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isPartOf:"Journal of financial econometrics : official journal of the Society for Financial Econometrics"
subject:"Volatility"
~accessRights:"restricted"
~isPartOf:"Econometric theory"
~isPartOf:"Economics letters"
~isPartOf:"Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria"
~isPartOf:"Technical working paper / National Bureau of Economic Research"
~isPartOf:"Theoretical economics letters"
~isPartOf:"Working paper / Department of Econometrics and Business Statistics, Monash University"
~subject:"Correlation"
~subject:"Forecasting model"
~subject:"Prognoseverfahren"
~subject:"Zeitreihenanalyse"
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Search: subject_exact:"Estimation theory"
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Volatility
Correlation
Forecasting model
Prognoseverfahren
Zeitreihenanalyse
Estimation theory
506
Schätztheorie
506
Estimation
114
Schätzung
113
Regression analysis
101
Regressionsanalyse
101
Nichtparametrisches Verfahren
100
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100
Time series analysis
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Cai, Zongwu
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Francq, Christian
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Hassler, Uwe
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Nielsen, Morten Ørregaard
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Carrasco, Marine
2
Cavaliere, Giuseppe
2
Deistler, Manfred
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Gao, Jiti
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Hualde, Javier
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Iacone, Fabrizio
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Jin, Zequn
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Li, Chen
2
Li, Degui
2
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2
Li, Luyang
2
Meng, Ming
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Moura, Guilherme Valle
2
Oh, Dong-Yop
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Phillips, Peter C. B.
2
Sancetta, Alessio
2
Seo, Won-Ki
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Shin, Dong-wan
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Sun, Yiguo
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Taylor, Robert
2
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Wang, Qiao
2
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Yu, Deshui
2
Zakoïan, Jean-Michel
2
Zhang, Rongmao
2
Abdulmuhyi, M. A.
1
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1
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
Econometric theory
Economics letters
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
Technical working paper / National Bureau of Economic Research
Theoretical economics letters
Working paper / Department of Econometrics and Business Statistics, Monash University
Journal of econometrics
243
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
87
International journal of forecasting
84
Econometric reviews
63
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
57
Journal of time series econometrics
41
Computational economics
36
Finance research letters
30
Journal of forecasting
27
The econometrics journal
26
Economic modelling
25
Applied economics letters
24
Journal of financial econometrics
23
Journal of empirical finance
21
Quantitative finance
19
Journal of quantitative economics
17
The North American journal of economics and finance : a journal of financial economics studies
15
Insurance / Mathematics & economics
14
Applied economics
13
Discussion papers / CEPR
13
Journal of banking & finance
12
European journal of operational research : EJOR
11
Empirical economics : a quarterly journal of the Institute for Advanced Studies
10
Energy economics
10
Journal of mathematical finance
10
Essays in honor of Joon Y. Park : econometric theory
9
Journal of risk
9
Astin bulletin : the journal of the International Actuarial Association
8
Discussion paper / Centre for Economic Policy Research
8
International journal of economics and finance
8
Journal of international financial markets, institutions & money
8
Decisions in economics and finance : DEF ; a journal of applied mathematics
7
Journal of economic dynamics & control
7
Finance and stochastics
6
International journal of production economics
6
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ECONIS (ZBW)
152
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1
Some identification results in a correlated random coefficients sample selection model
Zhu, Xun
;
Jin, Zequn
- In:
Economics letters
233
(
2023
),
pp. 1-3
Persistent link: https://www.econbiz.de/10014505133
Saved in:
2
Local asymptotic normality of general conditionally heteroskedastic and score-driven time-series models
Francq, Christian
;
Zakoïan, Jean-Michel
- In:
Econometric theory
39
(
2023
)
5
,
pp. 1067-1092
Persistent link: https://www.econbiz.de/10014436596
Saved in:
3
A simple nonparametric conditional quantile estimator for time series with thin tails
Wang, Qiao
- In:
Economics letters
232
(
2023
),
pp. 1-12
Persistent link: https://www.econbiz.de/10014464377
Saved in:
4
Impulse response function analysis for Markov switching VAR models
Cavicchioli, Maddalena
- In:
Economics letters
232
(
2023
),
pp. 1-4
Persistent link: https://www.econbiz.de/10014464479
Saved in:
5
Backward CUSUM for testing and monitoring structural change with an application to COVID-19 pandemic data
Otto, Sven
;
Breitung, Jörg
- In:
Econometric theory
39
(
2023
)
4
,
pp. 659-692
Persistent link: https://www.econbiz.de/10014342231
Saved in:
6
Inference on the dimension of the nonstationary subspace in functional time series
Nielsen, Morten Ørregaard
;
Seo, Won-Ki
;
Seong, Dakyung
- In:
Econometric theory
39
(
2023
)
3
,
pp. 443-480
Persistent link: https://www.econbiz.de/10014306644
Saved in:
7
Time-varying predictability of the long horizon equity premium based on semiparametric regressions
Yu, Deshui
;
Li, Chen
;
Li, Luyang
- In:
Economics letters
224
(
2023
),
pp. 1-6
Persistent link: https://www.econbiz.de/10014307887
Saved in:
8
Nonparametric modeling for the time-varying persistence of inflation
Yu, Deshui
;
Li, Chen
;
Li, Luyang
- In:
Economics letters
225
(
2023
),
pp. 1-7
Persistent link: https://www.econbiz.de/10014308465
Saved in:
9
Consistent estimation of drift parameter in diffusion model with misspecified volatility function
Jeong, Minsoo
- In:
Economics letters
211
(
2022
),
pp. 1-4
Persistent link: https://www.econbiz.de/10013172040
Saved in:
10
Identification and estimation in a correlated random coefficients transformation model
Zhang, ZhengYu
;
Jin, Zequn
;
Mu, Beili
- In:
Econometric theory
38
(
2022
)
4
,
pp. 621-688
Persistent link: https://www.econbiz.de/10013366923
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