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subject:"Prognoseverfahren"
subject:"USA"
~isPartOf:"Applied economics"
~isPartOf:"CREATES research paper"
~isPartOf:"Journal of empirical finance"
~subject:"ARCH-Modell"
~subject:"Time series analysis"
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Search: subject_exact:"Estimation theory"
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Prognoseverfahren
USA
ARCH-Modell
Time series analysis
Estimation theory
387
Schätztheorie
387
Zeitreihenanalyse
119
Theorie
85
Theory
85
Estimation
84
Schätzung
84
Volatility
41
Volatilität
41
Nichtparametrisches Verfahren
36
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36
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35
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31
United States
28
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26
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26
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Nielsen, Morten Ørregaard
12
Teräsvirta, Timo
9
Johansen, Søren
7
Kristensen, Dennis
6
Rahbek, Anders
5
Taylor, Robert
5
Cavaliere, Giuseppe
4
Andersen, Torben
3
Baillie, Richard
3
Christensen, Kim
3
Kim, Jong-Min
3
Podolskij, Mark
3
Proietti, Tommaso
3
Santucci de Magistris, Paolo
3
Satchell, Stephen
3
Silvennoinen, Annastiina
3
Amado, Cristina
2
Bennedsen, Mikkel
2
Blazsek, Szabolcs
2
Bohn Nielsen, Heino
2
Callot, Laurent
2
Dacorogna, Michel M.
2
Ergemen, Yunus Emre
2
Granger, C. W. J.
2
Grassi, Stefano
2
Hillebrand, Eric
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Hounyo, Ulrich
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Hualde, Javier
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Hung, Jui-cheng
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Kanaya, Shin
2
Kang, Jian
2
Kim, Chang-Jin
2
Kock, Anders Bredahl
2
Kruse, Robinson
2
Lee, Tae-hwy
2
Licht, Adrian
2
McKenzie, Michael D.
2
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HFDF <1, 1995, Zürich>
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HFDF <2, 1998, Zürich>
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Applied economics
CREATES research paper
Journal of empirical finance
Journal of econometrics
414
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
241
Econometric theory
198
Economics letters
173
International journal of forecasting
136
Discussion paper / Tinbergen Institute
118
Journal of forecasting
105
Econometric reviews
101
Working paper / Department of Econometrics and Business Statistics, Monash University
77
Applied economics letters
61
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
59
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
57
Journal of applied econometrics
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The review of economics and statistics
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The econometrics journal
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Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
42
Computational economics
41
Oxford bulletin of economics and statistics
37
Série des documents de travail / Centre de Recherche en Économie et Statistique
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34
Journal of financial econometrics : official journal of the Society for Financial Econometrics
33
Technical working paper / National Bureau of Economic Research
33
Discussion paper
32
EUI working paper / ECO
32
Journal of banking & finance
32
SFB 649 discussion paper
30
Discussion paper / Department of Economics, University of California San Diego
29
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ECONIS (ZBW)
171
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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
Estimation of continuous-time linear DSGE models from discrete-time measurements
Christensen, Bent Jesper
;
Neri, Luca
;
Parra-Alvarez, …
-
2023
Persistent link: https://www.econbiz.de/10014280884
Saved in:
3
A parsimonious test of constancy of a positive definite correlation matrix in a multivariate time-varying GARCH model
Kang, Jian
;
Jakobsen, Johan Stax
;
Silvennoinen, Annastiina
-
2022
Persistent link: https://www.econbiz.de/10012816369
Saved in:
4
Inference on the dimension of the nonstationary subspace in functional time series
Nielsen, Morten Ørregaard
;
Seo, Wonk-ki
;
Seong, Dakyung
-
2022
Persistent link: https://www.econbiz.de/10012816384
Saved in:
5
Truncated sum-of-squares estimation of fractional time series models with generalized power law trend
Hualde, Javier
;
Nielsen, Morten Ørregaard
-
2022
Persistent link: https://www.econbiz.de/10013189455
Saved in:
6
Performance analysis of nowcasting of GDP growth when allowing for conditional heteroscedasticity and non-Gaussianity
Javed, Farrukh
;
Kiss, Tamás
;
Österholm, Pär
- In:
Applied economics
54
(
2022
)
58
,
pp. 6669-6686
Persistent link: https://www.econbiz.de/10013494234
Saved in:
7
Parametric estimation of long memory in factor models
Ergemen, Yunus Emre
-
2022
Persistent link: https://www.econbiz.de/10013367389
Saved in:
8
Score function scaling for QAR plus Beta-t-EGARCH : an empirical application to the S&P 500
Ayala, Astrid Loretta
;
Blazsek, Szabolcs
;
Licht, Adrian
- In:
Applied economics
56
(
2024
)
31
,
pp. 3684-3697
Persistent link: https://www.econbiz.de/10014528626
Saved in:
9
Local predictability of stock returns and cash flows
Yu, Deshui
;
Li, Chen
- In:
Journal of empirical finance
77
(
2024
),
pp. 1-23
Persistent link: https://www.econbiz.de/10014578533
Saved in:
10
Semiparametric tests for the order of integration in the possible presence of level breaks
Iacone, Fabrizio
;
Nielsen, Morten Ørregaard
;
Taylor, Robert
-
2021
Persistent link: https://www.econbiz.de/10012434016
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