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subject:"Deutschland"
subject:"Forecasting model"
~isPartOf:"Annales d'économie et de statistique"
~isPartOf:"CESifo working papers"
~isPartOf:"Schriften zur angewandten Ökonometrie"
~isPartOf:"The review of economic studies"
~isPartOf:"Working paper / National Bureau of Economic Research, Inc."
~isPartOf:"Working paper"
~person:"Baillie, Richard"
~person:"Bandi, F. M."
~person:"Diebold, Francis X."
~person:"Newey, Whitney K."
~subject:"Capital income"
~subject:"Cattle market"
~subject:"Deutsche Mark"
~subject:"Fiscal policy"
~subject:"Kausalanalyse"
~subject:"Korrelation"
~subject:"Noise Trading"
~subject:"Theory"
~type_genre:"Article in journal"
~type_genre:"Aufsatz in Zeitschrift"
~type_genre:"Systematic review"
~type_genre:"Thesis"
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Deutschland
Forecasting model
Capital income
Cattle market
Deutsche Mark
Fiscal policy
Kausalanalyse
Korrelation
Noise Trading
Theory
Estimation theory
6
Schätztheorie
6
Theorie
5
Estimation
2
Market microstructure
2
Marktmikrostruktur
2
Noise trading
2
Schätzung
2
Time series analysis
2
Volatility
2
Volatilität
2
Zeitreihenanalyse
2
Business cycle
1
Börsenkurs
1
Correlation
1
Cramer-Rao
1
Devisenmarkt
1
Dynamic equilibrium
1
Dynamische Wirtschaftstheorie
1
Dynamisches Gleichgewicht
1
Economic dynamics
1
Exchange rate
1
Financial market
1
Finanzmarkt
1
Foreign exchange market
1
High-frequency data
1
Integrated volatility estimation
1
Kapitaleinkommen
1
Konjunktur
1
Microstructure noise
1
Nichtparametrisches Verfahren
1
Noise correction
1
Nonparametric statistics
1
Realized volatility
1
Rindermarkt
1
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6
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Article in journal
Aufsatz in Zeitschrift
Systematic review
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6
Graue Literatur
6
Non-commercial literature
6
Working Paper
6
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English
5
French
1
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Baillie, Richard
Bandi, F. M.
Diebold, Francis X.
Newey, Whitney K.
Gouriéroux, Christian
5
Baltagi, Badi H.
4
Robert, Christian P.
4
Andrews, Donald W. K.
3
Arellano, Manuel
3
Bertail, Patrice
3
Hotz, Vincent Joseph
3
Phillips, Peter C. B.
3
Thomas, Alban
3
Bauwens, Luc
2
Boumahdi, Rachid
2
Bruneau, Catherine
2
Doz, Catherine
2
Heckman, James J.
2
Hsiao, Cheng
2
Ichimura, Hidehiko
2
Imbens, Guido
2
Khalaf, Lynda
2
Mairesse, Jacques
2
Nicolaï, Jean-Paul
2
Peaucelle, Irina
2
Robinson, Peter M.
2
Rubin, Donald B.
2
Sentana, Enrique
2
Shephard, Neil G.
2
Todd, Petra
2
Alan, Sule
1
Attanasio, Orazio P.
1
Baumel, Laurent
1
Beaulieu, Marie-Claude
1
Beine, Michel
1
Belloni, Alexandre
1
Bera, Anil K.
1
Berkowitz, Jeremy
1
Bhargava, Alok
1
Bloemen, Hans G.
1
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Published in...
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Annales d'économie et de statistique
CESifo working papers
Schriften zur angewandten Ökonometrie
The review of economic studies
Working paper / National Bureau of Economic Research, Inc.
Working paper
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
13
Journal of econometrics
8
Econometric theory
5
Journal of applied econometrics
3
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
3
The journal of finance : the journal of the American Finance Association
3
Economics letters
2
International journal of forecasting
2
Journal of empirical finance
2
Journal of international money and finance
2
Econometrica : journal of the Econometric Society, an international society for the advancement of economic theory in its relation to statistics and mathematics
1
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
1
Journal of risk and financial management : JRFM
1
Special issue on new developments in time series econometrics
1
The journal of business : B
1
The review of economics and statistics
1
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ECONIS (ZBW)
6
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1
On the correlation structure of microstructure noise : a financial economic approach
Diebold, Francis X.
;
Strasser, Georg
- In:
The review of economic studies
80
(
2013
)
4
,
pp. 1304-1337
Persistent link: https://www.econbiz.de/10010202113
Saved in:
2
Microstructure noise, realized variance, and optimal sampling
Bandi, F. M.
;
Russell, Jeffrey R.
- In:
The review of economic studies
75
(
2008
)
2
,
pp. 339-369
Persistent link: https://www.econbiz.de/10003678717
Saved in:
3
Dynamic equilibrium economies : a framework for comparing models and data
Diebold, Francis X.
- In:
The review of economic studies
65
(
1998
)
3
,
pp. 433-451
Persistent link: https://www.econbiz.de/10001244374
Saved in:
4
Automatic lag selection in covariance matrix estimation
Newey, Whitney K.
- In:
The review of economic studies
61
(
1994
)
4
,
pp. 631-653
Persistent link: https://www.econbiz.de/10001168259
Saved in:
5
Intra-day and inter-market volatility in foreign exchange rates
Baillie, Richard
- In:
The review of economic studies
58
(
1991
)
4
,
pp. 565-585
Persistent link: https://www.econbiz.de/10001114302
Saved in:
6
Introduction à la théorie des bornes d'efficacité semiparamétriques
Newey, Whitney K.
- In:
Annales d'économie et de statistique
(
1989
),
pp. 1-47
Persistent link: https://www.econbiz.de/10001076718
Saved in:
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