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subject:"India"
~isPartOf:"Journal of financial econometrics : official journal of the Society for Financial Econometrics"
~subject:"ARCH-Modell"
~subject:"Forecasting model"
~subject:"Kapitaleinkommen"
~subject:"Stochastic process"
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Search: subject_exact:"Estimation theory"
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India
ARCH-Modell
Forecasting model
Kapitaleinkommen
Stochastic process
Estimation theory
73
Schätztheorie
73
Time series analysis
20
Zeitreihenanalyse
20
Volatility
16
Volatilität
16
Estimation
15
Schätzung
15
ARCH model
11
Market microstructure
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English
26
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Francq, Christian
2
Horváth, Lajos
2
Zakoïan, Jean-Michel
2
Ahlgren, Niklas
1
Antell, Jan
1
Audrino, Francesco
1
Bu, Ruijun
1
Caldeira, João F.
1
Calvet, Laurent E.
1
Chen, Jiaqin
1
Chen, Yi-ting
1
Christoffersen, Peter F.
1
Conrad, Christian A.
1
Corsi, Fulvio
1
Czellar, Veronika
1
Di, Jianing
1
Engle, Robert F.
1
Feng, Dingan
1
Frederiksen, Per
1
Galbraith, John W.
1
Gangopadhyay, Ashis
1
Giet, Ludovic
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
Kokoszka, Piotr
1
Lindsay, Kenneth A.
1
Lubrano, Michel
1
Miao, Hong
1
Mira, Antonietta
1
Moon, Seongman
1
Moura, Guilherme Valle
1
Nielsen, Morten Ørregaard
1
Nogales, Francisco J.
1
Pelletier, Denis
1
Peluso, Stefano
1
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
Journal of econometrics
193
International journal of forecasting
118
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
97
Journal of forecasting
79
Econometric theory
58
Economics letters
58
Discussion paper / Tinbergen Institute
52
Econometric reviews
41
Journal of empirical finance
41
CREATES research paper
38
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
33
Finance research letters
32
Journal of quantitative economics : official journal of the Indian Econometric Society
32
The Indian economic journal
32
The econometrics journal
31
Economic modelling
29
Insurance / Mathematics & economics
26
Working paper
25
Working paper / Department of Econometrics and Business Statistics, Monash University
25
European journal of operational research : EJOR
24
Journal of banking & finance
24
Journal of risk and financial management : JRFM
24
Computational economics
23
The Indian journal of economics
23
Applied economics
20
Econometrics : open access journal
20
Journal of financial econometrics
20
Journal of the American Statistical Association : JASA
20
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
19
Quantitative finance
19
Cowles Foundation discussion paper
18
Applied economics letters
17
Journal of mathematical finance
17
Journal of risk
17
Journal of time series econometrics
17
International journal of economics and financial issues : IJEFI
16
SFB 649 discussion paper
16
Working papers
16
Discussion paper
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
Accurate methods for approximate Bayesian Computation Filtering
Calvet, Laurent E.
;
Czellar, Veronika
- In:
Journal of financial econometrics : official journal of …
13
(
2015
)
4
,
pp. 798-838
Persistent link: https://www.econbiz.de/10011417791
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
Halbert White jr. Memorial JFEC Lecture : pitfalls and possibilities in predictive regression
Phillips, Peter C. B.
- In:
Journal of financial econometrics : official journal of …
13
(
2015
)
3
,
pp. 521-555
Persistent link: https://www.econbiz.de/10011339279
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