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subject:"Exchange rate"
subject:"Volatilität"
~isPartOf:"Econometric reviews"
~isPartOf:"Journal of forecasting"
~subject:"Kointegration"
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Search: subject_exact:"Estimation theory"
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Exchange rate
Volatilität
Kointegration
Estimation theory
572
Schätztheorie
572
Theorie
176
Theory
176
Time series analysis
142
Zeitreihenanalyse
142
Nichtparametrisches Verfahren
89
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Maasoumi, Esfandiar
3
Teräsvirta, Timo
3
Bohn Nielsen, Heino
2
Cavaliere, Giuseppe
2
McAleer, Michael
2
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2
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Wagner, Martin
2
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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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1
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1
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De Angelis, Luca
1
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1
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Econometric reviews
Journal of forecasting
Journal of econometrics
179
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
66
Economics letters
46
Discussion paper / Tinbergen Institute
42
Econometric theory
39
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
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Working paper / Department of Econometrics and Business Statistics, Monash University
16
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
15
Journal of banking & finance
15
Journal of financial econometrics
15
Finance research letters
14
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
13
International journal of theoretical and applied finance
13
International journal of economics and finance
12
Journal of applied econometrics
12
Journal of risk and financial management : JRFM
12
NBER Working Paper
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The North American journal of economics and finance : a journal of financial economics studies
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Empirical economics : a quarterly journal of the Institute for Advanced Studies
11
SFB 649 discussion paper
11
Cowles Foundation Discussion Paper
10
Discussion paper / Centre for Economic Forecasting
10
EUI working paper / ECO
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Journal of time series econometrics
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1
Inference for the VEC(1) model with a heavy-tailed linear process errors
Guo, Feifei
;
Ling, Shiqing
- In:
Econometric reviews
42
(
2023
)
9/10
,
pp. 806-833
Persistent link: https://www.econbiz.de/10014420347
Saved in:
2
Adaptive information-based methods for determining the co-integration rank in heteroskedastic VAR models
Boswijk, Herman Peter
;
Cavaliere, Giuseppe
;
De Angelis, Luca
- In:
Econometric reviews
42
(
2023
)
9/10
,
pp. 725-757
Persistent link: https://www.econbiz.de/10014420355
Saved in:
3
Panel cointegrating polynomial regressions : group-mean fully modified OLS estimation and inference
Wagner, Martin
;
Reichold, Karsten
- In:
Econometric reviews
42
(
2023
)
4
,
pp. 358-392
Persistent link: https://www.econbiz.de/10014305520
Saved in:
4
A state-space approach to time-varying reduced-rank regression
Brune, Barbara
;
Scherrer, Wolfgang
;
Bura, Efstathia
- In:
Econometric reviews
41
(
2022
)
8
,
pp. 895-917
Persistent link: https://www.econbiz.de/10013364916
Saved in:
5
Forecasting exchange rates : an iterated combination constrained predictor approach
Alexandridis, Antonios K.
;
Panopulu, Aikaterinē
; …
- In:
Journal of forecasting
43
(
2024
)
4
,
pp. 983-1017
Persistent link: https://www.econbiz.de/10014554058
Saved in:
6
Dynamic forecasting for nonstationary high-frequency financial data with jumps based on series decomposition and reconstruction
Song, Yuping
;
Li, Zhenwei
;
Ma, Zhiren
;
Sun, Xiaoyu
- In:
Journal of forecasting
42
(
2023
)
5
,
pp. 1055-1068
Persistent link: https://www.econbiz.de/10014338810
Saved in:
7
Forecasting stock return volatility : realized volatility-type or duration-based estimators
Fei, Tianlun
;
Liu, Xiaoquan
;
Wen, Conghua
- In:
Journal of forecasting
42
(
2023
)
7
,
pp. 1594-1621
Persistent link: https://www.econbiz.de/10014432725
Saved in:
8
Forecasting Bitcoin volatility : a new insight from the threshold regression model
Zhang, Yaojie
;
He, Mengxi
;
Wen, Danyan
;
Wang, Yudong
- In:
Journal of forecasting
41
(
2022
)
3
,
pp. 633-652
Persistent link: https://www.econbiz.de/10013166172
Saved in:
9
On the estimation of integrated volatility in the presence of jumps and microstructure noise
Brownlees, Christian
;
Nualart, Eulalia
;
Sun, Yucheng
- In:
Econometric reviews
39
(
2020
)
10
,
pp. 991-1013
Persistent link: https://www.econbiz.de/10012406198
Saved in:
10
Data cloning estimation for asymmetric stochastic volatility models
Bermudez, P. de Zea
;
Marín, J. Miguel
;
Veiga, Helena
- In:
Econometric reviews
39
(
2020
)
10
,
pp. 1057-1074
Persistent link: https://www.econbiz.de/10012406209
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