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subject:"Großbritannien"
subject:"Wechselkurs"
~isPartOf:"Journal of econometrics"
~person:"Zhu, Ke"
~subject:"Monte-Carlo-Simulation"
~subject:"Time series analysis"
~subject:"Volatilität"
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Search: subject_exact:"Estimation theory"
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Großbritannien
Wechselkurs
Monte-Carlo-Simulation
Time series analysis
Volatilität
Estimation theory
8
Schätztheorie
8
Zeitreihenanalyse
5
ARCH model
4
ARCH-Modell
4
Portmanteau test
3
Statistical test
2
Statistischer Test
2
Stochastic process
2
Stochastischer Prozess
2
Volatility
2
ARCH-type model
1
ARMA model
1
ARMA-Modell
1
Adaptive inference
1
Asymmetric power GARCH
1
Asymmetry testing
1
Augmented DAR model
1
Autocorrelation
1
Autokorrelation
1
Block-wise random weighting method
1
Bootstrap approach
1
Bootstrap-Verfahren
1
Cointegration
1
Conditional heteroscedasticity
1
Conditional quantile
1
DAR model
1
Diagnostic checking
1
GARCH model
1
Generalized exponentially weighted moving average quantile model
1
Generalized quasi-maximum likelihood estimator
1
Heavy-tailed innovation
1
Heavy-tailedness
1
Heteroscedasticity
1
Heteroskedastizität
1
Induktive Statistik
1
Innovation
1
Kointegration
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Zhu, Ke
Phillips, Peter C. B.
11
Todorov, Viktor
10
Taylor, Robert
9
Linton, Oliver
8
Andersen, Torben
7
Francq, Christian
7
Leybourne, Stephen James
7
Li, Jia
7
Tauchen, George Eugene
7
Koopman, Siem Jan
6
Aït-Sahalia, Yacine
5
Chen, Xiaohong
5
Davis, Richard A.
5
Kim, Donggyu
5
Li, Qi
5
Li, Yingying
5
Mykland, Per A.
5
Robinson, Peter M.
5
Xiao, Zhijie
5
Zakoïan, Jean-Michel
5
Bollerslev, Tim
4
Chambers, Marcus J.
4
Harvey, David I.
4
Li, Dong
4
Ng, Serena
4
Park, Joon Y.
4
Shephard, Neil G.
4
Sun, Yixiao
4
Varneskov, Rasmus Tangsgaard
4
Zhang, Lan
4
Baillie, Richard
3
Baltagi, Badi H.
3
Chen, Rong
3
Dong, Chaohua
3
Elliott, Graham
3
Fan, Jianqing
3
Gallant, A. Ronald
3
Gao, Jiti
3
Ghysels, Eric
3
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Journal of econometrics
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
2
Econometric reviews
1
Journal of risk and financial management : JRFM
1
The North American journal of economics and finance : a journal of financial economics studies
1
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ECONIS (ZBW)
6
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1
A new generalized exponentially weighted moving average quantile model and its statistical inference
Zhu, Ke
- In:
Journal of econometrics
237
(
2023
)
1
,
pp. 1-25
Persistent link: https://www.econbiz.de/10014471471
Saved in:
2
Hybrid quantile estimation for asymmetric power GARCH models
Wang, Guochang
;
Zhu, Ke
;
Li, Guodong
;
Li, Wai Keung
- In:
Journal of econometrics
227
(
2022
)
1
,
pp. 264-284
Persistent link: https://www.econbiz.de/10013441656
Saved in:
3
Adaptive inference for a semiparametric generalized autoregressive conditional heteroskedasticity model
Jiang, Feiyu
;
Li, Dong
;
Zhu, Ke
- In:
Journal of econometrics
224
(
2021
)
2
,
pp. 306-329
Persistent link: https://www.econbiz.de/10013275393
Saved in:
4
Non-standard inference for augmented double autoregressive models with null volatility coefficients
Jiang, Feiyu
;
Li, Dong
;
Zhu, Ke
- In:
Journal of econometrics
215
(
2020
)
1
,
pp. 165-183
Persistent link: https://www.econbiz.de/10012439437
Saved in:
5
Model checks for nonlinear cointegrating regression
Wang, Qiying
;
Wu, Dongsheng
;
Zhu, Ke
- In:
Journal of econometrics
207
(
2018
)
2
,
pp. 261-284
Persistent link: https://www.econbiz.de/10012116349
Saved in:
6
A bootstrapped spectral test for adequacy in weak ARMA models
Zhu, Ke
;
Li, Wai Keung
- In:
Journal of econometrics
187
(
2015
)
1
,
pp. 113-130
Persistent link: https://www.econbiz.de/10011498788
Saved in:
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