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source:"econis"
~accessRights:"restricted"
~isPartOf:"International journal of theoretical and applied finance"
~isPartOf:"Risks : open access journal"
~isPartOf:"The econometrics journal"
~subject:"Stochastischer Prozess"
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Search: subject_exact:"Time series analysis"
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Stochastischer Prozess
Time series analysis
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Estimation theory
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International journal of theoretical and applied finance
Risks : open access journal
The econometrics journal
Journal of econometrics
44
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
19
Econometric reviews
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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Empirical economics : a quarterly journal of the Institute for Advanced Studies
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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International review of economics & finance : IREF
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International review of financial analysis
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Research in international business and finance
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Research paper series / Swiss Finance Institute
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Handbook of economic forecasting ; 1
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International journal of financial engineering
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International journal of production research
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1
Estimating spot volatility under infinite variation jumps with dependent market microstructure noise
Liu, Qiang
;
Liu, Zhi
- In:
The econometrics journal
27
(
2024
)
2
,
pp. 278-298
Persistent link: https://www.econbiz.de/10015046377
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2
Large mixed-frequency VARs with a parsimonious time-varying parameter structure
Götz, Thomas B.
;
Hauzenberger, Klemens
- In:
The econometrics journal
24
(
2021
)
3
,
pp. 442-461
Persistent link: https://www.econbiz.de/10012620715
Saved in:
3
Hurst exponents and delampertized fractional Brownian motions
Garcin, Matthieu
- In:
International journal of theoretical and applied finance
22
(
2019
)
5
,
pp. 1-26
Persistent link: https://www.econbiz.de/10012153029
Saved in:
4
Drawdown measures and return moments
Möller, Philipp M.
- In:
International journal of theoretical and applied finance
21
(
2018
)
7
,
pp. 1-42
Persistent link: https://www.econbiz.de/10011957033
Saved in:
5
Pairs trading of two assets with uncertainty in co-integration's level of mean reversion
Lee, Sangmin
;
Papanicolaou, Andrew
- In:
International journal of theoretical and applied finance
19
(
2016
)
8
,
pp. 1-36
Persistent link: https://www.econbiz.de/10011686768
Saved in:
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