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subject:"Prognoseverfahren"
subject:"USA"
~isPartOf:"Applied economics"
~isPartOf:"Computational economics"
~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
358
Schätztheorie
358
Zeitreihenanalyse
91
Estimation
85
Schätzung
84
Theorie
69
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69
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36
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36
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32
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Omay, Tolga
4
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3
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Blazsek, Szabolcs
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Dacorogna, Michel M.
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2
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2
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2
Kvamsdal, Sturla Furunes
2
Licht, Adrian
2
McKenzie, Michael D.
2
Moosa, Imad A.
2
Nelson, Charles R.
2
Panagiōtidēs, Theodōros
2
Rahbek, Anders
2
Wongwachara, Warapong
2
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1
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1
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1
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1
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HFDF <1, 1995, Zürich>
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Applied economics
Computational economics
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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
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77
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75
Applied economics letters
61
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
59
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The review of economics and statistics
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Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
42
Oxford bulletin of economics and statistics
37
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Journal of banking & finance
32
SFB 649 discussion paper
30
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29
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ECONIS (ZBW)
137
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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
Weighted-Average Least Squares (WALS) : confidence and prediction intervals
De Luca, Giuseppe
;
Magnus, Jan R.
;
Peracchi, Franco
- In:
Computational economics
61
(
2023
)
4
,
pp. 1637-1664
Persistent link: https://www.econbiz.de/10014327098
Saved in:
3
An alternative bootstrap for proxy vector autoregressions
Bruns, Martin
;
Lütkepohl, Helmut
- In:
Computational economics
62
(
2023
)
4
,
pp. 1857-1882
Persistent link: https://www.econbiz.de/10014442568
Saved in:
4
Penalized averaging of quantile forecasts from GARCH models with many exogenous predictors
Gooijer, Jan G. de
- In:
Computational economics
62
(
2023
)
1
,
pp. 407-424
Persistent link: https://www.econbiz.de/10014327543
Saved in:
5
Bayesian estimation of economic simulation models using neural networks
Platt, Donovan
- In:
Computational economics
59
(
2022
)
2
,
pp. 599-650
Persistent link: https://www.econbiz.de/10013169024
Saved in:
6
L1 common trend filtering
Yamada, Hiroshi
;
Bao, Ruoyi
- In:
Computational economics
59
(
2022
)
3
,
pp. 1005-1025
Persistent link: https://www.econbiz.de/10013169212
Saved in:
7
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
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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
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
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