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isPartOf:"Journal of financial econometrics : official journal of the Society for Financial Econometrics"
subject:"Volatility"
~isPartOf:"Economics letters"
~isPartOf:"Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet"
~isPartOf:"Working paper / Department of Econometrics and Business Statistics, Monash University"
~subject:"Correlation"
~subject:"Forecasting model"
~subject:"Zeitreihenanalyse"
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Search: subject_exact:"Estimation theory"
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Volatility
Correlation
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Zeitreihenanalyse
Estimation theory
1,318
Schätztheorie
1,318
Theorie
411
Theory
411
Time series analysis
272
Estimation
196
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194
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Gao, Jiti
32
Peng, Bin
17
Hyndman, Rob J.
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Martin, Gael M.
10
Dong, Chaohua
8
Poskitt, Donald Stephen
7
Hassler, Uwe
6
Yan, Yayi
6
Li, Degui
5
Linton, Oliver
5
Shin, Dong-wan
5
Vahid, Farshid
5
Athanasopoulos, George
4
Gonzalo, Jesús
4
Koo, Bonsoo
4
Leybourne, Stephen James
4
Wooldridge, Jeffrey M.
4
Yang, Yanrong
4
Cai, Biqing
3
Forbes, Catherine Scipione
3
Frazier, David T.
3
Grose, Simone D.
3
Harvey, David I.
3
Hwang, Eunju
3
Jiang, Bin
3
Kapetanios, George
3
Lahiri, Kajal
3
Li, Jing
3
Liu, Fei
3
McCabe, Brendan Peter Martin
3
Moura, Guilherme Valle
3
Nadarajah, K.
3
Pan, Guangming
3
Peel, David
3
Pesaran, M. Hashem
3
Phillips, Peter C. B.
3
Pitarakis, Jean-Yves
3
Su, Liangjun
3
Tjostheim, Dag
3
Tu, Yundong
3
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
Economics letters
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
Working paper / Department of Econometrics and Business Statistics, Monash University
Journal of econometrics
449
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
199
Econometric theory
183
International journal of forecasting
134
Discussion paper / Tinbergen Institute
121
Econometric reviews
107
Journal of forecasting
104
CREATES research paper
73
Applied economics letters
65
Journal of the American Statistical Association : JASA
61
NBER Working Paper
57
Econometrics : open access journal
56
The econometrics journal
54
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
53
Cowles Foundation discussion paper
52
Journal of empirical finance
52
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
48
Economic modelling
48
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
48
Computational economics
46
Applied economics
43
Journal of time series econometrics
43
NBER working paper series
42
Journal of applied econometrics
40
SFB 649 discussion paper
40
Finance research letters
35
Working paper / National Bureau of Economic Research, Inc.
35
EUI working paper / ECO
34
Working paper
33
Série des documents de travail / Centre de Recherche en Économie et Statistique
32
Journal of banking & finance
31
Oxford bulletin of economics and statistics
30
Cambridge working papers in economics
28
Journal of financial econometrics
28
NBER technical working paper series
28
Technical working paper / National Bureau of Economic Research
28
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ECONIS (ZBW)
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1
Estimation and inference for three-dimensional panel data models
Feng, Guohua
;
Gao, Jiti
;
Liu, Fei
;
Peng, Bin
-
2024
Persistent link: https://www.econbiz.de/10014584601
Saved in:
2
A robust residual-based test for structural changes in factor models
Peng, Bin
;
Su, Liangjun
;
Yan, Yayi
-
2024
Persistent link: https://www.econbiz.de/10014584606
Saved in:
3
A localised neural network with dependent data: estimation and inference
Gao, Jiti
;
Peng, Bin
;
Yang, Yanrong
-
2023
Persistent link: https://www.econbiz.de/10014452592
Saved in:
4
Estimation and inference for three-dimensional panel data models
Feng, Guohua
;
Gao, Jiti
;
Liu, Fei
;
Peng, Bin
-
2023
Persistent link: https://www.econbiz.de/10014452624
Saved in:
5
Conditional normalization in time series analysis
Gamakumara, Puwasala
;
Santos-Fernández, Edgar
; …
-
2023
Persistent link: https://www.econbiz.de/10014451325
Saved in:
6
Robust M-estimation for additive single-index cointegrating time series models
Donga, Chaohua
;
Gao, Jiti
;
Peng, Bin
;
Tu, Yundong
-
2023
Persistent link: https://www.econbiz.de/10014315933
Saved in:
7
Inference of grouped time-varying network vector autoregression models
Li, Degui
;
Peng, Bin
;
Tang, Songqiao
;
Wu, Weibiao
-
2023
Persistent link: https://www.econbiz.de/10014316406
Saved in:
8
Estimation of random cycles in persistent time series
Abadir, Karim Maher
;
Bailey, Natalia
;
Distaso, Walter
; …
-
2023
Persistent link: https://www.econbiz.de/10014533456
Saved in:
9
Nonparametric estimation and testing for time-varying VAR models
Gao, Jiti
;
Peng, Bin
;
Yan, Yayi
-
2022
Persistent link: https://www.econbiz.de/10013494327
Saved in:
10
Score-driven location plus scale models : asymptotic theory and an application to forecasting Dow Jones volatility
Blazsek, Szabolcs
;
Escribano, Álvaro
;
Licht, Adrian
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
28
(
2024
)
1
,
pp. 61-82
Persistent link: https://www.econbiz.de/10014506888
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