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subject:"Theorie"
subject:"Zeitreihenanalyse"
~person:"Bollerslev, Tim"
~person:"Feenstra, Robert C."
~person:"Kilian, Lutz"
~person:"Pierdzioch, Christian"
~type:"article"
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Search: subject_exact:"Estimation"
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Theorie
Zeitreihenanalyse
Estimation
111
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111
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47
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47
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44
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44
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Bollerslev, Tim
Feenstra, Robert C.
Kilian, Lutz
Pierdzioch, Christian
Gil-Alaña, Luis A.
90
Caporale, Guglielmo Maria
53
Gupta, Rangan
50
Chang, Tsangyao
33
Tiwari, Aviral Kumar
30
Moosa, Imad A.
29
Serletis, Apostolos
28
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27
Kumbhakar, Subal
25
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21
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17
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17
MacDonald, Ronald
17
McAleer, Michael
17
Narayan, Paresh Kumar
17
Peel, David
17
Herwartz, Helmut
16
Blundell, Richard W.
15
Jawadi, Fredj
15
Ramírez, Miguel D.
15
Tauchen, George Eugene
15
Todorov, Viktor
15
Barnett, William A.
14
Creedy, John
14
Engsted, Tom
14
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14
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14
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14
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14
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14
Sickles, Robin C.
14
Tsionas, Efthymios G.
14
Apergēs, Nikolaos
13
Franses, Philip Hans
13
Härdle, Wolfgang
13
Lee, Chien-chiang
13
Papell, David H.
13
Taylor, Mark P.
13
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12
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3
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3
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3
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3
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Hard-to-measure goods and services : essays in honor of Zvi Griliches
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1
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1
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1
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ECONIS (ZBW)
46
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1
On the predictive value of the (shadow) real interest rate for the realized volatility of gold-price returns
Pierdzioch, Christian
;
Rohloff, Sebastian
;
Campe, Roland von
- In:
Annals of financial economics
18
(
2023
)
1
,
pp. 1-16
Persistent link: https://www.econbiz.de/10014442354
Saved in:
2
From zero to hero : realized partial (co)variances
Bollerslev, Tim
;
Medeiros, Marcelo C.
;
Patton, Andrew J.
; …
- In:
Journal of econometrics
231
(
2022
)
2
,
pp. 348-360
Persistent link: https://www.econbiz.de/10013464800
Saved in:
3
Risk aversion and the predictability of crude oil market volatility : a forecasting experiment with random forests
Demirer, Rıza
;
Gillas, Konstantinos Gkillas
;
Gupta, Rangan
- In:
Journal of the Operational Research Society
73
(
2022
)
8
,
pp. 1755-1767
Persistent link: https://www.econbiz.de/10013373057
Saved in:
4
Oil tail risks and the forecastability of the realized variance of oil-price : evidence from over 150 years of data
Salisu, Afees A.
;
Pierdzioch, Christian
;
Gupta, Rangan
- In:
Finance research letters
46
(
2022
)
2
,
pp. 1-7
Persistent link: https://www.econbiz.de/10013341577
Saved in:
5
Occupation density estimation for noisy high-frequency data
Zhang, Congshan
;
Li, Jia
;
Bollerslev, Tim
- In:
Journal of econometrics
227
(
2022
)
1
,
pp. 189-211
Persistent link: https://www.econbiz.de/10013441646
Saved in:
6
Generalized jump regressions for local moments
Bollerslev, Tim
;
Li, Jia
;
Chaves, Leonardo Salim Saker
- In:
Journal of business & economic statistics : JBES ; a …
39
(
2021
)
4
,
pp. 1015-1025
Persistent link: https://www.econbiz.de/10012653221
Saved in:
7
Multivariate leverage effects and realized semicovariance GARCH models
Bollerslev, Tim
;
Patton, Andrew J.
;
Quaedvlieg, Rogier
- In:
Journal of econometrics
217
(
2020
)
2
,
pp. 411-430
Persistent link: https://www.econbiz.de/10012482780
Saved in:
8
Predicting stock market movements with a time-varying consumption-aggregate wealth ratio
Chang, Tsangyao
;
Gupta, Rangan
;
Majumdar, Anandamayee
; …
- In:
International review of economics & finance : IREF
59
(
2019
),
pp. 458-467
Persistent link: https://www.econbiz.de/10012203261
Saved in:
9
Time-varying risk aversion and realized gold volatility
Demirer, Rıza
;
Gillas, Konstantinos Gkillas
;
Gupta, Rangan
- In:
The North American journal of economics and finance : a …
50
(
2019
)
101048
,
pp. 1-16
Persistent link: https://www.econbiz.de/10012204443
Saved in:
10
The predictive value of inequality measures for stock returns : an analysis of long-span UK data using quantile random forests
Gupta, Rangan
;
Pierdzioch, Christian
;
Vivian, Andrew J.
; …
- In:
Finance research letters
29
(
2019
),
pp. 315-322
Persistent link: https://www.econbiz.de/10012419133
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