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person:"Croux, Christophe"
subject:"Volatility"
~person:"Engle, Robert F."
~person:"Swanson, Norman R."
~subject:"Schätzung"
~subject:"Time series analysis"
~type:"article"
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Search: subject_exact:"Estimation theory"
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Volatility
Schätzung
Time series analysis
Estimation theory
52
Schätztheorie
52
Theorie
21
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21
Zeitreihenanalyse
20
Forecasting model
12
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12
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7
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7
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English
22
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Croux, Christophe
Engle, Robert F.
Swanson, Norman R.
Phillips, Peter C. B.
34
Linton, Oliver
23
Gao, Jiti
22
Teräsvirta, Timo
19
Harvey, Andrew C.
18
Johansen, Søren
18
Leybourne, Stephen James
18
Kumbhakar, Subal
17
Lütkepohl, Helmut
17
Su, Liangjun
17
Kumar, Dilip
16
Li, Qi
16
Tauchen, George Eugene
16
Taylor, Robert
16
Baillie, Richard
15
Ghysels, Eric
15
Kapetanios, George
15
Maheswaran, S.
15
Chambers, Marcus J.
14
Westerlund, Joakim
14
Baltagi, Badi H.
13
Francq, Christian
13
Hassler, Uwe
13
Hsiao, Cheng
13
Koop, Gary
13
Koopman, Siem Jan
13
Perron, Pierre
13
Zakoïan, Jean-Michel
13
Hendry, David F.
12
Li, Jia
12
Pesaran, M. Hashem
12
Robinson, Peter M.
12
Sun, Yiguo
12
Todorov, Viktor
12
Ullah, Aman
12
Bauwens, Luc
11
Chen, Xiaohong
11
Hafner, Christian M.
11
Lesage, James P.
11
McAleer, Michael
11
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Journal of econometrics
4
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
3
Journal of financial econometrics : official journal of the Society for Financial Econometrics
2
Applied financial economics
1
Econometric reviews
1
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
1
Handbook of econometrics : volume 4
1
Handbook of econometrics ; Vol. 4
1
International journal of forecasting
1
Journal of applied econometrics
1
Journal of econometric methods
1
Journal of forecasting
1
Journal of macroeconomics
1
Model reliability
1
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
1
Time-series methods and applications
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ECONIS (ZBW)
22
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1
Fitting vast dimensional time-varying covariance models
Pakel, Cavit
;
Shephard, Neil G.
;
Sheppard, Kevin
; …
- In:
Journal of business & economic statistics : JBES ; a …
39
(
2021
)
3
,
pp. 652-668
Persistent link: https://www.econbiz.de/10012588005
Saved in:
2
Linearly transforming variables in the VAR model, how does it change the impulse response?
Reusens, Peter
;
Croux, Christophe
- In:
Journal of econometric methods
7
(
2018
)
1
,
pp. 1-16
Persistent link: https://www.econbiz.de/10011945885
Saved in:
3
Detecting time variation in the price puzzle : a less informative prior choice for time varying parameter VAR models
Reusens, Peter
;
Croux, Christophe
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
21
(
2017
)
4
,
pp. 1-18
Persistent link: https://www.econbiz.de/10011743732
Saved in:
4
Forecasting using sparse cointegration
Wilms, Ines
;
Croux, Christophe
- In:
International journal of forecasting
32
(
2016
)
4
,
pp. 1256-1267
Persistent link: https://www.econbiz.de/10011622146
Saved in:
5
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:
6
Some variables are more worthy than others : new diffusion index evidence on the monitoring of key economic indicators
Armah, Nii Ayi
;
Swanson, Norman R.
- In:
Applied financial economics
21
(
2011
)
1/3
,
pp. 43-60
Persistent link: https://www.econbiz.de/10009124680
Saved in:
7
Volatility in discrete and continuous-time models : a survey with new evidence on large and small jumps
Duong, Diep
;
Swanson, Norman R.
-
2011
Persistent link: https://www.econbiz.de/10009698154
Saved in:
8
Predictive density construction and accuracy testing with multiple possibly misspecified diffusion models
Corradi, Valentina
;
Swanson, Norman R.
- In:
Journal of econometrics
161
(
2011
)
2
,
pp. 304-324
Persistent link: https://www.econbiz.de/10009242123
Saved in:
9
Seeing inside the black box : using diffusion index methodology to construct factor proxies in large scale macroeconomic time series environments
Armah, Nii Ayi
;
Swanson, Norman R.
- In:
Econometric reviews
29
(
2010
)
5/6
,
pp. 476-510
Persistent link: https://www.econbiz.de/10008668183
Saved in:
10
Robust forecasting with exponential and Holt-Winters smoothing
Gelper, Sarah
;
Fried, Roland
;
Croux, Christophe
- In:
Journal of forecasting
29
(
2010
)
3
,
pp. 285-300
Persistent link: https://www.econbiz.de/10003962570
Saved in:
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