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subject:"United Kingdom"
~isPartOf:"Econometric reviews"
~isPartOf:"Econometric theory"
~isPartOf:"Working paper / National Bureau of Economic Research, Inc."
~subject:"Korrelation"
~subject:"Volatility"
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Search: subject_exact:"Estimation theory"
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United Kingdom
Korrelation
Volatility
Estimation theory
1,382
Schätztheorie
1,382
Theorie
502
Theory
502
Time series analysis
266
Zeitreihenanalyse
266
Nichtparametrisches Verfahren
191
Nonparametric statistics
191
Regression analysis
167
Regressionsanalyse
167
Schätzung
113
Estimation
112
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99
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99
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83
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83
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61
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61
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61
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61
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52
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52
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50
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50
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50
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49
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46
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46
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45
United States
45
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42
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42
Volatilität
42
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41
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41
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40
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40
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37
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37
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Maasoumi, Esfandiar
3
Teräsvirta, Timo
3
Bekaert, Geert
2
Brandt, Michael W.
2
Cavaliere, Giuseppe
2
Diebold, Francis X.
2
Jin, Zequn
2
Li, Jia
2
McAleer, Michael
2
Phillips, Peter C. B.
2
Taylor, Robert
2
Alizadeh, Sassan
1
Altonji, Joseph G.
1
Amado, Cristina
1
Ang, Andrew
1
Bayarri, M. J.
1
Bennedsen, Mikkel
1
Berger, James O.
1
Bermudez, P. de Zea
1
Bertrand, Marianne
1
Born, Benjamin
1
Boswijk, Herman Peter
1
Boudoukh, Jacob
1
Breitung, Jörg
1
Brownlees, Christian
1
Burkhauser, Richard V.
1
Cai, Yuzhi
1
Cai, Zongwu
1
Catani, Paul
1
Chen, Bin
1
Chen, Qiang
1
Chen, Xiaohong
1
Creal, Drew
1
Cripps, Edward
1
Dai, Qiang
1
Das, Sanjiv R.
1
De Angelis, Luca
1
De Groote, Tom
1
Dehling, Herold
1
Donald, Stephen G.
1
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Econometric reviews
Econometric theory
Working paper / National Bureau of Economic Research, Inc.
Journal of econometrics
164
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
80
Economics letters
52
Discussion paper / Tinbergen Institute
37
Journal of empirical finance
26
Journal of banking & finance
22
Journal of financial econometrics : official journal of the Society for Financial Econometrics
22
The econometrics journal
21
Cambridge working papers in economics
20
Finance research letters
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Journal of the American Statistical Association : JASA
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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Economic modelling
19
Journal of financial econometrics
19
Quantitative finance
19
International journal of forecasting
18
Applied economics letters
17
CREATES research paper
17
SFB 649 discussion paper
17
Econometrics : open access journal
16
Journal of forecasting
16
Oxford bulletin of economics and statistics
16
Journal of applied econometrics
15
NBER working paper series
15
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
14
Working paper
14
Applied economics
13
CEMMAP working papers / Centre for Microdata Methods and Practice
13
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
13
International journal of theoretical and applied finance
13
Discussion paper
12
The North American journal of economics and finance : a journal of financial economics studies
12
Computational economics
11
CESifo working papers
10
Journal of risk and financial management : JRFM
10
Working paper / Department of Econometrics and Business Statistics, Monash University
10
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ECONIS (ZBW)
75
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1
Adaptive information-based methods for determining the co-integration rank in heteroskedastic VAR models
Boswijk, Herman Peter
;
Cavaliere, Giuseppe
;
De Angelis, Luca
- In:
Econometric reviews
42
(
2023
)
9/10
,
pp. 725-757
Persistent link: https://www.econbiz.de/10014420355
Saved in:
2
Identification and estimation in a correlated random coefficients transformation model
Zhang, ZhengYu
;
Jin, Zequn
;
Mu, Beili
- In:
Econometric theory
38
(
2022
)
4
,
pp. 621-688
Persistent link: https://www.econbiz.de/10013366923
Saved in:
3
A robust test for serial correlation in panel data models
Chen, Bin
- In:
Econometric reviews
41
(
2022
)
9
,
pp. 1095-1112
Persistent link: https://www.econbiz.de/10013364945
Saved in:
4
Estimation of volatility functions in jump diffusions using truncated bipower increments
Kim, Jihyun
;
Park, Joon Y.
;
Wang, Bin
- In:
Econometric theory
37
(
2021
)
5
,
pp. 926-958
Persistent link: https://www.econbiz.de/10012656389
Saved in:
5
Efficient estimation of integrated volatility functionals under general volatility dynamics
Li, Jia
;
Liu, Yunxiao
- In:
Econometric theory
37
(
2021
)
4
,
pp. 664-707
Persistent link: https://www.econbiz.de/10012618196
Saved in:
6
Survey under-coverage of top incomes and estimation of inequality : what is the role of the UK’s SPI adjustment?
Burkhauser, Richard V.
;
Hérault, Nicolas
;
Jenkins, Stephen
-
2017
Persistent link: https://www.econbiz.de/10011700605
Saved in:
7
Identification and estimation in a linear correlated random coefficients model with censoring
Zhang, Zhengyu
;
Jin, Zequn
- In:
Econometric reviews
39
(
2020
)
2
,
pp. 196-213
Persistent link: https://www.econbiz.de/10012181533
Saved in:
8
On the estimation of integrated volatility in the presence of jumps and microstructure noise
Brownlees, Christian
;
Nualart, Eulalia
;
Sun, Yucheng
- In:
Econometric reviews
39
(
2020
)
10
,
pp. 991-1013
Persistent link: https://www.econbiz.de/10012406198
Saved in:
9
Data cloning estimation for asymmetric stochastic volatility models
Bermudez, P. de Zea
;
Marín, J. Miguel
;
Veiga, Helena
- In:
Econometric reviews
39
(
2020
)
10
,
pp. 1057-1074
Persistent link: https://www.econbiz.de/10012406209
Saved in:
10
Semiparametric estimation and inference on the fractal index of Gaussian and conditionally Gaussian time series data
Bennedsen, Mikkel
- In:
Econometric reviews
39
(
2020
)
9
,
pp. 875-903
Persistent link: https://www.econbiz.de/10012295586
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