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isPartOf:"Advances in quantitative analysis of finance and accounting : a research annual"
subject:"Börsenkurs"
~isPartOf:"CREATES research paper"
~isPartOf:"International journal of forecasting"
~isPartOf:"Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet"
~subject:"Capital income"
~subject:"Kapitaleinkommen"
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Search: subject_exact:"Estimation theory"
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Börsenkurs
Capital income
Kapitaleinkommen
Estimation theory
397
Schätztheorie
397
Time series analysis
172
Zeitreihenanalyse
172
Forecasting model
130
Prognoseverfahren
130
Estimation
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Silvennoinen, Annastiina
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Advances in quantitative analysis of finance and accounting : a research annual
CREATES research paper
International journal of forecasting
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
Journal of econometrics
75
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
41
Journal of empirical finance
23
Economics letters
18
Finance research letters
17
Journal of banking & finance
16
Journal of financial and quantitative analysis : JFQA
15
Economic modelling
13
Journal of financial econometrics : official journal of the Society for Financial Econometrics
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Journal of forecasting
12
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Working paper
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11
NBER Working Paper
11
NBER working paper series
11
Quantitative finance
11
The review of financial studies
11
Discussion paper / Tinbergen Institute
10
Journal of financial econometrics
10
Journal of financial economics
10
Cambridge working papers in economics
9
Econometrics : open access journal
9
Working paper / National Bureau of Economic Research, Inc.
9
Econometric reviews
8
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
8
International journal of economics and financial issues : IJEFI
8
International review of financial analysis
8
Review of quantitative finance and accounting
8
The journal of business : B
8
Journal of economic dynamics & control
7
SFB 649 discussion paper
7
The European journal of finance
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The North American journal of economics and finance : a journal of financial economics studies
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CESifo working papers
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Cogent economics & finance
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Computational economics
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Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
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ECONIS (ZBW)
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1
Parametric estimation of long memory in factor models
Ergemen, Yunus Emre
-
2022
Persistent link: https://www.econbiz.de/10013367389
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
Asset pricing using block-cholesky GARCH and time-varying betas
Grassi, Stefano
;
Violante, Francesco
-
2021
Persistent link: https://www.econbiz.de/10012620745
Saved in:
4
Four Australian banks and the multivariate time-varying smooth transition correlation GARCH model
Hall, Anthony D.
;
Silvennoinen, Annastiina
; …
-
2021
Persistent link: https://www.econbiz.de/10012815962
Saved in:
5
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:
6
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:
7
Unrestricted, restricted, and regularized models for forecasting multivariate volatility
Anatolyev, Stanislav
;
Staněk, Filip
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
27
(
2023
)
2
,
pp. 199-218
Persistent link: https://www.econbiz.de/10014288890
Saved in:
8
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:
9
A DCC-type approach for realized covariance modeling with score-driven dynamics
Vassallo, Danilo
;
Buccheri, Giuseppe
;
Corsi, Fulvio
- In:
International journal of forecasting
37
(
2021
)
2
,
pp. 569-586
Persistent link: https://www.econbiz.de/10012792854
Saved in:
10
Identification of volatility proxies as expectations of squared financial returns
Sucarrat, Genaro
- In:
International journal of forecasting
37
(
2021
)
4
,
pp. 1677-1690
Persistent link: https://www.econbiz.de/10013274330
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