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isPartOf:"Faculty & research / Insead : working paper series"
subject:"Prognoseverfahren"
~isPartOf:"Journal of financial econometrics"
~subject:"Estimation"
~subject:"Knowledge transfer"
~subject:"Lebensmittelmarkt"
~subject:"Marketing"
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Prognoseverfahren
Estimation
Knowledge transfer
Lebensmittelmarkt
Marketing
Estimation theory
62
Schätztheorie
62
Schätzung
20
Time series analysis
14
Zeitreihenanalyse
14
Volatility
13
Volatilität
13
Forecasting model
10
Correlation
9
Korrelation
9
Portfolio selection
9
Portfolio-Management
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Robust statistics
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Robustes Verfahren
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Statistical distribution
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Statistische Verteilung
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Capital income
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Risk measure
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Induktive Statistik
5
Statistical inference
5
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5
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4
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4
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English
29
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Sancetta, Alessio
3
Agrawal, Ajay
1
Bearden, J. Neil
1
Buccheri, Giuseppe
1
Cai, Charlie X.
1
Cai, Yuzhi
1
Casas, Isabel
1
Chandon, Pierre
1
Cipollini, Fabrizio
1
Ferreira, Eva
1
Filipowicz, Allan
1
Gallo, Giampiero M.
1
Golinski, Adam
1
Grassi, Stefano
1
Grønneberg, Steffen
1
Gu, Zhutong
1
Gungor, Sermin
1
Guo, Junjie
1
Han, Heejoon
1
Hautsch, Nikolaus
1
Hong, Seok Young
1
Hung, Mao-Wei
1
Inoue, Atsushi
1
Jach, Agnieszka
1
Jain, Kriti
1
Jiang, Yixiao
1
Jung, Whayoung
1
Karabiyik, Hande
1
Kim, Minjoo
1
Ko, Yi-Chen
1
Lee, Ji Hyung
1
Liu, Cheng
1
Livieri, Giulia
1
Lobo, Miguel Sousa
1
Lu, Jin
1
Lucas, André
1
Luger, Richard
1
Mancino, Maria Elvira
1
Marmi, Stefano
1
McElroy, Tucker
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Faculty & research / Insead : working paper series
Journal of financial econometrics
Journal of econometrics
268
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
165
Economics letters
129
International journal of forecasting
120
Journal of forecasting
83
Econometric reviews
65
Economic modelling
62
Discussion paper series / IZA
61
Applied economics letters
60
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
58
Discussion paper / Tinbergen Institute
57
Working paper / Department of Econometrics and Business Statistics, Monash University
54
NBER Working Paper
53
Applied economics
50
NBER working paper series
50
CEMMAP working papers / Centre for Microdata Methods and Practice
49
Journal of applied econometrics
44
Working paper
42
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
40
Discussion paper
37
Econometric theory
37
CESifo working papers
36
Journal of banking & finance
36
The econometrics journal
36
Journal of the American Statistical Association : JASA
35
IZA Discussion Paper
34
Journal of empirical finance
34
Working paper / National Bureau of Economic Research, Inc.
33
Discussion papers / CEPR
31
Empirical economics : a quarterly journal of the Institute for Advanced Studies
31
Insurance / Mathematics & economics
30
Quantitative economics : QE ; journal of the Econometric Society
29
Econometrics : open access journal
28
Computational economics
27
CREATES research paper
26
European journal of operational research : EJOR
26
The review of economics and statistics
25
Working papers series in theoretical and applied economics
25
Finance research letters
24
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ECONIS (ZBW)
29
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1
Empirical asset pricing with functional factors
Nadler, Philip
;
Sancetta, Alessio
- In:
Journal of financial econometrics
21
(
2023
)
4
,
pp. 1258-1281
Persistent link: https://www.econbiz.de/10014391457
Saved in:
2
Maximum-Likelihood estimation using the zig-zag algorithm
Hautsch, Nikolaus
;
Okhrin, Ostap
;
Ristig, Alexander
- In:
Journal of financial econometrics
21
(
2023
)
4
,
pp. 1346-1375
Persistent link: https://www.econbiz.de/10014391462
Saved in:
3
Intraday trades profile estimation : an intensity approach
Sancetta, Alessio
- In:
Journal of financial econometrics
21
(
2023
)
3
,
pp. 651-677
Persistent link: https://www.econbiz.de/10014314773
Saved in:
4
Estimation and inference of quantile impulse response functions by local projections : with applications to VaR dynamics
Han, Heejoon
;
Jung, Whayoung
;
Lee, Ji Hyung
- In:
Journal of financial econometrics
22
(
2024
)
1
,
pp. 1-29
Persistent link: https://www.econbiz.de/10014526299
Saved in:
5
A new test for multiple predictive regression
Xu, Ke-Li
;
Guo, Junjie
- In:
Journal of financial econometrics
22
(
2024
)
1
,
pp. 119-156
Persistent link: https://www.econbiz.de/10014526308
Saved in:
6
Volatility of volatility estimation : central limit theorems for the fourier transform estimator and empirical study of the daily time series stylized facts
Toscano, Giacomo
;
Livieri, Giulia
;
Mancino, Maria Elvira
; …
- In:
Journal of financial econometrics
22
(
2024
)
1
,
pp. 252-296
Persistent link: https://www.econbiz.de/10014526318
Saved in:
7
Estimating risk in illiquid markets : a model of market friction with stochastic volatility
Buccheri, Giuseppe
;
Grassi, Stefano
;
Vocalelli, Giorgio
- In:
Journal of financial econometrics
22
(
2024
)
2
,
pp. 531-574
Persistent link: https://www.econbiz.de/10014526336
Saved in:
8
Dynamic covariance matrix estimation and portfolio analysis with high-frequency data
Liu, Cheng
;
Tang, Cheng Yong
- In:
Journal of financial econometrics
22
(
2024
)
2
,
pp. 461-491
Persistent link: https://www.econbiz.de/10014526333
Saved in:
9
Exact inference in long-horizon predictive quantile regressions with an application to stock returns
Gungor, Sermin
;
Luger, Richard
- In:
Journal of financial econometrics
19
(
2021
)
4
,
pp. 746-788
Persistent link: https://www.econbiz.de/10012654991
Saved in:
10
Estimating unobserved soft adjustment in credit rating models : before and after the Dodd-Frank act
Gu, Zhutong
;
Jiang, Yixiao
;
Yang, Shuyang
- In:
Journal of financial econometrics
21
(
2023
)
5
,
pp. 1791-1819
Persistent link: https://www.econbiz.de/10014444750
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