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subject:"Volatility"
type_genre:"Article in journal"
~isPartOf:"Economic modelling"
~subject:"Regressionsanalyse"
~subject:"Statistische Verteilung"
~type_genre:"Conference paper"
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Search: subject_exact:"Estimation theory"
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Volatility
Regressionsanalyse
Statistische Verteilung
Estimation theory
136
Schätztheorie
136
Estimation
53
Schätzung
52
Time series analysis
34
Zeitreihenanalyse
34
Regression analysis
21
Volatilität
17
Cointegration
15
Kointegration
15
Theorie
15
Theory
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Statistical test
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Statistischer Test
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Bayes-Statistik
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Bayesian inference
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Nichtparametrisches Verfahren
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Nonparametric statistics
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Stochastic process
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Panel
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Panel study
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ARCH-Modell
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VAR-Modell
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Bayesian estimation
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8
Maximum likelihood estimation
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Maximum-Likelihood-Schätzung
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Article in journal
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English
39
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Kumar, Dilip
4
Maheswaran, S.
3
Sriananthakumar, Sivagowry
2
Abbasspour, Madjid
1
Abedi, Zahra
1
Atukorala, Ranjani
1
Biner, Burhan
1
Boughrara, Adel
1
Castillo B., Paul
1
Chen, Feng
1
Chen, Zhihong
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Chiu, Sheng-hsiung
1
Cubadda, Gianluca
1
Deng, Wen-Shuenn
1
Dridi, Ichrak
1
Feng, Yuanhua
1
Fritz, Marlon
1
Gong, Jinguo
1
Gu, Zheng
1
Guardabascio, Barbara
1
Guerini, Mattia
1
Guo, Jing
1
Guo, Shuang
1
Ha, Youngmin
1
Han, Jeong sug
1
Hatemi-J, Abdulnasser
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Haugom, Erik
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Hu, Shuowen
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Hur, Joonyoung
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Kani, Alireza H.
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Li, Yunxian
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Lien, Gudbrand
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Lin, Chiun-sin
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Lin, Tzu-yu
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1
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Economic modelling
Journal of econometrics
412
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
147
Economics letters
134
Econometric theory
127
Journal of the American Statistical Association : JASA
107
Econometric reviews
102
The econometrics journal
77
Insurance / Mathematics & economics
59
Econometrics : open access journal
43
European journal of operational research : EJOR
43
International journal of forecasting
40
Statistics in transition : an international journal of the Polish Statistical Association
34
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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
27
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
Applied economics
21
Journal of banking & finance
21
Risks : open access journal
21
Empirical economics : a quarterly journal of the Institute for Advanced Studies
20
Finance research letters
20
Journal of applied econometrics
20
Journal of quantitative economics
18
Quantitative finance
17
International journal of theoretical and applied finance
15
The North American journal of economics and finance : a journal of financial economics studies
15
Journal of econometric methods
14
Journal of mathematical finance
14
Oxford bulletin of economics and statistics
14
International journal of economics and financial issues : IJEFI
12
Journal of risk
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ECONIS (ZBW)
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1
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:
2
Robust estimates of vulnerability to poverty using quantile models
Oconnor, Christopher
- In:
Economic modelling
123
(
2023
),
pp. 1-11
Persistent link: https://www.econbiz.de/10014462564
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
Modelling economic losses from earthquakes using regression forests : application to parametric insurance
Gu, Zheng
;
Li, Yunxian
;
Zhang, Minghui
;
Liu, Yifei
- In:
Economic modelling
125
(
2023
),
pp. 1-9
Persistent link: https://www.econbiz.de/10014463676
Saved in:
5
Identification and estimation of a heteroskedastic censored regression model with random coefficient dummy endogenous regressors
Guo, Jing
;
Wang, Lei
;
Zhang, ZhengYu
- In:
Economic modelling
110
(
2022
),
pp. 1-20
Persistent link: https://www.econbiz.de/10013348383
Saved in:
6
Sequential Bayesian bandwidth selection for multivariate kernel regression with applications
Li, Yong
;
Zhang, Mingzhi
;
Zhang, Yonghui
- In:
Economic modelling
112
(
2022
),
pp. 1-16
Persistent link: https://www.econbiz.de/10013349100
Saved in:
7
Scale-adaptive estimation of mixed geographically weighted regression models
Chen, Feng
;
Mei, Chang-Lin
- In:
Economic modelling
94
(
2021
),
pp. 737-747
Persistent link: https://www.econbiz.de/10012695340
Saved in:
8
Can you jump this high? : quantifying barriers to market participation
Guerini, Mattia
;
Musso, Patrick
;
Nesta, Lionel
- In:
Economic modelling
98
(
2021
),
pp. 192-217
Persistent link: https://www.econbiz.de/10012793892
Saved in:
9
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:
10
Trend instrumental variable regression with an application to the US New Keynesian Phillips Curve
Chen, Zhihong
;
Xia, Huizhu
- In:
Economic modelling
93
(
2020
),
pp. 595-604
Persistent link: https://www.econbiz.de/10012430307
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