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subject:"USA"
~isPartOf:"Applied economics"
~isPartOf:"The journal of finance : the journal of the American Finance Association"
~subject:"ARCH-Modell"
~subject:"Prognoseverfahren"
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Search: subject_exact:"Estimation theory"
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USA
ARCH-Modell
Prognoseverfahren
Estimation theory
204
Schätztheorie
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73
Theory
73
Estimation
49
Schätzung
49
Time series analysis
37
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Kim, Jong-Min
3
Blazsek, Szabolcs
2
Jung, Hojin
2
Licht, Adrian
2
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1
Ayala, Astrid Loretta
1
Aït-Sahalia, Yacine
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Baillie, Richard
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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Applied economics
The journal of finance : the journal of the American Finance Association
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
153
Journal of econometrics
150
International journal of forecasting
121
Journal of forecasting
79
Economics letters
58
Econometric theory
49
The review of economics and statistics
46
Discussion paper / Tinbergen Institute
45
Working paper / National Bureau of Economic Research, Inc.
36
Econometric reviews
30
Journal of applied econometrics
30
Journal of empirical finance
29
The econometrics journal
29
CREATES research paper
28
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
27
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
25
Finance research letters
23
Journal of banking & finance
23
Working paper / Department of Econometrics and Business Statistics, Monash University
23
American journal of agricultural economics
20
NBER working paper series
19
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
18
Journal of financial econometrics : official journal of the Society for Financial Econometrics
18
Journal of the American Statistical Association : JASA
18
Applied economics letters
17
Economic modelling
17
Journal of financial and quantitative analysis : JFQA
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Working paper
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Discussion paper
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Discussion paper series / IZA
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Insurance / Mathematics & economics
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Journal of risk and financial management : JRFM
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Oxford bulletin of economics and statistics
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The journal of futures markets
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International journal of economics and financial issues : IJEFI
14
Journal of financial econometrics
14
Journal of macroeconomics
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Journal of risk
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Journal of time series econometrics
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ECONIS (ZBW)
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1
Performance analysis of nowcasting of GDP growth when allowing for conditional heteroscedasticity and non-Gaussianity
Javed, Farrukh
;
Kiss, Tamás
;
Österholm, Pär
- In:
Applied economics
54
(
2022
)
58
,
pp. 6669-6686
Persistent link: https://www.econbiz.de/10013494234
Saved in:
2
Score function scaling for QAR plus Beta-t-EGARCH : an empirical application to the S&P 500
Ayala, Astrid Loretta
;
Blazsek, Szabolcs
;
Licht, Adrian
- In:
Applied economics
56
(
2024
)
31
,
pp. 3684-3697
Persistent link: https://www.econbiz.de/10014528626
Saved in:
3
Unconditional density vs conditional density functions in estimating value-at-risk
Chiu, Yen-Chen
;
Chuang, I-Yuan
- In:
Applied economics
53
(
2021
)
4
,
pp. 482-494
Persistent link: https://www.econbiz.de/10012416070
Saved in:
4
Functional ARCH directional dependence via copula for intraday volatility from high-frequency financial time series
Kim, Jong-Min
;
Hwang, Sun Young
- In:
Applied economics
53
(
2021
)
4
,
pp. 506-520
Persistent link: https://www.econbiz.de/10012416072
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5
Dynamic conditional score models : a review of their applications
Blazsek, Szabolcs
;
Licht, Adrian
- In:
Applied economics
52
(
2020
)
11
,
pp. 1181-1199
Persistent link: https://www.econbiz.de/10012197522
Saved in:
6
A race for long horizon bankruptcy prediction
Altman, Edward I.
;
Iwanicz-Drozdowska, Małgorzata
; …
- In:
Applied economics
52
(
2020
)
37
,
pp. 4092-4111
Persistent link: https://www.econbiz.de/10012259002
Saved in:
7
A note on the estimated GARCH coefficients from the S&P1500 universe
Bampinas, Georgios
;
Ladopoulos, Konstantinos
; …
- In:
Applied economics
50
(
2018
)
34/35
,
pp. 3647-3653
Persistent link: https://www.econbiz.de/10012059386
Saved in:
8
Directional time-varying partial correlation with the Gaussian copula-DCC-GARCH model
Kim, Jong-Min
;
Jung, Hojin
- In:
Applied economics
50
(
2018
)
41
,
pp. 4418-4426
Persistent link: https://www.econbiz.de/10012061173
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9
A contribution on the nature and treatment of missing data in large market surveys
Madden, Gary
;
Vicente, María Rosalia
;
Rappoport, Paul N.
; …
- In:
Applied economics
49
(
2017
)
22
,
pp. 2179-2187
Persistent link: https://www.econbiz.de/10011817259
Saved in:
10
Linear time-varying regression with a DCC-GARCH model for volatility
Kim, Jong-Min
;
Jung, Hojin
;
Qin, Li
- In:
Applied economics
48
(
2016
)
16/18
,
pp. 1573-1582
Persistent link: https://www.econbiz.de/10011456689
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