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subject:"Großbritannien"
subject:"Volatilität"
~isPartOf:"Technical working paper / National Bureau of Economic Research"
~subject:"Zeitreihenanalyse"
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Search: subject_exact:"Estimation theory"
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Großbritannien
Volatilität
Zeitreihenanalyse
Estimation theory
90
Schätztheorie
90
Theorie
53
Theory
53
Time series analysis
22
USA
11
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11
Statistical theory
10
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9
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24
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Stock, James H.
5
Nelson, Daniel B.
4
Watson, Mark W.
3
Diebold, Francis X.
2
Elliott, Graham
2
Foster, Dean P.
2
West, Kenneth D.
2
Altonji, Joseph G.
1
Aït-Sahalia, Yacine
1
Beaulieu, J. Joseph
1
Brandt, Michael W.
1
Campbell, John Y.
1
Canjels, Eugene
1
Christoffersen, Peter F.
1
Friedman, Milton
1
García López, José A.
1
Kim, Chang-jin
1
Leamer, Edward E.
1
Miron, Jeffrey A.
1
Mykland, Per A.
1
Nelson, Charles R.
1
Newey, Whitney K.
1
Quah, Danny
1
Rothenberg, Thomas J.
1
Santa-Clara, Pedro
1
Segal, Lewis M.
1
Stambaugh, Robert F.
1
Wilcox, David W.
1
Zhang, Lan
1
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Technical working paper / National Bureau of Economic Research
Journal of econometrics
374
Econometric theory
169
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
169
Economics letters
155
Discussion paper / Tinbergen Institute
108
Econometric reviews
99
International journal of forecasting
71
Working paper / Department of Econometrics and Business Statistics, Monash University
67
CREATES research paper
65
Journal of forecasting
62
Applied economics letters
57
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
57
Econometrics : open access journal
51
NBER Working Paper
49
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
48
Economic modelling
45
The econometrics journal
44
Cowles Foundation discussion paper
43
Journal of applied econometrics
41
Applied economics
40
Journal of time series econometrics
40
Journal of empirical finance
39
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
39
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
38
Journal of the American Statistical Association : JASA
38
NBER working paper series
36
Computational economics
35
Oxford bulletin of economics and statistics
35
EUI working paper / ECO
32
Série des documents de travail / Centre de Recherche en Économie et Statistique
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SFB 649 discussion paper
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
30
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30
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24
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ECONIS (ZBW)
24
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1
Edgeworth expansion for realized volatility and related estimators
Zhang, Lan
;
Mykland, Per A.
;
Aït-Sahalia, Yacine
-
2005
Persistent link: https://www.econbiz.de/10003217402
Saved in:
2
Simulated likelihood estimation of diffusions with an application to exchange rate dynamics in incomplete markets
Brandt, Michael W.
;
Santa-Clara, Pedro
-
2001
Persistent link: https://www.econbiz.de/10001606888
Saved in:
3
Asymptotically median unbiased estimation of coefficient variance in a time varying parameter model
Stock, James H.
;
Watson, Mark W.
-
1996
Persistent link: https://www.econbiz.de/10000945159
Saved in:
4
A comparison of alternative instrumental variables estimators of a dynamic linear model
West, Kenneth D.
;
Wilcox, David W.
-
1995
Persistent link: https://www.econbiz.de/10000934955
Saved in:
5
Modeling volatility dynamics
Diebold, Francis X.
;
García López, José A.
-
1995
Persistent link: https://www.econbiz.de/10000920972
Saved in:
6
Continuous record asymptotics for rolling sample variance estimators
Foster, Dean P.
;
Nelson, Daniel B.
-
1994
Persistent link: https://www.econbiz.de/10000934888
Saved in:
7
Asymptotic filtering theory for multivariate ARCH models
Nelson, Daniel B.
-
1994
Persistent link: https://www.econbiz.de/10000920888
Saved in:
8
Estimating deterministic trends in the presence of serially correlated errors
Canjels, Eugene
-
1994
Persistent link: https://www.econbiz.de/10000920895
Saved in:
9
Optimal prediction under asymmetric loss
Christoffersen, Peter F.
-
1994
Persistent link: https://www.econbiz.de/10000920915
Saved in:
10
Asymptotically optimal smoothing with arch models
Nelson, Daniel B.
-
1994
Persistent link: https://www.econbiz.de/10000920975
Saved in:
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