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isPartOf:"Journal of econometrics"
subject:"Schätzung"
~person:"Taylor, Robert"
~person:"Thyrsgaard, Martin"
~subject:"Statistischer Test"
~subject:"Volatility"
~type:"article"
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Schätzung
Statistischer Test
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5
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Taylor, Robert
Thyrsgaard, Martin
Aït-Sahalia, Yacine
7
Koop, Gary
6
Phillips, Peter C. B.
6
Yu, Jun
6
Bollerslev, Tim
5
Dufour, Jean-Marie
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4
Rahbek, Anders
4
Steel, Mark F. J.
4
Todorov, Viktor
4
Asai, Manabu
3
Barigozzi, Matteo
3
Cavaliere, Giuseppe
3
Delgado, Miguel A.
3
Diebold, Francis X.
3
Fan, Jianqing
3
Frühwirth-Schnatter, Sylvia
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Gouriéroux, Christian
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Linton, Oliver
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Robinson, Peter M.
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3
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3
Andreou, Elena
2
Andrews, Donald W. K.
2
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Journal of econometrics
Econometric reviews
5
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3
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
2
Estudios de economía aplicada : revista promovida por Asepelt, Asociación de Economía Aplicada
1
Journal of empirical finance
1
Journal of financial econometrics
1
Journal of time series econometrics
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Oxford bulletin of economics and statistics
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ECONIS (ZBW)
6
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1
Intraday cross-sectional distributions of systematic risk
Andersen, Torben
;
Riva, Raul
;
Thyrsgaard, Martin
; …
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 1394-1418
Persistent link: https://www.econbiz.de/10014471397
Saved in:
2
Simple tests for stock return predictability with good size and power properties
Harvey, David I.
;
Leybourne, Stephen James
;
Taylor, Robert
- In:
Journal of econometrics
224
(
2021
)
1
,
pp. 198-214
Persistent link: https://www.econbiz.de/10013275372
Saved in:
3
The realized empirical distribution function of stochastic variance with application to goodness-of-fit testing
Christensen, Kim
;
Thyrsgaard, Martin
;
Veliyev, Bezirgen
- In:
Journal of econometrics
212
(
2019
)
2
,
pp. 556-583
Persistent link: https://www.econbiz.de/10012304092
Saved in:
4
Bootstrap score tests for fractional integration in heteroskedastic ARFIMA models, with an application to price dynamics in commodity spot and futures markets
Cavaliere, Giuseppe
;
Nielsen, Morten Ørregaard
; …
- In:
Journal of econometrics
187
(
2015
)
2
,
pp. 557-579
Persistent link: https://www.econbiz.de/10011499761
Saved in:
5
Testing for co-integration in vector autoregressions with non-stationary volatility
Cavaliere, Giuseppe
;
Rahbek, Anders
;
Taylor, Robert
- In:
Journal of econometrics
158
(
2010
)
1
,
pp. 7-24
Persistent link: https://www.econbiz.de/10008826880
Saved in:
6
Testing against stochastic trend and seasonality in the presence of unattended breaks and unit roots
Busetti, Fabio
;
Taylor, Robert
- In:
Journal of econometrics
117
(
2003
)
1
,
pp. 21-53
Persistent link: https://www.econbiz.de/10001787600
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