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subject:"Volatility"
type_genre:"Article in journal"
~isPartOf:"Asia-Pacific financial markets"
~isPartOf:"Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria"
~isPartOf:"Journal of forecasting"
~subject:"Cointegration"
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Search: subject_exact:"Estimation theory"
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Volatility
Cointegration
Estimation theory
325
Schätztheorie
325
Theorie
110
Theory
110
Time series analysis
90
Zeitreihenanalyse
90
Forecasting model
83
Prognoseverfahren
83
Estimation
68
Schätzung
68
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40
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40
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27
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27
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19
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17
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17
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Article
33
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Article in journal
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33
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English
33
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Lee, Hyejin
2
Maki, Daiki
2
Meng, Ming
2
Oh, Dong-Yop
2
Taylor, James W.
2
Abraham, Bovas
1
Abramov, Vyacheslav M.
1
Aquino, Juan Carlos
1
Balakrishna, N.
1
Barrio Castro, Tomas del
1
Ben-Zion, Uri
1
Biscay, R. J.
1
Blanco-Fernández, Ángela
1
Camarero Olivas, Mariam
1
Chen, Bei
1
Chigira, Hiroaki
1
Cromwell, Jeff B.
1
Eidestedt, Richard
1
Ekberg, Stefan
1
Fei, Tianlun
1
Fischer, Henning
1
Gel, Yulia R.
1
Guerrero, Víctor M.
1
Gupta, Rangan
1
Gómez, Nicolás
1
He, Mengxi
1
Hsiao, Cheng
1
Hu, Te-Chung
1
Hu, Yu-pin
1
Jacquier, Antoine
1
Jeon, Jooyoung
1
Jiménez, Juan Carlos
1
Ke, Tsung-han
1
Kitasaka, Shin'ichi
1
Klebaner, Fima C.
1
Kouassi, Eugène
1
Krämer, Walter
1
Kumari, Jyoti
1
Kunitomo, Naoto
1
Kurisu, Daisuke
1
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Asia-Pacific financial markets
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
Journal of forecasting
Journal of econometrics
177
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
51
Econometric reviews
45
Economics letters
42
Econometric theory
38
Economic modelling
32
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
30
Econometrics : open access journal
26
The econometrics journal
22
Journal of empirical finance
21
Applied economics letters
20
International journal of forecasting
20
Journal of financial econometrics : official journal of the Society for Financial Econometrics
18
International journal of economics and financial issues : IJEFI
17
Quantitative finance
17
Applied economics
16
Journal of banking & finance
15
Journal of financial econometrics
15
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
13
Finance research letters
13
International journal of theoretical and applied finance
13
Journal of risk and financial management : JRFM
12
The North American journal of economics and finance : a journal of financial economics studies
12
Empirical economics : a quarterly journal of the Institute for Advanced Studies
11
International journal of economics and finance
11
Journal of time series econometrics
10
Computational economics
9
Oxford bulletin of economics and statistics
9
Finance and stochastics
8
International Journal of Energy Economics and Policy : IJEEP
8
Central European journal of economic modelling and econometrics
7
Energy economics
7
Journal of applied econometrics
7
Journal of mathematical finance
7
Journal of quantitative economics
7
Theoretical economics letters
7
CBN journal of applied statistics
6
Decisions in economics and finance : DEF ; a journal of applied mathematics
6
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ECONIS (ZBW)
33
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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
Bayesian comparison of production function-based and time-series GDP models
Osiewalski, Jacek
;
Wróblewska, Justyna
;
Makieła, Kamil
- In:
Empirical economics : a journal of the Institute for …
58
(
2020
)
3
,
pp. 1355-1380
Persistent link: https://www.econbiz.de/10012219593
Saved in:
5
Demand systems with heteroscedastic disturbances
Serletis, Apostolos
;
Xu, Libo
- In:
Empirical economics : a journal of the Institute for …
58
(
2020
)
4
,
pp. 1913-1921
Persistent link: https://www.econbiz.de/10012219723
Saved in:
6
Estimating factor shares from nonstationary panel data
Aquino, Juan Carlos
;
Ramírez-Rondán, N. R.
- In:
Empirical economics : a journal of the Institute for …
58
(
2020
)
5
,
pp. 2353-2380
Persistent link: https://www.econbiz.de/10012255890
Saved in:
7
Stationarity and cointegration of health care expenditure and GDP : evidence from tests with smooth structural shifts
Lee, Hyejin
;
Oh, Dong-Yop
;
Meng, Ming
- In:
Empirical economics : a journal of the Institute for …
57
(
2019
)
2
,
pp. 631-652
Persistent link: https://www.econbiz.de/10012056719
Saved in:
8
Effects of idiosyncratic shocks on macroeconomic time series
Yang, Minxian
- In:
Empirical economics : a journal of the Institute for …
53
(
2017
)
4
,
pp. 1441-1461
Persistent link: https://www.econbiz.de/10012019377
Saved in:
9
More powerful threshold cointegration tests
Oh, Dong-Yop
;
Lee, Hyejin
;
Meng, Ming
- In:
Empirical economics : a journal of the Institute for …
54
(
2018
)
3
,
pp. 887-911
Persistent link: https://www.econbiz.de/10011949399
Saved in:
10
Effects of jumps and small noise in high-frequency financial econometrics
Kunitomo, Naoto
;
Kurisu, Daisuke
- In:
Asia-Pacific financial markets
24
(
2017
)
1
,
pp. 39-73
Persistent link: https://www.econbiz.de/10011742284
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