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Estimation theory
Schätzung
129,726
Estimation
123,571
Theorie
67,150
Theory
65,806
Börsenkurs
51,566
Share price
50,031
Volatility
40,062
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38,721
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35,328
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33,992
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29,431
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21,018
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Forecasting model
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Geldpolitik
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Monetary policy
14,007
Portfolio-Management
12,157
Schätztheorie
12,065
Portfolio selection
12,061
Wirtschaftswachstum
11,884
Economic growth
11,641
EU-Staaten
11,533
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11,012
ARCH-Modell
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Phillips, Peter C. B.
108
Gao, Jiti
95
Linton, Oliver
70
Koopman, Siem Jan
63
Pesaran, M. Hashem
57
Diebold, Francis X.
50
Lütkepohl, Helmut
50
Franses, Philip Hans
48
Kapetanios, George
48
Teräsvirta, Timo
46
Johansen, Søren
45
Nielsen, Morten Ørregaard
40
Zakoïan, Jean-Michel
38
Engle, Robert F.
37
Swanson, Norman R.
36
Härdle, Wolfgang
35
Koop, Gary
35
Francq, Christian
33
Cai, Zongwu
32
Nelson, Daniel B.
32
Sentana, Enrique
32
Stock, James H.
32
Harvey, Andrew C.
31
Hafner, Christian M.
30
Li, Degui
30
Rahbek, Anders
30
Robinson, Peter M.
30
Gouriéroux, Christian
29
Lucas, André
29
McAleer, Michael
29
Sibbertsen, Philipp
29
Watson, Mark W.
29
Taylor, Robert
28
Bauwens, Luc
27
Ghysels, Eric
27
Giraitis, Liudas
27
Kristensen, Dennis
26
Marcellino, Massimiliano
26
Peng, Bin
26
Brännäs, Kurt
25
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National Bureau of Economic Research
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Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
29
Ekonomiska forskningsinstitutet <Stockholm>
24
European University Institute / Department of Economics
13
Umeå universitet
12
International Energy Agency
10
OECD
10
Birkbeck College / Department of Economics
9
Centre for Quantitative Economics & Computing
8
Umeå Universitet / Institutionen för Nationalekonomi
6
Escola de Pós-Graduação em Economia <Rio de Janeiro>
5
London School of Economics and Political Science
5
Organisation for Economic Co-operation and Development
5
Rodney L. White Center for Financial Research
5
Banque de France / Direction des Etudes Economiques et de la Recherche
4
State University of New York at Albany / Department of Economics
4
University of Exeter / Department of Economics
4
University of New England / Department of Econometrics
4
European University Institute / Department of Law
3
Federal Reserve System / Board of Governors
3
Forschungsinstitut zur Zukunft der Arbeit
3
Trinity College Dublin / Department of Economics
3
University of Chicago / Graduate School of Business
3
Australian National University / Faculty of Economics and Commerce
2
BHF-Trust <Frankfurt, Main>
2
Center for Economic Research <Tilburg>
2
Centre for Analytical Finance <Århus>
2
Deutschland <Bundesrepublik> / Bundeswehr / Hochschule Hamburg / Fachbereich Wirtschafts- und Organisationswissenschaften
2
Econometrisch Instituut <Rotterdam>
2
Federal Reserve Bank of San Francisco
2
Federal Reserve System / Division of Research and Statistics
2
Institut für Höhere Studien
2
Institut für Industriebetriebsforschung <Hamburg>
2
Institut für Weltwirtschaft
2
International Symposium in Economic Theory and Econometrics <5, 1988, Durham, NC>
2
Københavns Universitet / Økonomisk Institut
2
Ludwig-Maximilians-Universität München / Volkswirtschaftliche Fakultät
2
Panepistēmio Kypru / Department of Economics
2
School of Finance and Business Economics <Perth, Western Australia>
2
Shakai-Keizai-Kenkyūsho <Osaka>
2
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Journal of econometrics
545
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
266
Economics letters
256
Econometric theory
215
Econometric reviews
140
Discussion paper / Tinbergen Institute
130
Applied economics letters
101
NBER Working Paper
97
Working paper / Department of Econometrics and Business Statistics, Monash University
84
International journal of forecasting
82
NBER working paper series
80
Economic modelling
79
Journal of forecasting
79
CREATES research paper
78
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
78
Applied economics
77
Journal of applied econometrics
76
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
72
The econometrics journal
71
Econometrics : open access journal
69
Working paper / National Bureau of Economic Research, Inc.
