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subject:"Volatility"
type_genre:"Article in journal"
~isPartOf:"Economic modelling"
~isPartOf:"Journal of forecasting"
~isPartOf:"The North American journal of economics and finance : a journal of financial economics studies"
~type_genre:"Übersichtsarbeit"
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Search: subject_exact:"Estimation theory"
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Volatility
Estimation theory
285
Schätztheorie
285
Time series analysis
97
Zeitreihenanalyse
97
Forecasting model
84
Prognoseverfahren
84
Estimation
83
Schätzung
82
Theorie
61
Theory
61
Regression analysis
42
Regressionsanalyse
42
Volatilität
38
ARCH model
29
ARCH-Modell
29
Börsenkurs
23
Share price
23
Bayes-Statistik
19
Bayesian inference
19
Cointegration
19
Kointegration
19
Stochastic process
19
Stochastischer Prozess
19
Capital income
18
Kapitaleinkommen
18
Statistical test
18
Statistischer Test
18
Nichtparametrisches Verfahren
17
Nonparametric statistics
17
Maximum likelihood estimation
16
Maximum-Likelihood-Schätzung
16
Monte Carlo simulation
16
Monte-Carlo-Simulation
16
VAR model
14
VAR-Modell
14
Panel
13
Panel study
13
Simulation
11
Statistical distribution
11
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Undetermined
23
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Article
38
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Article in journal
Übersichtsarbeit
Aufsatz in Zeitschrift
38
Language
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English
38
Author
All
Kumar, Dilip
4
Maheswaran, S.
3
Nonejad, Nima
2
Taylor, James W.
2
Abraham, Bovas
1
Alañón Pardo, Ángel
1
Arize, Augustine Chuck
1
Balakrishna, N.
1
Ben-Zion, Uri
1
Blanco-Fernández, Ángela
1
Boughrara, Adel
1
Castillo B., Paul
1
Chen, Bei
1
Chen, Cathy W. S.
1
Dridi, Ichrak
1
Díaz-Mendoza, Ana-Carmen
1
Fei, Tianlun
1
Feng, Yuanhua
1
Fischer, Henning
1
Gel, Yulia R.
1
Guillén, Montserrat
1
Han, Jeong sug
1
Hatemi-J, Abdulnasser
1
Haugom, Erik
1
He, Mengxi
1
Horváth, Roman
1
Hu, Shuowen
1
Hu, Yu-pin
1
Hur, Joonyoung
1
Jeon, Jooyoung
1
Ke, Tsung-han
1
Kumar, Satish
1
Kunitomo, Naoto
1
Li, Chang-shuai
1
Li, Hongyi
1
Li, Leon
1
Li, Zhenwei
1
Lien, Gudbrand
1
Lin, Tsai-Yu
1
Liu, Guifang
1
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Economic modelling
Journal of forecasting
The North American journal of economics and finance : a journal of financial economics studies
Journal of econometrics
116
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
42
Economics letters
24
Econometric reviews
22
Journal of empirical finance
20
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
17
Journal of financial econometrics : official journal of the Society for Financial Econometrics
16
Quantitative finance
15
Econometric theory
14
International journal of forecasting
14
International journal of theoretical and applied finance
13
Journal of banking & finance
13
Journal of financial econometrics
13
Finance research letters
12
The econometrics journal
11
Journal of risk and financial management : JRFM
10
Econometrics : open access journal
9
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
8
Finance and stochastics
8
International journal of economics and financial issues : IJEFI
8
Journal of mathematical finance
7
Applied economics
6
Computational economics
6
Decisions in economics and finance : DEF ; a journal of applied mathematics
6
International journal of financial engineering
6
Asia-Pacific financial markets
5
CBN journal of applied statistics
5
European journal of operational research : EJOR
5
Journal of quantitative economics
5
Journal of risk
5
The European journal of finance
5
The journal of risk model validation
5
Applied economics letters
4
Applied financial economics
4
Cogent economics & finance
4
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
4
Empirical economics : a quarterly journal of the Institute for Advanced Studies
4
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ECONIS (ZBW)
38
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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
Flexible inflation targeting and stock market volatility : evidence from emerging market economies
Dridi, Ichrak
;
Boughrara, Adel
- In:
Economic modelling
126
(
2023
),
pp. 1-18
Persistent link: https://www.econbiz.de/10014462464
Saved in:
3
Effects of external shocks on macroeconomic fluctuations in Pacific Alliance countries
Rodriguez, Gabriel
;
Vassallo, Renato
;
Castillo B., Paul
- In:
Economic modelling
124
(
2023
),
pp. 1-26
Persistent link: https://www.econbiz.de/10014463282
Saved in:
4
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:
5
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:
6
Cross-sectional quantile regression for estimating conditional VaR of returns during periods of high volatility
Vidal-Llana, Xenxo
;
Guillén, Montserrat
- In:
The North American journal of economics and finance : a …
63
(
2022
),
pp. 1-9
Persistent link: https://www.econbiz.de/10014225819
Saved in:
7
Multi-asset pair-trading strategy : a statistical learning approach
Lin, Tsai-Yu
;
Chen, Cathy W. S.
;
Syu, Fong-Yi
- In:
The North American journal of economics and finance : a …
55
(
2021
),
pp. 1-10
Persistent link: https://www.econbiz.de/10012667381
Saved in:
8
Bayesian estimation for a semiparametric nonlinear volatility model
Hu, Shuowen
;
Poskitt, Donald Stephen
;
Zhang, Xibin
- In:
Economic modelling
98
(
2021
),
pp. 361-370
Persistent link: https://www.econbiz.de/10012793996
Saved in:
9
Holidays, weekends and range-based volatility
Díaz-Mendoza, Ana-Carmen
;
Alañón Pardo, Ángel
- In:
The North American journal of economics and finance : a …
52
(
2020
),
pp. 1-8
Persistent link: https://www.econbiz.de/10012656917
Saved in:
10
Macroeconomic effects of monetary policy in Korea : a time-varying coefficient VAR approach
Han, Jeong sug
;
Hur, Joonyoung
- In:
Economic modelling
89
(
2020
),
pp. 142-152
Persistent link: https://www.econbiz.de/10012425933
Saved in:
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