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subject:"Großbritannien"
subject:"Wechselkurs"
~person:"Bollerslev, Tim"
~person:"Brandt, Michael W."
~person:"Franses, Philip Hans"
~person:"Jenkins, Stephen P."
~subject:"Autokorrelation"
~subject:"Nonparametric statistics"
~type:"article"
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Search: subject_exact:"Estimation theory"
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Großbritannien
Wechselkurs
Autokorrelation
Nonparametric statistics
Estimation theory
40
Schätztheorie
40
Theorie
24
Theory
24
Time series analysis
15
Zeitreihenanalyse
15
Estimation
8
Schätzung
8
Volatility
8
Volatilität
8
Exchange rate
6
USA
6
United States
6
Capital income
5
Kapitaleinkommen
5
Saisonale Schwankungen
5
Seasonal variations
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Forecasting model
4
Prognoseverfahren
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Deutschland
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Germany
3
High-frequency data
3
Nichtparametrisches Verfahren
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United Kingdom
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ARCH model
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ARCH-Modell
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Autocorrelation
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Börsenkurs
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CAPM
2
Commodity exchange
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13
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Bollerslev, Tim
Brandt, Michael W.
Franses, Philip Hans
Jenkins, Stephen P.
Li, Qi
34
Linton, Oliver
31
Lee, Lung-fei
28
Su, Liangjun
25
Florens, Jean-Pierre
21
Racine, Jeffrey
21
Cai, Zongwu
19
Chen, Xiaohong
19
Kumbhakar, Subal
19
Sun, Yiguo
19
Ullah, Aman
19
Parmeter, Christopher F.
18
Phillips, Peter C. B.
18
Chen, Songnian
17
Gao, Jiti
16
Simar, Léopold
16
Tsionas, Efthymios G.
15
Escanciano, Juan Carlos
14
Robinson, Peter M.
14
Henderson, Daniel J.
13
Horowitz, Joel
13
Lewbel, Arthur
13
Li, Degui
13
Hoderlein, Stefan
12
Jin, Fei
11
Kristensen, Dennis
11
Mammen, Enno
11
Newey, Whitney K.
10
Otsu, Taisuke
10
Sun, Yixiao
10
White, Halbert
10
Baltagi, Badi H.
9
Breunig, Christoph
9
Ichimura, Hidehiko
9
Li, Dong
9
Sasaki, Yuya
9
Van Keilegom, Ingrid
9
Xiao, Zhijie
9
Yao, Feng
9
Ai, Chunrong
8
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
3
The journal of finance : the journal of the American Finance Association
2
Econometric analysis of financial and economic time series ; part a
1
Econometric reviews
1
Journal of econometrics
1
Journal of financial economics
1
Memo / Økonomisk Institut, Aarhus Universitet
1
The journal of futures markets
1
The review of economic studies
1
The review of economics and statistics
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ECONIS (ZBW)
13
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1
Occupation density estimation for noisy high-frequency data
Zhang, Congshan
;
Li, Jia
;
Bollerslev, Tim
- In:
Journal of econometrics
227
(
2022
)
1
,
pp. 189-211
Persistent link: https://www.econbiz.de/10013441646
Saved in:
2
Generalized jump regressions for local moments
Bollerslev, Tim
;
Li, Jia
;
Chaves, Leonardo Salim Saker
- In:
Journal of business & economic statistics : JBES ; a …
39
(
2021
)
4
,
pp. 1015-1025
Persistent link: https://www.econbiz.de/10012653221
Saved in:
3
Semi-parametric modelling of correlation dynamics
Hafner, Christian M.
;
Dijk, Dick van
;
Franses, Philip Hans
-
2006
Persistent link: https://www.econbiz.de/10003331369
Saved in:
4
Simulated likelihood estimation of diffusions with an application to exchange rate dynamics in incomplete markets
Brandt, Michael W.
;
Santa-Clara, Pedro
- In:
Journal of financial economics
63
(
2002
)
2
,
pp. 161-210
Persistent link: https://www.econbiz.de/10001636757
Saved in:
5
Range-based estimation of stochastic volatility models
Alizadeh, Sassan
;
Brandt, Michael W.
;
Diebold, Francis X.
- In:
The journal of finance : the journal of the American …
57
(
2002
)
3
,
pp. 1047-1091
Persistent link: https://www.econbiz.de/10001684742
Saved in:
6
High-frequency data, frequency domain inference, and volatility forecasting
Bollerslev, Tim
;
Wright, Jonathan H.
- In:
The review of economics and statistics
83
(
2001
)
4
,
pp. 596-602
Persistent link: https://www.econbiz.de/10001627219
Saved in:
7
Outlier detection in cointegration analysis
Franses, Philip Hans
- In:
Journal of business & economic statistics : JBES ; a …
16
(
1998
)
4
,
pp. 459-468
Persistent link: https://www.econbiz.de/10001251800
Saved in:
8
Periodic autoregressive conditional heteroscedasticity
Bollerslev, Tim
- In:
Journal of business & economic statistics : JBES ; a …
14
(
1996
)
2
,
pp. 139-160
Persistent link: https://www.econbiz.de/10001203173
Saved in:
9
Cointegration, fractional cointegration, and exchange rate dynamics
Baillie, Richard
- In:
The journal of finance : the journal of the American …
49
(
1994
)
2
,
pp. 737-745
Persistent link: https://www.econbiz.de/10001169038
Saved in:
10
Intra-day and inter-market volatility in foreign exchange rates
Baillie, Richard
- In:
The review of economic studies
58
(
1991
)
4
,
pp. 565-585
Persistent link: https://www.econbiz.de/10001114302
Saved in:
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