65
CEMMAP working papers / Centre for Microdata Methods and Practice
63
Discussion paper series / IZA
63
Journal of empirical finance
60
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
59
Journal of the American Statistical Association : JASA
58
Working paper
55
Computational economics
54
Discussion paper
51
Cowles Foundation discussion paper
49
Journal of banking & finance
49
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
49
Quantitative economics : QE ; journal of the Econometric Society
44
Journal of financial econometrics : official journal of the Society for Financial Econometrics
43
Journal of time series econometrics
43
Série des documents de travail / Centre de Recherche en Économie et Statistique
43
CESifo working papers
41
SFB 649 discussion paper
41
The review of economics and statistics
39
Working paper series
38
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Revisiting the auto-regressive integrated moving average approach to modelling
volatility
using Bahrain all share index daily returns
Doblas, Mark P.
;
Natarajan, Vinodh Kesavaraj
;
Sankar, …
- In:
Middle East journal of management : MEJM
10
(
2023
)
6
,
pp. 619-636
Persistent link: https://www.econbiz.de/10014424552
Saved in:
2
Forecasting stock return
volatility
: realized
volatility
-type or duration-based estimators
Fei, Tianlun
;
Liu, Xiaoquan
;
Wen, Conghua
- In:
Journal of forecasting
42
(
2023
)
7
,
pp. 1594-1621
Persistent link: https://www.econbiz.de/10014432725
Saved in:
3
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:
4
Modeling stock market return
volatility
: GARCH evidence from Nifty Realty Index
Jain, Dhara
;
Mittal, Sachin K.
;
Choudhary, Vipin
- In:
Finance India : the quarterly journal of Indian …
36
(
2022
)
1
,
pp. 159-169
Persistent link: https://www.econbiz.de/10013349014
Saved in:
5
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:
6
Common persistence in conditional variance : a reconsideration
Li, Chang-shuai
- In:
Economic modelling
29
(
2012
)
5
,
pp. 1809-1819
Persistent link: https://www.econbiz.de/10009667096
Saved in:
7
The
volatility
of Romanian exchange rate : a GARCH approach
Pelinescu, Elena
;
Diaconaşu, Delia-Elena
- In:
Review of economics & finance
5
(
2015
)
4
,
pp. 92-99
Persistent link: https://www.econbiz.de/10011411168
Saved in:
8
Modelling and forecasting unbiased extreme value
volatility
estimator : A study based on exchange rates with economic significance analysis
Kumar, Dilip
- In:
The journal of prediction markets
13
(
2019
)
1
,
pp. 3-28
Persistent link: https://www.econbiz.de/10012607570
Saved in:
9
Asymmetries in
Volatility
: an empirical study for the Peruvian stock and Forex markets
Alanya, Willy
;
Rodriguez, Gabriel
- In:
Review of Pacific Basin financial markets and policies
22
(
2019
)
1
,
pp. 1950003-1-1950003-18
Persistent link: https://www.econbiz.de/10012156142
Saved in:
10
Fitting the Nigeria stock market return series using GARCH models
Usman, U.
;
Auwal, H. M.
;
Abdulmuhyi, M. A.
- In:
Theoretical economics letters
7
(
2017
)
7
,
pp. 2159-2176
Persistent link: https://www.econbiz.de/10011785913
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