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subject:"Sampling"
subject:"Stichprobenerhebung"
~accessRights:"restricted"
~person:"Sucarrat, Genaro"
~person:"Teräsvirta, Timo"
~person:"Zhang, Xinyu"
~person:"Ñíguez, Trino-Manuel"
~subject:"ARCH model"
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Search: subject_exact:"Estimation theory"
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Sampling
Stichprobenerhebung
ARCH model
Estimation theory
41
Schätztheorie
41
Time series analysis
17
Zeitreihenanalyse
17
Modellierung
15
Scientific modelling
15
ARCH-Modell
12
Forecasting model
11
Model averaging
11
Prognoseverfahren
11
Volatility
11
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11
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8
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6
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6
Bayes-Statistik
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6
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5
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3
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Statistical test
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Sucarrat, Genaro
Teräsvirta, Timo
Zhang, Xinyu
Ñíguez, Trino-Manuel
Francq, Christian
9
Kumar, Dilip
8
Ardia, David
6
Zakoïan, Jean-Michel
5
Kim, Jong-Min
4
Li, Dong
4
Li, Guodong
4
Ling, Shiqing
4
Rahbek, Anders
4
Zhu, Ke
4
Arvanitis, Stelios
3
Bauwens, Luc
3
Blazsek, Szabolcs
3
Carnero, M. Angeles
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
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
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Chen, Cathy W. S.
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2
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2
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1
Economics letters
1
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1
Essays in honor of Subal Kumbhakar
1
Finance research letters
1
International journal of forecasting
1
Journal of banking & finance
1
Journal of financial econometrics
1
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
1
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1
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1
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ECONIS (ZBW)
16
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1
Prediction using many samples with models possibly containing partially shared parameters
Zhang, Xinyu
;
Liu, Huihang
;
Wei, Yizheng
;
Ma, Yanyuan
- In:
Journal of business & economic statistics : JBES ; a …
42
(
2024
)
1
,
pp. 187-196
Persistent link: https://www.econbiz.de/10014449883
Saved in:
2
Averaging heterogeneous autoregression models with heteroskedastic errors : theory and an application to cryptocurrency volatility forecasting
Gao, Ziwen
;
Lehrer, Steven F.
;
Xie, Tian
;
Zhang, Xinyu
- In:
Essays in honor of Subal Kumbhakar
,
(pp. 99-131)
.
2024
Persistent link: https://www.econbiz.de/10014559151
Saved in:
3
Correcting sample selection bias with model averaging for consumer demand forecasting
Zhao, Shangwei
;
Xie, Tian
;
Ai, Xin
;
Yang, Guangren
; …
- In:
Economic modelling
123
(
2023
),
pp. 1-8
Persistent link: https://www.econbiz.de/10014462569
Saved in:
4
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:
5
Volatility estimation when the zero-process is nonstationary
Francq, Christian
;
Sucarrat, Genaro
- In:
Journal of business & economic statistics : JBES ; a …
41
(
2023
)
1
,
pp. 53-66
Persistent link: https://www.econbiz.de/10013540630
Saved in:
6
Risk estimation with a time-varying probability of zero returns
Sucarrat, Genaro
;
Grønneberg, Steffen
- In:
Journal of financial econometrics
20
(
2022
)
2
,
pp. 278-309
Persistent link: https://www.econbiz.de/10013187979
Saved in:
7
Identification of volatility proxies as expectations of squared financial returns
Sucarrat, Genaro
- In:
International journal of forecasting
37
(
2021
)
4
,
pp. 1677-1690
Persistent link: https://www.econbiz.de/10013274330
Saved in:
8
A class of model averaging estimators
Zhao, Shangwei
;
Ullah, Aman
;
Zhang, Xinyu
- In:
Economics letters
162
(
2018
),
pp. 101-106
Persistent link: https://www.econbiz.de/10011939785
Saved in:
9
Equation-by-equation estimation of multivariate periodic electricity price volatility
Escribano, Álvaro
;
Sucarrat, Genaro
- In:
Energy economics
74
(
2018
),
pp. 287-298
Persistent link: https://www.econbiz.de/10011972846
Saved in:
10
Estimation of log-GARCH models in the presence of zero returns
Sucarrat, Genaro
;
Escribano, Álvaro
- In:
The European journal of finance
24
(
2018
)
10/12
,
pp. 809-827
Persistent link: https://www.econbiz.de/10012244412
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