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isPartOf:"Faculty & research / Insead : working paper series"
subject:"Prognoseverfahren"
~isPartOf:"Journal of empirical finance"
~subject:"Regressionsanalyse"
~subject:"USA"
~subject:"Yield curve"
~type:"article"
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Search: subject_exact:"Estimation theory"
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Prognoseverfahren
Regressionsanalyse
USA
Yield curve
Estimation theory
74
Schätztheorie
74
Time series analysis
25
Zeitreihenanalyse
25
Estimation
23
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23
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20
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Baillie, Richard
2
Kim, Chang-Jin
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1
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1
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1
Berens, Tobias
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Faculty & research / Insead : working paper series
Journal of empirical finance
Journal of econometrics
350
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
217
Economics letters
128
International journal of forecasting
121
Journal of the American Statistical Association : JASA
103
Econometric theory
100
Econometric reviews
83
Journal of forecasting
82
The econometrics journal
67
The review of economics and statistics
49
Journal of applied econometrics
45
European journal of operational research : EJOR
39
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
38
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
35
Applied economics
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Applied economics letters
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Econometrics : open access journal
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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Computational economics
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Finance research letters
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Journal of banking & finance
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Oxford bulletin of economics and statistics
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Empirical economics : a quarterly journal of the Institute for Advanced Studies
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Journal of risk and financial management : JRFM
23
Quantitative economics : QE ; journal of the Econometric Society
22
American journal of agricultural economics
20
Journal of financial and quantitative analysis : JFQA
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The empirical economics letters : a monthly international journal of economics
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Journal of macroeconomics
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Risks : open access journal
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Statistics in transition : an international journal of the Polish Statistical Association
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The review of financial studies
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The journal of finance : the journal of the American Finance Association
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Journal of econometric methods
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
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The journal of futures markets
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The review of economic studies
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ECONIS (ZBW)
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1
An adaptive long memory conditional correlation model
Dark, Jonathan
- In:
Journal of empirical finance
75
(
2024
),
pp. 1-16
Persistent link: https://www.econbiz.de/10014491877
Saved in:
2
Local predictability of stock returns and cash flows
Yu, Deshui
;
Li, Chen
- In:
Journal of empirical finance
77
(
2024
),
pp. 1-23
Persistent link: https://www.econbiz.de/10014578533
Saved in:
3
Uncovered interest rate parity redux : non-uniform effects
Cheung, Yin-Wong
;
Wang, Wenhao
- In:
Journal of empirical finance
67
(
2022
),
pp. 133-151
Persistent link: https://www.econbiz.de/10013464380
Saved in:
4
Modeling the cross-section of stock returns using sensible models in a model pool
Chiang, I-Hsuan Ethan
;
Liao, Yin
;
Zhou, Qing
- In:
Journal of empirical finance
60
(
2021
),
pp. 56-73
Persistent link: https://www.econbiz.de/10012692977
Saved in:
5
Predictive regression with p-lags and order-q autoregressive predictors
Jayetileke, Harshanie L.
;
Wang, You-Gan
;
Zhu, Min
- In:
Journal of empirical finance
62
(
2021
),
pp. 282-293
Persistent link: https://www.econbiz.de/10012693434
Saved in:
6
Balanced predictive regressions
Ren, Yu
;
Tu, Yundong
;
Yi, Yanping
- In:
Journal of empirical finance
54
(
2019
),
pp. 118-142
Persistent link: https://www.econbiz.de/10012174812
Saved in:
7
Bond and option prices with permanent shocks
Zoubi, Haitham al-
- In:
Journal of empirical finance
53
(
2019
),
pp. 272-290
Persistent link: https://www.econbiz.de/10012171645
Saved in:
8
The exact discretisation of CARMA models with applications in finance
Thornton, Michael A.
;
Chambers, Marcus J.
- In:
Journal of empirical finance
38
(
2016
),
pp. 739-761
Persistent link: https://www.econbiz.de/10011663785
Saved in:
9
Testing for structural breaks in correlations : does it improve Value-at-Risk forecasting?
Berens, Tobias
;
Weiß, Gregor
;
Wied, Dominik
- In:
Journal of empirical finance
32
(
2015
),
pp. 135-152
Persistent link: https://www.econbiz.de/10011556809
Saved in:
10
A Bayesian method of change-point estimation with recurrent regimes : application to GARCH models
Bauwens, Luc
;
De Backer, Bruno
;
Dufays, Arnaud
- In:
Journal of empirical finance
29
(
2014
),
pp. 207-229
Persistent link: https://www.econbiz.de/10011300484
Saved in:
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