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subject:"Volatilität"
subject:"Yield curve"
~isPartOf:"Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet"
~subject:"Panel study"
~subject:"Statistischer Test"
~type:"article"
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Search: subject_exact:"Estimation theory"
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Volatilität
Yield curve
Panel study
Statistischer Test
Estimation theory
107
Schätztheorie
107
Time series analysis
50
Zeitreihenanalyse
50
Estimation
33
Schätzung
33
ARCH model
17
ARCH-Modell
17
Volatility
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Abbara, Omar
1
Anatolyev, Stanislav
1
Baruník, Jozef
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Bera, Anil K.
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Blazsek, Szabolcs
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Bu, Ruijun
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Byoung Hark Yoo
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Kok Haur Ng
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
Journal of econometrics
398
Economics letters
156
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
133
Econometric reviews
121
The econometrics journal
81
Econometric theory
78
Economic modelling
42
Applied economics letters
40
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
Journal of empirical finance
30
Quantitative economics : QE ; journal of the Econometric Society
30
Journal of financial econometrics
26
Applied economics
24
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
23
Empirical economics : a quarterly journal of the Institute for Advanced Studies
23
International journal of forecasting
23
Journal of banking & finance
23
Journal of financial econometrics : official journal of the Society for Financial Econometrics
23
Oxford bulletin of economics and statistics
23
Computational economics
20
Finance research letters
19
Journal of applied econometrics
19
Journal of the American Statistical Association : JASA
19
Quantitative finance
18
International journal of theoretical and applied finance
17
Journal of forecasting
16
Journal of risk and financial management : JRFM
16
Journal of econometric methods
14
Journal of time series econometrics
14
Regional science & urban economics
14
The North American journal of economics and finance : a journal of financial economics studies
14
European journal of operational research : EJOR
12
Journal of financial economics
12
Finance and stochastics
11
International journal of economics and financial issues : IJEFI
11
Journal of quantitative economics
10
The empirical economics letters : a monthly international journal of economics
10
Energy economics
9
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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
Saved in:
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
Saved in:
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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