chang, Tsangyao
;
Ranjbar, Omid
;
Li, Fangjhy
- In:
Applied economics letters
31
(
2024
)
5
,
pp. 422-431
Persistent link: https://www.econbiz.de/10014469924
Saved in:
6
Identification of time-varying factor models
Cheung, Ying Lun
- In:
Journal of business & economic statistics : JBES ; a …
42
(
2024
)
1
,
pp. 76-94
Persistent link: https://www.econbiz.de/10014449828
Saved in:
7
Low frequency cointegrating regression with local to unity regressors and unknown form of serial dependence
Hwang, Jungbin
;
Valdés, Gonzalo
- In:
Journal of business & economic statistics : JBES ; a …
42
(
2024
)
1
,
pp. 160-173
Persistent link: https://www.econbiz.de/10014449847
Saved in:
8
Estimation, inference, and empirical analysis for time-varying var models
Gao, Jiti
;
Peng, Bin
;
Yan, Yayi
- In:
Journal of business & economic statistics : JBES ; a …
42
(
2024
)
1
,
pp. 310-321
Persistent link: https://www.econbiz.de/10014449933
Saved in:
9
Forecasting in factor augmented regressions under structural change
Massacci, Daniele
;
Kapetanios, George
- In:
International journal of forecasting
40
(
2024
)
1
,
pp. 62-76
Persistent link: https://www.econbiz.de/10014450259
Saved in:
10
Outlier-robust methods for forecasting realized covariance matrices
Li, Dan
;
Drovandi, Christopher
;
Clements, Adam
- In:
International journal of forecasting
40
(
2024
)
1
,
pp. 392-408
Persistent link: https://www.econbiz.de/10014450278
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