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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:"Statistical distribution"
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Stochastischer Prozess
Volatility
Cointegration
Estimation
Statistical distribution
Estimation theory
103
Schätztheorie
103
Time series analysis
50
Zeitreihenanalyse
50
Schätzung
33
ARCH model
17
ARCH-Modell
17
Volatilität
17
Regression analysis
14
Regressionsanalyse
14
Kointegration
13
Statistical test
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Statistischer Test
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Nichtparametrisches Verfahren
10
Nonparametric statistics
10
Capital income
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Kapitaleinkommen
9
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Markov-Kette
9
Stochastic process
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Forecasting model
8
Monte Carlo simulation
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Monte-Carlo-Simulation
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Prognoseverfahren
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cointegration
8
Nichtlineare Regression
7
Nonlinear regression
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Statistische Verteilung
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Structural break
7
Strukturbruch
7
VAR model
7
VAR-Modell
7
Börsenkurs
6
Einheitswurzeltest
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Enders, Walter
2
Lee, Junsoo
2
Li, Jing
2
Schweikert, Karsten
2
Abbara, Omar
1
Anatolyev, Stanislav
1
Banerjee, Anurag Narayan
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Baruník, Jozef
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Bekiros, Stelios
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Blazsek, Szabolcs
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Byoung Hark Yoo
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Carnero, M. Angeles
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Cheng, Jie
1
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Chu, Ba
1
Chuffart, Thomas
1
Daníelsson, Jón
1
Dark, Jonathan Graeme
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De Angelis, Luca
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Donfack, Morvan Nongni
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Dufays, Arnaud
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Eisenstat, Eric
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Eliasson, Ann-Charlotte
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
Journal of econometrics
397
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
177
Economics letters
168
Econometric reviews
109
Econometric theory
87
Discussion paper / Tinbergen Institute
86
Applied economics letters
75
Economic modelling
74
CEMMAP working papers / Centre for Microdata Methods and Practice
69
Discussion paper series / IZA
64
The econometrics journal
63
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
62
NBER Working Paper
61
Applied economics
58
Insurance / Mathematics & economics
57
Econometrics : open access journal
54
NBER working paper series
54
Working paper / Department of Econometrics and Business Statistics, Monash University
52
CREATES research paper
51
International journal of forecasting
48
Journal of the American Statistical Association : JASA
47
Journal of applied econometrics
45
Working paper
44
European journal of operational research : EJOR
41
Cowles Foundation discussion paper
40
Journal of banking & finance
40
Working paper / National Bureau of Economic Research, Inc.
40
CESifo working papers
38
Journal of empirical finance
38
Quantitative economics : QE ; journal of the Econometric Society
38
Discussion papers of interdisciplinary research project 373
37
IZA Discussion Paper
37
Computational economics
34
Discussion paper / Center for Economic Research, Tilburg University
34
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
34
Empirical economics : a quarterly journal of the Institute for Advanced Studies
34
Journal of forecasting
34
SFB 649 discussion paper
34
Discussion paper
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ECONIS (ZBW)
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11
Trimmed Whittle estimation of the SVAR vs. filtering low-frequency fluctuations : applications to technology shocks
Lovcha, Yuliya
;
Perez-Laborda, Alejandro
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
24
(
2020
)
1
,
pp. 1-18
Persistent link: https://www.econbiz.de/10012198499
Saved in:
12
Variance reduction estimation for return models with jumps using gamma asymmetric kernels
Song, Yuping
;
Hou, Weijie
;
Zhou, Shengyi
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
23
(
2019
)
5
,
pp. 1-38
Persistent link: https://www.econbiz.de/10012198377
Saved in:
13
Testing for cointegration with threshold adjustment in the presence of structural breaks
Schweikert, Karsten
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
24
(
2020
)
1
,
pp. 1-26
Persistent link: https://www.econbiz.de/10012406026
Saved in:
14
Efficient estimation of financial risk by regressing the quantiles of parametric distributions : an application to CARR models
Chan, Jennifer So Kuen
;
Kok Haur Ng
;
Thanakorn …
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
23
(
2019
)
2
,
pp. 1-22
Persistent link: https://www.econbiz.de/10012054882
Saved in:
15
A parametric stationarity test with smooth breaks
Tsong, Ching-Chuan
;
Lee, Cheng-Feng
;
Tsai, Li Ju
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
23
(
2019
)
2
,
pp. 1-14
Persistent link: https://www.econbiz.de/10012054883
Saved in:
16
Regression discontinuity designs with unknown state-dependent discontinuity points : estimation and testing
Yang, Lixiong
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
23
(
2019
)
2
,
pp. 1-18
Persistent link: https://www.econbiz.de/10012054886
Saved in:
17
Flexible Fourier form for volatility breaks
Li, Jing
;
Enders, Walter
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
22
(
2018
)
1
,
pp. 1-19
Persistent link: https://www.econbiz.de/10011886596
Saved in:
18
Testing for misspecification in the short-run component of GARCH-type models
Chuffart, Thomas
;
Flachaire, Emmanuel
; …
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
22
(
2018
)
5
,
pp. 1-17
Persistent link: https://www.econbiz.de/10011965362
Saved in:
19
Nonstationary autoregressive conditional duration models
Mishra, Anuj
;
Ramanathan, Thekke Variyam
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
21
(
2017
)
4
,
pp. 1-22
Persistent link: https://www.econbiz.de/10011743716
Saved in:
20
A Markov-switching regression model with non-Gaussian innovations : estimation and testing
De Angelis, Luca
;
Viroli, Cinzia
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
21
(
2017
)
2
,
pp. 1-22
Persistent link: https://www.econbiz.de/10011705723
Saved in:
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