//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
subject:"Volatility"
~isPartOf:"Finance and stochastics"
~isPartOf:"International journal of forecasting"
~subject:"Estimation"
~subject:"Mathematische Optimierung"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject_exact:"Estimation theory"
Narrow search
Delete all filters
| 5 applied filters
Year of publication
From:
To:
Subject
All
Volatility
Estimation
Mathematische Optimierung
Estimation theory
168
Schätztheorie
168
Forecasting model
114
Prognoseverfahren
114
Time series analysis
66
Zeitreihenanalyse
66
Schätzung
23
Theorie
23
Theory
23
Volatilität
22
Regression analysis
21
Regressionsanalyse
19
Forecasting
14
Nichtparametrisches Verfahren
14
Nonparametric statistics
14
ARCH model
13
ARCH-Modell
13
Bayes-Statistik
13
Bayesian inference
13
Forecast
13
Economic forecast
11
Statistical distribution
11
Statistische Verteilung
11
Wirtschaftsprognose
11
Prognose
10
USA
10
United States
10
Probability theory
9
Stochastic process
9
Stochastischer Prozess
9
VAR model
9
VAR-Modell
9
Wahrscheinlichkeitsrechnung
9
Inflation
7
Neural networks
7
Neuronale Netze
7
Option pricing theory
7
Optionspreistheorie
7
more ...
less ...
Online availability
All
Undetermined
31
Type of publication
All
Article
42
Book / Working Paper
1
Type of publication (narrower categories)
All
Article in journal
43
Aufsatz in Zeitschrift
43
Aufsatzsammlung
1
Language
All
English
43
Author
All
Clements, Adam
2
Kapetanios, George
2
Lucas, André
2
Allaj, Erindi
1
Athanasopoulos, George
1
Azencott, Robert
1
Bagnato, Luca
1
Baillie, Richard
1
Bauwens, Luc
1
Becker, Ralf
1
Bernardini, Emmanuela
1
Bianchi, Michele Leonardo
1
Blasques, Francisco
1
Buccheri, Giuseppe
1
Camehl, Annika
1
Canale, Antonio
1
Chaleampong Kongcharoen
1
Cipollini, Fabrizio
1
Clements, Michael P.
1
Corsi, Fulvio
1
Cubadda, Gianluca
1
De Luca, Giovanni
1
Demetrescu, Matei
1
Dimitrakopoulos, Stefanos
1
Doolan, M. B.
1
Drovandi, Christopher
1
Escribano, Álvaro
1
Fukasawa, Masaaki
1
Gallo, Giampiero M.
1
Galvão, Ana Beatriz C.
1
Gao, Kun
1
Gefang, Deborah
1
Giasemidis, Georgios
1
Gloter, Arnaud
1
Golosnoy, Vasyl
1
Grandits, Peter
1
Haben, Stephen
1
Hafner, Christian M.
1
Huber, Florian
1
Hurn, Stan
1
more ...
less ...
Published in...
All
Finance and stochastics
International journal of forecasting
Journal of econometrics
292
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
153
Economics letters
127
Econometric reviews
72
Economic modelling
62
Applied economics letters
59
Discussion paper series / IZA
58
CEMMAP working papers / Centre for Microdata Methods and Practice
56
Discussion paper / Tinbergen Institute
55
NBER Working Paper
55
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
52
NBER working paper series
49
European journal of operational research : EJOR
47
Applied economics
46
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
44
Journal of applied econometrics
41
Working paper / Department of Econometrics and Business Statistics, Monash University
40
Journal of banking & finance
38
The econometrics journal
38
Working paper / National Bureau of Economic Research, Inc.
37
Working paper
36
Econometric theory
35
Journal of empirical finance
34
CESifo working papers
33
IZA Discussion Paper
32
Quantitative economics : QE ; journal of the Econometric Society
31
Discussion paper
30
Discussion papers / CEPR
30
Econometrics : open access journal
29
Computational economics
28
CREATES research paper
27
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
27
Empirical economics : a quarterly journal of the Institute for Advanced Studies
26
Journal of the American Statistical Association : JASA
26
Journal of forecasting
25
The review of economics and statistics
25
Finance research letters
24
Journal of financial econometrics : official journal of the Society for Financial Econometrics
24
SFB 649 discussion paper
24
more ...
less ...
Source
All
ECONIS (ZBW)
43
Showing
1
-
10
of
43
Sort
Relevance
Date (newest first)
Date (oldest first)
1
Forecasting in factor augmented regressions under structural change
Massacci, Daniele
;
Kapetanios, George
- In:
International journal of forecasting
40
(
2024
)
1
,
pp. 62-76
Persistent link: https://www.econbiz.de/10014450259
Saved in:
2
Outlier-robust methods for forecasting realized covariance matrices
Li, Dan
;
Drovandi, Christopher
;
Clements, Adam
- In:
International journal of forecasting
40
(
2024
)
1
,
pp. 392-408
Persistent link: https://www.econbiz.de/10014450278
Saved in:
3
Forecasting using variational Bayesian inference in large vector autoregressions with hierarchical shrinkage
Gefang, Deborah
;
Koop, Gary
;
Poon, Aubrey
- In:
International journal of forecasting
39
(
2023
)
1
,
pp. 346-363
Persistent link: https://www.econbiz.de/10014462786
Saved in:
4
Non-Gaussian models for CoVaR estimation
Bianchi, Michele Leonardo
;
De Luca, Giovanni
; …
- In:
International journal of forecasting
39
(
2023
)
1
,
pp. 391-404
Persistent link: https://www.econbiz.de/10014462788
Saved in:
5
DCC- and DECO-HEAVY : multivariate GARCH models based on realized variances and correlations
Bauwens, Luc
;
Xu, Yongdeng
- In:
International journal of forecasting
39
(
2023
)
2
,
pp. 938-955
Persistent link: https://www.econbiz.de/10014465168
Saved in:
6
Penalized estimation of panel vector autoregressive models : a panel LASSO approach
Camehl, Annika
- In:
International journal of forecasting
39
(
2023
)
3
,
pp. 1185-1204
Persistent link: https://www.econbiz.de/10014465265
Saved in:
7
Early Warning Systems for identifying financial instability
Allaj, Erindi
;
Sanfelici, Simona
- In:
International journal of forecasting
39
(
2023
)
4
,
pp. 1777-1803
Persistent link: https://www.econbiz.de/10014465353
Saved in:
8
Nonparametric estimation for i.i.d. paths of a martingale-driven model with application to non-autonomous financial models
Marie, Nicolas
- In:
Finance and stochastics
27
(
2023
)
1
,
pp. 97-126
Persistent link: https://www.econbiz.de/10013489500
Saved in:
9
Forecasting in GARCH models with polynomially modified innovations
Vacca, Gianmarco
;
Zoia, Maria Grazia
;
Bagnato, Luca
- In:
International journal of forecasting
38
(
2022
)
1
,
pp. 117-141
Persistent link: https://www.econbiz.de/10013347743
Saved in:
10
Realized volatility forecasting : Robustness to measurement errors
Cipollini, Fabrizio
;
Gallo, Giampiero M.
;
Otranto, Edoardo
- In:
International journal of forecasting
37
(
2021
)
1
,
pp. 44-57
Persistent link: https://www.econbiz.de/10012692572
Saved in:
1
2
3
4
5
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->