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Estimation theory
Börsenkurs
54,891
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Theorie
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Phillips, Peter C. B.
124
Gao, Jiti
102
Koopman, Siem Jan
79
Linton, Oliver
77
Lütkepohl, Helmut
53
Lucas, André
52
Johansen, Søren
49
Franses, Philip Hans
48
Teräsvirta, Timo
46
Kapetanios, George
45
Engle, Robert F.
43
Nielsen, Morten Ørregaard
42
Härdle, Wolfgang
41
Nelson, Daniel B.
40
Sibbertsen, Philipp
40
Zakoïan, Jean-Michel
40
Diebold, Francis X.
39
Pesaran, M. Hashem
39
Swanson, Norman R.
39
Francq, Christian
38
Rahbek, Anders
38
Marcellino, Massimiliano
37
Watson, Mark W.
35
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34
Peng, Bin
34
Robinson, Peter M.
33
Hafner, Christian M.
32
Li, Degui
32
Sentana, Enrique
31
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30
Koop, Gary
29
Kristensen, Dennis
29
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28
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28
Dong, Chaohua
28
Li, Jia
28
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27
Chen, Xiaohong
27
Gouriéroux, Christian
27
Hendry, David F.
27
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National Bureau of Economic Research
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London School of Economics and Political Science
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State University of New York at Albany / Department of Economics
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Center for Economic Research <Tilburg>
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Institut für Industriebetriebsforschung <Hamburg>
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Shakai-Keizai-Kenkyūsho <Osaka>
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Sonderforschungsbereich Statistical Modelling of Nonlinear Dynamic Processes
2
Trinity College Dublin / Department of Economics
2
Universitat Pompeu Fabra / Departament d'Economia i Empresa
2
University of Chicago / Graduate School of Business / Department of Economics
2
University of Otago / Commerce Division
2
Universität Basel / Institut für Statistik und Ökonometrie
2
Australasian Economic Modelling Conference <1992, Cairns>
1
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Journal of econometrics
518
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
233
Economics letters
212
Econometric theory
211
Discussion paper / Tinbergen Institute
145
Econometric reviews
132
International journal of forecasting
89
Journal of forecasting
88
Working paper / Department of Econometrics and Business Statistics, Monash University
87
Journal of empirical finance
82
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
80
Econometrics : open access journal
78
Applied economics letters
73
CREATES research paper
72
Computational economics
63
NBER Working Paper
62
Economic modelling
60
The econometrics journal
60
Cowles Foundation discussion paper
58
Finance research letters
56
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
54
Applied economics
53
Journal of financial econometrics : official journal of the Society for Financial Econometrics
53
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
51
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
48
Working paper
48
Journal of the American Statistical Association : JASA
44
NBER working paper series
44
SFB 649 discussion paper
44
Journal of applied econometrics
43
Journal of time series econometrics
43
Journal of banking & finance
38
Journal of risk and financial management : JRFM
38
Journal of financial econometrics
37
Série des documents de travail / Centre de Recherche en Économie et Statistique
36
Working paper series
36
Working paper / National Bureau of Economic Research, Inc.
35
Discussion paper / Center for Economic Research, Tilburg University
33
Journal of economic dynamics & control
32
EUI working paper / ECO
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ECONIS (ZBW)
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1
Impact of COVID-19 on global stock market
volatility
Kusumahadi, Teresia Angelia
;
Permana, Fikri C.
- In:
Journal of economic integration : jei
36
(
2021
)
1
,
pp. 20-45
Persistent link: https://www.econbiz.de/10012593273
Saved in:
2
Predicting stock return and
volatility
with machine learning and econometric models : a comparative case study of the Baltic stock market
Nõu, Anders
;
Lapitskaya, Darya
;
Eratalay, M. Hakan
; …
- In:
International journal of computational economics and …
13
(
2023
)
4
,
pp. 446-489
Persistent link: https://www.econbiz.de/10014439728
Saved in:
3
The sources of stock market
volatility
in Pakistan
Ihsan, Hajra
;
Ahmed, Eatzaz
- In:
Journal of world economic review
15
(
2020
)
1
,
pp. 15-34
Persistent link: https://www.econbiz.de/10012670422
Saved in:
4
Stock returns, quantile autocorrelation, and
volatility
forecasting
Zhao, Yixiu
;
Upreti, Vineet
;
Cai, Yuzhi
- In:
International review of financial analysis
73
(
2021
),
pp. 1-21
Persistent link: https://www.econbiz.de/10012803612
Saved in:
5
Determinism and non-linear behaviour of log-return and conditional
volatility
: empirical analysis for 26 stock markets
Dhifaoui, Zouhaier
- In:
South Asian journal of macroeconomics and public finance
11
(
2022
)
1
,
pp. 69-94
Persistent link: https://www.econbiz.de/10013256597
Saved in:
6
Volatility
forecasting using hybrid GARCH Neural Network models : the case of the Italian stock market
Kartsonakis Mademlis, Dimitrios
;
Dritsakis, Nikolaos
- In:
International journal of economics and financial issues …
11
(
2021
)
1
,
pp. 49-60
Persistent link: https://www.econbiz.de/10012436893
Saved in:
7
Selecting between autoregressive conditional heteroskedasticity models : an empirical application to the
volatility
of stock returns in Peru
Rodriguez, Gabriel
- In:
Revista de análisis económico
32
(
2017
)
1
,
pp. 69-94
Persistent link: https://www.econbiz.de/10011924649
Saved in:
8
Correlated idiosyncratic
volatility
shocks
Qiao, Xiao
;
Wang, Yongning
- In:
Journal of risk
23
(
2021
)
5
,
pp. 25-54
Persistent link: https://www.econbiz.de/10012630868
Saved in:
9
Modelling long memory in stock market
volatility
: a fractionally integrated generalised ARCH approach
Psaradakis, Zacharias G.
;
Sola, Martin
-
1995
Persistent link: https://www.econbiz.de/10000906276
Saved in:
10
Modelling long memory in stock market
volatility
: a fractionally integrated generalised arch approach
Psaradakis, Zacharias G.
;
Sola, Martin
-
1995
Persistent link: https://www.econbiz.de/10000151421
Saved in:
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