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isPartOf:"Advances in quantitative analysis of finance and accounting : a research annual"
subject:"Börsenkurs"
~isPartOf:"CORE discussion papers : DP"
~isPartOf:"Journal of financial econometrics : official journal of the Society for Financial Econometrics"
~isPartOf:"Journal of time series econometrics"
~subject:"ARCH-Modell"
~subject:"Kapitaleinkommen"
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Search: subject_exact:"Estimation theory"
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Börsenkurs
ARCH-Modell
Kapitaleinkommen
Estimation theory
179
Schätztheorie
179
Time series analysis
64
Zeitreihenanalyse
64
ARCH model
30
Estimation
23
Schätzung
23
Volatility
23
Volatilität
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Nichtparametrisches Verfahren
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Preminger, Arie
5
Hafner, Christian M.
4
Storti, Giuseppe
3
Arvanitis, Stelios
2
Asai, Manabu
2
Bauwens, Luc
2
Francq, Christian
2
Horváth, Lajos
2
Zakoïan, Jean-Michel
2
Ahlgren, Niklas
1
Antell, Jan
1
Ardia, David
1
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Balter, Janine
1
Bauwensa, Luc
1
Berry, Michael A.
1
Bluteau, Keven
1
Boubaker, Heni
1
Braione, Manuela
1
Caldeira, João F.
1
Callen, Jeffrey L.
1
Chen, Jiaqin
1
Chen, Jie
1
Chen, Yi-ting
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Christoffersen, Peter F.
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Coggin, T. Daniel
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Conrad, Christian A.
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Cosma, Antonio
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Di, Jianing
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Dēmos, Antōnēs A.
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Gallinger, George W.
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Gangopadhyay, Ashis
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Haag, Berthold R.
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Hassler, Uwe
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Advances in quantitative analysis of finance and accounting : a research annual
CORE discussion papers : DP
Journal of financial econometrics : official journal of the Society for Financial Econometrics
Journal of time series econometrics
Journal of econometrics
108
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
59
Econometric theory
37
Economics letters
32
Journal of empirical finance
30
Discussion paper / Tinbergen Institute
27
Finance research letters
25
Journal of banking & finance
23
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
23
Journal of forecasting
20
Econometric reviews
18
CREATES research paper
16
Economic modelling
16
International journal of forecasting
16
The econometrics journal
16
Journal of financial and quantitative analysis : JFQA
15
Journal of risk
15
Journal of risk and financial management : JRFM
15
International journal of economics and financial issues : IJEFI
14
Journal of financial econometrics
14
Econometrics : open access journal
13
NBER Working Paper
13
Working paper
13
Applied economics
12
NBER working paper series
12
The North American journal of economics and finance : a journal of financial economics studies
12
The journal of finance : the journal of the American Finance Association
12
Computational economics
11
Journal of mathematical finance
11
Quantitative finance
11
Série des documents de travail / Centre de Recherche en Économie et Statistique
11
The European journal of finance
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The review of financial studies
11
Applied economics letters
10
Cambridge working papers in economics
10
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
10
International review of financial analysis
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ECONIS (ZBW)
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1
Realized BEKK-CAW models
Asai, Manabu
;
So, Mike Ka-pui
- In:
Journal of time series econometrics
15
(
2023
)
1
,
pp. 49-77
Persistent link: https://www.econbiz.de/10014288366
Saved in:
2
Multivariate hyper-rotated GARCH-BEKK
Asai, Manabu
;
McAleer, Michael
- In:
Journal of time series econometrics
14
(
2022
)
2
,
pp. 175-198
Persistent link: https://www.econbiz.de/10013260190
Saved in:
3
DCC-HEAVY : a multivariate GARCH model based on realized variances and correlations
Bauwens, Luc
;
Xu, Yongdeng
-
2019
Persistent link: https://www.econbiz.de/10012215175
Saved in:
4
Nonlinearities and regimes in conditional correlations with different dynamics
Bauwens, Luc
;
Otranto, Edoardo
-
2018
Persistent link: https://www.econbiz.de/10011992647
Saved in:
5
Consumption, aggregate wealth and expected stock returns : an FCVAR approach
Quineche, Ricardo
- In:
Journal of time series econometrics
13
(
2021
)
1
,
pp. 21-42
Persistent link: https://www.econbiz.de/10012437824
Saved in:
6
Least squares estimation for Garch (1,1) model with heavy tailed errors
Preminger, Arie
;
Storti, Giuseppe
-
2017
Persistent link: https://www.econbiz.de/10011990826
Saved in:
7
Time-varying NoVaS versus GARCH : point prediction, volatility estimation and prediction intervals
Chen, Jie
;
Politis, Dimitris N.
- In:
Journal of time series econometrics
12
(
2020
)
2
,
pp. 1-36
Persistent link: https://www.econbiz.de/10012300649
Saved in:
8
Weak diffusion limits of dynamic conditional correlation models
Hafner, Christian M.
;
Laurent, Sébastien
;
Violante, …
-
2016
Persistent link: https://www.econbiz.de/10011589493
Saved in:
9
On asymptotic theory for ARCH models
Hafner, Christian M.
;
Preminger, Arie
-
2016
Persistent link: https://www.econbiz.de/10011893997
Saved in:
10
Multiplicative conditional correlation models for realized covariance matrices
Bauwensa, Luc
;
Braione, Manuela
;
Storti, Giuseppe
-
2016
Persistent link: https://www.econbiz.de/10011894432
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