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subject:"Deutschland"
subject:"Forecasting model"
~isPartOf:"Economic modelling"
~isPartOf:"Journal of business & economic statistics : JBES ; a publication of the American Statistical Association"
~person:"Hautsch, Nikolaus"
~person:"Su, Liangjun"
~subject:"Momentenmethode"
~subject:"Sampling schemes"
~subject:"Volatilität"
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Deutschland
Forecasting model
Momentenmethode
Sampling schemes
Volatilität
Estimation theory
9
Schätztheorie
9
Estimation
6
Nichtparametrisches Verfahren
6
Nonparametric statistics
6
Schätzung
6
Time series analysis
5
Zeitreihenanalyse
5
CAPM
3
Börsenkurs
2
Correlation
2
Endogeneity
2
Heterogeneity
2
Korrelation
2
Method of moments
2
Share price
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Volatility
2
ARCH model
1
ARCH-Modell
1
Additive regression
1
Bildungsertrag
1
Capital income
1
Classifier-Lasso
1
Conditional CAPM
1
Conditional alpha test
1
Conditional factor models
1
Discrete variables
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Factor analysis
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Faktorenanalyse
1
Functional coefficient
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Generated regressors
1
High frequency data
1
High-dimensional data
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Intraday (co-)variation risk
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Jump diffusions
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Kapitaleinkommen
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Hautsch, Nikolaus
Su, Liangjun
Kumar, Dilip
4
Maheswaran, S.
3
Cai, Zongwu
2
Caner, Mehmet
2
Ghysels, Eric
2
Gospodinov, Nikolaj
2
Jing, Bingyi
2
Lechner, Michael
2
Liesenfeld, Roman
2
Ling, Shiqing
2
Otter, Pieter W.
2
Peng, Liang
2
Poskitt, Donald Stephen
2
Russell, Jeffrey R.
2
Shephard, Neil G.
2
Tsay, Ruey S.
2
Ullah, Aman
2
Yang, Xiye
2
Zhang, Xinyu
2
Ai, Xin
1
Alfelt, Gustav
1
Amado, Cristina
1
Andersen, Torben
1
Andreou, Elena
1
Ang, Andrew
1
Arellano, Manuel
1
Aryal, Gaurab
1
Bai, Yuehao
1
Baillie, Richard T.
1
Baltagi, Badi H.
1
Bandi, Federico M.
1
Bauwens, Luc
1
Bekaert, Geert
1
Bera, Anil K.
1
Beyer, Andreas
1
Bibinger, Markus
1
Bodnar, Taras
1
Bodory, Hugo
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Economic modelling
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
Journal of econometrics
5
SFB 649 discussion paper
4
CFS working paper series
1
Economics letters
1
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ECONIS (ZBW)
4
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1
Estimating the spot covariation of asset prices : statistical theory and empirical evidence
Bibinger, Markus
;
Hautsch, Nikolaus
;
Malec, Peter
; …
- In:
Journal of business & economic statistics : JBES ; a …
37
(
2019
)
3
,
pp. 419-435
Persistent link: https://www.econbiz.de/10012178185
Saved in:
2
Local linear GMM estimation of functional coefficient IV model with an application to estimating the rate od return to schooling
Su, Liangjun
;
Murtazashvili, Irina
;
Ullah, Aman
- In:
Journal of business & economic statistics : JBES ; a …
31
(
2013
)
2
,
pp. 184-207
Persistent link: https://www.econbiz.de/10009754005
Saved in:
3
Preaveraging-based estimation of quadratic variation in the presence of noise and jumps : theory, implementation, and empirical evidence
Hautsch, Nikolaus
;
Podolskij, Mark
- In:
Journal of business & economic statistics : JBES ; a …
31
(
2013
)
2
,
pp. 165-183
Persistent link: https://www.econbiz.de/10009754008
Saved in:
4
Estimation and forecasting of dynamic conditional covariance : a semiparametric multivariate model
Long, Xiangdong
;
Su, Liangjun
;
Ullah, Aman
- In:
Journal of business & economic statistics : JBES ; a …
29
(
2011
)
1
,
pp. 109-125
Persistent link: https://www.econbiz.de/10009159106
Saved in:
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