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subject:"Regressionsanalyse"
subject:"Ökonometrie"
~isPartOf:"Journal of empirical finance"
~subject:"ARCH-Modell"
~subject:"Forecasting model"
~type_genre:"Article in journal"
~type_genre:"Aufsatz im Buch"
~type_genre:"Aufsatzsammlung"
~type_genre:"Bibliografie"
~type_genre:"Non-commercial literature"
~type_genre:"Systematic review"
~type_genre:"Thesis"
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Search: subject_exact:"Estimation theory"
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Regressionsanalyse
Ökonometrie
ARCH-Modell
Forecasting model
Estimation theory
74
Schätztheorie
74
Time series analysis
23
Zeitreihenanalyse
23
Estimation
21
Schätzung
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Baillie, Richard
3
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Berens, Tobias
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1
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Chourdakis, Kyriakos
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Dacorogna, Michel M.
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Dark, Jonathan
1
De Backer, Bruno
1
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1
Dotsis, George
1
Dufays, Arnaud
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1
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1
Jondeau, Eric
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Li, Youwei
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Liao, Yin
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Marsh, Terry Alan
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Mele, Antonio
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Papailias, Fotis
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Rahbek, Anders
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Ren, Yu
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Sizova, Natalia
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Teräsvirta, Timo
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Thiele, Stephen
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Tu, Yundong
1
Wagner, Niklas F.
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HFDF <1, 1995, Zürich>
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Journal of empirical finance
Journal of econometrics
368
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
145
Econometric theory
134
Economics letters
132
International journal of forecasting
117
Journal of the American Statistical Association : JASA
102
CEMMAP working papers / Centre for Microdata Methods and Practice
100
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99
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77
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76
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
70
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64
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45
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44
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41
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39
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38
European journal of operational research : EJOR
38
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
37
Economic modelling
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
35
Journal of risk and financial management : JRFM
33
Insurance / Mathematics & economics
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Applied economics letters
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CREATES research paper
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Computational economics
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Applied economics
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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
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KBI
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25
CESifo working papers
24
Journal of applied econometrics
24
SFB 649 discussion paper
24
Working paper
24
Empirical economics : a quarterly journal of the Institute for Advanced Studies
23
Finance research letters
23
Quantitative economics : QE ; journal of the Econometric Society
22
Discussion paper
20
Journal of time series econometrics
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ECONIS (ZBW)
22
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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
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:
3
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:
4
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:
5
Balanced predictive regressions
Ren, Yu
;
Tu, Yundong
;
Yi, Yanping
- In:
Journal of empirical finance
54
(
2019
),
pp. 118-142
Persistent link: https://www.econbiz.de/10012174812
Saved in:
6
Testing against changing correlation
Harvey, Andrew C.
;
Thiele, Stephen
- In:
Journal of empirical finance
38
(
2016
),
pp. 575-589
Persistent link: https://www.econbiz.de/10011663373
Saved in:
7
Modeling corporate defaults : poisson autoregressions with exogenous covariates (PARX)
Agosto, Arianna
;
Cavaliere, Giuseppe
;
Kristensen, Dennis
; …
- In:
Journal of empirical finance
38
(
2016
),
pp. 640-663
Persistent link: https://www.econbiz.de/10011663393
Saved in:
8
The dynamics of squared returns under contemporaneous aggregation of GARCH models
Jondeau, Eric
- In:
Journal of empirical finance
32
(
2015
),
pp. 80-93
Persistent link: https://www.econbiz.de/10011556785
Saved in:
9
Testing for structural breaks in correlations : does it improve Value-at-Risk forecasting?
Berens, Tobias
;
Weiß, Gregor
;
Wied, Dominik
- In:
Journal of empirical finance
32
(
2015
),
pp. 135-152
Persistent link: https://www.econbiz.de/10011556809
Saved in:
10
Testing of a market fraction model and power-law behaviour in the DAX 30
He, Xue-zhong
;
Li, Youwei
- In:
Journal of empirical finance
31
(
2015
),
pp. 1-17
Persistent link: https://www.econbiz.de/10011489318
Saved in:
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