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subject:"Time series analysis"
subject:"Volatilität"
~isPartOf:"International journal of forecasting"
~isPartOf:"Working paper series"
~subject:"Correlation"
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Search: subject_exact:"Estimation theory"
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Time series analysis
Volatilität
Correlation
Estimation theory
274
Schätztheorie
274
Forecasting model
119
Prognoseverfahren
119
Zeitreihenanalyse
88
Theorie
70
Theory
70
Estimation
34
Schätzung
34
Regression analysis
31
Regressionsanalyse
29
Bayes-Statistik
21
Bayesian inference
21
Nichtparametrisches Verfahren
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Nonparametric statistics
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18
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Volatility
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Forecasting
14
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Prognose
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11
Economic forecast
11
Kointegration
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11
Bootstrap approach
10
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10
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10
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10
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Kohn, Robert
7
Canepa, Alessandra
4
Hyndman, Rob J.
4
Carter, Chris K.
3
Jentsch, Carsten
3
Panagiotelis, Anastasios
3
Athanasopoulos, George
2
Clements, Adam
2
Cubadda, Gianluca
2
Curry, David J.
2
Deo, Rohit S.
2
Espasa Terrades, Antoni
2
Harvey, Andrew C.
2
Kock, Anders Bredahl
2
Leucht, Anne
2
Lucas, André
2
Lütkepohl, Helmut
2
Oryshchenko, Vitaliy
2
Ruiz, Esther
2
Shively, Thomas S.
2
Taylor, James W.
2
Teräsvirta, Timo
2
Albertson, Kevin
1
Allaj, Erindi
1
Ansley, Craig F.
1
Aylen, Jonathan
1
Bagnato, Luca
1
Barnett, Glen
1
Barreto-Souza, Wagner
1
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1
Bastos, Fernando de Souza
1
Bauwens, Luc
1
Beaumont, Adrian N.
1
Becker, Ralf
1
Beering, Carina
1
Benítez Sánchez, José Manuel
1
Bergmeir, Christoph
1
Bernardini, Emmanuela
1
Blasques, Francisco
1
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International journal of forecasting
Working paper series
Journal of econometrics
403
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
182
Econometric theory
177
Economics letters
175
Discussion paper / Tinbergen Institute
110
Econometric reviews
104
Working paper / Department of Econometrics and Business Statistics, Monash University
68
CREATES research paper
67
Journal of forecasting
64
Applied economics letters
61
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
57
Econometrics : open access journal
56
NBER Working Paper
54
Journal of the American Statistical Association : JASA
50
The econometrics journal
48
Cowles Foundation discussion paper
47
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
47
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
47
Economic modelling
44
Journal of empirical finance
43
Computational economics
40
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
40
Journal of time series econometrics
40
Applied economics
39
SFB 649 discussion paper
39
NBER working paper series
36
Journal of applied econometrics
35
Journal of financial econometrics : official journal of the Society for Financial Econometrics
34
EUI working paper / ECO
32
Série des documents de travail / Centre de Recherche en Économie et Statistique
31
Working paper / National Bureau of Economic Research, Inc.
31
Finance research letters
28
Journal of banking & finance
28
Cambridge working papers in economics
27
NBER technical working paper series
27
Technical working paper / National Bureau of Economic Research
27
Working paper
27
Discussion paper / Center for Economic Research, Tilburg University
24
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Bayesian local projections
Ferreira, Leonardo Nogueira
;
Miranda-Agrippino, Silvia
; …
-
2023
Persistent link: https://www.econbiz.de/10013557119
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2
Local asymptotic normality of general conditionally heteroskedastic and score-driven time-series models
Francq, Christian
;
Zakoïan, Jean-Michel
-
2022
Persistent link: https://www.econbiz.de/10013162003
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3
A semiparametric panel data model with common factors and spatial dependence
Soberon, Alexandra
;
Musolesi, Antonio
;
Rodriguez-Poo, …
-
2022
Persistent link: https://www.econbiz.de/10013171085
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4
Forecasting in factor augmented regressions under structural change
Massacci, Daniele
;
Kapetanios, George
- In:
International journal of forecasting
40
(
2024
)
1
,
pp. 62-76
Persistent link: https://www.econbiz.de/10014450259
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5
Outlier-robust methods for forecasting realized covariance matrices
Li, Dan
;
Drovandi, Christopher
;
Clements, Adam
- In:
International journal of forecasting
40
(
2024
)
1
,
pp. 392-408
Persistent link: https://www.econbiz.de/10014450278
Saved in:
6
Optimal hierarchical EWMA forecasting
Sbrana, Giacomo
;
Pelagatti, Matteo
- In:
International journal of forecasting
40
(
2024
)
2
,
pp. 616-625
Persistent link: https://www.econbiz.de/10014547189
Saved in:
7
Predicting stock return and volatility with machine learning and econometric models: a comparative case study of the Baltic stock market
Nõu, Anders
;
Lapitskaya, Darya
;
Eratalay, M. Hakan
; …
-
2021
Persistent link: https://www.econbiz.de/10012694117
Saved in:
8
Asset pricing using Block-Cholesky GARCH and time-varying betas
Grassi, Stefano
;
Violante, Francesco
-
2021
Persistent link: https://www.econbiz.de/10012543884
Saved in:
9
Small sample adjustment for hypotheses testing on cointegrating vectors
Canepa, Alessandra
-
2021
Persistent link: https://www.econbiz.de/10013167436
Saved in:
10
Forecasting using variational Bayesian inference in large vector autoregressions with hierarchical shrinkage
Gefang, Deborah
;
Koop, Gary
;
Poon, Aubrey
- In:
International journal of forecasting
39
(
2023
)
1
,
pp. 346-363
Persistent link: https://www.econbiz.de/10014462786
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