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subject:"Volatility"
type_genre:"Article in journal"
~isPartOf:"Economics letters"
~isPartOf:"Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet"
~subject:"Systematischer Fehler"
~type_genre:"Government document"
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Search: subject_exact:"Estimation theory"
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Volatility
Systematischer Fehler
Estimation theory
1,063
Schätztheorie
1,063
Theorie
383
Theory
383
Time series analysis
182
Zeitreihenanalyse
182
Estimation
141
Schätzung
139
Regression analysis
107
Regressionsanalyse
107
Panel
97
Panel study
97
Nichtparametrisches Verfahren
91
Nonparametric statistics
91
Statistical test
56
Statistischer Test
56
Autocorrelation
41
Autokorrelation
41
Volatilität
41
Method of moments
38
Momentenmethode
38
ARCH model
37
ARCH-Modell
37
Forecasting model
32
Prognoseverfahren
32
Bias
31
Cointegration
31
Kointegration
31
Maximum likelihood estimation
31
Statistical distribution
31
Statistische Verteilung
31
Maximum-Likelihood-Schätzung
30
Monte Carlo simulation
29
Monte-Carlo-Simulation
29
Panel data
29
Correlation
28
Korrelation
28
VAR model
28
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Undetermined
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Article
70
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Article in journal
Government document
Aufsatz in Zeitschrift
70
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English
70
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Hwang, Eunju
3
Shin, Dong-wan
3
Anatolyev, Stanislav
2
Galvão Júnior, Antônio Fialho
2
Iglesias, Emma M.
2
Jochmans, Koen
2
Montes-Rojas, Gabriel
2
Abbara, Omar
1
Ahmad, Yamin S.
1
Annaert, Jan
1
Ardia, David
1
Arel-Bundock, Vincent
1
Atak, Alev
1
Baruník, Jozef
1
Blazsek, Szabolcs
1
Boswijk, Herman Peter
1
Bruno, Giovanni
1
Bu, Ruijun
1
Bun, Maurice J. G.
1
Bělín, Matěj
1
Carree, Martin Anthony
1
Cecen, A. A.
1
Chan, Jennifer So Kuen
1
Chau, Tak Wai
1
Cheng, Jie
1
Chevallier, Julien
1
Chuffart, Thomas
1
Claes, Anouk G. P.
1
Clarke, Damian
1
Corré, Nienke
1
Czarnowske, Daniel
1
Daníelsson, Jón
1
De Ceuster, Marc J.
1
Deb, Partha
1
Dehay, Dominique
1
Dhaene, Geert
1
Dong, Yingjie
1
Enders, Walter
1
Erkal, Cahit
1
Escribano, Álvaro
1
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Economics letters
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
Journal of econometrics
149
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
51
Econometric reviews
30
Econometric theory
23
Journal of empirical finance
21
Economic modelling
19
Journal of financial econometrics : official journal of the Society for Financial Econometrics
19
Econometrics : open access journal
16
International journal of forecasting
16
Journal of banking & finance
15
Quantitative finance
15
Journal of financial econometrics
14
Journal of risk and financial management : JRFM
14
The econometrics journal
14
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
13
International journal of theoretical and applied finance
13
Finance research letters
12
Journal of forecasting
11
The North American journal of economics and finance : a journal of financial economics studies
11
Applied economics letters
10
Applied economics
9
Finance and stochastics
9
International journal of economics and financial issues : IJEFI
9
European journal of operational research : EJOR
8
Oxford bulletin of economics and statistics
8
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
7
Empirical economics : a quarterly journal of the Institute for Advanced Studies
7
Journal of mathematical finance
7
Journal of risk
7
CBN journal of applied statistics
6
Computational economics
6
Decisions in economics and finance : DEF ; a journal of applied mathematics
6
Insurance / Mathematics & economics
6
International journal of financial engineering
6
Journal of applied econometrics
6
Journal of financial economics
6
Journal of quantitative economics
6
Journal of time series econometrics
6
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ECONIS (ZBW)
70
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1
Score-driven location plus scale models : asymptotic theory and an application to forecasting Dow Jones volatility
Blazsek, Szabolcs
;
Escribano, Álvaro
;
Licht, Adrian
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
28
(
2024
)
1
,
pp. 61-82
Persistent link: https://www.econbiz.de/10014506888
Saved in:
2
Estimation and forecasting of long memory stochastic volatility models
Abbara, Omar
;
Zevallos, Mauricio
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
27
(
2023
)
1
,
pp. 1-24
Persistent link: https://www.econbiz.de/10014288818
Saved in:
3
Unrestricted, restricted, and regularized models for forecasting multivariate volatility
Anatolyev, Stanislav
;
Staněk, Filip
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
27
(
2023
)
2
,
pp. 199-218
Persistent link: https://www.econbiz.de/10014288890
Saved in:
4
Consistent estimation of drift parameter in diffusion model with misspecified volatility function
Jeong, Minsoo
- In:
Economics letters
211
(
2022
),
pp. 1-4
Persistent link: https://www.econbiz.de/10013172040
Saved in:
5
A new estimator of a jump discontinuity in regression
Martins-Filho, Carlos
;
Xie, Sihong
;
Yao, Feng
- In:
Economics letters
218
(
2022
),
pp. 1-6
Persistent link: https://www.econbiz.de/10013466389
Saved in:
6
Analytical bias correction for two-step fixed effects models with copula-distributed errors
Naguib, Costanza
- In:
Economics letters
215
(
2022
),
pp. 1-4
Persistent link: https://www.econbiz.de/10013448229
Saved in:
7
Latent unbalancedness in three-way gravity models
Czarnowske, Daniel
;
Stammann, Amrei
- In:
Economics letters
220
(
2022
),
pp. 1-4
Persistent link: https://www.econbiz.de/10013473101
Saved in:
8
Bias correction for within-group estimation of panel data models with fixed effects and sample selection
Han, Chirok
;
Lee, Goeun
- In:
Economics letters
220
(
2022
),
pp. 1-4
Persistent link: https://www.econbiz.de/10013473119
Saved in:
9
Bias in instrumental-variable estimators of fixed-effect models for count data
Jochmans, Koen
- In:
Economics letters
212
(
2022
),
pp. 1-4
Persistent link: https://www.econbiz.de/10013442037
Saved in:
10
First difference estimation of spatial dynamic panel data models with fixed effects
Jin, Fei
;
Lee, Lung-fei
;
Yu, Jihai
- In:
Economics letters
189
(
2020
),
pp. 1-5
Persistent link: https://www.econbiz.de/10012228071
Saved in:
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