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subject:"Exchange rate"
subject:"Volatilität"
~isPartOf:"Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet"
~subject:"Forecasting model"
~type:"article"
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Search: subject_exact:"Estimation theory"
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Exchange rate
Volatilität
Forecasting model
Estimation theory
107
Schätztheorie
107
Time series analysis
50
Zeitreihenanalyse
50
Estimation
33
Schätzung
33
ARCH model
17
ARCH-Modell
17
Volatility
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cointegration
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Abbara, Omar
1
Anatolyev, Stanislav
1
Baruník, Jozef
1
Bekiros, Stelios
1
Blazsek, Szabolcs
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Bu, Ruijun
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Chan, Jennifer So Kuen
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Chevallier, Julien
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Hadri, Kaddour
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Hou, Weijie
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Kalyvitēs, Sarantēs
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Kok Haur Ng
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Kristensen, Johannes Tang
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Lahiri, Kajal
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Licht, Adrian
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Liu, Wei
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Silvennoinen, Annastiina
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Staněk, Filip
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Thanakorn Nitithumbundit
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
Journal of econometrics
181
International journal of forecasting
118
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
93
Journal of forecasting
74
Economics letters
49
Journal of empirical finance
31
Econometric reviews
30
Economic modelling
27
Econometric theory
25
Journal of financial econometrics : official journal of the Society for Financial Econometrics
22
The econometrics journal
22
Quantitative finance
21
Finance research letters
20
Journal of banking & finance
18
Journal of financial econometrics
18
Journal of the American Statistical Association : JASA
15
Applied economics
14
Computational economics
14
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
14
European journal of operational research : EJOR
14
International journal of economics and financial issues : IJEFI
14
Journal of risk and financial management : JRFM
14
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
13
Econometrics : open access journal
13
Insurance / Mathematics & economics
13
International journal of theoretical and applied finance
13
Journal of applied econometrics
13
The North American journal of economics and finance : a journal of financial economics studies
13
Empirical economics : a quarterly journal of the Institute for Advanced Studies
12
Risks : open access journal
12
Journal of mathematical finance
11
Applied economics letters
10
International Journal of Energy Economics and Policy : IJEEP
10
Journal of quantitative economics
10
Finance and stochastics
9
Applied financial economics
8
Astin bulletin : the journal of the International Actuarial Association
8
Journal of international money and finance
8
Journal of macroeconomics
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22
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1
Score-driven location plus scale models : asymptotic theory and an application to forecasting Dow Jones volatility
Blazsek, Szabolcs
;
Escribano, Álvaro
;
Licht, Adrian
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
28
(
2024
)
1
,
pp. 61-82
Persistent link: https://www.econbiz.de/10014506888
Saved in:
2
Estimation and forecasting of long memory stochastic volatility models
Abbara, Omar
;
Zevallos, Mauricio
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
27
(
2023
)
1
,
pp. 1-24
Persistent link: https://www.econbiz.de/10014288818
Saved in:
3
Unrestricted, restricted, and regularized models for forecasting multivariate volatility
Anatolyev, Stanislav
;
Staněk, Filip
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
27
(
2023
)
2
,
pp. 199-218
Persistent link: https://www.econbiz.de/10014288890
Saved in:
4
Modeling time-varying parameters using artificial neural networks : a GARCH illustration
Donfack, Morvan Nongni
;
Dufays, Arnaud
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
25
(
2021
)
5
,
pp. 311-343
Persistent link: https://www.econbiz.de/10012806535
Saved in:
5
Variance reduction estimation for return models with jumps using gamma asymmetric kernels
Song, Yuping
;
Hou, Weijie
;
Zhou, Shengyi
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
23
(
2019
)
5
,
pp. 1-38
Persistent link: https://www.econbiz.de/10012198377
Saved in:
6
Efficient estimation of financial risk by regressing the quantiles of parametric distributions : an application to CARR models
Chan, Jennifer So Kuen
;
Kok Haur Ng
;
Thanakorn …
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
23
(
2019
)
2
,
pp. 1-22
Persistent link: https://www.econbiz.de/10012054882
Saved in:
7
Flexible Fourier form for volatility breaks
Li, Jing
;
Enders, Walter
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
22
(
2018
)
1
,
pp. 1-19
Persistent link: https://www.econbiz.de/10011886596
Saved in:
8
Testing for misspecification in the short-run component of GARCH-type models
Chuffart, Thomas
;
Flachaire, Emmanuel
; …
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
22
(
2018
)
5
,
pp. 1-17
Persistent link: https://www.econbiz.de/10011965362
Saved in:
9
Estimation of long memory in volatility using wavelets
Kraicová, Lucie
;
Baruník, Jozef
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
21
(
2017
)
3
,
pp. 1-22
Persistent link: https://www.econbiz.de/10011709605
Saved in:
10
On the estimation of regime-switching Lévy models
Chevallier, Julien
;
Goutte, Stéphane
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
21
(
2017
)
1
,
pp. 3-29
Persistent link: https://www.econbiz.de/10011650170
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