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subject:"Indien"
subject:"Sparen"
~isPartOf:"Journal of business & economic statistics : JBES ; a publication of the American Statistical Association"
~subject:"ARCH-Modell"
~subject:"Theory"
~type:"article"
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Search: subject_exact:"Estimation theory"
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Indien
Sparen
ARCH-Modell
Theory
Estimation theory
602
Schätztheorie
602
Theorie
198
Time series analysis
140
Zeitreihenanalyse
140
Estimation
129
Schätzung
129
Nichtparametrisches Verfahren
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Bauwens, Luc
3
Franses, Philip Hans
3
Ghysels, Eric
3
Hall, Alastair R.
3
Lechner, Michael
3
Pfeffermann, Danny
3
Bera, Anil K.
2
Bollerslev, Tim
2
Burnside, Craig
2
Cheung, Yin-Wong
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Drost, Feike C.
2
Engle, Robert F.
2
Fiebig, Denzil G.
2
Granger, C. W. J.
2
Gregory, Allan W.
2
Hansen, Bruce E.
2
Hansen, Christian Bailey
2
Hansen, Lars Peter
2
Higgins, Matthew Lawrence
2
Keane, Michael P.
2
King, Maxwell L.
2
Laisney, François
2
Li, Qi
2
Ling, Shiqing
2
Lucas, André
2
Maddala, Gangadharrao S.
2
McDonald, James B.
2
Newey, Whitney K.
2
Racine, Jeffrey
2
Shephard, Neil G.
2
Sheppard, Kevin
2
Steel, Mark F. J.
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Tsay, Ruey S.
2
Vanhonacker, Wilfried R.
2
Werker, Bas J. M.
2
West, Kenneth D.
2
Yitzhaki, Shlomo
2
Aielli, Gian Piero
1
Akgiray, Vedat
1
Allenby, Greg M.
1
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
Journal of econometrics
416
Economics letters
402
Econometric theory
310
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
241
Journal of quantitative economics : official journal of the Indian Econometric Society
147
Econometric reviews
145
Journal of applied econometrics
137
The review of economics and statistics
124
Oxford bulletin of economics and statistics
101
Statistical papers
80
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
62
Applied economics
61
The review of economic studies
61
International economic review
59
Annales d'économie et de statistique
57
Metrika : international journal for theoretical and applied statistics
57
Journal of forecasting
55
American journal of agricultural economics
52
Allgemeines statistisches Archiv : AStA ; journal of the German Statistical Society
47
The Indian economic journal
47
The econometrics journal
45
Journal of the Royal Statistical Society
41
Journal of economic dynamics & control
39
Publications de l'Institut de Statistique de l'Université de Paris : analyse factorielle des correspondances continues
39
International economic journal
35
International journal of forecasting
34
The Indian journal of economics
34
Journal of productivity analysis
32
The Pakistan development review : PDR
29
Journal of empirical finance
27
Economic modelling
24
Jahrbücher für Nationalökonomie und Statistik
24
The journal of finance : the journal of the American Finance Association
24
Journal of banking & finance
23
Journal of international money and finance
23
Advances in econometrics
22
Economie & prévision : EP
22
Journal of regional science
22
Robust inference
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ECONIS (ZBW)
220
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1
Bootstrapping two-stage quasi-maximum likelihood estimators of time series models
Gonçalves, Sílvia
;
Hounyo, Ulrich
;
Patton, Andrew J.
; …
- In:
Journal of business & economic statistics : JBES ; a …
41
(
2023
)
3
,
pp. 683-694
Persistent link: https://www.econbiz.de/10014448421
Saved in:
2
Volatility estimation when the zero-process is nonstationary
Francq, Christian
;
Sucarrat, Genaro
- In:
Journal of business & economic statistics : JBES ; a …
41
(
2023
)
1
,
pp. 53-66
Persistent link: https://www.econbiz.de/10013540630
Saved in:
3
Testing serial correlation and ARCH effect of high-dimensional time-series data
Ling, Shiqing
;
Tsay, Ruey S.
;
Yang, Yaxing
- In:
Journal of business & economic statistics : JBES ; a …
39
(
2021
)
1
,
pp. 136-147
Persistent link: https://www.econbiz.de/10012424504
Saved in:
4
A score-driven conditional correlation model for noisy and asynchronous data : an application to high-frequency covariance dynamics
Buccheri, Giuseppe
;
Bormetti, Giacomo
;
Corsi, Fulvio
; …
- In:
Journal of business & economic statistics : JBES ; a …
39
(
2021
)
4
,
pp. 920-936
Persistent link: https://www.econbiz.de/10012653203
Saved in:
5
Semiparametric GARCH via Bayesian model averaging
Chen, Wilson Ye
;
Gerlach, Richard H.
- In:
Journal of business & economic statistics : JBES ; a …
39
(
2021
)
2
,
pp. 437-452
Persistent link: https://www.econbiz.de/10012499090
Saved in:
6
Exponential-type GARCH models with linear-in-variance risk premium
Hafner, Christian M.
;
Kyriakopoulou, Dimitra
- In:
Journal of business & economic statistics : JBES ; a …
39
(
2021
)
2
,
pp. 589-603
Persistent link: https://www.econbiz.de/10012499104
Saved in:
7
Fitting vast dimensional time-varying covariance models
Pakel, Cavit
;
Shephard, Neil G.
;
Sheppard, Kevin
; …
- In:
Journal of business & economic statistics : JBES ; a …
39
(
2021
)
3
,
pp. 652-668
Persistent link: https://www.econbiz.de/10012588005
Saved in:
8
Volatility martingale difference divergence matrix and its application to dimension reduction for multivariate volatility
Lee, Chung Eun
;
Shao, Xiaofeng
- In:
Journal of business & economic statistics : JBES ; a …
38
(
2020
)
1
,
pp. 80-92
Persistent link: https://www.econbiz.de/10012179517
Saved in:
9
Confidence intervals for conditional tail risk measures in ARMA-GARCH models
Hoga, Yannick
- In:
Journal of business & economic statistics : JBES ; a …
37
(
2019
)
4
,
pp. 613-624
Persistent link: https://www.econbiz.de/10012179001
Saved in:
10
On a threshold double autoregressive model
Li, Dong
;
Ling, Shiqing
;
Zhang, Rongmao
- In:
Journal of business & economic statistics : JBES ; a …
34
(
2016
)
1
,
pp. 68-80
Persistent link: https://www.econbiz.de/10011691211
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