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subject:"Capital income"
subject:"Time series analysis"
~isPartOf:"Journal of financial econometrics"
~subject:"Korrelation"
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Search: subject_exact:"Estimation theory"
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Capital income
Time series analysis
Korrelation
Estimation theory
48
Schätztheorie
48
Estimation
19
Schätzung
19
Zeitreihenanalyse
14
Volatility
13
Volatilität
13
Correlation
9
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Agrawal, Raj
1
Bauwens, Luc
1
Cai, Yuzhi
1
Cipollini, Fabrizio
1
De Nard, Gianluca
1
Gallo, Giampiero M.
1
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Gungor, Sermin
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1
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1
Ko, Yi-Chen
1
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1
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1
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1
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1
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1
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1
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1
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Journal of financial econometrics
Journal of econometrics
364
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
177
Econometric theory
167
Economics letters
164
Econometric reviews
95
International journal of forecasting
68
Journal of forecasting
62
Applied economics letters
59
Econometrics : open access journal
55
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
55
Journal of the American Statistical Association : JASA
48
The econometrics journal
43
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
42
Computational economics
39
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
39
Journal of time series econometrics
39
Applied economics
37
Economic modelling
37
Journal of empirical finance
36
Journal of applied econometrics
34
Finance research letters
28
Journal of financial econometrics : official journal of the Society for Financial Econometrics
27
Oxford bulletin of economics and statistics
24
Journal of banking & finance
22
Journal of risk and financial management : JRFM
22
The review of economics and statistics
20
Journal of economic dynamics & control
19
Journal of macroeconomics
15
Quantitative finance
15
The review of economic studies
15
The North American journal of economics and finance : a journal of financial economics studies
14
Empirical economics : a quarterly journal of the Institute for Advanced Studies
13
Insurance / Mathematics & economics
13
International journal of economics and financial issues : IJEFI
13
Quantitative economics : QE ; journal of the Econometric Society
13
Journal of mathematical finance
12
Journal of quantitative economics
12
The European journal of finance
12
Theoretical economics letters
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ECONIS (ZBW)
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1
Maximum-Likelihood estimation using the zig-zag algorithm
Hautsch, Nikolaus
;
Okhrin, Ostap
;
Ristig, Alexander
- In:
Journal of financial econometrics
21
(
2023
)
4
,
pp. 1346-1375
Persistent link: https://www.econbiz.de/10014391462
Saved in:
2
Granger causality testing in high-dimensional VARs : a post-double-selection procedure
Hecq, Alain W. J.
;
Margaritella, Luca
;
Smeekes, Stephan
- In:
Journal of financial econometrics
21
(
2023
)
3
,
pp. 915-958
Persistent link: https://www.econbiz.de/10014314841
Saved in:
3
Estimation and inference of quantile impulse response functions by local projections : with applications to VaR dynamics
Han, Heejoon
;
Jung, Whayoung
;
Lee, Ji Hyung
- In:
Journal of financial econometrics
22
(
2024
)
1
,
pp. 1-29
Persistent link: https://www.econbiz.de/10014526299
Saved in:
4
A new test for multiple predictive regression
Xu, Ke-Li
;
Guo, Junjie
- In:
Journal of financial econometrics
22
(
2024
)
1
,
pp. 119-156
Persistent link: https://www.econbiz.de/10014526308
Saved in:
5
Volatility of volatility estimation : central limit theorems for the fourier transform estimator and empirical study of the daily time series stylized facts
Toscano, Giacomo
;
Livieri, Giulia
;
Mancino, Maria Elvira
; …
- In:
Journal of financial econometrics
22
(
2024
)
1
,
pp. 252-296
Persistent link: https://www.econbiz.de/10014526318
Saved in:
6
Dynamic covariance matrix estimation and portfolio analysis with high-frequency data
Liu, Cheng
;
Tang, Cheng Yong
- In:
Journal of financial econometrics
22
(
2024
)
2
,
pp. 461-491
Persistent link: https://www.econbiz.de/10014526333
Saved in:
7
Exact inference in long-horizon predictive quantile regressions with an application to stock returns
Gungor, Sermin
;
Luger, Richard
- In:
Journal of financial econometrics
19
(
2021
)
4
,
pp. 746-788
Persistent link: https://www.econbiz.de/10012654991
Saved in:
8
Modeling realized covariance matrices : a class of hadamard exponential models
Bauwens, Luc
;
Otranto, Edoardo
- In:
Journal of financial econometrics
21
(
2023
)
4
,
pp. 1376-1401
Persistent link: https://www.econbiz.de/10014391463
Saved in:
9
An application of damped diffusion for modeling volatility dynamics
Hung, Mao-Wei
;
Ko, Yi-Chen
;
Wang, Jr-Yan
- In:
Journal of financial econometrics
21
(
2023
)
3
,
pp. 779-809
Persistent link: https://www.econbiz.de/10014314820
Saved in:
10
Volatility estimation and forecasts based on price durations
Hong, Seok Young
;
Nolte, Ingmar
;
Taylor, Stephen
;
Zhao, …
- In:
Journal of financial econometrics
21
(
2023
)
1
,
pp. 106-144
Persistent link: https://www.econbiz.de/10013542852
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