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subject:"Volatility"
type_genre:"Article in journal"
~isPartOf:"Asia-Pacific financial markets"
~isPartOf:"Journal of business & economic statistics : JBES ; a publication of the American Statistical Association"
~isPartOf:"Journal of forecasting"
~subject:"Prognoseverfahren"
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Search: subject_exact:"Estimation theory"
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Volatility
Prognoseverfahren
Estimation theory
751
Schätztheorie
751
Theorie
242
Theory
242
Time series analysis
201
Zeitreihenanalyse
201
Estimation
154
Schätzung
154
Forecasting model
119
Nichtparametrisches Verfahren
116
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116
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101
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Bayes-Statistik
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Bayesian inference
30
Bootstrap approach
30
Bootstrap-Verfahren
30
Börsenkurs
30
Share price
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Statistical theory
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Statistische Methodenlehre
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Article in journal
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161
Collection of articles of several authors
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Sammelwerk
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English
161
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Kouassi, Eugène
3
Banerjee, Anurag Narayan
2
Cai, Zongwu
2
Chan, Ngai Hang
2
Chan, Wai-Sum
2
Chen, Ying
2
Cheung, Siu-hung
2
Clements, Michael P.
2
Fosten, Jack
2
Ghysels, Eric
2
Hautsch, Nikolaus
2
Jing, Bingyi
2
Kymn, Kern O.
2
Ling, Shiqing
2
Panopulu, Aikaterinē
2
Peng, Liang
2
Sango, Joel
2
Shang, Han Lin
2
Shephard, Neil G.
2
Taylor, James W.
2
Teubissi, Francis N.
2
Tsay, Ruey S.
2
Yang, Xiye
2
Abraham, Bovas
1
Abramov, Vyacheslav M.
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Ahumada, Hildegart A.
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Alexandridis, Antonios K.
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Alfelt, Gustav
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Amado, Cristina
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An, Yang
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Andersen, Torben
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Andreou, Elena
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Ardia, David
1
Atici, Kazim Baris
1
Balakrishna, N.
1
Baltagi, Badi H.
1
Bandi, Federico M.
1
Barbosa, Emanuel
1
Barigozzi, Matteo
1
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Asia-Pacific financial markets
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
Journal of forecasting
Journal of econometrics
179
International journal of forecasting
117
Economics letters
44
Econometric reviews
32
Journal of empirical finance
32
Econometric theory
25
Economic modelling
23
Finance research letters
23
The econometrics journal
23
Journal of financial econometrics : official journal of the Society for Financial Econometrics
22
Quantitative finance
22
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
22
Journal of financial econometrics
18
Journal of banking & finance
16
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
15
European journal of operational research : EJOR
15
Journal of the American Statistical Association : JASA
15
Computational economics
14
Econometrics : open access journal
14
Journal of risk and financial management : JRFM
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Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
13
Insurance / Mathematics & economics
13
International journal of theoretical and applied finance
13
The North American journal of economics and finance : a journal of financial economics studies
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Applied economics
12
International Journal of Energy Economics and Policy : IJEEP
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Risks : open access journal
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Empirical economics : a quarterly journal of the Institute for Advanced Studies
11
Journal of mathematical finance
11
International journal of economics and financial issues : IJEFI
10
Journal of quantitative economics
10
Applied economics letters
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Finance and stochastics
9
Journal of applied econometrics
9
Astin bulletin : the journal of the International Actuarial Association
8
Journal of risk
8
Journal of time series econometrics
8
Oxford bulletin of economics and statistics
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ECONIS (ZBW)
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1
FNETS : factor-adjusted network estimation and forecasting for high-dimensional time series
Barigozzi, Matteo
;
Cho, Haeran
;
Owens, Dom
- In:
Journal of business & economic statistics : JBES ; a …
42
(
2024
)
3
,
pp. 890-902
Persistent link: https://www.econbiz.de/10015053503
Saved in:
2
Variational inference for large Bayesian vector autoregressions
Bernardi, Mauro
;
Bianchi, Daniele
;
Bianco, Nicolas
- In:
Journal of business & economic statistics : JBES ; a …
42
(
2024
)
3
,
pp. 1066-1082
Persistent link: https://www.econbiz.de/10015053533
Saved in:
3
An econometric analysis of volatility discovery
Dias, Gustavo Fruet
;
Papailias, Fotis
;
Scherrer, Cristina
- In:
Journal of business & economic statistics : JBES ; a …
42
(
2024
)
3
,
pp. 1095-1106
Persistent link: https://www.econbiz.de/10015053535
Saved in:
4
Mixed-frequency predictive regressions with parameter learning
Leippold, Markus
;
Yang, Hanlin
- In:
Journal of forecasting
42
(
2023
)
8
,
pp. 1955-1972
Persistent link: https://www.econbiz.de/10014432824
Saved in:
5
Forecasting intraday financial time series with sieve bootstrapping and dynamic updating
Shang, Han Lin
;
Ji, Kaiying
- In:
Journal of forecasting
42
(
2023
)
8
,
pp. 1973-1988
Persistent link: https://www.econbiz.de/10014432826
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6
Combining p-values for multivariate predictive ability testing
Spreng, Lars
;
Urga, Giovanni
- In:
Journal of business & economic statistics : JBES ; a …
41
(
2023
)
3
,
pp. 765-777
Persistent link: https://www.econbiz.de/10014448433
Saved in:
7
Singular conditional autoregressive Wishart model for realized covariance matrices
Alfelt, Gustav
;
Bodnar, Taras
;
Javed, Farrukh
;
Tyrcha, …
- In:
Journal of business & economic statistics : JBES ; a …
41
(
2023
)
3
,
pp. 833-845
Persistent link: https://www.econbiz.de/10014448443
Saved in:
8
Adaptive testing for cointegration with nonstationary volatility
Boswijk, Herman Peter
;
Zu, Yang
- In:
Journal of business & economic statistics : JBES ; a …
40
(
2022
)
2
,
pp. 744-755
Persistent link: https://www.econbiz.de/10013534484
Saved in:
9
Tests of equal forecasting accuracy for nested models with estimated CCE factors
Stauskas, Ovidijus
;
Westerlund, Joakim
- In:
Journal of business & economic statistics : JBES ; a …
40
(
2022
)
4
,
pp. 1745-1758
Persistent link: https://www.econbiz.de/10013540477
Saved in:
10
A Markov chain model of crop conditions and intrayear crop yield forecasting
Stokes, Jeffrey R.
- In:
Journal of forecasting
43
(
2024
)
3
,
pp. 583-592
Persistent link: https://www.econbiz.de/10014532364
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