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subject:"India"
~isPartOf:"Journal of financial econometrics : official journal of the Society for Financial Econometrics"
~subject:"ARCH-Modell"
~subject:"Correlation"
~subject:"Kapitaleinkommen"
~subject:"Statistical test"
~subject:"Stochastic process"
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India
ARCH-Modell
Correlation
Kapitaleinkommen
Statistical test
Stochastic process
Estimation theory
73
Schätztheorie
73
Time series analysis
20
Zeitreihenanalyse
20
Volatility
16
Volatilität
16
Estimation
15
Schätzung
15
ARCH model
11
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30
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Audrino, Francesco
2
Chen, Yi-ting
2
Corsi, Fulvio
2
Francq, Christian
2
Horváth, Lajos
2
Zakoïan, Jean-Michel
2
Ahlgren, Niklas
1
Antell, Jan
1
Bormann, Carsten
1
Bos, Charles S.
1
Boudt, Kris
1
Bu, Ruijun
1
Caldeira, João F.
1
Chen, Jiaqin
1
Christoffersen, Peter F.
1
Conrad, Christian A.
1
Croux, Christophe
1
Di, Jianing
1
Engle, Robert F.
1
Feng, Dingan
1
Frederiksen, Per
1
Galbraith, John W.
1
Gangopadhyay, Ashis
1
Giet, Ludovic
1
Giordani, Paolo
1
Haag, Berthold R.
1
Hadri, Kaddour
1
Herwartz, Helmut
1
Hsieh, Chih-sheng
1
Hurn, Stan
1
Härdle, Wolfgang
1
Janus, Paweł
1
Jeisman, J. I.
1
Jiang, George J.
1
Kohn, Robert
1
Kokoszka, Piotr
1
Koopman, Siem Jan
1
Laurent, Sébastien
1
Lindsay, Kenneth A.
1
Lubrano, Michel
1
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
Journal of econometrics
306
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
120
Economics letters
104
Econometric theory
101
Econometric reviews
85
The econometrics journal
62
CEMMAP working papers / Centre for Microdata Methods and Practice
56
Discussion paper / Tinbergen Institute
55
Cowles Foundation discussion paper
46
CREATES research paper
42
Econometrics : open access journal
40
Journal of empirical finance
40
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
36
Economic modelling
35
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
35
Journal of the American Statistical Association : JASA
34
Applied economics letters
33
Finance research letters
32
The Indian economic journal
32
Cowles Foundation Discussion Paper
30
Working paper
30
Journal of financial econometrics
29
SFB 649 discussion paper
28
Computational economics
27
Journal of quantitative economics : official journal of the Indian Econometric Society
27
International journal of forecasting
26
Journal of banking & finance
26
Journal of forecasting
26
NBER Working Paper
25
Quantitative economics : QE ; journal of the Econometric Society
25
Discussion papers of interdisciplinary research project 373
24
Working paper / Department of Econometrics and Business Statistics, Monash University
24
Cambridge working papers in economics
23
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
23
The Indian journal of economics
23
Applied economics
22
Journal of time series econometrics
22
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
20
European journal of operational research : EJOR
20
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ECONIS (ZBW)
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1
Dynamic functional regression with application to the cross-section of returns
Kokoszka, Piotr
;
Miao, Hong
;
Reimherr, Matthew
; …
- In:
Journal of financial econometrics : official journal of …
16
(
2018
)
3
,
pp. 461-485
Persistent link: https://www.econbiz.de/10011987795
Saved in:
2
Combining multivariate volatility forecasts: an economic-based approach
Caldeira, João F.
;
Moura, Guilherme Valle
;
Nogales, …
- In:
Journal of financial econometrics : official journal of …
15
(
2017
)
2
,
pp. 247-285
Persistent link: https://www.econbiz.de/10011987429
Saved in:
3
Tests for abnormal returns in the presence of event-induced cross-sectional correlation
Ahlgren, Niklas
;
Antell, Jan
- In:
Journal of financial econometrics : official journal of …
15
(
2017
)
2
,
pp. 286-301
Persistent link: https://www.econbiz.de/10011987446
Saved in:
4
Efficient portfolio selection in a large market
Chen, Jiaqin
;
Yuan, Ming
- In:
Journal of financial econometrics : official journal of …
14
(
2016
)
3
,
pp. 496-524
Persistent link: https://www.econbiz.de/10011623668
Saved in:
5
Beyond dimension two : a test for higher-order tail risk
Bormann, Carsten
;
Schaumburg, Julia
;
Schienle, Melanie
- In:
Journal of financial econometrics : official journal of …
14
(
2016
)
3
,
pp. 552-580
Persistent link: https://www.econbiz.de/10011623690
Saved in:
6
Dynamic conditional beta
Engle, Robert F.
- In:
Journal of financial econometrics : official journal of …
14
(
2016
)
4
,
pp. 643-667
Persistent link: https://www.econbiz.de/10011623818
Saved in:
7
Variance targeting estimation of multivariate GARCH models
Francq, Christian
;
Horváth, Lajos
;
Zakoïan, Jean-Michel
- In:
Journal of financial econometrics : official journal of …
14
(
2016
)
2
,
pp. 353-382
Persistent link: https://www.econbiz.de/10011589013
Saved in:
8
On the optimal estimating function method for conditional correlation models
Chen, Yi-ting
- In:
Journal of financial econometrics : official journal of …
13
(
2015
)
1
,
pp. 83-125
Persistent link: https://www.econbiz.de/10010519661
Saved in:
9
A Bayesian high-frequency estimator of the multivariate covariance of noisy and asynchronous returns
Peluso, Stefano
;
Corsi, Fulvio
;
Mira, Antonietta
- In:
Journal of financial econometrics : official journal of …
13
(
2015
)
3
,
pp. 665-697
Persistent link: https://www.econbiz.de/10011339256
Saved in:
10
Estimation of distortion risk measures
Tsukahara, Hideatsu
- In:
Journal of financial econometrics : official journal of …
12
(
2014
)
1
,
pp. 213-235
Persistent link: https://www.econbiz.de/10010233598
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