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subject:"Kapitaleinkommen"
subject:"Statistical theory"
~isPartOf:"Econometric reviews"
~isPartOf:"Journal of time series econometrics"
~subject:"ARCH-Modell"
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Kapitaleinkommen
Statistical theory
ARCH-Modell
Estimation theory
506
Schätztheorie
506
Theorie
131
Theory
131
Time series analysis
127
Zeitreihenanalyse
127
Nichtparametrisches Verfahren
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Teräsvirta, Timo
4
Arvanitis, Stelios
2
Asai, Manabu
2
Bera, Anil K.
2
King, Maxwell L.
2
Lange, Theis
2
Orme, Chris D.
2
Amado, Cristina
1
Andrews, Donald W. K.
1
Ardia, David
1
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1
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1
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1
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1
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1
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1
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1
Cai, Jun
1
Catani, Paul
1
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1
Cho, Jin Seo
1
Chu, Chia-shang James
1
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1
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1
Cribari-Neto, Francisco
1
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1
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1
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1
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1
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1
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1
Hoogerheide, Lennart
1
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1
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Econometric reviews
Journal of time series econometrics
Journal of econometrics
122
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
76
Econometric theory
58
Economics letters
54
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
51
Discussion paper / Tinbergen Institute
32
Journal of empirical finance
28
Finance research letters
23
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
23
Journal of forecasting
19
Série des documents de travail / Centre de Recherche en Économie et Statistique
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The econometrics journal
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
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NBER Working Paper
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International journal of forecasting
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CORE discussion paper : DP
14
CREATES research paper
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Journal of banking & finance
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Journal of risk and financial management : JRFM
14
Working paper / Department of Econometrics and Business Statistics, Monash University
14
Computational economics
13
International journal of economics and financial issues : IJEFI
13
Technical working paper / National Bureau of Economic Research
13
The European journal of finance
13
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Discussion paper / Department of Economics, University of California San Diego
12
Economic modelling
12
Europäische Hochschulschriften / 5
12
Journal of financial econometrics
12
The review of economics and statistics
12
Working paper series
12
International economic review
11
Journal of mathematical finance
11
Applied economics letters
10
Discussion papers of interdisciplinary research project 373
10
Journal of quantitative economics : official journal of the Indian Econometric Society
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1
Realized BEKK-CAW models
Asai, Manabu
;
So, Mike Ka-pui
- In:
Journal of time series econometrics
15
(
2023
)
1
,
pp. 49-77
Persistent link: https://www.econbiz.de/10014288366
Saved in:
2
Random autoregressive models : a structured overview
Regis, Marta
;
Serra, Paulo
;
Heuvel, Edwin R. van den
- In:
Econometric reviews
41
(
2022
)
2
,
pp. 207-230
Persistent link: https://www.econbiz.de/10013167604
Saved in:
3
Identification and estimation of panel semiparametric conditional heteroskedastic frontiers with dynamic inefficiency
Cai, Jun
;
Horrace, William C.
;
Lee, Yoonseok
- In:
Econometric reviews
43
(
2024
)
5
,
pp. 238-268
Persistent link: https://www.econbiz.de/10014551521
Saved in:
4
Multivariate hyper-rotated GARCH-BEKK
Asai, Manabu
;
McAleer, Michael
- In:
Journal of time series econometrics
14
(
2022
)
2
,
pp. 175-198
Persistent link: https://www.econbiz.de/10013260190
Saved in:
5
Comprehensively testing linearity hypothesis using the smooth transition autoregressive model
Seong, Dakyung
;
Cho, Jin Seo
;
Teräsvirta, Timo
- In:
Econometric reviews
41
(
2022
)
8
,
pp. 966-984
Persistent link: https://www.econbiz.de/10013364922
Saved in:
6
Consumption, aggregate wealth and expected stock returns : an FCVAR approach
Quineche, Ricardo
- In:
Journal of time series econometrics
13
(
2021
)
1
,
pp. 21-42
Persistent link: https://www.econbiz.de/10012437824
Saved in:
7
High-dimensional penalized arch processes
Poignard, Benjamin
;
Fermanian, Jean-David
- In:
Econometric reviews
40
(
2021
)
1
,
pp. 86-107
Persistent link: https://www.econbiz.de/10012483797
Saved in:
8
Asymptotic properties of bubble monitoring tests
Kurozumi, Eiji
- In:
Econometric reviews
39
(
2020
)
5
,
pp. 510-538
Persistent link: https://www.econbiz.de/10012181408
Saved in:
9
On the estimation of integrated volatility in the presence of jumps and microstructure noise
Brownlees, Christian
;
Nualart, Eulalia
;
Sun, Yucheng
- In:
Econometric reviews
39
(
2020
)
10
,
pp. 991-1013
Persistent link: https://www.econbiz.de/10012406198
Saved in:
10
Data cloning estimation for asymmetric stochastic volatility models
Bermudez, P. de Zea
;
Marín, J. Miguel
;
Veiga, Helena
- In:
Econometric reviews
39
(
2020
)
10
,
pp. 1057-1074
Persistent link: https://www.econbiz.de/10012406209
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