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isPartOf:"Advances in quantitative analysis of finance and accounting : a research annual"
subject:"Börsenkurs"
~isPartOf:"Journal of financial econometrics : official journal of the Society for Financial Econometrics"
~isPartOf:"Journal of time series econometrics"
~subject:"ARCH-Modell"
~subject:"Estimation"
~subject:"Kapitaleinkommen"
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Börsenkurs
ARCH-Modell
Estimation
Kapitaleinkommen
Estimation theory
139
Schätztheorie
139
Time series analysis
59
Zeitreihenanalyse
59
ARCH model
21
Schätzung
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Statistical test
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Arvanitis, Stelios
2
Asai, Manabu
2
Audrino, Francesco
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Corsi, Fulvio
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Francq, Christian
2
Horváth, Lajos
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Zakoïan, Jean-Michel
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Ahlgren, Niklas
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Di, Jianing
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Advances in quantitative analysis of finance and accounting : a research annual
Journal of financial econometrics : official journal of the Society for Financial Econometrics
Journal of time series econometrics
Journal of econometrics
285
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
164
Economics letters
134
Econometric reviews
68
Econometric theory
63
Applied economics letters
61
Economic modelling
60
NBER Working Paper
60
Discussion paper series / IZA
59
NBER working paper series
54
Applied economics
53
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
53
Discussion paper / Tinbergen Institute
52
CEMMAP working papers / Centre for Microdata Methods and Practice
49
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
46
Journal of applied econometrics
44
Journal of banking & finance
44
Journal of empirical finance
43
The econometrics journal
42
Working paper
41
Working paper / Department of Econometrics and Business Statistics, Monash University
40
Working paper / National Bureau of Economic Research, Inc.
39
Journal of forecasting
34
CESifo working papers
33
IZA Discussion Paper
33
Finance research letters
32
International journal of forecasting
32
Discussion paper
31
Econometrics : open access journal
31
Quantitative economics : QE ; journal of the Econometric Society
29
CREATES research paper
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Computational economics
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Discussion papers / CEPR
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Empirical economics : a quarterly journal of the Institute for Advanced Studies
27
The review of economics and statistics
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Journal of the American Statistical Association : JASA
26
International journal of economics and financial issues : IJEFI
25
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
24
Journal of economic dynamics & control
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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
Estimating impulse-response functions for macroeconomic models using directional quantiles
Montes-Rojas, Gabriel
- In:
Journal of time series econometrics
14
(
2022
)
2
,
pp. 199-225
Persistent link: https://www.econbiz.de/10013260199
Saved in:
4
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:
5
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:
6
Dynamic functional regression with application to the cross-section of returns
Kokoszka, Piotr
;
Miao, Hong
;
Reimherr, Matthew
; …
- In:
Journal of financial econometrics : official journal of …
16
(
2018
)
3
,
pp. 461-485
Persistent link: https://www.econbiz.de/10011987795
Saved in:
7
A generalized ARFIMA model with smooth transition fractional integration parameter
Boubaker, Heni
- In:
Journal of time series econometrics
10
(
2018
)
1
,
pp. 1-21
Persistent link: https://www.econbiz.de/10011817682
Saved in:
8
Methods for computing numerical standard errors : review and application to value-at-risk estimation
Ardia, David
;
Bluteau, Keven
;
Hoogerheide, Lennart
- In:
Journal of time series econometrics
10
(
2018
)
2
,
pp. 1-9
Persistent link: https://www.econbiz.de/10011898020
Saved in:
9
Combining multivariate volatility forecasts: an economic-based approach
Caldeira, João F.
;
Moura, Guilherme Valle
;
Nogales, …
- In:
Journal of financial econometrics : official journal of …
15
(
2017
)
2
,
pp. 247-285
Persistent link: https://www.econbiz.de/10011987429
Saved in:
10
Tests for abnormal returns in the presence of event-induced cross-sectional correlation
Ahlgren, Niklas
;
Antell, Jan
- In:
Journal of financial econometrics : official journal of …
15
(
2017
)
2
,
pp. 286-301
Persistent link: https://www.econbiz.de/10011987446
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