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isPartOf:"Journal of financial econometrics : official journal of the Society for Financial Econometrics"
subject:"Volatility"
~isPartOf:"Journal of forecasting"
~subject:"Correlation"
~subject:"Regressionsanalyse"
~subject:"Risikomaß"
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Search: subject_exact:"Estimation theory"
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Volatility
Correlation
Regressionsanalyse
Risikomaß
Estimation theory
198
Schätztheorie
198
Forecasting model
80
Prognoseverfahren
80
Time series analysis
74
Zeitreihenanalyse
74
Theorie
54
Theory
54
Estimation
33
Schätzung
33
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66
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Taylor, James W.
3
Corsi, Fulvio
2
Francq, Christian
2
Horváth, Lajos
2
Zakoïan, Jean-Michel
2
Abraham, Bovas
1
Ahlgren, Niklas
1
Ahn, Seung Chan
1
Ai, Chunrong
1
Andreou, Alena
1
Antell, Jan
1
Audrino, Francesco
1
Balakrishna, N.
1
Baltagi, Badi H.
1
Balter, Janine
1
Ben-Zion, Uri
1
Blanco-Fernández, Ángela
1
Bormann, Carsten
1
Bos, Charles S.
1
Bosson Brou, J. M.
1
Boudt, Kris
1
Caldeira, João F.
1
Calvet, Laurent E.
1
Carrasco, Marine
1
Chen, Bei
1
Chen, Mei-ching
1
Chen, Yi-ting
1
Chen, Zhao-Guo
1
Choi, Jeong Hoon
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Christoffersen, Peter F.
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Croux, Christophe
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Czellar, Veronika
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Davis, Richard A.
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Dawoud, Issam
1
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Fan, Jianqing
1
Fan, Yingying
1
Fei, Tianlun
1
Fischer, Henning
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
Journal of forecasting
Journal of econometrics
423
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
161
Economics letters
138
Econometric theory
117
Journal of the American Statistical Association : JASA
108
CEMMAP working papers / Centre for Microdata Methods and Practice
104
Econometric reviews
97
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
85
The econometrics journal
74
Discussion paper / Tinbergen Institute
69
Cowles Foundation discussion paper
49
NBER Working Paper
49
Discussion paper series / IZA
47
Discussion papers of interdisciplinary research project 373
46
Discussion paper / Sonderforschungsbereich 386 der Ludwig-Maximilians-Universität München
43
Econometrics : open access journal
42
Insurance / Mathematics & economics
42
SFB 649 discussion paper
41
Economic modelling
38
European journal of operational research : EJOR
38
International journal of forecasting
37
NBER working paper series
36
Computational economics
34
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
34
Journal of empirical finance
33
Working paper / Department of Econometrics and Business Statistics, Monash University
33
Applied economics letters
32
Cambridge working papers in economics
30
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
30
Finance research letters
30
Journal of banking & finance
30
KBI
30
Working paper
29
Cowles Foundation Discussion Paper
28
Journal of financial econometrics
28
Journal of risk and financial management : JRFM
28
CREATES research paper
27
Working papers / TSE : WP
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ECONIS (ZBW)
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41
Additive intensity regression models in corporate default analysis
Lando, David
;
Medhat, Mamdouh
;
Nielsen, Mads Stenbo
; …
- In:
Journal of financial econometrics : official journal of …
11
(
2013
)
3
,
pp. 443-485
Persistent link: https://www.econbiz.de/10009786519
Saved in:
42
Forecasting volatility with many predictors
Ke, Tsung-han
;
Hu, Yu-pin
- In:
Journal of forecasting
32
(
2013
)
8
,
pp. 743-754
Persistent link: https://www.econbiz.de/10010344461
Saved in:
43
Forecasting simultaneously high-dimensional time series : a robust model-based clustering approach
Wang, Yongning
;
Tsay, Ruey S.
;
Ledolter, Johannes
; …
- In:
Journal of forecasting
32
(
2013
)
8
,
pp. 673-684
Persistent link: https://www.econbiz.de/10010344465
Saved in:
44
Multivariate GARCH models with correlation clustering
So, Mike K. P.
;
Yip, Iris W. H.
- In:
Journal of forecasting
31
(
2012
)
5
,
pp. 443-468
Persistent link: https://www.econbiz.de/10009582107
Saved in:
45
A study of value-at-risk based on M-estimators of the conditional heteroscedastic models
Iqbal, Farhat
;
Mukherjee, Kanchan
- In:
Journal of forecasting
31
(
2012
)
5
,
pp. 377-390
Persistent link: https://www.econbiz.de/10009582118
Saved in:
46
Robust two-pass cross-sectional regressions : a minimum distance approach
Ahn, Seung Chan
;
Gadarowski, Christopher
;
Perez, M. Fabricio
- In:
Journal of financial econometrics : official journal of …
10
(
2012
)
4
,
pp. 669-701
Persistent link: https://www.econbiz.de/10009671891
Saved in:
47
Asymptotics of realized volatility with non-Gaussian ARCH(∞) Microstructure noise
Taniai, Hiroyuki
;
Usami, Takashi
;
Suto, Nobuyuki
; …
- In:
Journal of financial econometrics : official journal of …
10
(
2012
)
4
,
pp. 617-636
Persistent link: https://www.econbiz.de/10009671895
Saved in:
48
Realized covariance tick-by-tick in presence of rounded time stamps and general microstructure effects
Corsi, Fulvio
;
Audrino, Francesco
- In:
Journal of financial econometrics : official journal of …
10
(
2012
)
4
,
pp. 591-616
Persistent link: https://www.econbiz.de/10009671897
Saved in:
49
Spot variance path estimation and its application to high-frequency jump testing
Bos, Charles S.
;
Janus, Paweł
;
Koopman, Siem Jan
- In:
Journal of financial econometrics : official journal of …
10
(
2012
)
2
,
pp. 354-389
Persistent link: https://www.econbiz.de/10009540536
Saved in:
50
Computationally efficient bootstrap prediction intervals for returns and volatilities in ARCH and GARCH processes
Chen, Bei
;
Gel, Yulia R.
;
Balakrishna, N.
;
Abraham, Bovas
- In:
Journal of forecasting
30
(
2011
)
1
,
pp. 51-71
Persistent link: https://www.econbiz.de/10009233916
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