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isPartOf:"Journal of financial econometrics : official journal of the Society for Financial Econometrics"
subject:"Volatility"
~isPartOf:"Working paper / Department of Econometrics and Business Statistics, Monash University"
~subject:"Correlation"
~subject:"Forecasting model"
~subject:"Schätztheorie"
~subject:"Share price"
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Search: subject_exact:"Estimation theory"
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Volatility
Correlation
Forecasting model
Schätztheorie
Share price
Estimation theory
240
Time series analysis
86
Zeitreihenanalyse
86
Estimation
53
Schätzung
53
Nichtparametrisches Verfahren
50
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50
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31
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31
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27
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Gao, Jiti
64
Peng, Bin
26
Hyndman, Rob J.
19
Martin, Gael M.
16
Poskitt, Donald Stephen
16
Zhang, Xibin
11
Dong, Chaohua
10
Frazier, David T.
10
King, Maxwell L.
10
Yan, Yayi
10
Cheng, Tingting
9
Yang, Yanrong
9
Robert, Christian P.
8
Linton, Oliver
7
Silvapulle, Mervyn J.
7
Li, Degui
6
Feng, Guohua
5
Forchini, Giovanni
5
Gong, Xiaodong
5
Liu, Fei
5
Pan, Guangming
5
Phillips, Peter C. B.
5
Sarafidis, Vasilis
5
Silvapulle, Paramsothy
5
Athanasopoulos, George
4
Forbes, Catherine Scipione
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Grose, Simone D.
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Jiang, Bin
4
Koo, Bonsoo
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Vahid, Farshid
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Zhao, Xueyan
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Cai, Biqing
3
Chen, Yi-ting
3
Francq, Christian
3
Hong, Han
3
Kohn, Robert
3
Laskar, Mizan R.
3
Nadarajah, K.
3
Skeels, Christopher L.
3
Smith, Michael S.
3
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
Working paper / Department of Econometrics and Business Statistics, Monash University
Journal of econometrics
1,639
Economics letters
970
Econometric theory
728
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
622
Econometric reviews
450
CEMMAP working papers / Centre for Microdata Methods and Practice
365
NBER Working Paper
336
Journal of the American Statistical Association : JASA
324
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
317
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306
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299
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272
Série des documents de travail / Centre de Recherche en Économie et Statistique
236
Journal of applied econometrics
221
Working paper / National Bureau of Economic Research, Inc.
221
Cowles Foundation discussion paper
215
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
215
Applied economics letters
198
Discussion paper series / IZA
196
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
183
Applied economics
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Journal of quantitative economics : official journal of the Indian Econometric Society
168
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International journal of forecasting
153
The review of economics and statistics
153
Econometrics : open access journal
152
Working paper
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Economic modelling
139
CREATES research paper
137
Quantitative economics : QE ; journal of the Econometric Society
132
Discussion papers of interdisciplinary research project 373
129
Journal of forecasting
125
Working paper series
124
CORE discussion paper : DP
119
Cowles Foundation Discussion Paper
119
IZA Discussion Paper
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ECONIS (ZBW)
240
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21
On time-varying VAR models : estimation, testing and impulse response analysis
Yan, Yayi
;
Gao, Jiti
;
Peng, Bin
-
2021
Persistent link: https://www.econbiz.de/10012697193
Saved in:
22
Multiple-index nonstationary time series models : robust estimation theory and practice
Dong, Chaohua
;
Gao, Jiti
;
Peng, Bin
;
Tu, Yundong
-
2021
Persistent link: https://www.econbiz.de/10012697853
Saved in:
23
Decomposing identification gains and evaluating instrument identification power for partially identified average treatment effects
Zhang, Lina
;
Frazier, David T.
;
Poskitt, Donald Stephen
; …
-
2021
-
(updated version of working paper no. 34/20)
Persistent link: https://www.econbiz.de/10012697939
Saved in:
24
Asymptotics for time-varying vector MA (∞) processes
Yan, Yayi
;
Gao, Jiti
;
Peng, Bin
-
2021
Persistent link: https://www.econbiz.de/10012697951
Saved in:
25
Interactive effects panel data models with general factors and regressors
Peng, Bin
;
Su, Liangjun
;
Westerlund, Joakim
;
Yang, Yanrong
-
2021
Persistent link: https://www.econbiz.de/10012697956
Saved in:
26
Parameter stability testing for multivariate dynamic time-varying models
Gao, Jiti
;
Peng, Bin
;
Yan, Yayi
-
2021
Persistent link: https://www.econbiz.de/10012668893
Saved in:
27
Distributed ARIMA models for ultra-long time series
Wang, Xiaoqian
;
Kang, Yanfei
;
Hyndman, Rob J.
;
Li, Feng
-
2020
Persistent link: https://www.econbiz.de/10012610507
Saved in:
28
Indirect inference for locally stationary models
Frazier, David T.
;
Koo, Bonsoo
-
2020
Persistent link: https://www.econbiz.de/10012610508
Saved in:
29
A homogeneous approach to testing for granger non-causality in heterogeneous panels
Juodis, Artūras
;
Karavias, Yiannis
;
Sarafidis, Vasilis
-
2020
Persistent link: https://www.econbiz.de/10012610528
Saved in:
30
Decomposing identification gains and evaluating instrument identification power for partially identified average treatment effects
Zhang, Lina
;
Frazier, David T.
;
Poskitt, Donald Stephen
; …
-
2020
Persistent link: https://www.econbiz.de/10012610822
Saved in:
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