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subject:"Stochastischer Prozess"
subject:"Volatility"
~isPartOf:"The econometrics journal"
~subject:"Prognoseverfahren"
~type:"article"
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Search: subject_exact:"Estimation theory"
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Stochastischer Prozess
Volatility
Prognoseverfahren
Estimation theory
267
Schätztheorie
267
Nichtparametrisches Verfahren
59
Nonparametric statistics
59
Regression analysis
55
Regressionsanalyse
55
Panel
39
Panel study
39
Time series analysis
37
Zeitreihenanalyse
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Statistical test
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Statistischer Test
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Theorie
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Theory
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Estimation
28
Schätzung
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Induktive Statistik
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Statistical inference
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16
Scientific modelling
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Bootstrap-Verfahren
15
Instrumental variables
15
Statistical distribution
15
Statistische Verteilung
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ARCH model
14
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Autocorrelation
14
Autokorrelation
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Heteroscedasticity
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Heteroskedastizität
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Method of moments
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Momentenmethode
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Monte Carlo simulation
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Abadir, Karim Maher
1
Cai, Michael
1
Chen, Jia
1
Cheng, Tingting
1
Coudin, Elise
1
Del Negro, Marco
1
Dufour, Jean-Marie
1
Elliott, Robert J.
1
Gao, Jiti
1
Götz, Thomas B.
1
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1
Hauzenberger, Klemens
1
Herbst, Edward P.
1
Hounyo, Ulrich
1
Hubner, Stefan
1
Kang, Kyu Ho
1
Karabiyik, Hande
1
Kejriwal, Mohitosh
1
Knight, John L.
1
Krishnamurthy, Vikram
1
Kuo, Biing-shen
1
Li, Degui
1
Li, Pengfei
1
Lin, Juan
1
Lin, Zhengyan
1
Liu, Chu-An
1
Matlin, Ethan
1
Monfardini, Chiara
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Ning, Cathy Q.
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1
Tanaka, Shinya
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Taylor, Stephen
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Uematsu, Yoshimasa
1
Veliyev, Bezirgen
1
Veraart, Almut E. D.
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The econometrics journal
Journal of econometrics
202
International journal of forecasting
117
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
84
Journal of forecasting
76
Economics letters
53
Econometric reviews
38
Econometric theory
33
Economic modelling
33
Journal of empirical finance
32
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
26
Journal of financial econometrics : official journal of the Society for Financial Econometrics
25
European journal of operational research : EJOR
23
Finance research letters
23
Quantitative finance
22
Insurance / Mathematics & economics
21
Journal of financial econometrics
20
Journal of banking & finance
19
Journal of the American Statistical Association : JASA
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Computational economics
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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Journal of risk and financial management : JRFM
17
Econometrics : open access journal
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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
15
International journal of theoretical and applied finance
15
Risks : open access journal
14
The North American journal of economics and finance : a journal of financial economics studies
14
Applied economics
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Empirical economics : a quarterly journal of the Institute for Advanced Studies
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Journal of applied econometrics
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Journal of mathematical finance
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Applied economics letters
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Finance and stochastics
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International Journal of Energy Economics and Policy : IJEEP
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Journal of quantitative economics
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Mathematics of operations research
11
Operations research
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International journal of economics and financial issues : IJEFI
10
Journal of time series econometrics
10
Astin bulletin : the journal of the International Actuarial Association
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1
Explicit minimal representation of variance matrices, and its implication for dynamic volatility models
Abadir, Karim Maher
- In:
The econometrics journal
26
(
2023
)
1
,
pp. 88-104
Persistent link: https://www.econbiz.de/10013543279
Saved in:
2
Semi-parametric inference on Gini indices of two semi-continuous populations under density ratio models
Yuan, Meng
;
Li, Pengfei
;
Wu, Changbao
- In:
The econometrics journal
26
(
2023
)
2
,
pp. 174-188
Persistent link: https://www.econbiz.de/10014319288
Saved in:
3
Factor-augmented forecasting regressions with threshold effects
Yan, Yayi
;
Cheng, Tingting
- In:
The econometrics journal
25
(
2022
)
1
,
pp. 134-154
Persistent link: https://www.econbiz.de/10012878901
Saved in:
4
Forecasting using cross-section average-augmented time series regressions
Karabiyik, Hande
;
Westerlund, Joakim
- In:
The econometrics journal
24
(
2021
)
2
,
pp. 315-333
Persistent link: https://www.econbiz.de/10012595000
Saved in:
5
Online estimation of DSGE models
Cai, Michael
;
Del Negro, Marco
;
Herbst, Edward P.
; …
- In:
The econometrics journal
24
(
2021
)
1
,
pp. C33-C58
Persistent link: https://www.econbiz.de/10012504440
Saved in:
6
Generalized forecast averaging in autoregressions with a near unit root
Kejriwal, Mohitosh
;
Yu, Xuewen
- In:
The econometrics journal
24
(
2021
)
1
,
pp. 83-102
Persistent link: https://www.econbiz.de/10012504451
Saved in:
7
Large mixed-frequency VARs with a parsimonious time-varying parameter structure
Götz, Thomas B.
;
Hauzenberger, Klemens
- In:
The econometrics journal
24
(
2021
)
3
,
pp. 442-461
Persistent link: https://www.econbiz.de/10012620715
Saved in:
8
High‐dimensional macroeconomic forecasting and variable selection via penalized regression : editor's choice
Uematsu, Yoshimasa
;
Tanaka, Shinya
- In:
The econometrics journal
22
(
2019
)
1
,
pp. 34-56
Persistent link: https://www.econbiz.de/10012166649
Saved in:
9
Quantile-based smooth transition value at risk estimation
Hubner, Stefan
;
Čížek, Pavel
- In:
The econometrics journal
22
(
2019
)
3
,
pp. 241-261
Persistent link: https://www.econbiz.de/10012166749
Saved in:
10
Testing for changing volatility
Wu, Jilin
;
Xiao, Zhijie
- In:
The econometrics journal
21
(
2018
)
2
,
pp. 192-217
Persistent link: https://www.econbiz.de/10012166609
Saved in:
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