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source:"econis"
subject:"Schätztheorie"
~isPartOf:"Discussion paper / Center for Economic Research, Tilburg University"
~isPartOf:"International economic review"
~isPartOf:"International journal of forecasting"
~isPartOf:"Journal of econometrics"
~isPartOf:"Macroeconomic dynamics"
~isPartOf:"Report / Econometric Institute, Erasmus University Rotterdam"
~person:"Diebold, Francis X."
~person:"Franses, Philip Hans"
~person:"Galbraith, John W."
~person:"Gonzalo, Jesús"
~person:"Linton, Oliver"
~person:"Schmidt, Peter"
~subject:"Core"
~subject:"Estimation theory"
~subject:"Statistical distribution"
~subject:"Statistische Verteilung"
~subject:"USA"
~subject:"Volatilität"
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Schätztheorie
Core
Estimation theory
Statistical distribution
Statistische Verteilung
USA
Volatilität
Theorie
118
Theory
118
Time series analysis
47
Zeitreihenanalyse
47
Forecasting model
31
Prognoseverfahren
31
Saisonale Schwankungen
21
Seasonal variations
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61
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Diebold, Francis X.
Franses, Philip Hans
Galbraith, John W.
Gonzalo, Jesús
Linton, Oliver
Schmidt, Peter
Steel, Mark F. J.
17
Tijs, Stef
17
Brânzei, Rodica
14
Magnus, Jan R.
12
Werker, Bas J. M.
12
Dijk, Dick van
11
Einmahl, John H. J.
10
McAleer, Michael
10
Chib, Siddhartha
9
Nijman, Theodore E.
9
Osiewalski, Jacek
9
Swanson, Norman R.
9
Aït-Sahalia, Yacine
8
Bollerslev, Tim
8
Dijk, Herman K. van
8
Fernández, Carmen
8
Kleijnen, Jack P. C.
8
Koop, Gary
8
Li, Qi
8
Soest, Arthur van
8
Andersen, Torben
7
Borm, Peter
7
Drost, Feike C.
7
Gouriéroux, Christian
7
Kleibergen, Frank
7
Phillips, Peter C. B.
7
Talman, Dolf
7
Ghysels, Eric
6
González-Rivera, Gloria
6
Granger, C. W. J.
6
Haan, Laurens de
6
Hallin, Marc
6
Härdle, Wolfgang
6
Kohn, Robert
6
Lee, Lung-fei
6
Lucas, André
6
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National Bureau of Economic Research
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Symposium on Forecasting and Empirical Methods in Macroeconomics and Finance <1999, Cambridge, Mass.>
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Discussion paper / Center for Economic Research, Tilburg University
International economic review
International journal of forecasting
Journal of econometrics
Macroeconomic dynamics
Report / Econometric Institute, Erasmus University Rotterdam
Econometric theory
13
Working paper / National Bureau of Economic Research, Inc.
13
Working papers / Financial Institutions Center
11
CFS working paper series
9
Economics letters
9
Discussion paper / Suntory-Toyota International Centre for Economics and Related Disciplines
8
Report / Econometric Institute, Erasmus University Rotterdam / Econometric Institute, Erasmus University Rotterdam
8
Working papers / Rodney L. White Center for Financial Research
8
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
7
Journal of applied econometrics
7
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
7
NBER working paper series
7
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6
NBER Working Paper
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Technical working paper / National Bureau of Economic Research
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The review of economics and statistics
5
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
4
Discussion paper series / LSE Financial Markets Group
4
Econometric reviews
4
Financial Institutions Center
4
Journal of productivity analysis
4
Oxford bulletin of economics and statistics
4
Report / Erasmus Center for Financial Research, Erasmus University
4
Working papers / Penn Institute for Economic Research
4
CEMMAP working papers / Centre for Microdata Methods and Practice
3
Econometric Institute research papers
3
Rotterdams Instituut voor Bedrijfseconomische Studies : RIBES
3
Working papers / Federal Reserve Bank of Philadelphia, Research Department
3
CORE discussion paper : DP
2
Cowles Foundation discussion paper
2
Econometrics papers
2
NBER technical working paper series
2
Report / Econometric Institute, Erasmus University, Rotterdam / Econometric Institute, Erasmus University Rotterdam
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ECONIS (ZBW)
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1
On the aggregation of probability assessments : regularized mixtures of predictive densities for Eurozone inflation and real interest rates
Diebold, Francis X.
;
Shin, Minchul
;
Zhang, Boyuan
- In:
Journal of econometrics
237
(
2023
)
2,3
,
pp. 1-25
Persistent link: https://www.econbiz.de/10014471814
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
Real-time forecast evaluation of DSGE models with stochastic volatility
Diebold, Francis X.
;
Schorfheide, Frank
;
Shin, Minchul
- In:
Journal of econometrics
201
(
2017
)
2
,
pp. 322-332
Persistent link: https://www.econbiz.de/10011920505
Saved in:
4
A nonparametric test of a strong leverage hypothesis
Linton, Oliver
;
Whang, Yoon-jae
;
Yen, Yu-min
- In:
Journal of econometrics
194
(
2016
)
1
,
pp. 153-186
Persistent link: https://www.econbiz.de/10011705075
Saved in:
5
Conditional stochastic dominance tests in dynamic settings
Gonzalo, Jesús
;
Olmo, Jose
- In:
International economic review
55
(
2014
)
3
,
pp. 819-838
Persistent link: https://www.econbiz.de/10010423939
Saved in:
6
A Markov-switching multifractal inter-trade duration model, with application to US equities
Chen, Fei
;
Diebold, Francis X.
;
Schorfheide, Frank
- In:
Journal of econometrics
177
(
2013
)
2
,
pp. 320-342
Persistent link: https://www.econbiz.de/10010255140
Saved in:
7
Better to give than to receive : predictive directional measurement of volatility spillovers
Diebold, Francis X.
;
Yılmaz, Kamil
- In:
International journal of forecasting
28
(
2012
)
1
,
pp. 57-66
Persistent link: https://www.econbiz.de/10009581397
Saved in:
8
A generalized asymmetric Student-t distribution with application to financial econometrics
Zhu, Dongming
;
Galbraith, John W.
- In:
Journal of econometrics
157
(
2010
)
2
,
pp. 297-305
Persistent link: https://www.econbiz.de/10008663016
Saved in:
9
Modeling the diffusion of scientific publications
Fok, Dennis
;
Franses, Philip Hans
- In:
Journal of econometrics
139
(
2007
)
2
,
pp. 376-390
Persistent link: https://www.econbiz.de/10003485373
Saved in:
10
The common and specific components of dynamic volatility
Connor, Gregory
;
Korajczyk, Robert A.
;
Linton, Oliver
- In:
Journal of econometrics
132
(
2006
)
1
,
pp. 231-255
Persistent link: https://www.econbiz.de/10003320262
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