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subject:"Sampling"
subject:"Stichprobenerhebung"
~accessRights:"restricted"
~person:"Bauwens, Luc"
~person:"Carnero, M. Angeles"
~person:"Kumar, Dilip"
~subject:"ARCH model"
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Search: subject_exact:"Estimation theory"
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Sampling
Stichprobenerhebung
ARCH model
Estimation theory
17
Schätztheorie
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ARCH-Modell
14
Volatility
13
Volatilität
13
Forecasting model
11
Prognoseverfahren
11
Capital income
9
Kapitaleinkommen
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Estimation
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Schätzung
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Time series analysis
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Börsenkurs
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Outliers
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Hadamard exponential matrix
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Robust statistics
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Bauwens, Luc
Carnero, M. Angeles
Kumar, Dilip
Francq, Christian
9
Ardia, David
6
Sucarrat, Genaro
5
Zakoïan, Jean-Michel
5
Kim, Jong-Min
4
Li, Dong
4
Li, Guodong
4
Ling, Shiqing
4
Rahbek, Anders
4
Zhang, Xinyu
4
Zhu, Ke
4
Ñíguez, Trino-Manuel
4
Arvanitis, Stelios
3
Blazsek, Szabolcs
3
Escribano, Álvaro
3
Hafner, Christian M.
3
Jung, Hojin
3
Kim, Donggyu
3
Licht, Adrian
3
Luger, Richard
3
Lütkepohl, Helmut
3
Nonejad, Nima
3
Otranto, Edoardo
3
Pedersen, Rasmus Søndergaard
3
Sianesi, Barbara
3
Teräsvirta, Timo
3
Tsay, Ruey S.
3
Wu, Xinyu
3
Zhang, Rongmao
3
Anatolyev, Stanislav
2
Anderson, Edward J.
2
Berens, Tobias
2
Bluteau, Keven
2
Cardós, Manuel
2
Castagliola, Philippe
2
Cavaliere, Giuseppe
2
Chen, Cathy W. S.
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The journal of prediction markets
2
Theoretical economics letters
2
Economic modelling
1
Energy economics
1
IIMB management review
1
International journal of forecasting
1
International review of economics & finance : IREF
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
Journal of econometrics
1
Journal of quantitative economics
1
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
1
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
1
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ECONIS (ZBW)
14
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1
Skewness in energy returns : estimation, testing and implications for tail risk
Carnero, M. Angeles
;
León, Angel
;
Ñíguez, Trino-Manuel
- In:
The quarterly review of economics and finance : journal …
90
(
2023
),
pp. 178-189
Persistent link: https://www.econbiz.de/10014431948
Saved in:
2
DCC- and DECO-HEAVY : multivariate GARCH models based on realized variances and correlations
Bauwens, Luc
;
Xu, Yongdeng
- In:
International journal of forecasting
39
(
2023
)
2
,
pp. 938-955
Persistent link: https://www.econbiz.de/10014465168
Saved in:
3
Outliers and misleading leverage effect in asymmetric GARCH-type models
Carnero, M. Angeles
;
Pérez, Ana
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
25
(
2021
)
1
,
pp. 1-19
Persistent link: https://www.econbiz.de/10012437834
Saved in:
4
Nonlinearities and regimes in conditional correlations with different dynamics
Bauwens, Luc
;
Otranto, Edoardo
- In:
Journal of econometrics
217
(
2020
)
2
,
pp. 496-522
Persistent link: https://www.econbiz.de/10012482819
Saved in:
5
Estimating and predicting value-at-risk in the presence of structural breaks : A study based on unbiased extreme value volatility estimator
Kumar, Dilip
- In:
The journal of prediction markets
14
(
2020
)
1
,
pp. 27-48
Persistent link: https://www.econbiz.de/10012667394
Saved in:
6
Modeling unbiased extreme value volatility estimator in presence of heterogeneity and jumps : A study with economic significance analysis
Zargar, Faisal Nazir
;
Kumar, Dilip
- In:
International review of economics & finance : IREF
67
(
2020
),
pp. 25-41
Persistent link: https://www.econbiz.de/10012440181
Saved in:
7
Leverage effect in energy futures revisited
Carnero, M. Angeles
;
Pérez, Ana
- In:
Energy economics
82
(
2019
),
pp. 237-252
Persistent link: https://www.econbiz.de/10012173930
Saved in:
8
Modelling and forecasting unbiased extreme value volatility estimator : A study based on exchange rates with economic significance analysis
Kumar, Dilip
- In:
The journal of prediction markets
13
(
2019
)
1
,
pp. 3-28
Persistent link: https://www.econbiz.de/10012607570
Saved in:
9
Volatility prediction : a study with structural breaks
Kumar, Dilip
- In:
Theoretical economics letters
8
(
2018
)
6
,
pp. 1218-1231
Persistent link: https://www.econbiz.de/10011888198
Saved in:
10
Modelling and forecasting unbiased extreme value volatility estimator : a study based on EUR/USD exchange rate
Kumar, Dilip
- In:
Theoretical economics letters
8
(
2018
)
9
,
pp. 1599-1613
Persistent link: https://www.econbiz.de/10011888653
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