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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:"Stochastic process"
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Search: subject_exact:"Estimation theory"
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India
ARCH-Modell
Correlation
Kapitaleinkommen
Stochastic process
Estimation theory
73
Schätztheorie
73
Time series analysis
20
Zeitreihenanalyse
20
Volatility
16
Volatilität
16
Estimation
15
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15
ARCH model
11
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English
26
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Audrino, Francesco
2
Corsi, Fulvio
2
Francq, Christian
2
Horváth, Lajos
2
Zakoïan, Jean-Michel
2
Ahlgren, Niklas
1
Antell, Jan
1
Boudt, Kris
1
Bu, Ruijun
1
Caldeira, João F.
1
Chen, Jiaqin
1
Chen, Yi-ting
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
Hurn, Stan
1
Härdle, Wolfgang
1
Jeisman, J. I.
1
Jiang, George J.
1
Kohn, Robert
1
Kokoszka, Piotr
1
Laurent, Sébastien
1
Lindsay, Kenneth A.
1
Lubrano, Michel
1
Miao, Hong
1
Mira, Antonietta
1
Moon, Seongman
1
Moura, Guilherme Valle
1
Mun, Xiuyan
1
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
Journal of econometrics
172
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
85
Economics letters
65
Econometric theory
61
Discussion paper / Tinbergen Institute
44
Journal of empirical finance
38
Econometric reviews
36
The Indian economic journal
32
CREATES research paper
31
Finance research letters
30
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
29
The econometrics journal
28
Journal of quantitative economics : official journal of the Indian Econometric Society
27
Econometrics : open access journal
24
Journal of the American Statistical Association : JASA
24
Computational economics
23
Economic modelling
23
SFB 649 discussion paper
23
The Indian journal of economics
23
Journal of banking & finance
22
Journal of financial econometrics
22
Journal of forecasting
22
Applied economics letters
21
Cambridge working papers in economics
21
International journal of forecasting
21
Working paper
21
Journal of risk and financial management : JRFM
19
NBER Working Paper
19
Cowles Foundation discussion paper
18
Journal of mathematical finance
18
Applied economics
17
Journal of risk
17
European journal of operational research : EJOR
16
Insurance / Mathematics & economics
16
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
15
Discussion papers of interdisciplinary research project 373
15
Journal of time series econometrics
15
The European journal of finance
15
Working paper / Department of Econometrics and Business Statistics, Monash University
15
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ECONIS (ZBW)
26
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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
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:
6
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:
7
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:
8
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:
9
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
Saved in:
10
On the properties of regression test of stock returns predictability using dividend-price ratios
Moon, Seongman
;
Velasco, Carlos
- In:
Journal of financial econometrics : official journal of …
12
(
2014
)
1
,
pp. 151-173
Persistent link: https://www.econbiz.de/10010233601
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