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subject:"Prognoseverfahren"
subject:"USA"
~isPartOf:"Applied economics"
~isPartOf:"Journal of empirical finance"
~subject:"ARCH-Modell"
~subject:"Kointegration"
~subject:"Time series analysis"
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Search: subject_exact:"Estimation theory"
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Prognoseverfahren
USA
ARCH-Modell
Kointegration
Time series analysis
Estimation theory
250
Schätztheorie
250
Theorie
67
Theory
67
Estimation
66
Schätzung
66
Zeitreihenanalyse
60
Volatility
26
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23
Capital income
22
Forecasting model
22
Kapitaleinkommen
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United States
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Nichtparametrisches Verfahren
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Einheitswurzeltest
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Baillie, Richard
3
Kim, Jong-Min
3
Satchell, Stephen
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Blazsek, Szabolcs
2
Dacorogna, Michel M.
2
Granger, C. W. J.
2
Hung, Jui-cheng
2
Hyung, Namwon
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Jung, Hojin
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Kim, Chang-Jin
2
Kristensen, Dennis
2
Licht, Adrian
2
McKenzie, Michael D.
2
Moosa, Imad A.
2
Nelson, Charles R.
2
Rahbek, Anders
2
Wongwachara, Warapong
2
Abergel, Frédéric
1
Agosto, Arianna
1
Ahmad, Yamin
1
Altman, Edward I.
1
Amado, Cristina
1
Amihud, Yakov
1
Astill, Sam
1
Ayala, Astrid Loretta
1
Ball, Clifford A.
1
Balli, Hatice Ozer
1
Bampinas, Georgios
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Barnett, William A.
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Bauwens, Luc
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Berens, Tobias
1
Bianchi, Marco
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Broze, Laurence
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1
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HFDF <1, 1995, Zürich>
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HFDF <2, 1998, Zürich>
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Applied economics
Journal of empirical finance
Journal of econometrics
442
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
246
Econometric theory
210
Economics letters
183
International journal of forecasting
136
Discussion paper / Tinbergen Institute
126
Econometric reviews
113
Journal of forecasting
105
CREATES research paper
83
Working paper / Department of Econometrics and Business Statistics, Monash University
81
Applied economics letters
69
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
63
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
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Journal of applied econometrics
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The econometrics journal
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Econometrics : open access journal
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The review of economics and statistics
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Cowles Foundation discussion paper
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Working paper / National Bureau of Economic Research, Inc.
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Economic modelling
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Journal of the American Statistical Association : JASA
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
50
Journal of time series econometrics
44
NBER Working Paper
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Oxford bulletin of economics and statistics
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NBER working paper series
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Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
42
Computational economics
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
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Working paper
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34
Technical working paper / National Bureau of Economic Research
33
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32
Journal of banking & finance
32
Discussion paper / Center for Economic Research, Tilburg University
30
SFB 649 discussion paper
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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
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:
3
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:
4
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:
5
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:
6
Modeling the cross-section of stock returns using sensible models in a model pool
Chiang, I-Hsuan Ethan
;
Liao, Yin
;
Zhou, Qing
- In:
Journal of empirical finance
60
(
2021
),
pp. 56-73
Persistent link: https://www.econbiz.de/10012692977
Saved in:
7
Predictive regression with p-lags and order-q autoregressive predictors
Jayetileke, Harshanie L.
;
Wang, You-Gan
;
Zhu, Min
- In:
Journal of empirical finance
62
(
2021
),
pp. 282-293
Persistent link: https://www.econbiz.de/10012693434
Saved in:
8
Unconditional density vs conditional density functions in estimating value-at-risk
Chiu, Yen-Chen
;
Chuang, I-Yuan
- In:
Applied economics
53
(
2021
)
4
,
pp. 482-494
Persistent link: https://www.econbiz.de/10012416070
Saved in:
9
Functional ARCH directional dependence via copula for intraday volatility from high-frequency financial time series
Kim, Jong-Min
;
Hwang, Sun Young
- In:
Applied economics
53
(
2021
)
4
,
pp. 506-520
Persistent link: https://www.econbiz.de/10012416072
Saved in:
10
Comparison of optimization algorithms for selecting the fractional frequency in Fourier form unit root tests
Omay, Tolga
;
Emirmahmutoglu, Furkan
;
Shahzad, Syed …
- In:
Applied economics
53
(
2021
)
7
,
pp. 761-780
Persistent link: https://www.econbiz.de/10012416087
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