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source:"econis"
subject:"Schätztheorie"
~accessRights:"restricted"
~isPartOf:"Essays in econometrics"
~isPartOf:"Journal of econometrics"
~person:"Boswijk, Herman Peter"
~person:"Deo, Rohit S."
~person:"Franses, Philip Hans"
~person:"Gonzalo, Jesús"
~person:"Granger, C. W. J."
~person:"Hsiao, Cheng"
~person:"Swanson, Norman R."
~subject:"ARMA-Modell"
~subject:"Diffusion index"
~subject:"Estimation theory"
~subject:"Forecasting model"
~subject:"Statistische Verteilung"
~subject:"USA"
~subject:"Volatilität"
~subject:"Ökonometrie"
~type_genre:"Article in journal"
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Schätztheorie
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USA
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Ökonometrie
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Boswijk, Herman Peter
Deo, Rohit S.
Franses, Philip Hans
Gonzalo, Jesús
Granger, C. W. J.
Hsiao, Cheng
Swanson, Norman R.
Aït-Sahalia, Yacine
4
Diebold, Francis X.
4
Hallin, Marc
4
Patton, Andrew J.
4
Asai, Manabu
3
Barigozzi, Matteo
3
Hong, Yongmiao
3
Koop, Gary
3
Marcellino, Massimiliano
3
McAleer, Michael
3
Pettenuzzo, Davide
3
Schorfheide, Frank
3
Xiu, Dacheng
3
Anderson, Heather M.
2
Barnett, William A.
2
Boot, Tom
2
Cai, Zongwu
2
Carriero, Andrea
2
Cavaliere, Giuseppe
2
Chan, Joshua
2
Chang, Yoosoon
2
Chen, Rong
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Christensen, Kim
2
Fan, Jianqing
2
Ghysels, Eric
2
Jin, Xin
2
Kim, Chang Sik
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Koo, Bonsoo
2
Korobilis, Dimitris
2
Laeven, Roger J. A.
2
Liao, Yuan
2
Linton, Oliver
2
Maheu, John M.
2
Mykland, Per A.
2
Park, Joon Y.
2
Peng, Liang
2
Perera, Indeewara
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Poon, Aubrey
2
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Essays in econometrics
Journal of econometrics
International journal of forecasting
4
Journal of empirical finance
2
Annals of financial economics
1
Empirical economics : a quarterly journal of the Institute for Advanced Studies
1
International review of economics & finance : IREF
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
Journal of forecasting
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Journal of international financial markets, institutions & money
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Journal of time series econometrics
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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ECONIS (ZBW)
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1
Bootstrapping non-stationary stochastic volatility
Boswijk, Herman Peter
;
Cavaliere, Giuseppe
;
Georgiev, Iliyan
- In:
Journal of econometrics
224
(
2021
)
1
,
pp. 161-180
Persistent link: https://www.econbiz.de/10013275368
Saved in:
2
Trends in distributional characteristics : existence of global warming
Gadea, María Dolores
;
Gonzalo, Jesús
- In:
Journal of econometrics
214
(
2020
)
1
,
pp. 153-174
Persistent link: https://www.econbiz.de/10012438316
Saved in:
3
Advance in theoretical econometrics : essays in honor of Takeshi Amemiya
Cai, Zongwu
;
Hong, Yongmiao
;
Hsiao, Cheng
- In:
Journal of econometrics
206
(
2018
)
2
,
pp. 279-281
Persistent link: https://www.econbiz.de/10012110380
Saved in:
4
Testing for self-excitation in jumps
Boswijk, Herman Peter
;
Laeven, Roger J. A.
;
Yang, Xiye
- In:
Journal of econometrics
203
(
2018
)
2
,
pp. 256-266
Persistent link: https://www.econbiz.de/10011974668
Saved in:
5
Empirical evidence on the importance of aggregation, asymmetry, and jumps for volatility prediction
Duong, Diep
;
Swanson, Norman R.
- In:
Journal of econometrics
187
(
2015
)
2
,
pp. 606-621
Persistent link: https://www.econbiz.de/10011499786
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