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subject:"Probability theory"
subject:"Time series analysis"
~isPartOf:"Journal of empirical finance"
~isPartOf:"Journal of forecasting"
~subject:"ARCH model"
~subject:"ARCH-Modell"
~subject:"Monte-Carlo-Simulation"
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Search: subject_exact:"Estimation theory"
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Probability theory
Time series analysis
ARCH model
ARCH-Modell
Monte-Carlo-Simulation
Estimation theory
199
Schätztheorie
199
Forecasting model
83
Prognoseverfahren
83
Zeitreihenanalyse
78
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Theory
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Estimation
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Leybourne, Stephen James
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1
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1
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1
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1
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Journal of empirical finance
Journal of forecasting
Journal of econometrics
394
Econometric theory
206
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
192
Economics letters
181
Discussion paper / Tinbergen Institute
132
Econometric reviews
117
International journal of forecasting
78
Working paper / Department of Econometrics and Business Statistics, Monash University
73
Applied economics letters
66
CREATES research paper
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Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
59
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Econometrics : open access journal
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
46
Journal of the American Statistical Association : JASA
46
Série des documents de travail / Centre de Recherche en Économie et Statistique
44
Cowles Foundation discussion paper
43
Journal of time series econometrics
43
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
40
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Discussion paper / Center for Economic Research, Tilburg University
35
EUI working paper / ECO
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34
Journal of applied econometrics
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Report / Econometric Institute, Erasmus University Rotterdam
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CEMMAP working papers / Centre for Microdata Methods and Practice
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
30
Working paper
30
Oxford bulletin of economics and statistics
29
SFB 649 discussion paper
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Technical working paper / National Bureau of Economic Research
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NBER technical working paper series
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ECONIS (ZBW)
98
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1
An adaptive long memory conditional correlation model
Dark, Jonathan
- In:
Journal of empirical finance
75
(
2024
),
pp. 1-16
Persistent link: https://www.econbiz.de/10014491877
Saved in:
2
Forecasting intraday financial time series with sieve bootstrapping and dynamic updating
Shang, Han Lin
;
Ji, Kaiying
- In:
Journal of forecasting
42
(
2023
)
8
,
pp. 1973-1988
Persistent link: https://www.econbiz.de/10014432826
Saved in:
3
Empirical prediction intervals for additive Holt-Winters methods under misspecification
Yang, Boning
;
Tang, Xinyi
;
Yau, Chun Yip
- In:
Journal of forecasting
43
(
2024
)
3
,
pp. 754-770
Persistent link: https://www.econbiz.de/10014532381
Saved in:
4
Using, taming or avoiding the factor zoo? : a double-shrinkage estimator for covariance matrices
De Nard, Gianluca
;
Zhao, Zhao
- In:
Journal of empirical finance
72
(
2023
),
pp. 23-35
Persistent link: https://www.econbiz.de/10014476795
Saved in:
5
Estimating and testing skewness in a stochastic volatility model
Lee, Cheol Woo
;
Kang, Kyu Ho
- In:
Journal of empirical finance
72
(
2023
),
pp. 445-467
Persistent link: https://www.econbiz.de/10014476881
Saved in:
6
Dynamic forecasting for nonstationary high-frequency financial data with jumps based on series decomposition and reconstruction
Song, Yuping
;
Li, Zhenwei
;
Ma, Zhiren
;
Sun, Xiaoyu
- In:
Journal of forecasting
42
(
2023
)
5
,
pp. 1055-1068
Persistent link: https://www.econbiz.de/10014338810
Saved in:
7
Forecasting stock return volatility : realized volatility-type or duration-based estimators
Fei, Tianlun
;
Liu, Xiaoquan
;
Wen, Conghua
- In:
Journal of forecasting
42
(
2023
)
7
,
pp. 1594-1621
Persistent link: https://www.econbiz.de/10014432725
Saved in:
8
Competition can help predict sales
Fortsch, Sima M.
;
Choi, Jeong Hoon
;
Khapalova, Elena A.
- In:
Journal of forecasting
41
(
2022
)
2
,
pp. 331-344
Persistent link: https://www.econbiz.de/10012817763
Saved in:
9
Forecasting Bitcoin volatility : a new insight from the threshold regression model
Zhang, Yaojie
;
He, Mengxi
;
Wen, Danyan
;
Wang, Yudong
- In:
Journal of forecasting
41
(
2022
)
3
,
pp. 633-652
Persistent link: https://www.econbiz.de/10013166172
Saved in:
10
Limited memory predictors based on polynomial approximation of periodic exponentials
Dokuchaev, Nikolai
- In:
Journal of forecasting
41
(
2022
)
5
,
pp. 1037-1045
Persistent link: https://www.econbiz.de/10013287898
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