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isPartOf:"Journal of financial econometrics : official journal of the Society for Financial Econometrics"
subject:"Volatility"
~isPartOf:"Cambridge working papers in economics"
~person:"Gao, Jiti"
~person:"Zakoïan, Jean-Michel"
~subject:"Forecasting model"
~subject:"Share price"
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Search: subject_exact:"Estimation theory"
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Volatility
Forecasting model
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Estimation theory
5
Schätztheorie
5
Estimation
3
Nichtparametrisches Verfahren
3
Nonparametric statistics
3
Prognoseverfahren
3
Schätzung
3
ARCH model
2
ARCH-Modell
2
Aktienmarkt
1
Bootstrap approach
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Börsenkurs
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Capital income
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Co-moving predictors
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Cross-Sectional Dependence
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Cross-section analysis
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1
Factor analysis
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Faktorenanalyse
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Fama-French Model
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Hermite orthogonal estimation
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Induktive Statistik
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Querschnittsanalyse
1
Regression analysis
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Gao, Jiti
Zakoïan, Jean-Michel
Linton, Oliver
6
Escanciano, Juan Carlos
2
Francq, Christian
2
Hoderlein, Stefan
2
Horváth, Lajos
2
Kapetanios, George
2
Lewbel, Arthur
2
Pesaran, M. Hashem
2
Srisuma, Sorawoot
2
Ahlgren, Niklas
1
Andreou, Alena
1
Antell, Jan
1
Audrino, Francesco
1
Bailey, Natalia
1
Balter, Janine
1
Bos, Charles S.
1
Bu, Ruijun
1
Caldeira, João F.
1
Calvet, Laurent E.
1
Carrasco, Marine
1
Chen, Jia
1
Cheng, Tingting
1
Czellar, Veronika
1
Engle, Robert F.
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Fan, Jianqing
1
Fan, Yingying
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Frederiksen, Per
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Ghysels, Eric
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Harris, David
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Hassler, Uwe
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Herwartz, Helmut
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Härdle, Wolfgang
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Ikeda, Shin S.
1
Janus, Paweł
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Kew, Hsein
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Koopman, Siem Jan
1
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Laeven, Roger J. A.
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
Cambridge working papers in economics
Working paper / Department of Econometrics and Business Statistics, Monash University
5
Journal of econometrics
4
Série des documents de travail / Centre de Recherche en Économie et Statistique
2
CEMMAP working papers / Centre for Microdata Methods and Practice
1
CORE discussion paper : DP
1
Cambridge-INET working papers
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Essays in honor of Joon Y. Park : econometric theory
1
Journal of applied econometrics
1
Journal of banking & finance
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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Journal of economic dynamics & control
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School of Accounting, Finance and Economics & FEMARC working paper series
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Nonparametric predictive regressions for stock return brediction
Cheng, Tingting
;
Gao, Jiti
;
Linton, Oliver
-
2019
Persistent link: https://www.econbiz.de/10012698837
Saved in:
2
Semiparametric single-index predictive regression
Zhou, Weilun
;
Gao, Jiti
;
Harris, David
;
Kew, Hsein
-
2019
Persistent link: https://www.econbiz.de/10012703312
Saved in:
3
Variance targeting estimation of multivariate GARCH models
Francq, Christian
;
Horváth, Lajos
;
Zakoïan, Jean-Michel
- In:
Journal of financial econometrics : official journal of …
14
(
2016
)
2
,
pp. 353-382
Persistent link: https://www.econbiz.de/10011589013
Saved in:
4
Merits and drawbacks of variance targeting in GARCH models
Francq, Christian
;
Horváth, Lajos
;
Zakoïan, Jean-Michel
- In:
Journal of financial econometrics : official journal of …
9
(
2011
)
4
,
pp. 619-656
Persistent link: https://www.econbiz.de/10009407372
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