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source:"econis"
subject:"Schätztheorie"
~isPartOf:"Journal of econometrics"
~isPartOf:"Time-series methods and applications"
~person:"Harvey, Andrew C."
~person:"Swanson, Norman R."
~subject:"Downside risk"
~subject:"Volatilität"
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Schätztheorie
Downside risk
Volatilität
Theorie
20
Theory
20
Time series analysis
9
Zeitreihenanalyse
9
Forecasting model
7
Prognoseverfahren
7
Estimation theory
6
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4
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Harvey, Andrew C.
Swanson, Norman R.
Chib, Siddhartha
7
Aït-Sahalia, Yacine
6
Gouriéroux, Christian
6
Lee, Lung-fei
6
Li, Qi
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Phillips, Peter C. B.
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5
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4
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4
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4
Schmidt, Peter
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Tauchen, George Eugene
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Todorov, Viktor
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3
Ali, Mukhtar M.
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Asai, Manabu
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Golan, Amos
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3
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Journal of econometrics
Time-series methods and applications
Working papers / Rutgers University, Department of Economics
21
Working papers / Federal Reserve Bank of Philadelphia, Research Department
3
Cambridge working papers in economics
2
Cowles Foundation discussion paper
2
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2
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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ECONIS (ZBW)
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1
Score-driven models for realized volatility
Harvey, Andrew C.
;
Palumbo, Dario
- In:
Journal of econometrics
237
(
2023
)
2,2
,
pp. 1-14
Persistent link: https://www.econbiz.de/10014471522
Saved in:
2
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
Saved in:
3
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:
4
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:
5
Alternative approximations of the bias and MSE of the IV estimator under weak identification with an application to bias correction
Chao, John C.
;
Swanson, Norman R.
- In:
Journal of econometrics
137
(
2007
)
2
,
pp. 515-555
Persistent link: https://www.econbiz.de/10003441954
Saved in:
6
Testing for a slowly changing level with special reference to stochastic volatility
Harvey, Andrew C.
- In:
Journal of econometrics
87
(
1998
)
1
,
pp. 167-189
Persistent link: https://www.econbiz.de/10001248302
Saved in:
7
An introduction to stochastic unit-root processes
Granger, C. W. J.
- In:
Journal of econometrics
80
(
1997
)
1
,
pp. 35-62
Persistent link: https://www.econbiz.de/10001223464
Saved in:
8
Estimating integrated higher-order continuous time autoregressions with an application to money-income causality
Harvey, Andrew C.
- In:
Journal of econometrics
42
(
1989
)
3
,
pp. 319-336
Persistent link: https://www.econbiz.de/10001072251
Saved in:
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