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person:"Lesage, James P."
subject:"Prognoseverfahren"
~accessRights:"restricted"
~person:"Härdle, Wolfgang"
~person:"Kim, Donggyu"
~subject:"Bayesian inference"
~subject:"Estimation"
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Prognoseverfahren
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Estimation theory
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13
Börsenkurs
6
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6
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Lesage, James P.
Härdle, Wolfgang
Kim, Donggyu
Tsionas, Efthymios G.
17
Gao, Jiti
13
Marcellino, Massimiliano
12
Kumbhakar, Subal
10
Zhang, Xinyu
10
Baltagi, Badi H.
9
Cai, Zongwu
9
Li, Jia
9
Linton, Oliver
9
Schorfheide, Frank
9
Kapetanios, George
8
Kumar, Dilip
8
Sentana, Enrique
8
Su, Liangjun
8
Todorov, Viktor
8
Lee, Lung-fei
7
Shang, Han Lin
7
Tauchen, George Eugene
7
Westerlund, Joakim
7
Koop, Gary
6
Taylor, Robert
6
Wang, Taining
6
Zhang, Xibin
6
Ardia, David
5
Chaturvedi, Anoop
5
Clark, Todd E.
5
Demetrescu, Matei
5
Egger, Peter
5
Francq, Christian
5
Han, Xiaoyi
5
Inoue, Atsushi
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Lee, Ji Hyung
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Li, Kunpeng
5
Liu, Zhi
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Park, Joon Y.
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Parmeter, Christopher F.
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Phillips, Peter C. B.
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Rodrigues, Paulo M. M.
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Journal of econometrics
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
2
Economics letters
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International journal of theoretical and applied finance
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Journal of forecasting
1
Journal of geographical systems : geographical information, analysis, theory, and decision
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Papers in regional science : the journal of the Regional Science Association International
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1
Overnight GARCH-Itô volatility models
Kim, Donggyu
;
Shin, Minseok
;
Wang, Yazhen
- In:
Journal of business & economic statistics : JBES ; a …
41
(
2023
)
4
,
pp. 1215-1227
Persistent link: https://www.econbiz.de/10014448607
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2
Volatility analysis with realized GARCH-Itô models
Song, Xinyu
;
Kim, Donggyu
;
Yuan, Huiling
;
Cui, Xiangyu
; …
- In:
Journal of econometrics
222
(
2021
)
1,2
,
pp. 393-410
Persistent link: https://www.econbiz.de/10012619433
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3
Cross-sectional dependence model specifications in a static trade panel data setting
Lesage, James P.
;
Fischer, Manfred M.
- In:
Journal of geographical systems : geographical …
22
(
2020
)
1
,
pp. 5-46
Persistent link: https://www.econbiz.de/10012237476
Saved in:
4
Network dependence in multi-indexed data on international trade flows
Fischer, Manfred M.
;
Lesage, James P.
-
2020
Persistent link: https://www.econbiz.de/10012306387
Saved in:
5
Structured volatility matrix estimation for non-synchronized high-frequency financial data
Fan, Jianqing
;
Kim, Donggyu
- In:
Journal of econometrics
209
(
2019
)
1
,
pp. 61-78
Persistent link: https://www.econbiz.de/10012302521
Saved in:
6
Factor GARCH-Itô models for high-frequency data with application to large volatility matrix prediction
Kim, Donggyu
;
Fan, Jianqing
- In:
Journal of econometrics
208
(
2019
)
2
,
pp. 395-417
Persistent link: https://www.econbiz.de/10012145042
Saved in:
7
Adaptive thresholding for large volatility matrix estimation based on high-frequency financial data
Kim, Donggyu
;
Kong, Xin-Bing
;
Li, Cui-Xia
;
Wang, Yazhen
- In:
Journal of econometrics
203
(
2018
)
1
,
pp. 69-79
Persistent link: https://www.econbiz.de/10011974617
Saved in:
8
Confidence corridors for multivariate generalized quantile regression
Chao, Shih-Kang
;
Proksch, Katharina
;
Dette, Holger
; …
- In:
Journal of business & economic statistics : JBES ; a …
35
(
2017
)
1
,
pp. 70-85
Persistent link: https://www.econbiz.de/10011704106
Saved in:
9
Adaptive interest rate modelling
Guo, Mengmeng
;
Härdle, Wolfgang
- In:
Journal of forecasting
36
(
2017
)
3
,
pp. 241-256
Persistent link: https://www.econbiz.de/10011729251
Saved in:
10
Sieve estimation of the minimal entropy martingale marginal density with application to pricing kernel estimation
Belomestny, Denis
;
Härdle, Wolfgang
;
Krymova, Ekaterina
- In:
International journal of theoretical and applied finance
20
(
2017
)
6
,
pp. 1-21
Persistent link: https://www.econbiz.de/10011734146
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