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isPartOf:"Journal of financial econometrics : official journal of the Society for Financial Econometrics"
subject:"Volatility"
~isPartOf:"Discussion papers of interdisciplinary research project 373"
~subject:"Correlation"
~subject:"Forecasting model"
~subject:"Schätztheorie"
~subject:"Statistical test"
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Search: subject_exact:"Estimation theory"
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Volatility
Correlation
Forecasting model
Schätztheorie
Statistical test
Estimation theory
202
Nichtparametrisches Verfahren
52
Nonparametric statistics
52
Regression analysis
48
Regressionsanalyse
48
Time series analysis
35
Zeitreihenanalyse
35
Estimation
30
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Theorie
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Härdle, Wolfgang
25
Carroll, Raymond J.
11
Liang, Hua
8
Spokojnyj, Vladimir G.
8
Breitung, Jörg
6
Lütkepohl, Helmut
6
Mammen, Enno
5
Müller, Marlene
5
Bunke, Olaf
4
Kim, Woocheol
4
Sperlich, Stefan
4
Yang, Lijian
4
Čížek, Pavel
4
Chen, Yi-ting
3
Delecroix, Michel
3
Francq, Christian
3
Golubev, Georgi
3
Gutierrez, Roberto G.
3
Herwartz, Helmut
3
Horváth, Lajos
3
Kokoszka, Piotr
3
Küchler, Uwe
3
Neumann, Michael H.
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Reiß, Markus
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Rieder, Helmut
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Teyssière, Gilles
3
Tjostheim, Dag
3
Audrino, Francesco
2
Benkwitz, Alexander
2
Butucea, Cristina
2
Cai, Zongwu
2
Candelon, Bertrand
2
Corsi, Fulvio
2
Diack, Cheikh A. T.
2
Droge, Bernd
2
Engle, Robert F.
2
Franke, Jürgen
2
Frederiksen, Per
2
Gallant, A. Ronald
2
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2
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Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
129
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
Discussion papers of interdisciplinary research project 373
Journal of econometrics
1,639
Economics letters
970
Econometric theory
724
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
602
Econometric reviews
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CEMMAP working papers / Centre for Microdata Methods and Practice
364
NBER Working Paper
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Journal of the American Statistical Association : JASA
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Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
317
Discussion paper / Tinbergen Institute
304
NBER working paper series
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The econometrics journal
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Série des documents de travail / Centre de Recherche en Économie et Statistique
236
Journal of applied econometrics
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Working paper / National Bureau of Economic Research, Inc.
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Cowles Foundation discussion paper
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Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
215
Applied economics letters
198
Discussion paper series / IZA
195
Oxford bulletin of economics and statistics
193
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
187
Discussion paper / Center for Economic Research, Tilburg University
185
European journal of operational research : EJOR
181
Applied economics
173
Discussion paper
168
Journal of quantitative economics : official journal of the Indian Econometric Society
168
Working paper / Department of Econometrics and Business Statistics, Monash University
165
International journal of forecasting
153
The review of economics and statistics
151
Econometrics : open access journal
146
Working paper
142
Economic modelling
139
CREATES research paper
137
Quantitative economics : QE ; journal of the Econometric Society
127
Journal of forecasting
125
Working paper series
121
CORE discussion paper : DP
119
Cowles Foundation Discussion Paper
119
IZA Discussion Paper
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ECONIS (ZBW)
202
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1
An exponential Chi-squared QMLE for log-GARCH models via the ARMA representation
Francq, Christian
;
Sucarrat, Genaro
- In:
Journal of financial econometrics : official journal of …
16
(
2018
)
1
,
pp. 129-154
Persistent link: https://www.econbiz.de/10011987691
Saved in:
2
Dynamic functional regression with application to the cross-section of returns
Kokoszka, Piotr
;
Miao, Hong
;
Reimherr, Matthew
; …
- In:
Journal of financial econometrics : official journal of …
16
(
2018
)
3
,
pp. 461-485
Persistent link: https://www.econbiz.de/10011987795
Saved in:
3
Combining multivariate volatility forecasts: an economic-based approach
Caldeira, João F.
;
Moura, Guilherme Valle
;
Nogales, …
- In:
Journal of financial econometrics : official journal of …
15
(
2017
)
2
,
pp. 247-285
Persistent link: https://www.econbiz.de/10011987429
Saved in:
4
Tests for abnormal returns in the presence of event-induced cross-sectional correlation
Ahlgren, Niklas
;
Antell, Jan
- In:
Journal of financial econometrics : official journal of …
15
(
2017
)
2
,
pp. 286-301
Persistent link: https://www.econbiz.de/10011987446
Saved in:
5
Efficient portfolio selection in a large market
Chen, Jiaqin
;
Yuan, Ming
- In:
Journal of financial econometrics : official journal of …
14
(
2016
)
3
,
pp. 496-524
Persistent link: https://www.econbiz.de/10011623668
Saved in:
6
Beyond dimension two : a test for higher-order tail risk
Bormann, Carsten
;
Schaumburg, Julia
;
Schienle, Melanie
- In:
Journal of financial econometrics : official journal of …
14
(
2016
)
3
,
pp. 552-580
Persistent link: https://www.econbiz.de/10011623690
Saved in:
7
Dynamic conditional beta
Engle, Robert F.
- In:
Journal of financial econometrics : official journal of …
14
(
2016
)
4
,
pp. 643-667
Persistent link: https://www.econbiz.de/10011623818
Saved in:
8
Quantile regression for long memory testing : a case of realized volatility
Hassler, Uwe
;
Rodrigues, Paulo M. M.
;
Rubia, Antonio
- In:
Journal of financial econometrics : official journal of …
14
(
2016
)
4
,
pp. 693-724
Persistent link: https://www.econbiz.de/10011623824
Saved in:
9
Reflections on the probability space induced by moment conditions with implications for Bayesian inference
Gallant, A. Ronald
- In:
Journal of financial econometrics : official journal of …
14
(
2016
)
2
,
pp. 229-247
Persistent link: https://www.econbiz.de/10011588992
Saved in:
10
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
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