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subject:"Prognoseverfahren"
subject:"USA"
~person:"Ghysels, Eric"
~subject:"Panel study"
~subject:"Schätzung"
~subject:"Volatility"
~type:"article"
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Prognoseverfahren
USA
Panel study
Schätzung
Volatility
Estimation theory
22
Schätztheorie
22
Theorie
12
Theory
12
Time series analysis
8
Zeitreihenanalyse
8
Volatilität
6
Saisonale Schwankungen
4
Seasonal variations
4
Statistical theory
4
Statistische Methodenlehre
4
Estimation
3
Sampling
3
Stichprobenerhebung
3
Stochastic process
3
Stochastischer Prozess
3
United States
3
Börsenkurs
2
CAPM
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Causality analysis
2
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Kausalanalyse
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Regression analysis
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Regressionsanalyse
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Share price
2
Simulation
2
Statistical distribution
2
Statistical test
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2
Statistischer Test
2
1967-1990
1
1989-1991
1
1992-1993
1
ARCH model
1
ARCH-Modell
1
Affine jump-diffusion model
1
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English
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Ghysels, Eric
Baltagi, Badi H.
45
Su, Liangjun
27
Westerlund, Joakim
22
Gao, Jiti
20
Kumbhakar, Subal
20
Pesaran, M. Hashem
20
Lee, Lung-fei
19
Bai, Jushan
18
Hsiao, Cheng
18
Phillips, Peter C. B.
17
Cai, Zongwu
16
Kumar, Dilip
16
Li, Qi
15
Maheswaran, S.
15
Tauchen, George Eugene
15
Ullah, Aman
15
Kao, Chihwa
14
Kapetanios, George
14
Teräsvirta, Timo
14
Swanson, Norman R.
13
Yu, Jihai
13
Sun, Yiguo
12
Todorov, Viktor
12
Zhou, Qiankun
12
Hayakawa, Kazuhiko
11
Koop, Gary
11
Lesage, James P.
11
Li, Jia
11
Linton, Oliver
11
Pirotte, Alain
11
Wooldridge, Jeffrey M.
11
Francq, Christian
10
Hafner, Christian M.
10
Moon, Hyungsik Roger
10
Peng, Bin
10
White, Halbert
10
Ai, Chunrong
9
Bresson, Georges
9
Demetrescu, Matei
9
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
3
Journal of econometrics
2
Econometric analysis of financial and economic time series ; part a
1
Econometric theory
1
Journal of financial econometrics : official journal of the Society for Financial Econometrics
1
Journal of international money and finance
1
The review of economics and statistics
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ECONIS (ZBW)
10
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1
Testing a large set of zero restrictions in regression models, with an application to mixed frequency Granger causality
Ghysels, Eric
;
Hill, Jonathan B.
;
Motegi, Kaiji
- In:
Journal of econometrics
218
(
2020
)
2
,
pp. 633-654
Persistent link: https://www.econbiz.de/10012483174
Saved in:
2
Econometric analysis of volatility component models
Wang, Fangfang
;
Ghysels, Eric
- In:
Econometric theory
31
(
2015
)
2
,
pp. 362-393
Persistent link: https://www.econbiz.de/10010532059
Saved in:
3
Moment-implied densities : properties and applications
Ghysels, Eric
;
Wang, Fangfang
- In:
Journal of business & economic statistics : JBES ; a …
32
(
2014
)
1
,
pp. 88-111
Persistent link: https://www.econbiz.de/10010380476
Saved in:
4
Sampling frequency and window length trade-offs in data-driven volatility estimation : appraising the accuracy of asymptotic approximations
Andreou, Elena
;
Ghysels, Eric
-
2006
Persistent link: https://www.econbiz.de/10003331375
Saved in:
5
Stochastic volatility duration models
Ghysels, Eric
;
Gouriéroux, Christian
;
Jasiak, Joann
- In:
Journal of econometrics
119
(
2004
)
2
,
pp. 413-433
Persistent link: https://www.econbiz.de/10001956379
Saved in:
6
The impact of sampling frequency and volatility estimators on change-point tests
Andreou, Alena
;
Ghysels, Eric
- In:
Journal of financial econometrics : official journal of …
2
(
2004
)
2
,
pp. 290-318
Persistent link: https://www.econbiz.de/10002214288
Saved in:
7
Rolling-sample volatility estimators : some new theoretical, simulation, and empirical results
Andreou, Elena
;
Ghysels, Eric
- In:
Journal of business & economic statistics : JBES ; a …
20
(
2002
)
3
,
pp. 363-376
Persistent link: https://www.econbiz.de/10001695282
Saved in:
8
Structural change and asset pricing in emerging markets
Garcia, René
- In:
Journal of international money and finance
17
(
1998
)
3
,
pp. 455-473
Persistent link: https://www.econbiz.de/10001246597
Saved in:
9
Periodic autoregressive conditional heteroscedasticity
Bollerslev, Tim
- In:
Journal of business & economic statistics : JBES ; a …
14
(
1996
)
2
,
pp. 139-160
Persistent link: https://www.econbiz.de/10001203173
Saved in:
10
Federal budget projections : a nonparametric assessment of bias and efficiency
Campbell, Bryan
- In:
The review of economics and statistics
77
(
1995
)
1
,
pp. 17-31
Persistent link: https://www.econbiz.de/10001180426
Saved in:
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