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isPartOf:"Journal of financial econometrics : official journal of the Society for Financial Econometrics"
subject:"Volatility"
~isPartOf:"Economic modelling"
~subject:"ARCH model"
~subject:"Nonparametric statistics"
~subject:"Stochastischer Prozess"
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Search: subject_exact:"Estimation theory"
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Volatility
ARCH model
Nonparametric statistics
Stochastischer Prozess
Estimation theory
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Schätztheorie
212
Estimation
71
Schätzung
70
Time series analysis
54
Zeitreihenanalyse
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Kumar, Dilip
4
Maheswaran, S.
3
Bu, Ruijun
2
Francq, Christian
2
Hadri, Kaddour
2
Horváth, Lajos
2
Härdle, Wolfgang
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Zakoïan, Jean-Michel
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Castillo B., Paul
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Chen, Yi-ting
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
Economic modelling
Journal of econometrics
447
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
162
Econometric theory
153
Economics letters
125
CEMMAP working papers / Centre for Microdata Methods and Practice
124
Econometric reviews
117
Journal of the American Statistical Association : JASA
83
The econometrics journal
79
Discussion paper / Tinbergen Institute
74
Discussion papers of interdisciplinary research project 373
53
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
50
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
48
CREATES research paper
47
Working paper / Department of Econometrics and Business Statistics, Monash University
46
Cowles Foundation discussion paper
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SFB 649 discussion paper
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Quantitative economics : QE ; journal of the Econometric Society
42
European journal of operational research : EJOR
38
Série des documents de travail / Centre de Recherche en Économie et Statistique
38
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
37
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
37
Discussion paper series / IZA
36
Econometrics : open access journal
32
Econometrics papers
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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Journal of empirical finance
32
International journal of forecasting
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Cowles Foundation Discussion Paper
30
Journal of risk and financial management : JRFM
27
NBER Working Paper
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Computational economics
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Applied economics letters
25
Journal of banking & finance
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NBER working paper series
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Working papers / TSE : WP
25
Boston College working papers in economics
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Insurance / Mathematics & economics
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Applied economics
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ECONIS (ZBW)
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21
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:
22
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:
23
Cross-country output convergence and growth : evidence from varying coefficient nonparametric method
Li, Kui-wai
;
Zhou, Xianbo
;
Pan, Zhewen
- In:
Economic modelling
55
(
2016
),
pp. 32-41
Persistent link: https://www.econbiz.de/10011642441
Saved in:
24
Identification and estimation of endogenous selection models in the presence of misclassification errors
Shiu, Ji-Liang
- In:
Economic modelling
52
(
2016
),
pp. 507-518
Persistent link: https://www.econbiz.de/10011642886
Saved in:
25
Stochastic unit root processes : maximum likelihood estimation, and new Lagrange multiplier and likelihood ratio tests
Yoon, Gawon
- In:
Economic modelling
52
(
2016
),
pp. 725-732
Persistent link: https://www.econbiz.de/10011643010
Saved in:
26
Reducible diffusions with time-varying transformations with application to short-term interest rates
Bu, Ruijun
;
Cheng, Jie
;
Hadri, Kaddour
- In:
Economic modelling
52
(
2016
),
pp. 266-277
Persistent link: https://www.econbiz.de/10011645653
Saved in:
27
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:
28
A novel jump diffusion model based on SGT distribution and its applications
Xu, Weijun
;
Liu, Guifang
;
Li, Hongyi
- In:
Economic modelling
59
(
2016
),
pp. 74-92
Persistent link: https://www.econbiz.de/10011647763
Saved in:
29
Sudden changes in extreme value volatility estimator : modeling and forecasting with economic significance analysis
Kumar, Dilip
- In:
Economic modelling
49
(
2015
),
pp. 354-371
Persistent link: https://www.econbiz.de/10011439594
Saved in:
30
Adaptive Realized Kernels
Carrasco, Marine
;
Kotchoni, Rachidi
- In:
Journal of financial econometrics : official journal of …
13
(
2015
)
4
,
pp. 757-797
Persistent link: https://www.econbiz.de/10011417704
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