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subject:"Volatility"
type_genre:"Article in journal"
~isPartOf:"Applied economics"
~subject:"Regression analysis"
~subject:"Statistical distribution"
~type_genre:"Übersichtsarbeit"
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Search: subject_exact:"Estimation theory"
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Volatility
Regression analysis
Statistical distribution
Estimation theory
169
Schätztheorie
169
Theorie
48
Theory
48
Estimation
42
Schätzung
42
Time series analysis
34
Zeitreihenanalyse
34
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Article in journal
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21
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Kim, Jong-Min
2
Abutaleb, Ahmed S.
1
Aoki, Takaaki
1
Bampinas, Georgios
1
Ceffer, Attila
1
Chiu, Yen-Chen
1
Choi, Pilsun
1
Chuang, I-Yuan
1
De Jongh, Riaan
1
Do Santos, Isabelle
1
Díaz Hernández, Adán
1
Fogarasi, Norbert
1
Gastineau, Pascal
1
Gnimassoun, Blaise
1
Granger, C. W. J.
1
Greig, Bruce
1
Hung, Jui-cheng
1
Hwang, Sun Young
1
Hyung, Namwon
1
Jeon, Yongil
1
Jung, Hojin
1
Kung, James J.
1
Ladopoulos, Konstantinos
1
Lee, Jun-de
1
Levendovszky, Janos
1
Lopez, Claude
1
Lou, Tien-wei
1
Ma, Wanglin
1
Mahieu, Pierre-Alexandre
1
Min, Insik
1
Moosa, Imad A.
1
Murray, Christian J.
1
Nolasco Jáuregui, Oralia
1
Panagiōtidēs, Theodōros
1
Papaioannou, Michael G.
1
Papell, David H.
1
Qin, Li
1
Quezada-Téllez, Luis Alberto
1
Racicot, François-Éric
1
Razzak, Weshah A.
1
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Applied economics
Journal of econometrics
412
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
152
Economics letters
134
Econometric theory
129
Econometric reviews
107
Journal of the American Statistical Association : JASA
107
The econometrics journal
78
Insurance / Mathematics & economics
59
Econometrics : open access journal
45
European journal of operational research : EJOR
44
International journal of forecasting
42
Economic modelling
39
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
36
Statistics in transition : an international journal of the Polish Statistical Association
34
Computational economics
32
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
31
Journal of risk and financial management : JRFM
31
Journal of empirical finance
30
Applied economics letters
28
Journal of forecasting
28
Finance research letters
26
Journal of financial econometrics : official journal of the Society for Financial Econometrics
25
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
24
Quantitative economics : QE ; journal of the Econometric Society
24
Journal of financial econometrics
23
Statistical papers
23
Risks : open access journal
22
Journal of banking & finance
21
Journal of applied econometrics
20
Empirical economics : a quarterly journal of the Institute for Advanced Studies
19
Journal of quantitative economics
18
Quantitative finance
18
International journal of theoretical and applied finance
15
Journal of econometric methods
15
The North American journal of economics and finance : a journal of financial economics studies
15
Journal of mathematical finance
14
Oxford bulletin of economics and statistics
14
International journal of economics and financial issues : IJEFI
12
Journal of risk
12
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1
The use of the tail dependence function for high quantile risk measure analysis : an application to portfolio optimization
Salazar Flores, Yuri
;
Díaz Hernández, Adán
; …
- In:
Applied economics
55
(
2023
)
37
,
pp. 4289-4303
Persistent link: https://www.econbiz.de/10014301231
Saved in:
2
Unconditional density vs conditional density functions in estimating value-at-risk
Chiu, Yen-Chen
;
Chuang, I-Yuan
- In:
Applied economics
53
(
2021
)
4
,
pp. 482-494
Persistent link: https://www.econbiz.de/10012416070
Saved in:
3
Functional ARCH directional dependence via copula for intraday volatility from high-frequency financial time series
Kim, Jong-Min
;
Hwang, Sun Young
- In:
Applied economics
53
(
2021
)
4
,
pp. 506-520
Persistent link: https://www.econbiz.de/10012416072
Saved in:
4
Robust structural determinants of public deficits in developing countries
Gnimassoun, Blaise
;
Do Santos, Isabelle
- In:
Applied economics
53
(
2021
)
9
,
pp. 1052-1076
Persistent link: https://www.econbiz.de/10012425449
Saved in:
5
Modelling the heterogeneous effects of stocking rate on dairy production : an application of unconditional quantile regression with fixed effects
Ma, Wanglin
;
Renwick, Alan
;
Greig, Bruce
- In:
Applied economics
51
(
2019
)
43
,
pp. 4769-4780
Persistent link: https://www.econbiz.de/10012197071
Saved in:
6
Trading by estimating the quantized forward distribution
Ceffer, Attila
;
Fogarasi, Norbert
;
Levendovszky, Janos
- In:
Applied economics
50
(
2018
)
59
,
pp. 6397-6405
Persistent link: https://www.econbiz.de/10012063433
Saved in:
7
A note on the estimated GARCH coefficients from the S&P1500 universe
Bampinas, Georgios
;
Ladopoulos, Konstantinos
; …
- In:
Applied economics
50
(
2018
)
34/35
,
pp. 3647-3653
Persistent link: https://www.econbiz.de/10012059386
Saved in:
8
Interval bidding in a distribution elicitation format
Mahieu, Pierre-Alexandre
;
Wolff, François-Charles
; …
- In:
Applied economics
49
(
2017
)
51
,
pp. 5200-5211
Persistent link: https://www.econbiz.de/10011845099
Saved in:
9
Blaming suicide on NASA and divorce on margarine : the hazard of using cointegration to derive inference on spurious correlation
Moosa, Imad A.
- In:
Applied economics
49
(
2017
)
15
,
pp. 1483-1490
Persistent link: https://www.econbiz.de/10011813612
Saved in:
10
A comparison of risk aggregation estimates using copulas and Fleishman distributions
Van Vuuren, Gary
;
De Jongh, Riaan
- In:
Applied economics
49
(
2017
)
17
,
pp. 1715-1731
Persistent link: https://www.econbiz.de/10011815395
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