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subject:"Germany"
~isPartOf:"Journal of empirical finance"
~subject:"ARCH-Modell"
~subject:"Autokorrelation"
~type:"article"
~type_genre:"Aufsatz in Zeitschrift"
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Search: subject_exact:"Estimation theory"
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Germany
ARCH-Modell
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Estimation theory
73
Schätztheorie
73
Time series analysis
24
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24
Estimation
22
Schätzung
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Aufsatz in Zeitschrift
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21
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Rahbek, Anders
2
Agosto, Arianna
1
Amado, Cristina
1
Amihud, Yakov
1
Asai, Manabu
1
Astill, Sam
1
Bauwens, Luc
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Berens, Tobias
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Bohn Nielsen, Heino
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Cavaliere, Giuseppe
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Cheng, Wan-hsiu
1
Chourdakis, Kyriakos
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De Backer, Bruno
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De Nard, Gianluca
1
Dotsis, George
1
Dufays, Arnaud
1
Fornari, Fabio
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Granger, C. W. J.
1
Harvey, Andrew C.
1
Harvey, David I.
1
He, Xue-zhong
1
Hung, Jui-cheng
1
Hurvich, Clifford M.
1
Hyung, Namwon
1
Jayetileke, Harshanie L.
1
Jondeau, Eric
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Kinnunen, Jyri
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Kristensen, Dennis
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Leybourne, Stephen James
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Li, Youwei
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Marsh, Terry Alan
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Mele, Antonio
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Satchell, Stephen
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Taylor, Robert
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Teräsvirta, Timo
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Thiele, Stephen
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Journal of empirical finance
Journal of econometrics
125
Econometric theory
67
Economics letters
60
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
54
Econometric reviews
46
The econometrics journal
27
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
22
International journal of forecasting
19
Applied economics letters
18
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
17
Economic modelling
16
Econometrics : open access journal
15
Finance research letters
14
Journal of forecasting
14
International journal of economics and financial issues : IJEFI
13
Journal of financial econometrics : official journal of the Society for Financial Econometrics
13
Journal of risk
13
Journal of time series econometrics
13
Regional science & urban economics
13
Applied economics
11
Journal of banking & finance
10
Journal of risk and financial management : JRFM
10
The North American journal of economics and finance : a journal of financial economics studies
10
Journal of financial econometrics
9
Oxford bulletin of economics and statistics
9
The European journal of finance
9
Computational economics
8
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
8
Journal of mathematical finance
7
Journal of the American Statistical Association : JASA
7
Spatial economic analysis : the journal of the Regional Studies Association
7
The journal of risk model validation
7
Annals of financial economics
6
International Journal of Energy Economics and Policy : IJEEP
6
Journal of economic dynamics & control
6
CBN journal of applied statistics
5
International journal of economics and finance
5
International review of financial analysis
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Jahrbücher für Nationalökonomie und Statistik
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ECONIS (ZBW)
21
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1
An adaptive long memory conditional correlation model
Dark, Jonathan
- In:
Journal of empirical finance
75
(
2024
),
pp. 1-16
Persistent link: https://www.econbiz.de/10014491877
Saved in:
2
Using, taming or avoiding the factor zoo? : a double-shrinkage estimator for covariance matrices
De Nard, Gianluca
;
Zhao, Zhao
- In:
Journal of empirical finance
72
(
2023
),
pp. 23-35
Persistent link: https://www.econbiz.de/10014476795
Saved in:
3
Predictive regression with p-lags and order-q autoregressive predictors
Jayetileke, Harshanie L.
;
Wang, You-Gan
;
Zhu, Min
- In:
Journal of empirical finance
62
(
2021
),
pp. 282-293
Persistent link: https://www.econbiz.de/10012693434
Saved in:
4
Dynamic cross-autocorrelation in stock returns
Kinnunen, Jyri
- In:
Journal of empirical finance
40
(
2017
),
pp. 162-173
Persistent link: https://www.econbiz.de/10011744473
Saved in:
5
Testing against changing correlation
Harvey, Andrew C.
;
Thiele, Stephen
- In:
Journal of empirical finance
38
(
2016
),
pp. 575-589
Persistent link: https://www.econbiz.de/10011663373
Saved in:
6
Modeling corporate defaults : poisson autoregressions with exogenous covariates (PARX)
Agosto, Arianna
;
Cavaliere, Giuseppe
;
Kristensen, Dennis
; …
- In:
Journal of empirical finance
38
(
2016
),
pp. 640-663
Persistent link: https://www.econbiz.de/10011663393
Saved in:
7
The dynamics of squared returns under contemporaneous aggregation of GARCH models
Jondeau, Eric
- In:
Journal of empirical finance
32
(
2015
),
pp. 80-93
Persistent link: https://www.econbiz.de/10011556785
Saved in:
8
Testing for structural breaks in correlations : does it improve Value-at-Risk forecasting?
Berens, Tobias
;
Weiß, Gregor
;
Wied, Dominik
- In:
Journal of empirical finance
32
(
2015
),
pp. 135-152
Persistent link: https://www.econbiz.de/10011556809
Saved in:
9
Testing of a market fraction model and power-law behaviour in the DAX 30
He, Xue-zhong
;
Li, Youwei
- In:
Journal of empirical finance
31
(
2015
),
pp. 1-17
Persistent link: https://www.econbiz.de/10011489318
Saved in:
10
A Bayesian method of change-point estimation with recurrent regimes : application to GARCH models
Bauwens, Luc
;
De Backer, Bruno
;
Dufays, Arnaud
- In:
Journal of empirical finance
29
(
2014
),
pp. 207-229
Persistent link: https://www.econbiz.de/10011300484
Saved in:
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