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subject:"Volatilität"
subject:"Yield curve"
~isPartOf:"Journal of financial econometrics : official journal of the Society for Financial Econometrics"
~isPartOf:"Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet"
~subject:"Panel study"
~subject:"Statistischer Test"
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Search: subject_exact:"Estimation theory"
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Volatilität
Yield curve
Panel study
Statistischer Test
Estimation theory
181
Schätztheorie
181
Time series analysis
71
Zeitreihenanalyse
71
Estimation
48
Schätzung
48
Volatility
33
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28
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Chen, Yi-ting
2
Abbara, Omar
1
Anatolyev, Stanislav
1
Andreou, Alena
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Baruník, Jozef
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Byoung Hark Yoo
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1
Chuffart, Thomas
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1
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Daníelsson, Jón
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
Journal of econometrics
400
Economics letters
156
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
133
Econometric reviews
124
CEMMAP working papers / Centre for Microdata Methods and Practice
85
The econometrics journal
81
Econometric theory
78
Discussion paper / Tinbergen Institute
58
Economic modelling
42
Applied economics letters
40
Cowles Foundation discussion paper
40
Working paper / Department of Econometrics and Business Statistics, Monash University
40
Discussion paper series / IZA
38
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
33
Econometrics : open access journal
33
CESifo working papers
32
CREATES research paper
31
Journal of empirical finance
30
Quantitative economics : QE ; journal of the Econometric Society
30
Cowles Foundation Discussion Paper
29
Cambridge working papers in economics
27
NBER Working Paper
27
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
27
Working paper
27
Discussion paper
26
Journal of financial econometrics
26
Applied economics
24
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
24
Empirical economics : a quarterly journal of the Institute for Advanced Studies
23
International journal of forecasting
23
Journal of banking & finance
23
Oxford bulletin of economics and statistics
23
Computational economics
20
Discussion paper / Center for Economic Research, Tilburg University
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IZA Discussion Paper
20
NBER working paper series
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Finance research letters
19
Journal of applied econometrics
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1
Score-driven location plus scale models : asymptotic theory and an application to forecasting Dow Jones volatility
Blazsek, Szabolcs
;
Escribano, Álvaro
;
Licht, Adrian
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
28
(
2024
)
1
,
pp. 61-82
Persistent link: https://www.econbiz.de/10014506888
Saved in:
2
Panel data models with two threshold variables
Lamadrid-Contreras, Arturo
;
Ramírez-Rondán, Nelson R.
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
27
(
2023
)
3
,
pp. 315-333
Persistent link: https://www.econbiz.de/10014372881
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3
A new test for non-linear hypotheses under distributional and local parametric misspecification
Bera, Anil K.
;
Doğan, Osman
;
Taṣpınar, Süleyman
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
27
(
2023
)
5
,
pp. 669-685
Persistent link: https://www.econbiz.de/10014506833
Saved in:
4
Estimation and forecasting of long memory stochastic volatility models
Abbara, Omar
;
Zevallos, Mauricio
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
27
(
2023
)
1
,
pp. 1-24
Persistent link: https://www.econbiz.de/10014288818
Saved in:
5
Unrestricted, restricted, and regularized models for forecasting multivariate volatility
Anatolyev, Stanislav
;
Staněk, Filip
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
27
(
2023
)
2
,
pp. 199-218
Persistent link: https://www.econbiz.de/10014288890
Saved in:
6
Time-specific average estimation of dynamic panel regressions
Chu, Ba
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
26
(
2022
)
4
,
pp. 581-616
Persistent link: https://www.econbiz.de/10013453781
Saved in:
7
Variance reduction estimation for return models with jumps using gamma asymmetric kernels
Song, Yuping
;
Hou, Weijie
;
Zhou, Shengyi
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
23
(
2019
)
5
,
pp. 1-38
Persistent link: https://www.econbiz.de/10012198377
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8
Efficient estimation of financial risk by regressing the quantiles of parametric distributions : an application to CARR models
Chan, Jennifer So Kuen
;
Kok Haur Ng
;
Thanakorn …
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
23
(
2019
)
2
,
pp. 1-22
Persistent link: https://www.econbiz.de/10012054882
Saved in:
9
A parametric stationarity test with smooth breaks
Tsong, Ching-Chuan
;
Lee, Cheng-Feng
;
Tsai, Li Ju
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
23
(
2019
)
2
,
pp. 1-14
Persistent link: https://www.econbiz.de/10012054883
Saved in:
10
Flexible Fourier form for volatility breaks
Li, Jing
;
Enders, Walter
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
22
(
2018
)
1
,
pp. 1-19
Persistent link: https://www.econbiz.de/10011886596
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