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subject:"Stochastischer Prozess"
subject:"Volatility"
~isPartOf:"Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet"
~subject:"Cointegration"
~subject:"Estimation"
~subject:"Regression analysis"
~subject:"Statistical distribution"
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Stochastischer Prozess
Volatility
Cointegration
Estimation
Regression analysis
Statistical distribution
Estimation theory
103
Schätztheorie
103
Time series analysis
50
Zeitreihenanalyse
50
Schätzung
33
ARCH model
17
ARCH-Modell
17
Volatilität
17
Regressionsanalyse
14
Kointegration
13
Statistical test
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cointegration
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Nichtlineare Regression
7
Nonlinear regression
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Statistische Verteilung
7
Structural break
7
Strukturbruch
7
VAR model
7
VAR-Modell
7
Börsenkurs
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Einheitswurzeltest
6
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Enders, Walter
2
Lee, Junsoo
2
Li, Jing
2
Schweikert, Karsten
2
Abbara, Omar
1
Anatolyev, Stanislav
1
Atems, Bebonchu
1
Banerjee, Anurag Narayan
1
Baruník, Jozef
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Bekiros, Stelios
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Blazsek, Szabolcs
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Byoung Hark Yoo
1
Candelon, Bertrand
1
Carnero, M. Angeles
1
Chan, Jennifer So Kuen
1
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1
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1
Cheng, Jie
1
Chevallier, Julien
1
Chong, Terence Tai-Leung
1
Chu, Ba
1
Chuffart, Thomas
1
Daníelsson, Jón
1
Dark, Jonathan Graeme
1
De Angelis, Luca
1
Donayre, Luiggi
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Donfack, Morvan Nongni
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Dufays, Arnaud
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Eisenstat, Eric
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Falk, Barry
1
Flachaire, Emmanuel
1
Fonseca, José da
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
Journal of econometrics
587
Economics letters
238
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
236
Econometric theory
169
Econometric reviews
163
CEMMAP working papers / Centre for Microdata Methods and Practice
142
Journal of the American Statistical Association : JASA
130
Discussion paper / Tinbergen Institute
106
The econometrics journal
104
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
99
NBER Working Paper
92
Economic modelling
89
Applied economics letters
88
Discussion paper series / IZA
87
NBER working paper series
80
Discussion papers of interdisciplinary research project 373
76
Econometrics : open access journal
74
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
74
Cowles Foundation discussion paper
71
Insurance / Mathematics & economics
71
Working paper / Department of Econometrics and Business Statistics, Monash University
67
European journal of operational research : EJOR
64
Applied economics
62
CREATES research paper
61
International journal of forecasting
60
Quantitative economics : QE ; journal of the Econometric Society
56
Working paper
56
Journal of applied econometrics
53
Working paper / National Bureau of Economic Research, Inc.
51
CESifo working papers
50
Computational economics
50
Discussion paper / Center for Economic Research, Tilburg University
50
SFB 649 discussion paper
50
IZA Discussion Paper
49
Discussion paper
48
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
46
Discussion paper / Sonderforschungsbereich 386 der Ludwig-Maximilians-Universität München
46
Journal of forecasting
46
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
45
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ECONIS (ZBW)
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1
Score-driven location plus scale models : asymptotic theory and an application to forecasting Dow Jones volatility
Blazsek, Szabolcs
;
Escribano, Álvaro
;
Licht, Adrian
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
28
(
2024
)
1
,
pp. 61-82
Persistent link: https://www.econbiz.de/10014506888
Saved in:
2
Estimation and forecasting of long memory stochastic volatility models
Abbara, Omar
;
Zevallos, Mauricio
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
27
(
2023
)
1
,
pp. 1-24
Persistent link: https://www.econbiz.de/10014288818
Saved in:
3
Unrestricted, restricted, and regularized models for forecasting multivariate volatility
Anatolyev, Stanislav
;
Staněk, Filip
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
27
(
2023
)
2
,
pp. 199-218
Persistent link: https://www.econbiz.de/10014288890
Saved in:
4
Time-specific average estimation of dynamic panel regressions
Chu, Ba
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
26
(
2022
)
4
,
pp. 581-616
Persistent link: https://www.econbiz.de/10013453781
Saved in:
5
Bayesian bandwidth estimation for local linear fitting in nonparametric regression models
Shang, Han Lin
;
Zhang, Xibin
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
26
(
2022
)
1
,
pp. 55-71
Persistent link: https://www.econbiz.de/10013334620
Saved in:
6
Choosing between identification schemes in noisy-news models
Chan, Joshua
;
Eisenstat, Eric
;
Koop, Gary
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
26
(
2022
)
1
,
pp. 99-136
Persistent link: https://www.econbiz.de/10013334632
Saved in:
7
Buffered vector error-correction models : an application to the U.S. Treasury bond rates
Lu, Renjie
;
Yu, Philip L. H.
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
25
(
2021
)
5
,
pp. 267-287
Persistent link: https://www.econbiz.de/10012806530
Saved in:
8
Modeling time-varying parameters using artificial neural networks : a GARCH illustration
Donfack, Morvan Nongni
;
Dufays, Arnaud
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
25
(
2021
)
5
,
pp. 311-343
Persistent link: https://www.econbiz.de/10012806535
Saved in:
9
Finding correct elasticities in log-linear and exponential models allowing heteroskedasticity
Lee, Myoung-jae
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
25
(
2021
)
3
,
pp. 81-91
Persistent link: https://www.econbiz.de/10012594174
Saved in:
10
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
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