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isPartOf:"Journal of financial econometrics : official journal of the Society for Financial Econometrics"
subject:"Volatility"
~isPartOf:"Discussion paper / Tinbergen Institute"
~subject:"ARCH model"
~subject:"Estimation"
~subject:"Stochastischer Prozess"
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Search: subject_exact:"Estimation theory"
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Volatility
ARCH model
Estimation
Stochastischer Prozess
Estimation theory
377
Schätztheorie
377
Time series analysis
118
Zeitreihenanalyse
118
Theorie
84
Theory
84
Schätzung
53
Volatilität
43
Nichtparametrisches Verfahren
39
Nonparametric statistics
39
Regression analysis
38
Regressionsanalyse
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ARCH-Modell
30
Forecasting model
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Prognoseverfahren
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25
Statistical distribution
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Autokorrelation
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English
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Koopman, Siem Jan
18
Blasques, Francisco
6
Lucas, André
6
Gorgi, Paolo
5
Ooms, Marius
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Bos, Charles S.
4
Christopeit, Norbert
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Massmann, Michael
4
Sluis, Pieter J. van der
4
Boswijk, Herman Peter
3
Daníelsson, Jón
3
Dijk, Dick van
3
Jungbacker, Borus
3
Schaumburg, Julia
3
Audrino, Francesco
2
Carnero, M. Angeles
2
Dijkgraaf, Elbert
2
Doornik, Jurgen A.
2
Ferrer-i-Carbonell, Ada
2
Francq, Christian
2
Gooijer, Jan G. de
2
Horváth, Lajos
2
Janus, Paweł
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
Discussion paper / Tinbergen Institute
Journal of econometrics
328
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
168
Economics letters
147
Econometric reviews
87
Econometric theory
78
Economic modelling
67
Applied economics letters
63
Discussion paper series / IZA
58
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
56
NBER Working Paper
56
Applied economics
53
NBER working paper series
50
CEMMAP working papers / Centre for Microdata Methods and Practice
49
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
49
The econometrics journal
48
CREATES research paper
44
Journal of applied econometrics
44
Working paper / Department of Econometrics and Business Statistics, Monash University
43
Journal of empirical finance
42
Working paper
40
Journal of banking & finance
38
Working paper / National Bureau of Economic Research, Inc.
38
International journal of forecasting
37
Quantitative economics : QE ; journal of the Econometric Society
36
Journal of forecasting
34
CESifo working papers
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Econometrics : open access journal
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IZA Discussion Paper
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Computational economics
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Discussion paper
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Journal of the American Statistical Association : JASA
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Discussion papers / CEPR
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European journal of operational research : EJOR
31
SFB 649 discussion paper
31
Empirical economics : a quarterly journal of the Institute for Advanced Studies
29
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
28
Finance research letters
28
International journal of economics and financial issues : IJEFI
27
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91
Value-at-risk and extreme returns
Daníelsson, Jón
;
Vries, Casper G. de
-
1998
Persistent link: https://www.econbiz.de/10000980737
Saved in:
92
EmmPack 1.01 : C/C++ code for use with Ox for estimation of univariate stochastic volatility models with the efficient method of moments
Sluis, Pieter J. van der
-
1998
Persistent link: https://www.econbiz.de/10000981248
Saved in:
93
Post-sample prediction tests for the efficient method of moments
Sluis, Pieter J. van der
-
1997
Persistent link: https://www.econbiz.de/10000961545
Saved in:
94
Computationally attractive stability tests for the efficient method of moments
Sluis, Pieter J. van der
-
1997
Persistent link: https://www.econbiz.de/10000968763
Saved in:
95
Multivariate stochastic volatility
Daníelsson, Jón
-
1995
Persistent link: https://www.econbiz.de/10000913125
Saved in:
96
Volatility clustering in stock returns at low frequencies
Jacobsen, Ben
;
Dannenburg, Dennis Ramon
-
1995
Persistent link: https://www.econbiz.de/10000918266
Saved in:
97
Estimating saving-investment correlations evidence for OECD countries based on an error correction model
Jansen, Willem J.
-
1994
Persistent link: https://www.econbiz.de/10000151686
Saved in:
98
Estimating dynamic panel data models : a comparison of different approches
Breitung, Jörg
-
1993
Persistent link: https://www.econbiz.de/10014421121
Saved in:
99
GARCH effects on a test of cointegration
Franses, Philip H.
;
Kofman, Paul
;
Moser, James
-
1992
Persistent link: https://www.econbiz.de/10000122460
Saved in:
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