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~language:"eng"
~type_genre:"Article in journal"
~isPartOf:"Journal of econometrics"
~subject:"Statistische Verteilung"
~subject:"ARCH-Modell"
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Statistische Verteilung
ARCH-Modell
Estimation theory
1,601
Schätztheorie
1,601
Theorie
1,588
Theory
1,588
Time series analysis
665
Zeitreihenanalyse
665
Nichtparametrisches Verfahren
542
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542
Estimation
464
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459
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450
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165
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161
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146
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Francq, Christian
12
Zakoïan, Jean-Michel
9
Bollerslev, Tim
8
Park, Joon Y.
7
Corradi, Valentina
6
Linton, Oliver
6
Zhu, Ke
6
Ling, Shiqing
5
Maheu, John M.
5
Meddahi, Nour
5
Swanson, Norman R.
5
Dijk, Herman K. van
4
Dufour, Jean-Marie
4
Hong, Yongmiao
4
McAleer, Michael
4
Paolella, Marc S.
4
Patton, Andrew J.
4
Sentana, Enrique
4
Todorov, Viktor
4
White, Halbert
4
Xiu, Dacheng
4
Zaffaroni, Paolo
4
Amengual, Dante
3
Andreou, Elena
3
Chang, Chia-Lin
3
Fiorentini, Gabriele
3
Ghysels, Eric
3
Gonçalves, Sílvia
3
Hallin, Marc
3
Hidalgo, Javier
3
Jin, Xin
3
Kapetanios, George
3
Kim, Donggyu
3
Laurent, Sébastien
3
Lewbel, Arthur
3
Li, Dong
3
Li, Guodong
3
Okhrin, Yarema
3
Pedersen, Rasmus Søndergaard
3
Renault, Eric
3
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Journal of econometrics
Energy economics
267
Insurance / Mathematics & economics
203
Finance research letters
202
Applied economics
199
Economics letters
197
Economic modelling
186
International review of financial analysis
165
Journal of banking & finance
161
International journal of forecasting
160
Journal of empirical finance
157
The North American journal of economics and finance : a journal of financial economics studies
145
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
136
Research in international business and finance
133
International review of economics & finance : IREF
128
Econometric theory
123
Journal of international financial markets, institutions & money
118
Applied financial economics
117
Journal of forecasting
117
Applied economics letters
115
Journal of risk and financial management : JRFM
108
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
101
Econometric reviews
99
Risks : open access journal
99
The journal of futures markets
98
The European journal of finance
92
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
88
Journal of financial econometrics : official journal of the Society for Financial Econometrics
84
European journal of operational research : EJOR
76
International journal of theoretical and applied finance
74
Computational economics
71
Journal of applied econometrics
68
Quantitative finance
65
International Journal of Energy Economics and Policy : IJEEP
63
Journal of risk
62
The econometrics journal
62
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
60
Review of quantitative finance and accounting
57
Journal of international money and finance
54
Journal of economic dynamics & control
53
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ECONIS (ZBW)
296
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1
Parametric estimation of long memory in factor models
Ergemen, Yunus Emre
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 1483-1499
Persistent link: https://www.econbiz.de/10014471404
Saved in:
2
Tail index estimation in the presence of covariates : stock returns' tail risk dynamics
Nicolau, João
;
Rodrigues, Paulo M. M.
;
Stoykov, Marian Z.
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 2266-2284
Persistent link: https://www.econbiz.de/10014471455
Saved in:
3
Dynamic conditional eigenvalue GARCH
Hetland, Simon Thinggaard
;
Pedersen, Rasmus Søndergaard
; …
- In:
Journal of econometrics
237
(
2023
)
2,2
,
pp. 1-21
Persistent link: https://www.econbiz.de/10014471517
Saved in:
4
Score-driven models for realized volatility
Harvey, Andrew C.
;
Palumbo, Dario
- In:
Journal of econometrics
237
(
2023
)
2,2
,
pp. 1-14
Persistent link: https://www.econbiz.de/10014471522
Saved in:
5
Two-stage weighted least squares estimator of the conditional mean of observation-driven time series models
Aknouche, Abdelhakim
;
Francq, Christian
- In:
Journal of econometrics
237
(
2023
)
2,2
,
pp. 1-22
Persistent link: https://www.econbiz.de/10014471524
Saved in:
6
CRPS learning
Berrisch, Jonathan
;
Ziel, Florian
- In:
Journal of econometrics
237
(
2023
)
2,3
,
pp. 1-24
Persistent link: https://www.econbiz.de/10014471798
Saved in:
7
Machine learning panel data regressions with heavy-tailed dependent data : theory and application
Babii, Andrii
;
Ball, Ryan T.
;
Ghysels, Eric
;
Striaukas, …
- In:
Journal of econometrics
237
(
2023
)
2,3
,
pp. 1-25
Persistent link: https://www.econbiz.de/10014471811
Saved in:
8
On the aggregation of probability assessments : regularized mixtures of predictive densities for Eurozone inflation and real interest rates
Diebold, Francis X.
;
Shin, Minchul
;
Zhang, Boyuan
- In:
Journal of econometrics
237
(
2023
)
2,3
,
pp. 1-25
Persistent link: https://www.econbiz.de/10014471814
Saved in:
9
A flexible predictive density combination for large financial data sets in regular and crisis periods
Casarin, Roberto
;
Grassi, Stefano
;
Ravazzolo, Francesco
; …
- In:
Journal of econometrics
237
(
2023
)
2,3
,
pp. 1-12
Persistent link: https://www.econbiz.de/10014471818
Saved in:
10
Dynamic factor copula models with estimated cluster assignments
Oh, Dong Hwan
;
Patton, Andrew J.
- In:
Journal of econometrics
237
(
2023
)
2,3
,
pp. 1-23
Persistent link: https://www.econbiz.de/10014471820
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